Code

Staggered orders revision#292

Code

Merged

joelvai merged 167 commits intomasterCodaone/DEXBot:masterfrom staggered-orders-revisionCodaone/DEXBot:staggered-orders-revisionCopy head branch name to clipboardAug 30, 2018

+948-1,300

Commits

Commits on Jul 24, 2018

• Refactor code comments

  joelvai

  committed
  e0e4dcc

• Add methods for getting buy and sell orders

  joelvai

  committed
  3a211d2

• Add mode field to Staggered Orders

  joelvai

  committed
  23dab08

• Change Staggered Orders logic, WIP

  joelvai

  committed
  258f8a7

Commits on Jul 25, 2018

• Add orders instant fill field

  joelvai

  committed
  9e4c69b

Commits on Jul 30, 2018

• Merge branch 'master' into staggered-orders-revision

  joelvai

  committed
  586ade7

• Solve merge conflict

  joelvai

  committed
  3271713

• Add all orders property

  joelvai

  committed
  cffef67

• Fix UI problems caused by merge

  joelvai

  committed
  46ddefd

Commits on Jul 31, 2018

• Update UI help texts

  joelvai

  committed
  16f375e

• Modify total balance calculation function

  joelvai

  committed
  093976e

• Add function to calculate value of the account

  joelvai

  committed
  3ebcd08

Commits on Aug 1, 2018

• Update center price and total balance calculations

  joelvai

  committed
  d24f10a

• Change strategy modes location to strategy file

  joelvai

  committed
  49c772e

• WIP Change staggered orders logic

  joelvai

  committed
  4139c72

Commits on Aug 2, 2018

• Fix element fetching logic in strategy_controller

  

  mikakoi

  authored and

  joelvai

  committed
  062ca03

• WIP Modify staggered orders

  joelvai

  committed
  8ac74e3

Commits on Aug 3, 2018

• WIP Changes to logic

  joelvai

  committed
  d475da7

Commits on Aug 6, 2018

• WIP Change staggered orders

  joelvai

  committed
  ec37bd6

Commits on Aug 7, 2018

• Change ConfigElement texts

  joelvai

  committed
  44933e4

• WIP Change staggered orders logic

  joelvai

  committed
  f08f62c

Commits on Aug 8, 2018

• Add is_sell_order function

  joelvai

  committed
  44615ba

• Refactor asset total calculation

  joelvai

  committed
  e3ed926

• Change asset balance calculation

  joelvai

  committed
  ec89f12

• WIP Change staggered orders logic

  joelvai

  committed
  c2d85f2

Commits on Aug 9, 2018

• Merge branch 'master' into staggered-orders-revision

  joelvai

  committed
  113c105

• Remove instant fill option

  joelvai

  committed
  34ec7cb

• Change order placement functions to simulate order

  joelvai

  committed
  a842856

Commits on Aug 10, 2018

• Add is_buy_order function

  joelvai

  committed
  2aa5bb4

• Remove shift_orders_up and down functions

  joelvai

  committed
  f017fbb

• Change order sorting method

  joelvai

  committed
  db7a985

• WIP Change logic of the strategy

  joelvai

  committed
  2affaed

Commits on Aug 13, 2018

• Refactor is_order_correct_size function

  joelvai

  committed
  53d5f7d

• WIP Change staggered orders logic

  joelvai

  committed
  81ce987

• Update is_order_size_correct function

  joelvai

  committed
  068f4a5

Commits on Aug 14, 2018

• Update lower threshold calculation

  joelvai

  committed
  a58e17f

• WIP Change staggered orders logic

  joelvai

  committed
  47b595a

Commits on Aug 15, 2018

• Add initial_market_center_price

  joelvai

  committed
  ef178c9

• Refactor order sorting

  joelvai

  committed
  ff16b66

• Fix highest_sell_order price check

  joelvai

  committed
  04e1804

• WIP Change inverted buy orders to sell orders

  joelvai

  committed
  bbb562f

Commits on Aug 17, 2018

• Fix crash when calculating center price with bid 0

  joelvai

  committed
  ce36d71

• Change lower sell order amount

  joelvai

  committed
  0797d2b

• Change few comments and remove unused import

  joelvai

  committed
  cf99c75

• Add calculation for fee reserve

  joelvai

  committed
  a249f56

• WIP Add increase order sizes buy / sell side

  joelvai

  committed
  5aa37c3

Commits on Aug 20, 2018

• Be aware of fee_reserve when placing lowest_buy and highest_sell

  Show description for 590a159
  bitphage

  committed
  590a159

• Cancel orders that exceed boundaries

  Show description for e6c92e0
  bitphage

  committed
  e6c92e0

• Merge pull request #280 from bitfag/staggered-orders-revision-bugfixes

  Show description for 46e4403
  joelvai

  authored
  46e4403

• Refactor by removing unnecessary else statement

  joelvai

  committed
  02ddbd8

• Improved place_highest_sell_order() calculation to better use available

  Show description for d906d0c
  MarkoPaasila

  committed
  d906d0c

• Merge remote-tracking branch 'upstream/staggered-orders-revision' into staggered-orders-revision

  MarkoPaasila

  committed
  e2121e2

• Improved first order calculation and added earlier fixes to amount

  Show description for f9bc2fa
  MarkoPaasila

  committed
  f9bc2fa

• WIP Changes to logic

  joelvai

  committed
  2f1fd3d

• Merge branch 'staggered-orders-revision' of https://github.com/MarkoPaasila/DEXBot into MarkoPaasila-staggered-orders-revision

  joelvai

  committed
  884a57f

• Merge branch 'MarkoPaasila-staggered-orders-revision' into staggered-orders-revision

  joelvai

  committed
  32d148c

• Fix a few small but significant errors

  MarkoPaasila

  committed
  c490d80

• Fix improper fix

  MarkoPaasila

  committed
  3c7f2f5

Commits on Aug 21, 2018

• Update staggered_orders.py

  MarkoPaasila

  authored
  f08400e

• Add replacing orders after canceling one that is too smalll

  Show description for fe3dfdc
  MarkoPaasila

  authored
  fe3dfdc

• Balance checks for place_some_order()

  Show description for 578af99
  MarkoPaasila

  authored
  578af99

• Refactor basestrategy amount rename quote_amount

  joelvai

  committed
  474c1c0

• Merge pull request #284

  joelvai

  committed
  77a3582

• Merge branch 'staggered-orders-revision-prmerge' into staggered-orders-revision

  joelvai

  committed
  1be467c

• Refactor place_lowest_buy_order amount

  joelvai

  committed
  5fe961e

• Add bootstrapping variable and checks

  joelvai

  committed
  5a735c6

• Add debug messages for new staggered_orders.py

  bitphage

  committed
  df0a986

• Do not try to place orders with limited amount

  Show description for ccb7f62
  bitphage

  committed
  ccb7f62

• Remove order double-placement in allocate_quote_asset()

  bitphage

  committed
  afa90bb

• Handle situation when there are sell/buy orders without opposite

  bitphage

  committed
  4317e80

• Improve replacement logic for lowest_buy and highest_sell

  bitphage

  committed
  727f14f

• Fix new_order_amount calculation in increase_order_sizes()

  Show description for 88edcd5
  bitphage

  committed
  88edcd5

Commits on Aug 22, 2018

• Merge pull request #286 from bitfag/staggered-orders-revision-bugfixes

  Show description for 2a3d69c
  joelvai

  authored
  2a3d69c

• Merge branch 'staggered-orders-revision' of github.com:Codaone/DEXBot into staggered-orders-revision

  joelvai

  committed
  a811088

• Refactor string formating

  joelvai

  committed
  83acea8

• Refactor by removing else-statements

  joelvai

  committed
  8532c97

• Change balance given for place_lowest_buy_order

  joelvai

  committed
  4197490

• Refactor partial revert to earlier stage

  joelvai

  committed
  25a32f0

• Refactor some comments

  joelvai

  committed
  3739a01

• Fix base amount calculation in place_xxx_order

  bitphage

  committed
  54e37ca

• Improve logging when not enough balance to place order

  bitphage

  committed
  48d37d1

• Merge pull request #287 from bitfag/staggered-orders-revision-bugfixes

  Show description for 12e29b4
  joelvai

  authored
  12e29b4

• Change when center price is calculated

  joelvai

  committed
  199e46a

• Refactor asset balance variable name

  joelvai

  committed
  81a6324

• Change logic by adding bootstrapping

  joelvai

  committed
  809fe3f

• Merge branch 'staggered-orders-revision' of github.com:Codaone/DEXBot into staggered-orders-revision

  joelvai

  committed
  c443b4f

• Fix wrong variable name in place_lowest_buy_order

  joelvai

  committed
  94b7130

• Change strategy logic

  joelvai

  committed
  1fd9f85

• Fix lowest buy order amount

  joelvai

  committed
  63adbc2

• Fix starting strategy on empty market with cp given

  juhanihaapala

  committed
  518edfc

Commits on Aug 23, 2018

• Merge pull request #289 from juhanihaapala/staggered-orders-revision

  Show description for b81f4a2
  joelvai

  authored
  b81f4a2

• Fix price in place_lowest_buy_order()

  bitphage

  committed
  0621aa8

• Clarify amount variable names in place_xxst_order

  Show description for a178483
  bitphage

  committed
  a178483

• Update comments

  bitphage

  committed
  09f1540

• Fire "Not enough balance" only when really placing an order

  Show description for ae1589a
  bitphage

  committed
  ae1589a

• Fix working of increase_order_sizes() for BASE asset

  Show description for 896fa15
  bitphage

  committed
  896fa15

• Fix log message

  bitphage

  committed
  eaa8b97

• Implement allow_partial kwarg for place_xxx_order()

  bitphage

  committed
  2d0fc2c

• Move balance refresh into separate method

  bitphage

  committed
  c148b04

• Allow to place partial orders in several cases

  bitphage

  committed
  eb28b5c

• Fix price in log message

  bitphage

  committed
  96bf99b

• Update comment

  bitphage

  committed
  24080b3

• Allow partial order in allocate_quote_asset

  Show description for b31a351
  bitphage

  committed
  b31a351

• Cancel furthest order as a fallback only when both assets are allocated

  bitphage

  committed
  49db797

• Disable is_order_size_correct()

  Show description for e8661f6
  bitphage

  committed
  e8661f6

• Fix sell_distance

  bitphage

  committed
  4688904

• Merge pull request #288

  joelvai

  committed
  f8487ee

• Merge pull request #288 from bitfag/staggered-orders-revision-bugfixes

  Show description for 7428118
  joelvai

  authored
  7428118

Commits on Aug 24, 2018

• Refactor by disabling market spread

  joelvai

  committed
  c3614c6

• Add refresh_orders()

  joelvai

  committed
  2bc09e4

• Refactor allocate_xxx_asset bootstrapping

  joelvai

  committed
  7b211cc

Commits on Aug 27, 2018

• Merge branch 'master' into staggered-orders-revision

  joelvai

  committed
  46ed1e5

• Bootstrapping is enabled only when there is no buy or sell orders

  bitphage

  committed
  1a3bc6b

• Revert "Handle situation when there are sell/buy orders without opposite"

  Show description for 3244eef
  bitphage

  committed
  3244eef

• Empirically calculate needed prices when start is one-sided

  bitphage

  committed
  3cf4c27

• Disable size increase during bootstrapping

  bitphage

  committed
  2b813c4

• Add option for limit order sizes

  bitphage

  committed
  b314087

• When in not bootstrap, limit new orders by opposite order amount

  bitphage

  committed
  9d9d56f

• Turn bootstrap off when not enough balance

  Show description for 798b536
  bitphage

  committed
  798b536

• More properly avoid orders increase when no opposite orders

  bitphage

  committed
  f5b4b75

• Refactor checking of partially filled orders

  bitphage

  committed
  f1990a5

• Adjust price precision in debug messages

  bitphage

  committed
  45dce8c

• Add debug message

  bitphage

  committed
  2a40a87

• Limit frequency of maintenance execution

  Show description for 906bfd9
  bitphage

  committed
  906bfd9

• Fix fallback behavior

  Show description for f8bcdc0
  bitphage

  committed
  f8bcdc0

• Execute strategy more frequently by tick count

  Show description for 0c0b748
  bitphage

  committed
  0c0b748

• Fix condition deading to fallback check

  bitphage

  committed
  cddc5a8

• Do not limit closest-to-center order size during size increase round

  Show description for 82d33e5
  bitphage

  committed
  82d33e5

• Refactor how we're doing opposite-side limiting

  Show description for 8961ddd
  bitphage

  committed
  8961ddd

• Remove a couple of unneeded debug messages

  bitphage

  committed
  b0f4f2a

• Optimize initial order size

  Show description for e46d851
  bitphage

  committed
  e46d851

• Optimize furthest order sizes when increasing orders

  Show description for 985020c
  bitphage

  committed
  985020c

• Switch to ui autogeneration for staggered orders

  bitphage

  committed
  2d1006d

• Fix limiting in place_higher_buy_order()

  bitphage

  committed
  deb03a3

• Measure maintenance execution time

  bitphage

  committed
  6cbfa20

• Turn bootstrapping on by default again

  bitphage

  committed
  6dac27b

• Revert "Turn bootstrap off when not enough balance"

  Show description for 5bc006d
  bitphage

  committed
  5bc006d

• Disallow partial lower_buy / higher_sell orders

  Show description for 067b803
  bitphage

  committed
  067b803

• Move maintenance measurement to separate function

  bitphage

  committed
  5bdce84

• Implement 'instant_fill' option

  bitphage

  committed
  d44edf9

• Switch to self.ticker() usage

  bitphage

  committed
  2aa5b72

• Respect center price enable/disable setting

  bitphage

  committed
  a9465ce

• Flip amount calculation for readability

  bitphage

  committed
  e7db8da

• Fix typo

  bitphage

  committed
  bb43b4f

• Restore own ticker usage inside update_gui_slider()

  Show description for 4bb41de
  bitphage

  committed
  4bb41de

• Add a couple of comments

  bitphage

  committed
  fc85b57

• Implement additional check to determine bootstrap status

  bitphage

  committed
  360a582

• Simplify how we're calculating amount of limited orders

  bitphage

  committed
  2d7a3e0

• Improve debug message

  bitphage

  committed
  4809d2f

• Keep orders when removing a worker

  bitphage

  committed
  5dbed78

• Increase self.min_check_interval

  bitphage

  committed
  ca1e751

• Update log messages

  bitphage

  committed
  bbcaf81

• Refuse to work whether spread < increment

  bitphage

  committed
  99fc84e

• Improve logging of actual spread

  bitphage

  committed
  2d68c26

Commits on Aug 28, 2018

• Add modes description by Marko

  bitphage

  committed
  2282da7

• Remove unused variable self.market_spread

  joelvai

  committed
  0f6ec8f

• Refactor some typos in comments

  joelvai

  committed
  b69c0e5

• Remove is_order_size_correct()

  joelvai

  committed
  0736972

• Remove maintain_mountain_mode()

  joelvai

  committed
  cd7892d

• Refactor comments and remove WIP comments

  joelvai

  committed
  d4dd95c

Commits on Aug 29, 2018

• Merge branch 'master' into staggered-orders-revision

  mikakoi

  committed
  9194f62

• Add more descriptions by Marko for various modes

  bitphage

  committed
  66debd6

• Prevent zero division error when orders_sum == 0

  Show description for a380b0c
  bitphage

  committed
  a380b0c

Commits on Aug 30, 2018

• Merge pull request #294 from bitfag/staggered-orders-revision-bugfixes

  Show description for 0b004f4
  joelvai

  authored
  0b004f4

• Merge branch 'master' into staggered-orders-revision

  joelvai

  committed
  f8fd93a

• Fix string divided by float error

  joelvai

  committed
  8c22959

• Change max limits of strategy fields

  joelvai

  committed
  fa2e9e3