Commit Graph

339 Commits

Author SHA1 Message Date
kbearXD
294c09b9e8
Merge pull request #1119 from c9s/feature/grids/recover-from-trades
FEATURE: make PinOrderMap's key from string to Pin
2023-03-17 10:45:09 +08:00
chiahung
8182840685 use fixedpoint.Value as key 2023-03-16 21:58:41 +08:00
c9s
0b922a929e
grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful 2023-03-16 18:01:56 +08:00
chiahung
feabadeb59 FEATURE: make PinOrderMap's key from string to Pin 2023-03-16 17:34:02 +08:00
chiahung
a5675f72ad MINOR: use Debug config for debug log 2023-03-16 16:44:16 +08:00
Yo-An Lin
4ac5a2a9e9
Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics
FIX: [grid2] fix correct price metrics
2023-03-15 22:10:17 +08:00
gx578007
74c465d943 FIX: [grid2] fix correct price metrics 2023-03-15 21:40:44 +08:00
chiahung
ffdc242f66 use debugOrders 2023-03-15 21:34:04 +08:00
chiahung
f987c85f17 move info log to debug log 2023-03-15 21:12:59 +08:00
chiahung
e686a26dda FEATURE: verify the grids before emit filled orders 2023-03-15 20:15:53 +08:00
chiahung
dce1e4c7d4 rename buildSyncOrderMap to SyncOrderMap 2023-03-14 14:35:15 +08:00
chiahung
9da8c39d2c avoid re-query same order 2023-03-14 13:46:46 +08:00
chiahung
4af8523144 new struct PinOrderMap 2023-03-14 10:47:25 +08:00
chiahung
7af4e3bf8a FEATURE: get filled orders when bbgo down 2023-03-14 10:47:23 +08:00
c9s
60d7d20ced
grid2: fix newline for the message format 2023-03-14 00:29:13 +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
c9s
b050ae4098
grid2: fix log format 2023-03-11 16:03:13 +08:00
gx578007
16b30960cc FIX: [grid2] specify client order id explicitly 2023-03-10 18:29:53 +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
gx578007
fd2032b825 FIX: [grid2] avoid handling one orderID twice 2023-03-10 16:16:11 +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
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
gx578007
045c8de2a6 refactor metric function to be separated in terms of lock 2023-03-09 11:26:02 +08:00
gx578007
5988567d09 FEATURE: [grid2] add more metrics and fix metric-related issues 2023-03-08 23:54:21 +08:00
c9s
c860e45c34
grid2: simplify isCompleteGridOrderBook 2023-03-08 16:02:31 +08:00
c9s
a75bc2e590
grid2: add isCompleteGridOrderBook doc comment 2023-03-07 21:42:53 +08:00
c9s
72b6f73cb6
grid2: fix complete grid order book condition 2023-03-07 21:41:16 +08:00
c9s
db119a2218
grid2: update metrics before we re-play orders 2023-03-07 20:01:51 +08:00
c9s
756a3bb43f
grid2: add base round down for buy order 2023-03-07 18:37:45 +08:00
c9s
62eed9605d
grid2: round down quoteQuantity/baseQuantity after the fee reduction 2023-03-07 13:53:14 +08:00
gx578007
f8054459c4 FIX: [grid2] group id should be bound by MaxInt32 2023-03-07 11:54:45 +08:00
gx578007
d4912ed3cd FIX: [grid2] avoid initializing metrics twice 2023-03-06 16:56:40 +08:00
c9s
1dd6f9ef3e
grid2: remove order group cancel 2023-03-06 10:38:45 +08:00
c9s
9f29fbd645
grid2: add order group id to the submitOrder forms 2023-03-05 23:21:28 +08:00
c9s
773b055711
grid2: fix length check 2023-03-05 23:20:17 +08:00
c9s
dfba758e88
grid2: add one more log 2023-03-05 17:55:04 +08:00
c9s
584fae1a53
grid2: fix recover order filtering 2023-03-05 17:41:05 +08:00
c9s
4927dd7f98
grid2: add more logs 2023-03-05 17:34:50 +08:00
c9s
5805f0c7f0
grid2: call cancelWrite before everything 2023-03-05 17:10:11 +08:00
c9s
0f307bba7d
grid2: pull out start process to a function 2023-03-05 17:07:01 +08:00
gx578007
ec0d438f9d FIX: [grid2] fix active orderbook at recovering 2023-03-05 14:29:31 +08:00
c9s
9d1da7c847
grid2: remove outdated comment 2023-03-03 19:21:23 +08:00