474 Commits

Author	SHA1	Message	Date
c9s	cde463e294	grid2: remove notionalModifier	2022-12-02 00:09:59 +08:00
c9s	fa692d835f	grid2: add totalFee field and volume field	2022-12-02 00:09:59 +08:00
c9s	7fec736e7a	grid2: add GridProfitStats	2022-12-02 00:09:59 +08:00
c9s	4c8db08ccc	grid2: fix require quote and require base calculation	2022-12-02 00:09:59 +08:00
c9s	2c373959a8	grid2: add investment check	2022-12-02 00:09:59 +08:00
c9s	68b1fce634	grid2: get the last trade price and apply generalOrderExecutor	2022-12-02 00:09:59 +08:00
c9s	a42c1799e2	grid2: define PinCalculator type	2022-12-02 00:09:58 +08:00
c9s	a8cbe0e488	grid2: pull out calculate pins call	2022-12-02 00:09:58 +08:00
c9s	32b6299b93	grid2: pull out CalculatePins	2022-12-02 00:09:58 +08:00
c9s	1fa5186002	grid2: allocate grid object	2022-12-02 00:09:58 +08:00
c9s	84c3d386ca	grid2: implement find next higher/lower pin	2022-12-02 00:09:58 +08:00
c9s	629cea0f44	grid2: fix ExtendUpperPrice and its tests	2022-12-02 00:09:58 +08:00
c9s	4fb2230e5d	grid2: improve number func	2022-12-02 00:09:58 +08:00
c9s	f46fc7ee80	grid2: fix tests	2022-12-02 00:09:58 +08:00
c9s	4ddbeff7e4	grid2: fix Test_calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	f98c00b7aa	grid2: fix extendLowerPrice method and tests	2022-12-02 00:09:58 +08:00
c9s	75c088eb9c	refactor calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	725c624281	grid2: rewrite ExtendUpperPrice	2022-12-02 00:09:58 +08:00
c9s	533587ffd2	grid2: update lowerPrice	2022-12-02 00:09:58 +08:00
c9s	d6f751c027	grid2: improve ExtendLowerPrice	2022-12-02 00:09:58 +08:00
c9s	e675a084e2	grid2: refactor spread, height methods	2022-12-02 00:09:58 +08:00
c9s	2761cff2bf	grid2: add pin tests	2022-12-02 00:09:57 +08:00
c9s	21a1d550e3	grid2: add grid struct	2022-12-02 00:09:57 +08:00
c9s	cb612a22b1	add grid2 strategy	2022-12-02 00:09:57 +08:00