436 Commits

Author	SHA1	Message	Date
c9s	19e0a20c67	grid2: fill fixedpoint.Zero for stats	2022-12-04 21:43:40 +08:00
c9s	ec6b170f01	grid2: add more log messages for stop loss	2022-12-04 21:09:39 +08:00
c9s	3b821c8b58	grid2: fix order price shifting	2022-12-04 21:06:52 +08:00
c9s	8d78399335	grid2: fix order shifting	2022-12-04 19:48:12 +08:00
c9s	efcfcf7c18	grid2: add position reset	2022-12-04 18:42:03 +08:00
c9s	a5e6173038	grid2: fix openGrid method	2022-12-04 18:33:28 +08:00
c9s	943912f6bf	grid2: add grid order debug logs	2022-12-04 18:32:17 +08:00
c9s	ea34b3a962	grid2: another fix	2022-12-04 18:28:34 +08:00
c9s	01b013fcc7	grid2: fix trigger price check for onStart handler	2022-12-04 18:27:21 +08:00
c9s	bce004106c	grid2: check price	2022-12-04 18:21:43 +08:00
c9s	9d62720111	grid2: add log for trigger price	2022-12-04 18:17:05 +08:00
c9s	4f3a160bbf	grid2: add stopLossPrice handler	2022-12-04 18:01:58 +08:00
c9s	bec1103a64	grid2: add more parameters to the test strategy	2022-12-04 17:36:35 +08:00
c9s	5344b3d768	grid2: add TestStrategy_calculateProfit test	2022-12-04 17:35:35 +08:00
c9s	427daba6d0	grid2: change fee rate validation	2022-12-04 15:56:35 +08:00
c9s	bbab8728e3	grid2: add orderQueryService for querying order trades	2022-12-04 15:43:27 +08:00
c9s	813f9c45a7	grid2: add order object into the profit structure	2022-12-04 15:24:59 +08:00
c9s	a8fe55c284	grid2: push profit into stats	2022-12-04 15:24:13 +08:00
c9s	bc4c22f633	grid2: pull out quoteQuantity	2022-12-04 15:15:16 +08:00
c9s	bf62fb7d2d	grid2: calculate grid profit	2022-12-04 15:01:52 +08:00
c9s	9506516ea3	grid2: add grid profit stats to the strategy	2022-12-04 14:45:04 +08:00
c9s	8d601a6cb4	grid2: add exchange session field	2022-12-04 14:24:04 +08:00
c9s	dc2ce372c4	grid2: reset grid field when it's closed	2022-12-04 14:23:00 +08:00
c9s	0ea6dfb158	grid2: add triggerPrice protection	2022-12-04 14:22:11 +08:00
c9s	7abc799da4	grid2: make openGrid and closeGrid as private method	2022-12-04 13:04:14 +08:00
c9s	c77bb83b95	grid2: move OpenGrid method and add KeepOrdersWhenShutdown	2022-12-04 12:58:01 +08:00
c9s	7dc3c448bb	grid2: remove unused fields	2022-12-04 11:47:30 +08:00
c9s	c00d59806f	grid2: add closeGrid option	2022-12-04 11:47:01 +08:00
c9s	2977c80dd1	grid2: check profitSpread for profit	2022-12-03 16:59:47 +08:00
c9s	64d8a30ecc	grid2: add earnBase option	2022-12-03 16:40:40 +08:00
c9s	5f7ad125c6	grid2: add earnBase option	2022-12-03 16:03:01 +08:00
c9s	6ed09c847d	grid2: add compound mode option	2022-12-03 15:21:03 +08:00
c9s	9bb628328c	grid2: use profit to buy more inventory	2022-12-03 15:18:47 +08:00
c9s	d5cf1a7311	grid2: log submitOrder	2022-12-03 15:17:31 +08:00
c9s	c0573210b3	grid2: log grid info	2022-12-03 14:58:53 +08:00
c9s	54ffc8cbcc	grid2: add order filled handler	2022-12-03 14:46:05 +08:00
c9s	a825ae5d04	grid2: use custom logger entry	2022-12-03 11:36:14 +08:00
c9s	a715933106	grid2: allocate logger instance for fields	2022-12-03 11:31:44 +08:00
c9s	d91921f6c2	grid2: fix grid sell order quantity calculation	2022-12-03 11:25:18 +08:00
c9s	1e13fe6191	grid2: fix grid2 strategy validation	2022-12-03 11:02:55 +08:00
c9s	2b14803829	grid2: add comment	2022-12-02 00:10:01 +08:00
c9s	29f3ff7ba2	grid2: remove todo	2022-12-02 00:10:00 +08:00
c9s	22569fcb30	grid2: fix quantity calculation	2022-12-02 00:10:00 +08:00
c9s	e80c8f2959	grid2: pull out maxNumberOfSellOrders	2022-12-02 00:10:00 +08:00
c9s	46bebb1022	grid2: calculate minBaseQuantity	2022-12-02 00:10:00 +08:00
c9s	45328a9f3d	grid2: add comment for the quantity loop	2022-12-02 00:10:00 +08:00
c9s	4eb652b560	grid2: add calculateQuoteBaseInvestmentQuantity	2022-12-02 00:10:00 +08:00
c9s	2260fd6908	grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case	2022-12-02 00:10:00 +08:00
c9s	9f2e4d3f71	grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment	2022-12-02 00:10:00 +08:00
c9s	e385b589b6	config: add grid2 config	2022-12-02 00:10:00 +08:00
c9s	e981ad641a	grid2: ignore test build for dnum	2022-12-02 00:10:00 +08:00
c9s	1629a25beb	grid2: fix tests	2022-12-02 00:10:00 +08:00
c9s	622fe75ed3	grid2: check buy placed order price	2022-12-02 00:10:00 +08:00
c9s	020e7c8604	grid2: handle grid orders submission	2022-12-02 00:10:00 +08:00
c9s	e3c735b700	grid2: add more code to setupGridOrders	2022-12-02 00:10:00 +08:00
c9s	4407aa7f97	grid2: refactor checkRequiredInvestmentByAmount and checkRequiredInvestmentByQuantity	2022-12-02 00:10:00 +08:00
c9s	4eb21d5209	grid2: move out baseInvestment, quoteInvestment check	2022-12-02 00:09:59 +08:00
c9s	2aaa2e7775	grid2: add checkRequiredInvestmentByAmount test	2022-12-02 00:09:59 +08:00
c9s	f5219ae56b	grid2: fix error checking and add more tests	2022-12-02 00:09:59 +08:00
c9s	dcbce8aa5c	grid2: fix TestStrategy_checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	d0bdc859fb	grid2: add basic investment check test checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	3da86ab2e1	grid2: pull out check code to checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	cde463e294	grid2: remove notionalModifier	2022-12-02 00:09:59 +08:00
c9s	fa692d835f	grid2: add totalFee field and volume field	2022-12-02 00:09:59 +08:00
c9s	7fec736e7a	grid2: add GridProfitStats	2022-12-02 00:09:59 +08:00
c9s	4c8db08ccc	grid2: fix require quote and require base calculation	2022-12-02 00:09:59 +08:00
c9s	2c373959a8	grid2: add investment check	2022-12-02 00:09:59 +08:00
c9s	68b1fce634	grid2: get the last trade price and apply generalOrderExecutor	2022-12-02 00:09:59 +08:00
c9s	a42c1799e2	grid2: define PinCalculator type	2022-12-02 00:09:58 +08:00
c9s	a8cbe0e488	grid2: pull out calculate pins call	2022-12-02 00:09:58 +08:00
c9s	32b6299b93	grid2: pull out CalculatePins	2022-12-02 00:09:58 +08:00
c9s	1fa5186002	grid2: allocate grid object	2022-12-02 00:09:58 +08:00
c9s	84c3d386ca	grid2: implement find next higher/lower pin	2022-12-02 00:09:58 +08:00
c9s	629cea0f44	grid2: fix ExtendUpperPrice and its tests	2022-12-02 00:09:58 +08:00
c9s	4fb2230e5d	grid2: improve number func	2022-12-02 00:09:58 +08:00
c9s	f46fc7ee80	grid2: fix tests	2022-12-02 00:09:58 +08:00
c9s	4ddbeff7e4	grid2: fix Test_calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	f98c00b7aa	grid2: fix extendLowerPrice method and tests	2022-12-02 00:09:58 +08:00
c9s	75c088eb9c	refactor calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	725c624281	grid2: rewrite ExtendUpperPrice	2022-12-02 00:09:58 +08:00
c9s	533587ffd2	grid2: update lowerPrice	2022-12-02 00:09:58 +08:00
c9s	d6f751c027	grid2: improve ExtendLowerPrice	2022-12-02 00:09:58 +08:00
c9s	e675a084e2	grid2: refactor spread, height methods	2022-12-02 00:09:58 +08:00
c9s	2761cff2bf	grid2: add pin tests	2022-12-02 00:09:57 +08:00
c9s	21a1d550e3	grid2: add grid struct	2022-12-02 00:09:57 +08:00
c9s	cb612a22b1	add grid2 strategy	2022-12-02 00:09:57 +08:00