Commit Graph

104 Commits

Author SHA1 Message Date
c9s
9d24540826 grid2: add order executor mock for testing reverse order 2022-12-07 14:19:49 +08:00
c9s
9215e401d0 grid2: fix quantity, amount, quoteInvestment validation 2022-12-07 12:29:14 +08:00
c9s
df6187dc98 grid2: remove default fee rate 2022-12-07 12:25:30 +08:00
c9s
489b025702 grid2: refactor check spread 2022-12-07 12:24:52 +08:00
c9s
02bebe8ed1 grid2: use min quantity instead of max quantity 2022-12-07 11:44:22 +08:00
c9s
b0381fd927 grid2: pull out debugGridOrders func 2022-12-06 16:35:52 +08:00
c9s
b8e5bf1ddd grid2: add test case for testing checkMinimalQuoteInvestment 2022-12-06 16:09:46 +08:00
c9s
47759236e0 grid2: improve log 2022-12-06 15:57:03 +08:00
c9s
0cf43ffb11 grid2: pull out aggregateTradesQuantity func 2022-12-06 15:57:03 +08:00
c9s
b4e403d632 grid2: remove fee check from verifyOrderTrades 2022-12-06 15:57:03 +08:00
c9s
423fe521b6 grid2: add build tag for backtest_test 2022-12-06 15:57:03 +08:00
c9s
846695e632 grid2: add retry to orderQuery 2022-12-06 11:56:30 +08:00
c9s
75521352a9 grid2: pull out aggregateOrderBaseFee 2022-12-06 11:48:32 +08:00
c9s
68e7d0ec24 grid2: add doc comment for gridNumber 2022-12-06 10:47:19 +08:00
c9s
e29f3c50e8 grid2: calculate TotalFee 2022-12-06 10:05:43 +08:00
c9s
aa5f2a032a grid2: call TruncatePrice on profitSpread 2022-12-06 02:13:32 +08:00
c9s
dd591c936f grid2: add min order quantity protection 2022-12-06 02:07:05 +08:00
c9s
fc80cfb714 grid2: fix quote investment calculation for profit spread 2022-12-06 01:57:33 +08:00
c9s
e7ff7a49db grid2: fix calculateQuoteInvestmentQuantity for profitSpread 2022-12-06 01:51:50 +08:00
c9s
7e0ac66ea1 grid2: fix calculateQuoteBaseInvestmentQuantity grid calculation 2022-12-06 01:21:41 +08:00
c9s
541c0e76b5 grid2: consider profitSpread in calculateQuoteBaseInvestmentQuantity 2022-12-06 01:19:24 +08:00
c9s
a8c957fc8d grid2: fix profit spread behavior and tests 2022-12-06 01:17:29 +08:00
c9s
bee528c7c5 grid2: set enable prune for trade history 2022-12-06 00:55:08 +08:00
c9s
79733b963b grid2: fix take profit handler 2022-12-05 23:42:03 +08:00
c9s
9be3c79f8a grid2: handle take profit 2022-12-05 19:46:08 +08:00
c9s
a67d01e821 grid2: fix log format 2022-12-05 19:43:58 +08:00
c9s
c4544cf8b2 grid2: improve debug logging 2022-12-05 19:42:36 +08:00
c9s
8e3bfe8499 grid2: consider base sell quantity reduction 2022-12-05 19:37:42 +08:00
c9s
fae61bd91f grid2: narrow down orderQueryService support checking 2022-12-05 19:31:44 +08:00
c9s
5d441e3efe grid2: collect fees and check if we need to reduce the quantity for sell 2022-12-05 19:30:06 +08:00
c9s
16224583ff grid2: add historicalTrades store 2022-12-05 19:23:39 +08:00
c9s
fcf8613319 grid2: fix feeRate var 2022-12-05 18:15:54 +08:00
c9s
f727f314e6 grid2: add FeeRate configuration for checking profit spread 2022-12-05 18:15:30 +08:00
c9s
4bba5510dd grid2: position reset should reset the total fee 2022-12-05 18:11:44 +08:00
c9s
5be140de0e grid2: improve sell,buy price calculation 2022-12-05 15:19:24 +08:00
c9s
6df4a3c319 grid2: add TestStrategy_generateGridOrders 2022-12-05 11:21:07 +08:00
c9s
076ec3b3c2 grid2: pull out grid order generation 2022-12-05 00:20:18 +08:00
c9s
19e0a20c67 grid2: fill fixedpoint.Zero for stats 2022-12-04 21:43:40 +08:00
c9s
ec6b170f01 grid2: add more log messages for stop loss 2022-12-04 21:09:39 +08:00
c9s
3b821c8b58 grid2: fix order price shifting 2022-12-04 21:06:52 +08:00
c9s
8d78399335 grid2: fix order shifting 2022-12-04 19:48:12 +08:00
c9s
efcfcf7c18 grid2: add position reset 2022-12-04 18:42:03 +08:00
c9s
a5e6173038 grid2: fix openGrid method 2022-12-04 18:33:28 +08:00
c9s
943912f6bf grid2: add grid order debug logs 2022-12-04 18:32:17 +08:00
c9s
ea34b3a962 grid2: another fix 2022-12-04 18:28:34 +08:00
c9s
01b013fcc7 grid2: fix trigger price check for onStart handler 2022-12-04 18:27:21 +08:00
c9s
bce004106c grid2: check price 2022-12-04 18:21:43 +08:00
c9s
9d62720111 grid2: add log for trigger price 2022-12-04 18:17:05 +08:00
c9s
4f3a160bbf grid2: add stopLossPrice handler 2022-12-04 18:01:58 +08:00
c9s
427daba6d0
grid2: change fee rate validation 2022-12-04 15:56:35 +08:00