c9s
|
6ed09c847d
|
grid2: add compound mode option
|
2022-12-03 15:21:03 +08:00 |
|
c9s
|
9bb628328c
|
grid2: use profit to buy more inventory
|
2022-12-03 15:18:47 +08:00 |
|
c9s
|
d5cf1a7311
|
grid2: log submitOrder
|
2022-12-03 15:17:31 +08:00 |
|
c9s
|
c0573210b3
|
grid2: log grid info
|
2022-12-03 14:58:53 +08:00 |
|
c9s
|
54ffc8cbcc
|
grid2: add order filled handler
|
2022-12-03 14:46:05 +08:00 |
|
Yo-An Lin
|
8a8314ec33
|
Merge pull request #1006 from c9s/feature/grid2
strategy: grid2 [part 1] - initializing grid orders
|
2022-12-03 13:01:22 +08:00 |
|
c9s
|
3d77a319fc
|
github: set default timeout
|
2022-12-03 12:42:48 +08:00 |
|
c9s
|
3521d42310
|
trendtrader: fix converge lint issue
|
2022-12-03 12:36:51 +08:00 |
|
c9s
|
d5f8c3e756
|
binance: fix binanceapi client test
|
2022-12-03 12:35:04 +08:00 |
|
c9s
|
de398ef146
|
config: update grid2 max config
|
2022-12-03 12:31:09 +08:00 |
|
c9s
|
a825ae5d04
|
grid2: use custom logger entry
|
2022-12-03 11:36:14 +08:00 |
|
c9s
|
a715933106
|
grid2: allocate logger instance for fields
|
2022-12-03 11:31:44 +08:00 |
|
c9s
|
d91921f6c2
|
grid2: fix grid sell order quantity calculation
|
2022-12-03 11:25:18 +08:00 |
|
c9s
|
f5bb22c82d
|
config: update grid2 config files
|
2022-12-03 11:16:29 +08:00 |
|
c9s
|
1e13fe6191
|
grid2: fix grid2 strategy validation
|
2022-12-03 11:02:55 +08:00 |
|
c9s
|
26e221cf7e
|
service: fix backtest test for binance restrict
|
2022-12-03 11:02:36 +08:00 |
|
c9s
|
3fc65122b6
|
config: update grid2 config
|
2022-12-02 13:46:09 +08:00 |
|
c9s
|
2b14803829
|
grid2: add comment
|
2022-12-02 00:10:01 +08:00 |
|
c9s
|
29f3ff7ba2
|
grid2: remove todo
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
22569fcb30
|
grid2: fix quantity calculation
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e80c8f2959
|
grid2: pull out maxNumberOfSellOrders
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
46bebb1022
|
grid2: calculate minBaseQuantity
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
45328a9f3d
|
grid2: add comment for the quantity loop
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
4eb652b560
|
grid2: add calculateQuoteBaseInvestmentQuantity
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
2260fd6908
|
grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
9f2e4d3f71
|
grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e385b589b6
|
config: add grid2 config
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e981ad641a
|
grid2: ignore test build for dnum
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
1629a25beb
|
grid2: fix tests
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
622fe75ed3
|
grid2: check buy placed order price
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
020e7c8604
|
grid2: handle grid orders submission
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e3c735b700
|
grid2: add more code to setupGridOrders
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
4407aa7f97
|
grid2: refactor checkRequiredInvestmentByAmount and checkRequiredInvestmentByQuantity
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
4eb21d5209
|
grid2: move out baseInvestment, quoteInvestment check
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
051755ec54
|
fixedpoint: add Floor test
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
991dc4121c
|
fixedpoint: add Floor() method on dnum
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
2aaa2e7775
|
grid2: add checkRequiredInvestmentByAmount test
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
f5219ae56b
|
grid2: fix error checking and add more tests
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
dcbce8aa5c
|
grid2: fix TestStrategy_checkRequiredInvestmentByQuantity
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
d0bdc859fb
|
grid2: add basic investment check test checkRequiredInvestmentByQuantity
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
3da86ab2e1
|
grid2: pull out check code to checkRequiredInvestmentByQuantity
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
cde463e294
|
grid2: remove notionalModifier
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
fa692d835f
|
grid2: add totalFee field and volume field
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
7fec736e7a
|
grid2: add GridProfitStats
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
4c8db08ccc
|
grid2: fix require quote and require base calculation
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
2c373959a8
|
grid2: add investment check
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
68b1fce634
|
grid2: get the last trade price and apply generalOrderExecutor
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
a42c1799e2
|
grid2: define PinCalculator type
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
a8cbe0e488
|
grid2: pull out calculate pins call
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
32b6299b93
|
grid2: pull out CalculatePins
|
2022-12-02 00:09:58 +08:00 |
|