Commit Graph

369 Commits

Author SHA1 Message Date
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
chiahung
542467245e remove OrderGroupID checking 2023-04-06 18:00:21 +08:00
chiahung
c54507e07f modif log message 2023-04-06 17:53:01 +08:00
chiahung
9fa647ed65 rename method 2023-04-06 16:12:19 +08:00
chiahung
d953a6d7b8 check by trades + open orders 2023-04-06 14:59:03 +08:00
chiahung
00352b2a0d FIX: recover even though inital order id is 0 2023-04-06 11:36:32 +08:00
gx578007
0e2e8306b4 FEATURE: [grid2] using dnum 2023-03-20 18:00:41 +08:00
chiahung
bc23055536 FEATURE: emit grid error when failed to recover or open grid 2023-03-20 16:27:08 +08:00
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