Commit Graph

281 Commits

Author SHA1 Message Date
c9s
d91921f6c2
grid2: fix grid sell order quantity calculation 2022-12-03 11:25:18 +08:00
c9s
1e13fe6191
grid2: fix grid2 strategy validation 2022-12-03 11:02:55 +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
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
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
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
1fa5186002
grid2: allocate grid object 2022-12-02 00:09:58 +08:00
c9s
cb612a22b1
add grid2 strategy 2022-12-02 00:09:57 +08:00