c9s
|
e915825ac6
|
grid2: defer call grid closed
|
2023-03-02 18:16:09 +08:00 |
|
narumi
|
904491e750
|
add orderType parameter
|
2023-03-02 18:11:43 +08:00 |
|
c9s
|
c5e2acf0f5
|
grid2: call Initialize in clean up
|
2023-03-02 18:08:26 +08:00 |
|
c9s
|
86584b01b9
|
grid2: fix exchange session field
|
2023-03-02 18:05:48 +08:00 |
|
c9s
|
5212365d2f
|
grid2: remove s.ExchangeSession check
|
2023-03-02 17:40:44 +08:00 |
|
c9s
|
6947c8b104
|
grid2: improve clean up
|
2023-03-02 17:33:58 +08:00 |
|
c9s
|
ae5bd507a8
|
bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout
|
2023-03-02 17:17:18 +08:00 |
|
c9s
|
f4b012623f
|
bbgo: add back retry timeout context
|
2023-03-02 16:58:14 +08:00 |
|
c9s
|
5c3a01e65b
|
bbgo: fix logger usage
|
2023-03-02 16:57:29 +08:00 |
|
c9s
|
a2c6b0d9ac
|
go: mod tidy
|
2023-03-02 16:19:59 +08:00 |
|
c9s
|
3cb190c2c7
|
bbgo: apply logger into the order executor
|
2023-03-02 16:16:14 +08:00 |
|
c9s
|
385a97448d
|
grid2: add StopIfLessThanMinimalQuoteInvestment doc comment
|
2023-03-02 15:53:42 +08:00 |
|
c9s
|
11329dffe7
|
grid2: add StopIfLessThanMinimalQuoteInvestment option
|
2023-03-02 15:50:10 +08:00 |
|
c9s
|
01ecdc8d6b
|
fix order submit retry
|
2023-03-02 15:41:11 +08:00 |
|
c9s
|
729d32af70
|
grid2: add minimal quote investment check error log
|
2023-03-02 15:14:21 +08:00 |
|
c9s
|
4aa25db3ed
|
grid2: add one more calculateMinimalQuoteInvestment test case
|
2023-03-02 14:03:22 +08:00 |
|
Owen Wu
|
6ee2c34649
|
feat: add private strategy demo trading-gpt
|
2023-03-01 23:12:13 +08:00 |
|
Yo-An Lin
|
fe37a278f0
|
Merge pull request #1073 from c9s/fix/dec-rounding
fix: fix fixedpoint rounding
|
2023-03-01 22:28:38 +08:00 |
|
c9s
|
1d8df08a74
|
fixedpoint: fix fixedpoint rounding
|
2023-03-01 22:21:24 +08:00 |
|
c9s
|
f553ee05a0
|
grid2: log base fee rounding precision
|
2023-03-01 21:49:15 +08:00 |
|
c9s
|
b2bbf2d6ca
|
grid2: add comment to the sync call
|
2023-03-01 21:09:48 +08:00 |
|
Yo-An Lin
|
42840cd519
|
Merge pull request #1072 from c9s/fix/grid2-profit-commitment
fix: grid2: calculate grid profit only when the reverse order is placed
|
2023-03-01 20:44:32 +08:00 |
|
c9s
|
b13efdf30e
|
grid2: calculate grid profit only when the reverse order is placed
|
2023-03-01 20:05:35 +08:00 |
|
Yo-An Lin
|
dea86282b8
|
Merge pull request #1070 from c9s/feature/submit-order-backoff
fix: add context, exponential backoff and max retry limit
|
2023-03-01 17:55:39 +08:00 |
|
Yo-An Lin
|
5705cea346
|
Merge pull request #1071 from c9s/feature/grid2-force-cancel-all
feature: grid2: use UseCancelAllOrdersApiWhenClose
|
2023-03-01 17:49:55 +08:00 |
|
c9s
|
39f8557231
|
bbgo: if the error is context.Canceled, exit the retry loop
|
2023-03-01 17:42:01 +08:00 |
|
c9s
|
6137905f42
|
max: fix max v3 order cancel api
|
2023-03-01 16:45:33 +08:00 |
|
c9s
|
06eff47058
|
grid2: improve UseCancelAllOrdersApiWhenClose process
|
2023-03-01 16:35:09 +08:00 |
|
c9s
|
f82af6e6dd
|
grid2: use UseCancelAllOrdersApiWhenClose
|
2023-03-01 16:16:26 +08:00 |
|
c9s
|
c1cc008ecc
|
bbgo: add retry limit and exponential backoff to retry order
|
2023-03-01 15:48:38 +08:00 |
|
c9s
|
4f0c986709
|
fix dockerfile for go-sqlite3
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
6f30b4551c
|
upgrade golang sdk for docker image
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
98739cc8a1
|
grid2: avoid using loop iterator var
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
04da988639
|
grid2: check if we have o.AveragePrice, use it for newQuantity
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
7eb953093c
|
grid2: merge baseSellQuantityReduction section
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
6fc45e66dd
|
grid2: for non-compound or earn base mode we should always use the original buy quantity
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
1ac0b5b545
|
remove go 1.17 from ci
|
2023-02-24 13:34:08 +08:00 |
|
c9s
|
18478cf4c8
|
bbgo: apply backoff to submitOrders
|
2023-02-24 13:34:08 +08:00 |
|
gx578007
|
3acb0a0a64
|
Merge pull request #1066 from c9s/fix/grid2/fee-reduction
|
2023-02-24 12:56:09 +08:00 |
|
c9s
|
5b903cd4ed
|
grid2: always round up
|
2023-02-24 12:46:38 +08:00 |
|
c9s
|
37535e9f3e
|
grid2: fix fee reduction by rounding
|
2023-02-24 12:25:23 +08:00 |
|
Yo-An Lin
|
ba8991c97c
|
Merge pull request #1065 from c9s/feature/submit-order-backoff
feature: submit order backoff
|
2023-02-24 00:52:57 +08:00 |
|
c9s
|
59ff86e4bb
|
grid2: fix metrics for tests
|
2023-02-24 00:44:50 +08:00 |
|
c9s
|
d89d0cf0ff
|
bbgo: refactor SubmitOrders method for retry
|
2023-02-23 23:34:26 +08:00 |
|
c9s
|
ed61f70d74
|
bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index
|
2023-02-23 23:17:04 +08:00 |
|
c9s
|
2a47d390f0
|
grid2: update grid2 metrics
|
2023-02-23 22:49:03 +08:00 |
|
c9s
|
5e2add8765
|
grid2: add the missing metrics update
|
2023-02-23 22:39:47 +08:00 |
|
Yo-An Lin
|
f453a22972
|
Merge pull request #1064 from c9s/fix/pending-maker-order-handler
fix: emit order update handler from the pending maker order
|
2023-02-23 21:57:03 +08:00 |
|
c9s
|
7532c31631
|
bbgo: fix pending order event trigger
|
2023-02-23 21:46:57 +08:00 |
|
c9s
|
b666c8bf40
|
bbgo: triggering pending order update event ot the handler
|
2023-02-23 18:08:21 +08:00 |
|