1985 Commits

Author	SHA1	Message	Date
chiahung	c8c9659dd1	use PricePrecision for quote round up	2023-11-09 17:17:59 +08:00
chiahung	80ea46ca92	FEATURE: use rest quote to place the last order when opening grid	2023-11-09 16:20:11 +08:00
c9s	3563c0b986	liquiditymaker: filterAskOrders by base balance	2023-11-09 11:56:07 +08:00
c9s	cc5c033af7	liquiditymaker: use order generator	2023-11-09 11:56:07 +08:00
c9s	533907894e	liquiditymaker: implement order generator	2023-11-09 11:56:07 +08:00
c9s	dda2cfb73d	liquiditymaker: first commit	2023-11-09 11:56:07 +08:00
c9s	d2dab58193	scmaker: clean up scmaker risk control	2023-11-09 11:56:07 +08:00
c9s	2c842e54e8	scmaker: fix scmaker stream book binding	2023-11-09 11:56:07 +08:00
kbearXD	20dccc05f9	Merge pull request #1396 from c9s/chiahung/grid2/persistence-ttl ... FEATURE: add ttl for position/grid2.profit_stats persistence	2023-11-08 13:50:29 +08:00
chiahung	52d4f50c88	remove sync every ticker	2023-11-08 11:15:06 +08:00
chiahung	4a40c8bea2	refactor	2023-11-07 17:00:29 +08:00
chiahung	e6fc006747	recoverC back to size 1	2023-11-07 15:21:48 +08:00
chiahung	df2fd170db	return bool to let syncActiveOrderBook really sync or skip	2023-11-07 14:39:29 +08:00
chiahung	7de49155eb	fix	2023-11-07 13:30:58 +08:00
chiahung	c8becbe4f5	bbgo.sync when syncActiveOrders	2023-11-07 10:56:19 +08:00
chiahung	dcff850c64	FEATURE: add ttl for position/grid2.profit_stats persistence	2023-11-06 18:52:01 +08:00
chiahung	358aef770f	FIX: fix skip syncing active order	2023-11-06 17:13:16 +08:00
c9s	e614741a48	grid2: add another test case for 0 baseGridNum	2023-11-04 12:56:11 +08:00
c9s	6cce5a2268	grid2: respect s.BaseGridNum and add a failing test case	2023-11-04 12:56:11 +08:00
narumi	ffea4901ed	fix buy quantity	2023-11-03 15:07:24 +08:00
c9s	9dc57f01cd	wall: refactor wall strategy with common.Strategy	2023-11-01 16:57:07 +08:00
narumi	7c19bb9e20	submit one order at a time	2023-10-31 13:53:12 +08:00
chiahung	d33240ec83	rename and simplify import	2023-10-30 17:17:36 +08:00
chiahung	671772a767	FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min	2023-10-30 16:28:34 +08:00
kbearXD	be4c69c365	Merge pull request #1368 from c9s/feature/grid2/merge-recover ... FEATURE: merge grid recover and active orders recover logic	2023-10-30 16:11:23 +08:00
narumi	e8c9801535	adjust quantity by max amount	2023-10-27 15:01:41 +08:00
chiahung	40ca323b2d	merge recover logic	2023-10-26 16:29:05 +08:00
chiahung	f31d829294	FEAUTRE: merge grid recover and active orders recover	2023-10-26 14:55:33 +08:00
chiahung	ab1bc998f9	FEATURE: prepare query trades funtion for new recover	2023-10-25 13:34:11 +08:00
chiahung	3710c33670	REFACTOR: rename file and variable	2023-10-24 13:03:14 +08:00
kbearXD	7d97f573c5	Merge pull request #1350 from c9s/feature/grid2/twin-orderbook ... FEATURE: [grid2] twin orderbook	2023-10-24 13:00:25 +08:00
chiahung	c977b8e295	add lock to protect twin orderbook and add more comments	2023-10-23 17:42:39 +08:00
chiahung	3150f6b3f5	fix	2023-10-23 13:00:17 +08:00
chiahung	e9078a71c8	FEATURE: twin orderbook	2023-10-20 16:23:31 +08:00
chiahung	c9fca56723	MINOR: remove profit entries from profit stats	2023-10-20 15:17:31 +08:00
narumi	900db74fb9	skip public session	2023-10-19 15:14:28 +08:00
kbearXD	3bc03ff8c5	Merge pull request #1328 from c9s/feature/grid2/recover-active-order-periodically ... FEATURE: recover active orders with open orders periodically	2023-10-17 04:33:40 -05:00
c9s	98b294424a	Merge pull request #1341 from c9s/narumi/random/amount ... REFACTOR: [random] remove adjustQuantity from config	2023-10-17 17:19:53 +08:00
chiahung	ccb7308263	fix	2023-10-17 16:13:05 +08:00
chiahung	243b90aaf9	fix nil metrics error	2023-10-17 15:20:28 +08:00
chiahung	c257bc8ccf	sleep 100ms to avoid DDOS	2023-10-17 13:51:51 +08:00
chiahung	5ff3828ec1	move to onAuth	2023-10-16 16:02:43 +08:00
c9s	4c69dccf09	make rightWindow possible to be set as zero	2023-10-16 12:36:52 +08:00
narumi	badadafa2d	remove adjustQuantity from config	2023-10-13 18:11:21 +08:00
chiahung	c5449374cd	add test and remove recovered atmoic bool	2023-10-13 16:50:59 +08:00
chiahung	de1a884153	not add non existing open orders into active orderbook if updated in 5 min	2023-10-13 16:50:21 +08:00
chiahung	136c2cd36f	add open orders metrics	2023-10-13 16:50:21 +08:00
chiahung	c6d4ebf57b	also sync orders already in active orderbook if the open orders are expired	2023-10-13 16:50:21 +08:00
c9s	a39925b912	grid2: invert if	2023-10-13 16:50:21 +08:00
c9s	5f9d020ac8	grid2: improve some logging	2023-10-13 16:50:21 +08:00