c9s
|
60d7d20ced
|
grid2: fix newline for the message format
|
2023-03-14 00:29:13 +08:00 |
|
c9s
|
a5641f6c73
|
add v1.44.0 release note
|
2023-03-13 22:04:23 +08:00 |
|
c9s
|
b58dcaba79
|
bump version to v1.44.0
|
2023-03-13 22:04:23 +08:00 |
|
c9s
|
18b401e100
|
update command doc files
|
2023-03-13 22:04:23 +08:00 |
|
Yo-An Lin
|
4b3f00fe79
|
Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max
grid2: use newClientOrderID only for max
|
2023-03-13 21:47:02 +08:00 |
|
Yo-An Lin
|
07ebd83a62
|
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
|
2023-03-13 21:31:28 +08:00 |
|
c9s
|
35ceda8408
|
grid2: use newClientOrderID only for max
|
2023-03-13 21:27:13 +08:00 |
|
gx578007
|
4b540fce88
|
Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id
FIX: [grid2] specify client order id explicitly
|
2023-03-13 18:51:27 +08:00 |
|
gx578007
|
83ba32bf2f
|
mock SubmitOrders by DoAndReturn
|
2023-03-13 18:43:52 +08:00 |
|
kbearXD
|
57d420fd6c
|
Merge pull request #1098 from c9s/fix/precision/format-string
FIX: fix format string float point issue
|
2023-03-13 16:44:06 +08:00 |
|
Andy Cheng
|
360173ac2b
|
fix/linregmaker: fix syntax error
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
cb412dc13f
|
improve/bollmaker: add MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
5fc459d404
|
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
dd87d716ce
|
improve/linregmaker: fix end date of linregmaker config
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
6e854f8027
|
improve/linregmaker: add MinProfitSpread
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
3c14382c3c
|
improve/linregmaker: fix StandardIndicatorSet initialization problem
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
a607f230d6
|
improve/linregmaker: more log for can buy sell
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
0ea345a18c
|
improve/linregmaker: fix balance calculation in backtesting
|
2023-03-13 16:35:18 +08:00 |
|
なるみ
|
94828e6f55
|
Merge pull request #1103 from c9s/narumi/rebalance/graceful-cancel
strategy: rebalance: graceful cancel
|
2023-03-13 12:14:28 +08:00 |
|
chiahung
|
51a52d1c18
|
comment out negative precision for dnum
|
2023-03-13 11:28:40 +08:00 |
|
narumi
|
4559a35f31
|
graceful cancel in rebalance strategy
|
2023-03-13 00:49:49 +08:00 |
|
c9s
|
b050ae4098
|
grid2: fix log format
|
2023-03-11 16:03:13 +08:00 |
|
なるみ
|
5ea007ab39
|
Merge pull request #1102 from c9s/narumi/fixedmaker
fix: strategy: fix fixedmaker
|
2023-03-10 19:07:15 +08:00 |
|
narumi
|
74656e0e49
|
fix fixedmaker errors
|
2023-03-10 18:39:30 +08:00 |
|
gx578007
|
16b30960cc
|
FIX: [grid2] specify client order id explicitly
|
2023-03-10 18:29:53 +08:00 |
|
chiahung
|
8c9ed0538f
|
add more test case
|
2023-03-10 17:55:55 +08:00 |
|
chiahung
|
291a6f273a
|
fix test error
|
2023-03-10 17:32:35 +08:00 |
|
Yo-An Lin
|
31e299baf2
|
Merge pull request #1101 from c9s/narumi/fixedmaker
strategy: add fixedmaker
|
2023-03-10 17:24:01 +08:00 |
|
Yo-An Lin
|
c84fbc75f1
|
Merge pull request #1099 from c9s/bhwu/grid2/handle-dup-orderid
FIX: [grid2] avoid handling one orderID twice
|
2023-03-10 17:19:24 +08:00 |
|
c9s
|
3eae532e13
|
grid2: init filledOrderIDMap for tests
|
2023-03-10 17:11:51 +08:00 |
|
c9s
|
c6609927f2
|
grid2: fix Warn by using Warnf
|
2023-03-10 17:00:09 +08:00 |
|
narumi
|
a7cfd488ed
|
add fixedmaker
|
2023-03-10 16:41:01 +08:00 |
|
gx578007
|
fd2032b825
|
FIX: [grid2] avoid handling one orderID twice
|
2023-03-10 16:16:11 +08:00 |
|
chiahung
|
36f48bc604
|
FIX: fix format string float point issue
|
2023-03-10 15:27:50 +08:00 |
|
Yo-An Lin
|
78d65d74d2
|
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
|
2023-03-10 14:18:02 +08:00 |
|
Andy Cheng
|
d51a802315
|
fix/scale: fix typo and add some more tests
|
2023-03-10 13:51:29 +08:00 |
|
Yo-An Lin
|
2ba2cbfd98
|
Merge pull request #1096 from c9s/feature/grid2-clear-dup-price-open-orders
FEATURE: [grid2] add ClearDuplicatedPriceOpenOrders option
|
2023-03-10 13:19:34 +08:00 |
|
c9s
|
df6e58d654
|
grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful
|
2023-03-10 13:11:42 +08:00 |
|
c9s
|
89abbeb2d1
|
grid2: add context to backoffs
|
2023-03-10 13:10:14 +08:00 |
|
c9s
|
f093c73457
|
grid2: add queryOpenOrdersUntilSuccessful func
|
2023-03-10 13:10:14 +08:00 |
|
c9s
|
64e0a169e9
|
grid2: add debug option
|
2023-03-10 13:10:14 +08:00 |
|
c9s
|
ccf567fdab
|
grid2: add ClearDuplicatedPriceOpenOrders option
|
2023-03-10 13:10:11 +08:00 |
|
kbearXD
|
b672889602
|
Merge pull request #1087 from c9s/feature/grids/recover-from-trades
FEATURE: recover grids with open orders by querying trades process an…
|
2023-03-10 12:54:27 +08:00 |
|
chiahung
|
67001fcbb7
|
new config 'recoverGridByScanningTrades'
|
2023-03-09 17:53:13 +08:00 |
|
chiahung
|
4288c82e25
|
FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method
|
2023-03-09 17:10:44 +08:00 |
|
kbearXD
|
6a6d7a6293
|
Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:59:33 +08:00 |
|
kbearXD
|
4586f68fdb
|
Merge pull request #1094 from c9s/fix/maxapi/order-updated-at
FIX: use updated_at instead of created_at to convert MAX order to typ…
|
2023-03-09 16:59:18 +08:00 |
|
chiahung
|
ead5486b52
|
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:15:48 +08:00 |
|
なるみ
|
1ebdd37f3f
|
Merge pull request #1093 from c9s/narumi/rebalance/positions
strategy: rebalance: add positions and profit stats
|
2023-03-09 12:07:19 +08:00 |
|
gx578007
|
517a7c6ad7
|
Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics
FEATURE: [grid2] add more metrics and fix metric-related issues
|
2023-03-09 11:41:57 +08:00 |
|