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 |
|
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
|
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 |
|
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 |
|
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
|
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
|
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
|
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
|
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
|
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 |
|
c9s
|
eb4e25c008
|
grid2: emit grid ready earlier
|
2023-02-16 18:13:51 +08:00 |
|
c9s
|
f039c97e63
|
grid2: defer EmitCloseGrid callback earlier
|
2023-02-16 18:12:08 +08:00 |
|
c9s
|
7ba0e86605
|
grid2: use setGrid with mutex
|
2023-02-16 18:11:38 +08:00 |
|
c9s
|
9e3383606e
|
grid2: add quote quantity test case
|
2023-02-16 18:11:04 +08:00 |
|
c9s
|
9b69fa5465
|
grid2: log calculateQuoteInvestmentQuantity result
|
2023-02-16 14:56:28 +08:00 |
|
c9s
|
fa3106eefa
|
grid2: set the grid field if there is no missing orders
|
2023-02-15 22:44:07 +08:00 |
|
c9s
|
a9f1aab4b1
|
grid2: add user data stream on start log
|
2023-02-15 22:42:46 +08:00 |
|
c9s
|
62b8863ca6
|
grid2: fix pin price precision
|
2023-02-15 22:32:55 +08:00 |
|
c9s
|
9ab4c45727
|
grid2: remove buildGridPriceMap since we have HasPrice method
|
2023-02-15 22:17:36 +08:00 |
|
c9s
|
ec8e50822a
|
grid2: do not place sell order at price[0]
|
2023-02-15 21:51:22 +08:00 |
|
c9s
|
6dfd18bd49
|
grid2: run recoverGrid only when user data stream is started
|
2023-02-15 21:49:25 +08:00 |
|