Yo-An Lin
|
fe37a278f0
|
Merge pull request #1073 from c9s/fix/dec-rounding
fix: fix fixedpoint rounding
|
2023-03-01 22:28:38 +08:00 |
|
c9s
|
1d8df08a74
|
fixedpoint: fix fixedpoint rounding
|
2023-03-01 22:21:24 +08:00 |
|
c9s
|
f553ee05a0
|
grid2: log base fee rounding precision
|
2023-03-01 21:49:15 +08:00 |
|
c9s
|
b2bbf2d6ca
|
grid2: add comment to the sync call
|
2023-03-01 21:09:48 +08:00 |
|
Yo-An Lin
|
42840cd519
|
Merge pull request #1072 from c9s/fix/grid2-profit-commitment
fix: grid2: calculate grid profit only when the reverse order is placed
|
2023-03-01 20:44:32 +08:00 |
|
c9s
|
b13efdf30e
|
grid2: calculate grid profit only when the reverse order is placed
|
2023-03-01 20:05:35 +08:00 |
|
Yo-An Lin
|
dea86282b8
|
Merge pull request #1070 from c9s/feature/submit-order-backoff
fix: add context, exponential backoff and max retry limit
|
2023-03-01 17:55:39 +08:00 |
|
Yo-An Lin
|
5705cea346
|
Merge pull request #1071 from c9s/feature/grid2-force-cancel-all
feature: grid2: use UseCancelAllOrdersApiWhenClose
|
2023-03-01 17:49:55 +08:00 |
|
c9s
|
39f8557231
|
bbgo: if the error is context.Canceled, exit the retry loop
|
2023-03-01 17:42:01 +08:00 |
|
c9s
|
6137905f42
|
max: fix max v3 order cancel api
|
2023-03-01 16:45:33 +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
|
c1cc008ecc
|
bbgo: add retry limit and exponential backoff to retry order
|
2023-03-01 15:48:38 +08:00 |
|
c9s
|
4f0c986709
|
fix dockerfile for go-sqlite3
|
2023-03-01 15:29:46 +08:00 |
|
c9s
|
6f30b4551c
|
upgrade golang sdk for docker image
|
2023-03-01 15:29:46 +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 |
|
c9s
|
1ac0b5b545
|
remove go 1.17 from ci
|
2023-02-24 13:34:08 +08:00 |
|
c9s
|
18478cf4c8
|
bbgo: apply backoff to submitOrders
|
2023-02-24 13:34:08 +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 |
|
Yo-An Lin
|
ba8991c97c
|
Merge pull request #1065 from c9s/feature/submit-order-backoff
feature: submit order backoff
|
2023-02-24 00:52:57 +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
|
ed61f70d74
|
bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index
|
2023-02-23 23:17:04 +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 |
|
Yo-An Lin
|
f453a22972
|
Merge pull request #1064 from c9s/fix/pending-maker-order-handler
fix: emit order update handler from the pending maker order
|
2023-02-23 21:57:03 +08:00 |
|
c9s
|
7532c31631
|
bbgo: fix pending order event trigger
|
2023-02-23 21:46:57 +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 |
|
Yo-An Lin
|
4b4af5a09c
|
Merge pull request #1063 from c9s/fix/grid2/logging
grid2: improve logging
|
2023-02-22 16:12:52 +08:00 |
|
c9s
|
ef771546e3
|
grid2: simplify WriteString call
|
2023-02-22 15:45:33 +08:00 |
|
c9s
|
905b25655d
|
bbgo: provide logging configuration
|
2023-02-22 15:25:39 +08:00 |
|
c9s
|
e3fa4587d9
|
bbgo: add logging config struct
|
2023-02-22 15:18:48 +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 |
|
Yo-An Lin
|
09db017101
|
Merge pull request #1062 from c9s/fix/grid2/recover-sorting
fix: grid2: fix recover sorting
|
2023-02-22 09:58:55 +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
|
d2d818a6bc
|
bbgo: sleep 200ms before we retry submiting the order
|
2023-02-22 00:54:12 +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 |
|