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6,513 Commits 60 Branches 138 Tags 189 MiB
dce1e4c7d4
Commit Graph

4654 Commits

Author SHA1 Message Date
chiahung
dce1e4c7d4 rename buildSyncOrderMap to SyncOrderMap 2023-03-14 14:35:15 +08:00
chiahung
9da8c39d2c avoid re-query same order 2023-03-14 13:46:46 +08:00
chiahung
4af8523144 new struct PinOrderMap 2023-03-14 10:47:25 +08:00
chiahung
7af4e3bf8a FEATURE: get filled orders when bbgo down 2023-03-14 10:47:23 +08:00
c9s
60d7d20ced
grid2: fix newline for the message format 2023-03-14 00:29:13 +08:00
c9s
b58dcaba79
bump version to v1.44.0 2023-03-13 22:04:23 +08:00
Yo-An Lin
4b3f00fe79
Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max 
grid2: use newClientOrderID only for max
 2023-03-13 21:47:02 +08:00
Yo-An Lin
07ebd83a62
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit 
Improve/linregmaker minprofit
 2023-03-13 21:31:28 +08:00
c9s
35ceda8408
grid2: use newClientOrderID only for max 2023-03-13 21:27:13 +08:00
gx578007
4b540fce88
Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id 
FIX: [grid2] specify client order id explicitly
 2023-03-13 18:51:27 +08:00
gx578007
83ba32bf2f mock SubmitOrders by DoAndReturn 2023-03-13 18:43:52 +08:00
kbearXD
57d420fd6c
Merge pull request #1098 from c9s/fix/precision/format-string 
FIX: fix format string float point issue
 2023-03-13 16:44:06 +08:00
Andy Cheng
360173ac2b
fix/linregmaker: fix syntax error 2023-03-13 16:35:19 +08:00
Andy Cheng
cb412dc13f
improve/bollmaker: add MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
5fc459d404
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
6e854f8027
improve/linregmaker: add MinProfitSpread 2023-03-13 16:35:19 +08:00
Andy Cheng
3c14382c3c
improve/linregmaker: fix StandardIndicatorSet initialization problem 2023-03-13 16:35:19 +08:00
Andy Cheng
a607f230d6
improve/linregmaker: more log for can buy sell 2023-03-13 16:35:19 +08:00
Andy Cheng
0ea345a18c
improve/linregmaker: fix balance calculation in backtesting 2023-03-13 16:35:18 +08:00
chiahung
51a52d1c18 comment out negative precision for dnum 2023-03-13 11:28:40 +08:00
narumi
4559a35f31 graceful cancel in rebalance strategy 2023-03-13 00:49:49 +08:00
c9s
b050ae4098
grid2: fix log format 2023-03-11 16:03:13 +08:00
narumi
74656e0e49 fix fixedmaker errors 2023-03-10 18:39:30 +08:00
gx578007
16b30960cc FIX: [grid2] specify client order id explicitly 2023-03-10 18:29:53 +08:00
chiahung
8c9ed0538f add more test case 2023-03-10 17:55:55 +08:00
chiahung
291a6f273a fix test error 2023-03-10 17:32:35 +08:00
Yo-An Lin
31e299baf2
Merge pull request #1101 from c9s/narumi/fixedmaker 
strategy: add fixedmaker
 2023-03-10 17:24:01 +08:00
c9s
3eae532e13
grid2: init filledOrderIDMap for tests 2023-03-10 17:11:51 +08:00
c9s
c6609927f2
grid2: fix Warn by using Warnf 2023-03-10 17:00:09 +08:00
narumi
a7cfd488ed add fixedmaker 2023-03-10 16:41:01 +08:00
gx578007
fd2032b825 FIX: [grid2] avoid handling one orderID twice 2023-03-10 16:16:11 +08:00
chiahung
36f48bc604 FIX: fix format string float point issue 2023-03-10 15:27:50 +08:00
Yo-An Lin
78d65d74d2
Merge pull request #1090 from andycheng123/fix/scale 
fix/scale: fix LinearScale calculation
 2023-03-10 14:18:02 +08:00
Andy Cheng
d51a802315
fix/scale: fix typo and add some more tests 2023-03-10 13:51:29 +08:00
c9s
df6e58d654
grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful 2023-03-10 13:11:42 +08:00
c9s
89abbeb2d1
grid2: add context to backoffs 2023-03-10 13:10:14 +08:00
c9s
f093c73457
grid2: add queryOpenOrdersUntilSuccessful func 2023-03-10 13:10:14 +08:00
c9s
64e0a169e9
grid2: add debug option 2023-03-10 13:10:14 +08:00
c9s
ccf567fdab
grid2: add ClearDuplicatedPriceOpenOrders option 2023-03-10 13:10:11 +08:00
chiahung
67001fcbb7 new config 'recoverGridByScanningTrades' 2023-03-09 17:53:13 +08:00
chiahung
4288c82e25 FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method 2023-03-09 17:10:44 +08:00
kbearXD
6a6d7a6293
Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id 
FIX: filter wrong order id from self-trade trades
 2023-03-09 16:59:33 +08:00
kbearXD
4586f68fdb
Merge pull request #1094 from c9s/fix/maxapi/order-updated-at 
FIX: use updated_at instead of created_at to convert MAX order to typ…
 2023-03-09 16:59:18 +08:00
chiahung
ead5486b52 FIX: filter wrong order id from self-trade trades 2023-03-09 16:15:48 +08:00
なるみ
1ebdd37f3f
Merge pull request #1093 from c9s/narumi/rebalance/positions 
strategy: rebalance: add positions and profit stats
 2023-03-09 12:07:19 +08:00
gx578007
517a7c6ad7
Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics 
FEATURE: [grid2] add more metrics and fix metric-related issues
 2023-03-09 11:41:57 +08:00
chiahung
d29c3fa05c FIX: use updated_at instead of created_at to convert MAX order to types.Order 2023-03-09 11:35:48 +08:00
kbearXD
5b4b1e8eca
Merge pull request #1091 from c9s/feature/maxapi/split-self-trade 
FEATURE: split self trades when use MAX RESTful API to query trades
 2023-03-09 11:29:19 +08:00
gx578007
045c8de2a6 refactor metric function to be separated in terms of lock 2023-03-09 11:26:02 +08:00
gx578007
5988567d09 FEATURE: [grid2] add more metrics and fix metric-related issues 2023-03-08 23:54:21 +08:00