439 Commits

Author	SHA1	Message	Date
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	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
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
c9s	1347c8ef87	grid2: refactor recoverActiveOrdersPeriodically	2023-10-13 16:50:21 +08:00
chiahung	27294ac9b6	FIX: fix some error and use chan to trigger active orders recover when on auth	2023-10-13 16:50:21 +08:00
chiahung	4c9b1e78fe	remove checker	2023-10-13 16:50:21 +08:00
chiahung	ca80bdb282	FEATURE: recover active orders with open orders periodically	2023-10-13 16:50:20 +08:00
c9s	a0a7b0ffdc	grid2: set max retries	2023-10-11 17:33:07 +08:00
c9s	94f6cefd70	grid2: improve active order recover logs	2023-09-25 17:43:38 +08:00
c9s	b6d0e3ef27	grid2: only do active order update when grid is recovered	2023-09-25 17:19:53 +08:00
chiahung	fdfa3639ff	FEATURE: use retry query order until successful	2023-09-19 11:12:14 +08:00
chiahung	db376f8483	FEATURE: use quote quantity if there is QuoteQuantity in trade	2023-09-05 18:28:10 +08:00
kbearXD	79d98e857d	Merge pull request #1295 from c9s/feature/grid2/amount-round-down ... FEATURE: round down executed amount to avoid insufficient balance	2023-09-05 14:35:53 +08:00
c9s	e74da87e51	grid2: delay start process by 5s	2023-08-31 17:08:00 +08:00
c9s	f24bd3532c	grid2: add 5s delay and <10seconds jitter	2023-08-31 14:08:33 +08:00
c9s	7de6c3d8e4	grid2: add more update logs	2023-08-31 13:59:44 +08:00
c9s	cb0285544e	add lock to recoverActiveOrders	2023-08-31 13:48:56 +08:00
chiahung	9dc7244d8a	FEATURE: round down executed amount to avoid insufficient balance	2023-08-31 12:40:01 +08:00
c9s	c91861ca9a	bbgo: add order update time check	2023-08-17 17:31:24 +08:00
c9s	dda3f25c61	grid2,bbgo: refactor active order book and update order status when re-connected	2023-08-17 16:26:06 +08:00
c9s	cfd5884350	Merge remote-tracking branch 'origin/v1.50'	2023-08-01 13:23:04 +08:00
c9s	4560b47556	grid2: only for positive non-zero fee	2023-07-31 18:12:28 +08:00
c9s	43b8e7870d	grid2: ignore discounted trades	2023-07-31 18:06:20 +08:00
c9s	afc5dbb951	Merge remote-tracking branch 'origin/v1.50'	2023-07-24 17:02:08 +08:00
c9s	df1067d309	grid2: simplify removeDuplicatedPins	2023-07-22 11:45:30 +08:00
c9s	461735e043	grid2: add remove duplicated pins and pull out filter price prec func	2023-07-22 11:36:04 +08:00
gx578007	bded2edaf2	FIX: [grid2] fix upper pin	2023-07-18 16:07:55 +08:00
gx578007	d99aa1f013	FIX: [grid2] fix upper pin	2023-07-18 15:54:23 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	085114b244	grid2: add warning message when failed to acquire the lock	2023-06-30 11:07:02 +08:00
c9s	fc7edc5c80	grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock	2023-06-30 01:05:18 +08:00
c9s	b6dba18f77	all: move retry functions to the retry package	2023-06-29 10:59:01 +08:00
gx578007	8e64b5293e	MINOR: [grid2] delete order prices metric	2023-06-23 21:30:32 +08:00
chiahung	49971a2e50	use existing interface	2023-06-12 17:15:56 +08:00
chiahung	18a7520fa7	MINOR: add test for recovery	2023-06-12 17:15:56 +08:00
chiahung	2f050332eb	FEATURE: query trades until hard limit or finish filled	2023-06-12 17:15:56 +08:00
chiahung	f38cfb6ea3	REFACTOR: refactor for future test	2023-06-12 17:15:56 +08:00
chiahung	61892eb2df	renaming	2023-06-12 17:15:56 +08:00
chiahung	93d35cc423	FEATURE: use TwinOrder to recover	2023-06-12 17:15:56 +08:00
c9s	5515f588e3	all: add parameter index to the Last method	2023-05-31 19:35:44 +08:00