Commit Graph

6412 Commits

Author SHA1 Message Date
c9s
9d1da7c847
grid2: remove outdated comment 2023-03-03 19:21:23 +08:00
c9s
e2435f1fc0
grid2: pass submit orders in one call since we have solved the order store issue 2023-03-03 19:09:53 +08:00
c9s
1a109c118d
grid2: use write context for submitting orders 2023-03-03 19:09:53 +08:00
c9s
3f560b2230
grid2: backoff retry open orders api 2023-03-03 19:09:05 +08:00
c9s
fa395b0d0a
grid2: improve the onStart handler 2023-03-03 19:09:05 +08:00
c9s
0d41f0261a
grid2: rewrite cancel all check loop 2023-03-03 19:09:05 +08:00
gx578007
41b237ec05
Merge pull request #1077 from c9s/bhwu/support-redis-expiration
FEATURE: save expiring data to redis
2023-03-03 17:55:24 +08:00
gx578007
4deefefe0f FEATURE: save expiring data to redis 2023-03-03 17:13:54 +08:00
Yo-An Lin
bfcb60d9d7
Merge pull request #1076 from c9s/fix/grid2/fix-fee-reduction
fix: grid2: quantity fee reduction for quote currency
2023-03-03 14:36:23 +08:00
c9s
bf4553d767
grid2: add OrderFillDelay option 2023-03-03 14:30:58 +08:00
c9s
ca741f91eb
grid2: add fee currency check for buy order 2023-03-03 14:30:58 +08:00
c9s
9a89237c24
grid2: fix base/quote fee reduction 2023-03-03 14:30:58 +08:00
c9s
bd86a89667
grid2: return fee currency 2023-03-03 13:13:27 +08:00
c9s
5cbc6f191f
grid2: aggregate order fee instead of only base fee 2023-03-03 13:13:27 +08:00
Yo-An Lin
16fe416520
Merge pull request #1069 from yubing744/feature/add-private-strategy-demo-trading-gpt 2023-03-02 23:02:32 +08:00
gx578007
8039068d51
Merge pull request #1075 from c9s/bhwu/add-persistence-to-env
FEATURE: add persistence service to environment
2023-03-02 23:00:20 +08:00
gx578007
bc7a071dbd FIX: add persistence service to environment 2023-03-02 22:42:02 +08:00
Yo-An Lin
d03c7d624f
Merge pull request #1074 from c9s/narumi/rebalance/order-type
strategy: rebalance: add order type parameter
2023-03-02 22:37:36 +08:00
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