Commit Graph

7632 Commits

Author SHA1 Message Date
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
Yo-An Lin
fc1effff97
Merge pull request #1081 from c9s/bhwu/fix-recover 2023-03-05 14:35:27 +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
Yo-An Lin
45da0bd4c7
Merge pull request #1079 from c9s/fix/grid2/write-context
fix: grid2: add write context for submitting orders
2023-03-03 19:26:47 +08:00
c9s
9d1da7c847
grid2: remove outdated comment 2023-03-03 19:21:23 +08:00
Yo-An Lin
d21ded2d46
Merge pull request #1078 from c9s/fix/grid2/improve-cancel-all-check
fix: grid2: improve the onStart callback and the cancel loop
2023-03-03 19:15:40 +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
Yo-An Lin
bfcb60d9d7
Merge pull request #1076 from c9s/fix/grid2/fix-fee-reduction
fix: grid2: quantity fee reduction for quote currency
2023-03-03 14:36:23 +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
Yo-An Lin
16fe416520
Merge pull request #1069 from yubing744/feature/add-private-strategy-demo-trading-gpt 2023-03-02 23:02:32 +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
a2c6b0d9ac
go: mod tidy 2023-03-02 16:19:59 +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