chiahung
|
a5675f72ad
|
MINOR: use Debug config for debug log
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2023-03-16 16:44:16 +08:00 |
|
なるみ
|
52b2ffebd1
|
Merge pull request #1113 from c9s/narumi/fixedmaker/skew
strategy: fixedmaker: add skew to adjust bid/ask price
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2023-03-16 02:39:02 +08:00 |
|
narumi
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cf9a2e55bf
|
add skew to adjust bid/ask price
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2023-03-16 02:04:26 +08:00 |
|
c9s
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2fbe90b1e7
|
bbgo: fix: pass isolated context to SaveState() call
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2023-03-15 22:50:50 +08:00 |
|
c9s
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2378951c85
|
bbgo: should get isolation from the ctx when saving state
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2023-03-15 22:47:40 +08:00 |
|
Yo-An Lin
|
4ac5a2a9e9
|
Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics
FIX: [grid2] fix correct price metrics
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2023-03-15 22:10:17 +08:00 |
|
gx578007
|
74c465d943
|
FIX: [grid2] fix correct price metrics
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2023-03-15 21:40:44 +08:00 |
|
chiahung
|
ffdc242f66
|
use debugOrders
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2023-03-15 21:34:04 +08:00 |
|
chiahung
|
f987c85f17
|
move info log to debug log
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2023-03-15 21:12:59 +08:00 |
|
chiahung
|
e686a26dda
|
FEATURE: verify the grids before emit filled orders
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2023-03-15 20:15:53 +08:00 |
|
chiahung
|
26054e4958
|
fix on max api level
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2023-03-15 18:09:46 +08:00 |
|
chiahung
|
891cac0640
|
FIX: fix wrong fee currency
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2023-03-15 17:29:17 +08:00 |
|
narumi
|
0f9319a2f5
|
make CreatePositions and CreateProfitStats public
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2023-03-15 16:01:13 +08:00 |
|
c9s
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0882bc4960
|
bollmaker: log submit order error
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2023-03-15 13:26:27 +08:00 |
|
c9s
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40040ff399
|
bump version to v1.44.1
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2023-03-15 13:22:35 +08:00 |
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なるみ
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7d91fd01d8
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Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found
fix: rebalance: fix positions and profit stats map
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2023-03-15 12:25:19 +08:00 |
|
Andy Cheng
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0a6c41cfe7
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fix/bollmaker: fix s.MinProfitActivationRate condition
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2023-03-15 11:06:26 +08:00 |
|
Andy Cheng
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ca4890425c
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fix/bollmaker: MinProfitActivationRate is disabled if it's not set
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2023-03-15 10:57:18 +08:00 |
|
narumi
|
0458858de0
|
fix position and profitstats
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2023-03-14 19:27:41 +08:00 |
|
chiahung
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da48e0fc85
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make end_time down to start_time + 3 days if end_time > start_time + 3 days
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2023-03-14 18:39:36 +08:00 |
|
chiahung
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e0b445f1c1
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FEATURE: make MAX QueryTrades support start_time, end_time
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2023-03-14 16:32:00 +08:00 |
|
kbearXD
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ee4388406e
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Merge pull request #1097 from c9s/feature/grids/recover-from-trades
FEATURE: get filled orders when bbgo down
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2023-03-14 15:15:32 +08:00 |
|
chiahung
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dce1e4c7d4
|
rename buildSyncOrderMap to SyncOrderMap
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2023-03-14 14:35:15 +08:00 |
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なるみ
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cddf3570f2
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Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
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2023-03-14 14:06:31 +08:00 |
|
chiahung
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9da8c39d2c
|
avoid re-query same order
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2023-03-14 13:46:46 +08:00 |
|
chiahung
|
4af8523144
|
new struct PinOrderMap
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2023-03-14 10:47:25 +08:00 |
|
chiahung
|
7af4e3bf8a
|
FEATURE: get filled orders when bbgo down
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2023-03-14 10:47:23 +08:00 |
|
c9s
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60d7d20ced
|
grid2: fix newline for the message format
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2023-03-14 00:29:13 +08:00 |
|
なるみ
|
add9372eba
|
use mid price to calculate weight
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2023-03-13 15:30:33 +00:00 |
|
narumi
|
0690518dc7
|
add option to rebalance on start
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2023-03-13 22:43:42 +08:00 |
|
narumi
|
640001ffa1
|
check minimal order quantity
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2023-03-13 22:39:22 +08:00 |
|
narumi
|
c9f6995701
|
fix OrderExecutorMap's SumbitOrders
|
2023-03-13 22:39:04 +08:00 |
|
narumi
|
0b7f42c382
|
adjust max amount by balance
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2023-03-13 22:39:01 +08:00 |
|
c9s
|
b58dcaba79
|
bump version to v1.44.0
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2023-03-13 22:04:23 +08:00 |
|
Yo-An Lin
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4b3f00fe79
|
Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max
grid2: use newClientOrderID only for max
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2023-03-13 21:47:02 +08:00 |
|
Yo-An Lin
|
07ebd83a62
|
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
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2023-03-13 21:31:28 +08:00 |
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c9s
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35ceda8408
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grid2: use newClientOrderID only for max
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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
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2023-03-13 18:51:27 +08:00 |
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gx578007
|
83ba32bf2f
|
mock SubmitOrders by DoAndReturn
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2023-03-13 18:43:52 +08:00 |
|
kbearXD
|
57d420fd6c
|
Merge pull request #1098 from c9s/fix/precision/format-string
FIX: fix format string float point issue
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2023-03-13 16:44:06 +08:00 |
|
Andy Cheng
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360173ac2b
|
fix/linregmaker: fix syntax error
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
cb412dc13f
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improve/bollmaker: add MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
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5fc459d404
|
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
6e854f8027
|
improve/linregmaker: add MinProfitSpread
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
3c14382c3c
|
improve/linregmaker: fix StandardIndicatorSet initialization problem
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
a607f230d6
|
improve/linregmaker: more log for can buy sell
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
0ea345a18c
|
improve/linregmaker: fix balance calculation in backtesting
|
2023-03-13 16:35:18 +08:00 |
|
chiahung
|
51a52d1c18
|
comment out negative precision for dnum
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2023-03-13 11:28:40 +08:00 |
|
narumi
|
4559a35f31
|
graceful cancel in rebalance strategy
|
2023-03-13 00:49:49 +08:00 |
|
c9s
|
b050ae4098
|
grid2: fix log format
|
2023-03-11 16:03:13 +08:00 |
|
narumi
|
74656e0e49
|
fix fixedmaker errors
|
2023-03-10 18:39:30 +08:00 |
|
gx578007
|
16b30960cc
|
FIX: [grid2] specify client order id explicitly
|
2023-03-10 18:29:53 +08:00 |
|
chiahung
|
8c9ed0538f
|
add more test case
|
2023-03-10 17:55:55 +08:00 |
|
chiahung
|
291a6f273a
|
fix test error
|
2023-03-10 17:32:35 +08:00 |
|
Yo-An Lin
|
31e299baf2
|
Merge pull request #1101 from c9s/narumi/fixedmaker
strategy: add fixedmaker
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2023-03-10 17:24:01 +08:00 |
|
c9s
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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 |
|
narumi
|
a7cfd488ed
|
add fixedmaker
|
2023-03-10 16:41:01 +08:00 |
|
gx578007
|
fd2032b825
|
FIX: [grid2] avoid handling one orderID twice
|
2023-03-10 16:16:11 +08:00 |
|
chiahung
|
36f48bc604
|
FIX: fix format string float point issue
|
2023-03-10 15:27:50 +08:00 |
|
Yo-An Lin
|
78d65d74d2
|
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
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2023-03-10 14:18:02 +08:00 |
|
Andy Cheng
|
d51a802315
|
fix/scale: fix typo and add some more tests
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2023-03-10 13:51:29 +08:00 |
|
c9s
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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
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2023-03-09 17:10:44 +08:00 |
|
kbearXD
|
6a6d7a6293
|
Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id
FIX: filter wrong order id from self-trade trades
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2023-03-09 16:59:33 +08:00 |
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kbearXD
|
4586f68fdb
|
Merge pull request #1094 from c9s/fix/maxapi/order-updated-at
FIX: use updated_at instead of created_at to convert MAX order to typ…
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2023-03-09 16:59:18 +08:00 |
|
chiahung
|
ead5486b52
|
FIX: filter wrong order id from self-trade trades
|
2023-03-09 16:15:48 +08:00 |
|
なるみ
|
1ebdd37f3f
|
Merge pull request #1093 from c9s/narumi/rebalance/positions
strategy: rebalance: add positions and profit stats
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2023-03-09 12:07:19 +08:00 |
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gx578007
|
517a7c6ad7
|
Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics
FEATURE: [grid2] add more metrics and fix metric-related issues
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2023-03-09 11:41:57 +08:00 |
|
chiahung
|
d29c3fa05c
|
FIX: use updated_at instead of created_at to convert MAX order to types.Order
|
2023-03-09 11:35:48 +08:00 |
|
kbearXD
|
5b4b1e8eca
|
Merge pull request #1091 from c9s/feature/maxapi/split-self-trade
FEATURE: split self trades when use MAX RESTful API to query trades
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2023-03-09 11:29:19 +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 |
|
なるみ
|
40e2296492
|
add positions and profit stats
|
2023-03-08 14:12:42 +00:00 |
|
Andy Cheng
|
f92bcda51d
|
improve/exit: fix typo
|
2023-03-08 19:31:47 +08:00 |
|
Yo-An Lin
|
3a6d210052
|
Merge pull request #1089 from andycheng123/improve/exit
|
2023-03-08 19:00:53 +08:00 |
|
chiahung
|
f9f6346468
|
FEATURE: split self trades when use MAX RESTful API to query trades
|
2023-03-08 17:18:18 +08:00 |
|
Andy Cheng
|
58b2678ae8
|
improve/exit: use roi.Percentage() instead of roi.Float64()
|
2023-03-08 17:12:41 +08:00 |
|
Andy Cheng
|
9516340303
|
fix/scale: update test case
|
2023-03-08 17:09:58 +08:00 |
|
Andy Cheng
|
9068ed7ae3
|
fix/scale: fix LinearScale calculation
|
2023-03-08 16:23:04 +08:00 |
|
c9s
|
c860e45c34
|
grid2: simplify isCompleteGridOrderBook
|
2023-03-08 16:02:31 +08:00 |
|
Andy Cheng
|
2970f73542
|
improve/exit: show symbol in trailing stop triggered message
|
2023-03-08 15:35:44 +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
|
b04492a5a7
|
Merge pull request #1085 from c9s/bhwu/grid2/fix-group-id
FIX: [grid2] group id should be bound by MaxInt32
|
2023-03-07 12:01:17 +08:00 |
|
gx578007
|
f8054459c4
|
FIX: [grid2] group id should be bound by MaxInt32
|
2023-03-07 11:54:45 +08:00 |
|
なるみ
|
f064f5fbe1
|
Merge pull request #1080 from c9s/narumi/marketcap/order-type
strategy: marketcap: add orderType parameter
|
2023-03-06 21:46:25 +08:00 |
|
なるみ
|
00e022dbdc
|
fixup! set order type default value in Defaults method
|
2023-03-06 13:37:03 +00:00 |
|
なるみ
|
cd500e6e73
|
set order type default value in Defaults method
|
2023-03-06 12:33:14 +00:00 |
|
Yo-An Lin
|
4e6614e711
|
Merge pull request #1083 from c9s/fix/maxapi/group-id
FIX: add group id on submit order API
|
2023-03-06 17:23:01 +08:00 |
|
gx578007
|
d4912ed3cd
|
FIX: [grid2] avoid initializing metrics twice
|
2023-03-06 16:56:40 +08:00 |
|
chiahung
|
83d9977a57
|
make sure group id is > 0
|
2023-03-06 16:32:36 +08:00 |
|
chiahung
|
d466a63d22
|
FIX: add group id on submit order API
|
2023-03-06 15:58:18 +08:00 |
|
c9s
|
1dd6f9ef3e
|
grid2: remove order group cancel
|
2023-03-06 10:38:45 +08:00 |
|
Yo-An Lin
|
958e49deb4
|
Merge pull request #1082 from c9s/bhwu/add-mutex-to-mem-store
FIX: add mutex in memory store
|
2023-03-05 23:22:56 +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 |
|
gx578007
|
a5e35b4711
|
FIX: add mutex in memory store
|
2023-03-05 22:20:14 +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
|
07f2de4300
|
bbgo: print submit order in the message
|
2023-03-05 17:23:06 +08:00 |
|
c9s
|
a01888dcdd
|
bbgo: fix logger usage in BatchRetryPlaceOrder
|
2023-03-05 17:21:29 +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 |
|
narumi
|
94b946a993
|
add orderType parameter
|
2023-03-03 23:14:30 +08:00 |
|
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 |
|
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 |
|
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
|
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 |
|
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 |
|
c9s
|
b13efdf30e
|
grid2: calculate grid profit only when the reverse order is placed
|
2023-03-01 20:05:35 +08:00 |
|
Yo-An Lin
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dea86282b8
|
Merge pull request #1070 from c9s/feature/submit-order-backoff
fix: add context, exponential backoff and max retry limit
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2023-03-01 17:55:39 +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
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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
|
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
|
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
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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 |
|
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 |
|
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 |
|
c9s
|
31c9ebf34b
|
grid2: update metrics after recovering the grid orders
|
2023-02-23 11:19:10 +08:00 |
|
c9s
|
ef771546e3
|
grid2: simplify WriteString call
|
2023-02-22 15:45:33 +08:00 |
|
c9s
|
905b25655d
|
bbgo: provide logging configuration
|
2023-02-22 15:25:39 +08:00 |
|
c9s
|
e3fa4587d9
|
bbgo: add logging config struct
|
2023-02-22 15:18:48 +08:00 |
|
c9s
|
6dc92bea16
|
grid2: pass logger entry to debugGrid
|
2023-02-22 15:16:47 +08:00 |
|
c9s
|
9d218d93ac
|
grid2: use string builder for debugGrid
|
2023-02-22 15:11:47 +08:00 |
|
c9s
|
67d84b9716
|
grid2: sleep 100ms between the recover orders
|
2023-02-22 01:11:34 +08:00 |
|
c9s
|
9e5717ab83
|
grid2: sleep 2 seconds to wait for the reverse order to be placed
|
2023-02-22 01:10:49 +08:00 |
|
c9s
|
bee7b593d2
|
grid2: fix log index number
|
2023-02-22 01:08:19 +08:00 |
|
c9s
|
d2d818a6bc
|
bbgo: sleep 200ms before we retry submiting the order
|
2023-02-22 00:54:12 +08:00 |
|
c9s
|
bc98fe3bcc
|
grid2: fix recover sorting
|
2023-02-22 00:50:00 +08:00 |
|
c9s
|
03dfb4386e
|
grid2: simplify and fix calculateMinimalQuoteInvestment
|
2023-02-21 17:58:11 +08:00 |
|
c9s
|
9c1110fb44
|
grid2: fix calculateMinimalQuoteInvestment
|
2023-02-21 17:48:40 +08:00 |
|
c9s
|
0402fddea3
|
grid2: pull out order filtering
|
2023-02-21 15:50:25 +08:00 |
|
c9s
|
d53b41f4fd
|
grid2: use go routine to recover grid to avoid order update delay issue
|
2023-02-21 01:05:56 +08:00 |
|
c9s
|
08cc99c300
|
grid2: add recover debug log
|
2023-02-20 22:25:00 +08:00 |
|
c9s
|
a6047c4840
|
grid2: implement CleanUp interface
|
2023-02-20 16:52:39 +08:00 |
|
gx578007
|
85d002eabc
|
FIX: [grid2] fix quote accumulation
|
2023-02-17 22:52:58 +08:00 |
|
c9s
|
4dc4f73834
|
bbgo: add pending order test cases
|
2023-02-17 19:50:46 +08:00 |
|
c9s
|
10eba876c4
|
bbgo: simplify order symbol filtering condition
|
2023-02-17 19:24:08 +08:00 |
|
c9s
|
cf1be9fc6f
|
bbgo: process pending order update for active order book
|
2023-02-17 19:15:00 +08:00 |
|
c9s
|
21cdb7afe8
|
grid2: split SubmitOrders calls
|
2023-02-17 18:54:47 +08:00 |
|
c9s
|
9d2c742496
|
grid2: avoid using totalBase when one of quote investment or base investment is defined
|
2023-02-17 18:35:42 +08:00 |
|
c9s
|
a5e134e98d
|
grid2: fix calculateMinimalQuoteInvestment tests
|
2023-02-17 17:33:12 +08:00 |
|
c9s
|
29692b0e1a
|
grid2: fix MinimalQuoteInvestment check
|
2023-02-17 17:16:25 +08:00 |
|
c9s
|
56628aca73
|
grid2: emit grid ready only when there is no error
|
2023-02-16 22:49:22 +08:00 |
|
c9s
|
55476e4176
|
grid2: include the order dust for the quote investment calculation
|
2023-02-16 22:20:34 +08:00 |
|
c9s
|
156da92670
|
grid2: check used quote balance before we generate the grid order
|
2023-02-16 21:38:48 +08:00 |
|
c9s
|
2aee3cea59
|
grid2: emit grid ready once the grid is recovered
|
2023-02-16 21:33:42 +08:00 |
|