Commit Graph

6619 Commits

Author SHA1 Message Date
c9s
21cdb7afe8
grid2: split SubmitOrders calls 2023-02-17 18:54:47 +08:00
c9s
9d2c742496
grid2: avoid using totalBase when one of quote investment or base investment is defined 2023-02-17 18:35:42 +08:00
c9s
a5e134e98d
grid2: fix calculateMinimalQuoteInvestment tests 2023-02-17 17:33:12 +08:00
c9s
29692b0e1a
grid2: fix MinimalQuoteInvestment check 2023-02-17 17:16:25 +08:00
c9s
039fb4f4b7
Merge branch 'fix/grid2/quote-quantity' 2023-02-16 22:51:11 +08:00
c9s
56628aca73
grid2: emit grid ready only when there is no error 2023-02-16 22:49:22 +08:00
Yo-An Lin
2e1eb3295b
Merge pull request #1059 from c9s/fix/grid2/quote-quantity
FIX: grid2: emit grid ready once the grid is recovered
2023-02-16 22:30:08 +08:00
c9s
55476e4176
grid2: include the order dust for the quote investment calculation 2023-02-16 22:20:34 +08:00
c9s
156da92670
grid2: check used quote balance before we generate the grid order 2023-02-16 21:38:48 +08:00
c9s
2aee3cea59
grid2: emit grid ready once the grid is recovered 2023-02-16 21:33:42 +08:00
c9s
eb4e25c008
grid2: emit grid ready earlier 2023-02-16 18:13:51 +08:00
c9s
f039c97e63
grid2: defer EmitCloseGrid callback earlier 2023-02-16 18:12:08 +08:00
c9s
7ba0e86605
grid2: use setGrid with mutex 2023-02-16 18:11:38 +08:00
c9s
9e3383606e
grid2: add quote quantity test case 2023-02-16 18:11:04 +08:00
c9s
9b69fa5465
grid2: log calculateQuoteInvestmentQuantity result 2023-02-16 14:56:28 +08:00
Yo-An Lin
a5fbce1be1
Merge pull request #1058 from c9s/fix/grid2-recover
fix: grid2: fix grid order recover
2023-02-15 22:53:54 +08:00
c9s
fa3106eefa
grid2: set the grid field if there is no missing orders 2023-02-15 22:44:07 +08:00
c9s
a9f1aab4b1
grid2: add user data stream on start log 2023-02-15 22:42:46 +08:00
c9s
62b8863ca6
grid2: fix pin price precision 2023-02-15 22:32:55 +08:00
c9s
9ab4c45727
grid2: remove buildGridPriceMap since we have HasPrice method 2023-02-15 22:17:36 +08:00
c9s
ec8e50822a
grid2: do not place sell order at price[0] 2023-02-15 21:51:22 +08:00
c9s
6dfd18bd49
grid2: run recoverGrid only when user data stream is started 2023-02-15 21:49:25 +08:00
c9s
88116440ba
grid2: define strategy field in the logger entry 2023-02-15 17:38:48 +08:00
c9s
e73081d6ba
grid2: add logFields config 2023-02-15 17:33:07 +08:00
c9s
35bfdfab8d
grid2: fix si index check 2023-02-15 16:51:12 +08:00
c9s
44210bf26a
grid2: adjust test case tick size 2023-02-15 16:05:45 +08:00
c9s
a7e100563a
grid2: add test case 2023-02-15 16:03:24 +08:00
c9s
8ef86858e2
grid2: fix calculateBaseQuoteInvestmentQuantity logging 2023-02-15 15:54:49 +08:00
c9s
276149b378
grid2: improve base+quote logging 2023-02-15 15:49:40 +08:00
c9s
79f9f9c5bb
grid2: pull out quote investment variable 2023-02-15 15:41:35 +08:00
c9s
d1cbc6a9ca
grid2: add one more quote investment test case 2023-02-15 15:41:35 +08:00
Yo-An Lin
3c6f3177d0
Merge pull request #1057 from c9s/fix/grid2/has-price
grid2: fix HasPrice
2023-02-15 15:06:50 +08:00
c9s
2fecf0dc79
grid2: fix HasPrice 2023-02-15 14:57:21 +08:00
c9s
3bf24d97f0
grid2: add HasPrice test 2023-02-15 14:42:01 +08:00
c9s
26c7e03dc1
grid2: fix balance check 2023-02-14 16:44:59 +08:00
c9s
353c74ef5e
grid2: gridNum can not be zero or one 2023-02-13 16:11:42 +08:00
c9s
3df846d878
grid2: fix quote investment algorithm 2023-02-13 14:06:11 +08:00
Yo-An Lin
7ed0a0225e
Merge pull request #1056 from c9s/fix/grid2/upper-price
grid2: fix upper price error
2023-02-10 18:10:04 +08:00
c9s
4eca007d3d
grid2: fix upper price buy order issue 2023-02-10 17:51:50 +08:00
c9s
34ab53303a
grid2: fix upper price error 2023-02-10 17:22:19 +08:00
c9s
2fed98ea55
batch: fix JumpIfEmpty algorithm 2023-02-09 17:11:26 +08:00
c9s
5bbe4ecd57
bbgo: check isolation context for log message 2023-02-08 17:39:02 +08:00
c9s
3c69556424
bbgo: fix graceful shutdown call 2023-02-08 17:30:33 +08:00
c9s
829704eda3
grid2: remove todo 2023-02-08 16:46:19 +08:00
c9s
abdded8126
grid2: add ClearOpenOrdersIfMismatch 2023-02-08 16:43:25 +08:00
c9s
760fc74187
grid2: expose order group ID field 2023-02-08 16:26:37 +08:00
c9s
0b73520371
config: update config example 2023-02-07 14:15:17 +08:00
c9s
e8c69dfaef
grid2: add mutex lock for the grid object field 2023-02-07 01:38:25 +08:00
c9s
06c3f5f79c
grid2: add PlainText method support to GridProfitStats 2023-02-06 16:59:50 +08:00
c9s
3a7be0e2b2
grid2: add closing grid log 2023-02-06 16:31:57 +08:00