Commit Graph

4411 Commits

Author SHA1 Message Date
c9s
e9ff0dcc66
types: fix lint issue 2022-12-26 01:49:46 +08:00
c9s
2d2d194bda
grid2: fix InstanceID for autoRange 2022-12-26 01:40:59 +08:00
c9s
8af7d6f457
grid2: use initial grid order id to query closed order history 2022-12-26 01:35:37 +08:00
c9s
6444fd5e03
grid2: remove default profit stats 2022-12-26 01:24:56 +08:00
c9s
0a6261b6b9
grid2: split more files 2022-12-26 01:04:17 +08:00
c9s
961725f03c
grid2: support autoRange 2022-12-26 00:56:03 +08:00
c9s
54b4f593ec
grid2: validate upper price and lower price only when autoRange is not given 2022-12-26 00:29:31 +08:00
c9s
579df0cec9
types: add simple duration tests 2022-12-25 16:08:34 +08:00
c9s
f60b4630c5
grid2: add AutoRange parameter 2022-12-24 20:39:11 +08:00
c9s
d27786d5ae
types: always use pointer on duration 2022-12-24 20:39:01 +08:00
c9s
4388bc209b
types: add simple duration type for parsing [0-9]+[wd] 2022-12-24 20:37:53 +08:00
c9s
e0daf9904e
grid2: add recover time range rollback 2022-12-24 17:08:50 +08:00
c9s
cb2d9d7eb2
grid2: fix replayOrderHistory logic 2022-12-24 16:14:39 +08:00
c9s
6b75150983
refactor order related functions into core api 2022-12-24 15:58:02 +08:00
c9s
a46b3fe908
grid2: improve debugGrid func 2022-12-24 14:52:08 +08:00
c9s
8e20a55060
grid2: refactor recover functions to replayOrderHistory and reuse scanMissingPinPrices 2022-12-24 14:48:47 +08:00
c9s
53b2a0d7ab
bump version to v1.43.1 2022-12-24 01:29:05 +08:00
c9s
216bdb891f
grid2: skip canceled orders 2022-12-24 01:08:28 +08:00
c9s
3d9b919e24
grid2: fix grid recovering 2022-12-24 00:54:40 +08:00
c9s
8715d0aca9
grid2: prevent infinite loop 2022-12-23 23:50:30 +08:00
c9s
ae20cef8f4
grid2: add scanOrderCreationTimeRange func 2022-12-23 23:41:36 +08:00
c9s
606b4650b3
grid2: add RecoverOrdersWhenStart and fix grid recover logic 2022-12-23 19:15:46 +08:00
c9s
6bcf5f8f82
bbgo: improve active order book printing 2022-12-23 18:19:00 +08:00
c9s
882c56a820
grid2: add RecoverWhenStart option 2022-12-23 17:54:30 +08:00
c9s
8a45fe522e
grid2: pull out session dependency from the recoverGrid method 2022-12-23 16:48:40 +08:00
c9s
c721274adc
grid2: implement scanMissingGridOrders 2022-12-23 15:35:26 +08:00
c9s
28beca18e1
bump version to v1.43.0 2022-12-23 13:08:06 +08:00
Yo-An Lin
8bcfb78bc0
Merge pull request #1030 from c9s/feature/grid2
WIP: Feature/grid2
2022-12-23 12:59:43 +08:00
c9s
bf87d04d57
binance: change rate limit unit to minute 2022-12-22 19:07:55 +08:00
c9s
1ea72099ed
service: fix margin sync with asset condition 2022-12-22 14:10:35 +08:00
c9s
c59c8638be
grid2: find lastOrderTime and firstOrderTime range 2022-12-22 13:21:39 +08:00
c9s
5b4be1f9fc
max: drop unused toMaxSubmitOrder 2022-12-22 13:14:25 +08:00
c9s
441e5d867b
grid2: add todo mark 2022-12-20 17:34:20 +08:00
c9s
f92ba9cbf1
grid2: implement recover func loading 2022-12-20 17:33:53 +08:00
c9s
130cf2468d
types: implement lookup method 2022-12-20 17:33:40 +08:00
c9s
330be79ec6
grid2: add recoverGrid 2022-12-20 15:56:38 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
c9s
756bfe2402
types: print message body when message parse error 2022-12-19 19:00:35 +08:00
c9s
30f471db00
binance: fix execution report parsing 2022-12-19 19:00:14 +08:00
c9s
6f2664b03e
grid2: fix test for orderTag 2022-12-19 18:51:39 +08:00
c9s
811be78933
grid2: update log message 2022-12-17 11:57:32 +08:00
Andy Cheng
d5e37f03e2 feature/dynamic_*: move dynamic_* to risk/dynamicrisk package 2022-12-16 11:51:52 +08:00
c9s
fa73b0e7f7
grid2: add warning message 2022-12-15 19:20:15 +08:00
c9s
bbc47bb63a
grid2: remove todo item 2022-12-15 19:06:34 +08:00
c9s
78f10212b9
grid2: fix base fee format 2022-12-15 18:57:21 +08:00
c9s
fcd7a20b78
bbgo,grid2: add place order error log 2022-12-15 18:54:02 +08:00
c9s
051aa19989
grid2: add newOrderUpdateHandler and send profit to notification 2022-12-15 18:47:45 +08:00
c9s
c2133a1712
grid2: call bbgo sync api to sync profit stats 2022-12-15 18:42:25 +08:00
c9s
1964763f58
grid2: add more logs 2022-12-15 18:41:04 +08:00
c9s
a340cd321b
max: add submit order limiter 2022-12-15 18:38:57 +08:00