Commit Graph

396 Commits

Author SHA1 Message Date
chiahung
49971a2e50 use existing interface 2023-06-12 17:15:56 +08:00
chiahung
18a7520fa7 MINOR: add test for recovery 2023-06-12 17:15:56 +08:00
chiahung
2f050332eb FEATURE: query trades until hard limit or finish filled 2023-06-12 17:15:56 +08:00
chiahung
f38cfb6ea3 REFACTOR: refactor for future test 2023-06-12 17:15:56 +08:00
chiahung
61892eb2df renaming 2023-06-12 17:15:56 +08:00
chiahung
93d35cc423 FEATURE: use TwinOrder to recover 2023-06-12 17:15:56 +08:00
c9s
5515f588e3
all: add parameter index to the Last method 2023-05-31 19:35:44 +08:00
c9s
5ef7da8422
grid2: fix precheck 2023-05-26 16:09:07 +08:00
c9s
273659a870
grid2: update comment 2023-05-26 14:51:06 +08:00
c9s
8c09c9668a
grid2: improve base quote investment check 2023-05-26 14:49:56 +08:00
c9s
f7a5c84768
all: reformat code 2023-05-25 14:01:22 +08:00
c9s
8e426ca4bf
grid2: add last price == sell price case 2023-05-25 13:31:47 +08:00
Yo-An Lin
862848721f
Fix placeSell condition 2023-05-24 17:52:14 +08:00
c9s
26cbd60a66
grid2: add one more test case for base + quote 2023-05-23 17:36:01 +08:00
c9s
1cf788c925
grid2: fix base + quote order placement and add test case 2023-05-23 17:34:03 +08:00
c9s
d5cf53ee94
grid2: fix comparison 2023-05-22 18:20:34 +08:00
c9s
ce2bd7ca7d
grid2: override placeSell if BaseGridNumber is defined 2023-05-22 18:13:51 +08:00
c9s
2046ccc791
grid2: pull out sell boolean var 2023-05-22 18:10:51 +08:00
c9s
0c6ef38ea3
grid2: apply baseGridNumber 2023-05-22 18:08:39 +08:00
c9s
f11d869d02
grid2: sub 1 only when num > 0 2023-05-22 17:26:22 +08:00
c9s
6ae5d2f33a
grid2: round down before the quantity calculation 2023-05-22 17:25:00 +08:00
c9s
a083ec8395
grid2: check numberOfSellOrders == 0 2023-05-22 17:20:16 +08:00
c9s
c93a3d14b3
grid2: round up minBaseQuantity 2023-05-19 16:46:17 +08:00
c9s
4c13171cb0
grid2: add more test for spec 2023-05-19 16:42:26 +08:00
c9s
3a2dbc934b
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case 2023-05-19 16:37:44 +08:00
c9s
0c4cd7049f
grid2: rewrite the base+quote algo 2023-05-19 15:04:17 +08:00
c9s
86a99b5902
grid2: truncate max base quantity 2023-05-19 13:56:01 +08:00
c9s
829edeb401
grid2: improve warning message 2023-04-28 16:16:23 +08:00
c9s
f958120fb5
grid2: remove the len check since we just iterate 2023-04-28 16:12:57 +08:00
c9s
717de67d5a
grid2: improve log and try best to return the order fee 2023-04-28 16:07:03 +08:00
c9s
5a901e929c
grid2: apply defensive programming on the order quantity 2023-04-28 16:02:28 +08:00
c9s
32b2c43198
grid2: emit grid profit after profit stats fix 2023-04-27 00:33:42 +08:00
c9s
46a6d896a2
grid2: improve the if err syntax 2023-04-26 23:48:02 +08:00
c9s
0c72ac2386
grid2: fix typo 2023-04-26 23:37:20 +08:00
c9s
b358cec235
grid2: check if profitStats.Since.IsZero 2023-04-26 23:36:53 +08:00
c9s
f1919a2b43
grid2: check profitStats.Since for the since time range 2023-04-26 23:34:56 +08:00
c9s
2efdee9347
grid2: add timeout context to the fixer 2023-04-26 23:30:09 +08:00
c9s
bd5e98e543
grid2: add more log 2023-04-26 23:07:01 +08:00
c9s
68974bc0b4
grid2: fix profitstats.Since when possible 2023-04-26 22:10:45 +08:00
c9s
55c84e005b
grid2: add one more check for profitStats.InitialOrderID 2023-04-26 22:06:53 +08:00
c9s
77f6c6bb46
bbgo: lock strategy before we sync data 2023-04-26 18:07:29 +08:00
c9s
036bae692e
grid2: move emitGridReady to earlier 2023-04-26 18:07:29 +08:00
c9s
e8a761e331
grid2: add profitFixer and tests 2023-04-26 17:25:31 +08:00
chiahung
ed4e0b03e7 add open orders back to active order book if no need to recover 2023-04-18 15:47:00 +08:00
chiahung
d00a91441c FEATURE: move metrics to defer funciton 2023-04-18 15:13:20 +08:00
chiahung
a0aae23bf3 FIX: fix emit ready twice and add error log 2023-04-14 18:30:38 +08:00
c9s
4ab54f586b
grid2: emit grid error when open grid failed 2023-04-14 15:15:28 +08:00
chiahung
6029bd268d update log message 2023-04-07 00:40:32 +08:00
chiahung
cc5ebd5b2c move emit ready and update metrics 2023-04-06 23:57:54 +08:00
c9s
fba73f11ea
grid2: update metrics and trigger ready callback 2023-04-06 23:24:08 +08:00