Commit Graph

421 Commits

Author SHA1 Message Date
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
c9s
5ef7da8422
grid2: fix precheck 2023-05-26 16:09:07 +08:00
c9s
273659a870
grid2: update comment 2023-05-26 14:51:06 +08:00
c9s
8c09c9668a
grid2: improve base quote investment check 2023-05-26 14:49:56 +08:00
c9s
f7a5c84768
all: reformat code 2023-05-25 14:01:22 +08:00
c9s
8e426ca4bf
grid2: add last price == sell price case 2023-05-25 13:31:47 +08:00
Yo-An Lin
862848721f
Fix placeSell condition 2023-05-24 17:52:14 +08:00
c9s
26cbd60a66
grid2: add one more test case for base + quote 2023-05-23 17:36:01 +08:00
c9s
1cf788c925
grid2: fix base + quote order placement and add test case 2023-05-23 17:34:03 +08:00
c9s
d5cf53ee94
grid2: fix comparison 2023-05-22 18:20:34 +08:00
c9s
ce2bd7ca7d
grid2: override placeSell if BaseGridNumber is defined 2023-05-22 18:13:51 +08:00
c9s
2046ccc791
grid2: pull out sell boolean var 2023-05-22 18:10:51 +08:00
c9s
0c6ef38ea3
grid2: apply baseGridNumber 2023-05-22 18:08:39 +08:00
c9s
f11d869d02
grid2: sub 1 only when num > 0 2023-05-22 17:26:22 +08:00
c9s
6ae5d2f33a
grid2: round down before the quantity calculation 2023-05-22 17:25:00 +08:00
c9s
a083ec8395
grid2: check numberOfSellOrders == 0 2023-05-22 17:20:16 +08:00
c9s
c93a3d14b3
grid2: round up minBaseQuantity 2023-05-19 16:46:17 +08:00
c9s
4c13171cb0
grid2: add more test for spec 2023-05-19 16:42:26 +08:00
c9s
3a2dbc934b
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case 2023-05-19 16:37:44 +08:00