1081 Commits

Author	SHA1	Message	Date
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	877ea73435	maxapi: align fields	2021-03-14 11:18:22 +08:00
c9s	be672c89e6	max: update deposit and withdraw types	2021-03-14 11:18:22 +08:00
c9s	3f0290479b	binance: update withdraw and deposit types	2021-03-14 11:18:22 +08:00
c9s	33213746f4	cmd: add --all option to the cancel command	2021-03-14 10:29:45 +08:00
ycdesu	a83b95d262	ftx: implemenet place order func	2021-03-13 10:41:04 +08:00
ycdesu	506fdcd84f	ftx: add conversion helper	2021-03-13 09:51:16 +08:00
ycdesu	778ceb2985	ftx: define orderResponse struct	2021-03-13 09:51:03 +08:00
ycdesu	0e611dbee4	ftx: rename orders to ordersResponse	2021-03-12 23:03:08 +08:00
c9s	48fe6054b0	exchange/max: fix query reward issue	2021-03-10 14:18:01 +08:00
YC	b33402df24	Merge pull request #147 from c9s/ftx/query-open-orders	2021-03-08 18:50:56 +08:00
ycdesu	ee8ebde12d	ftx: add todo	2021-03-07 12:53:41 +08:00
ycdesu	6599f276db	ftx: implement query open orders	2021-03-07 12:51:13 +08:00
ycdesu	3676450e4b	ftx: convert open order	2021-03-07 12:51:13 +08:00
ycdesu	16366b09a4	ftx: rename responses.go to rest_responses.go	2021-03-07 12:51:13 +08:00
ycdesu	26963ce7ab	ftx: rename balance.go to rest_balance_request.go	2021-03-07 12:51:13 +08:00
ycdesu	f6f3fcab02	ftx: orderbook snapshot checksum	2021-03-06 19:23:44 +08:00
ycdesu	be7c393fcb	ftx: print orderbook update	2021-03-04 10:02:40 +08:00
ycdesu	43275d08bc	ftx: use pure function to convert orderbook snapshot	2021-03-03 22:36:14 +08:00
ycdesu	55b9569777	ftx: use the same struct to handle orderbook snapshot/update	2021-03-03 22:33:06 +08:00
ycdesu	e34f68ab90	ftx: unmarshal all fields at the same time	2021-03-03 10:31:46 +08:00
ycdesu	160f6323e8	ftx: emit orderbook snapshot	2021-03-02 22:18:41 +08:00
ycdesu	253810556e	ftx: unmarshal orderbook snapshot	2021-03-02 18:33:19 +08:00
ycdesu	45528fa219	ftx: modify log	2021-03-02 18:33:19 +08:00
c9s	3e616c5fac	convert and parse binance margin account structure	2021-02-28 15:06:20 +08:00
c9s	32c2780b16	convert binance margin account data into the global structure	2021-02-28 15:06:20 +08:00
ycdesu	883b7ef028	ftx: handle message in a new struct	2021-02-27 19:27:44 +08:00
ycdesu	d9ad022a81	ftx: define subscribed msg	2021-02-27 19:27:37 +08:00
ycdesu	73d05fe7bb	ftx: send subscriptions when connected	2021-02-27 18:42:46 +08:00
ycdesu	c52f918dd4	ftx: add missing types.exchange methods	2021-02-27 17:24:08 +08:00
ycdesu	8b838b9a59	ftx: make logger private	2021-02-27 17:01:20 +08:00
ycdesu	b28d9631ab	ftx: return ftx stream but hasn't implement it yet	2021-02-27 16:48:50 +08:00
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +08:00
c9s	14830c442c	refactor and implement reward sync and query	2021-02-23 22:53:00 +08:00
c9s	5a7cf05701	integrate reward service into the sync service	2021-02-23 16:39:48 +08:00
c9s	fb62af05a4	add global Reward type	2021-02-23 10:08:01 +08:00
c9s	96362a4936	max: add rewards api and example	2021-02-22 18:45:44 +08:00
c9s	507586b560	fix max websocket subscription	2021-02-22 17:36:30 +08:00
c9s	21a4669905	adjust max query limiter and sync before running trader	2021-02-22 16:54:08 +08:00
c9s	f7c952f8ca	add version files	2021-02-22 15:16:12 +08:00
c9s	59d68e7f0d	max: adjust trades limit to 1000	2021-02-22 15:03:15 +08:00
c9s	eaad414706	adjust max api call rate limiting	2021-02-22 15:01:05 +08:00
c9s	cdb7ce84c8	apply rate limit	2021-02-22 13:36:39 +08:00
c9s	dd13b9a8bf	remove start time query condition for trade sync since starting from trade id = 1 works	2021-02-19 14:18:50 +08:00
c9s	65ff2894c5	binance: calculate quote quantity manually if it's not defined	2021-02-18 18:24:00 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	654ad62f36	remove type assert	2021-02-18 17:42:14 +08:00
c9s	0ba595bd55	Fix trade sync for self trades ... MAX uses one single trade for presenting self trade. BINANCE uses two trade records for presenting self trade. the trade creation time are the same.	2021-02-18 17:37:49 +08:00
c9s	c3dbb1b204	avoid using last trade id for syncing data	2021-02-18 16:40:47 +08:00
c9s	29bbd03836	add binance single ticker query method and fix quantity formating	2021-02-18 16:17:40 +08:00
c9s	49f4039a23	add timestamp parameter	2021-02-16 17:11:15 +08:00
c9s	9a7437de53	set default limit to 1000	2021-02-16 17:10:58 +08:00
c9s	02512805f8	set default query trade limit to 1000 for max	2021-02-16 16:32:48 +08:00
c9s	f7ef91b55c	binance: set the default ping handler	2021-02-11 08:13:50 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
ycdesu	ed86e923df	ftx: add exchange name	2021-02-08 22:33:12 +08:00
ycdesu	0eb0bdefa2	ftx: use uppercase in toGlobalCurrency	2021-02-08 22:29:50 +08:00
ycdesu	46b0315871	ftx: implement ftx balances querying	2021-02-08 19:07:18 +08:00
ycdesu	eb00720043	ftx: define empty ftx.toGlobalCurrency	2021-02-08 19:07:18 +08:00
ycdesu	7c48670c39	ftx: define rest client	2021-02-08 19:07:18 +08:00
ycdesu	565086cc2a	util: extract IsError method	2021-02-08 19:07:18 +08:00
ycdesu	54ef8d3ca6	ftx: define empty exchange	2021-02-08 19:04:18 +08:00
Yo-An Lin	f8ae8ec5b0	Merge pull request #108 from ychi/feat/exchange-ticker-api	2021-02-08 07:37:50 +08:00
ycchen	7a67083fbe	Address review feedbacks	2021-02-07 22:58:30 +01:00
Jui-Nan Lin	001f0e8c2f	fix(max): use global trade side here, not string	2021-02-07 14:58:44 +08:00
ycchen	288f7257eb	fix testcases	2021-02-06 19:39:43 +01:00
ycchen	5fed7b81de	QueryTicker	2021-02-06 18:35:23 +01:00
ycchen	fa20df487e	feat: ticker api for types.Exchange	2021-02-06 14:05:26 +01:00
Jui-Nan Lin	30f085fa91	fix(max): IsBuyer should check side "buy" and "bid"	2021-02-06 17:30:18 +08:00
Yo-An Lin	597dd21865	Merge pull request #116 from c9s/feature/sqlite3 ... convert time struct for sqlite driver	2021-02-06 15:05:49 +08:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
ycdesu	f44d6a323a	http: move response helper to util	2021-02-05 22:31:40 +08:00
c9s	6912f77c72	fix lock issue	2021-02-01 18:55:47 +08:00
c9s	b952e6fd54	rename Reset to private reset	2021-01-25 14:26:22 +08:00
c9s	4c0a586aa2	adjust depth update to 5 minutes	2021-01-25 14:24:59 +08:00
c9s	b99c01a03f	fix stream book usage	2021-01-25 14:13:39 +08:00
c9s	1aefbbfddc	improve orderbook validation error	2021-01-25 13:53:11 +08:00
c9s	e2de3040bd	adjust ping ticker to 10seconds	2021-01-24 19:08:33 +08:00
c9s	7632638982	log depth api error	2021-01-24 16:54:13 +08:00
c9s	cabc082713	fix f.loadDepthSnapshot timing	2021-01-24 14:12:44 +08:00
c9s	50fc1fd3ac	call Reset instead of replacing the whole map ... the reason is that we have the update worker, which is already started.	2021-01-24 14:09:07 +08:00
c9s	2b441ad3bc	binance: improve depth event filtering and reloading	2021-01-24 10:02:38 +08:00
c9s	1f1e1383f3	fix advancedOrderCancelApi interface	2021-01-23 17:20:26 +08:00
c9s	858a8d84bb	groupID is an int64 field	2021-01-23 17:17:46 +08:00
c9s	4b039847b7	support group ID	2021-01-23 17:15:32 +08:00
c9s	e08d62395e	adjust snapshot ticker to 10 minutes	2021-01-23 17:03:53 +08:00
c9s	6a6dacd595	fix binance depth snapshot updating	2021-01-23 16:59:51 +08:00
c9s	0e99d9bdcb	move time.Sleep to batch processor to avoid rate limit	2021-01-20 02:32:55 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	7520430b52	support margin api for query trades	2021-01-20 01:27:27 +08:00
c9s	1d8b7dc657	handle trade and order margin field	2021-01-20 01:24:29 +08:00
c9s	2c1c9a046b	tmp	2021-01-19 23:31:04 +08:00
c9s	677f4b93e6	add margin mode support to QueryOpenOrders	2021-01-19 23:31:04 +08:00
c9s	ad4226f35b	support margin order creation	2021-01-19 23:31:04 +08:00
c9s	3eda64641e	use exchange's margin option	2021-01-19 23:31:04 +08:00
c9s	7235100140	integrate submitMarginOrder api	2021-01-19 23:31:04 +08:00
c9s	5cab37488b	move MarginSettings struct to a file	2021-01-19 23:31:04 +08:00
c9s	f505c0e2c6	split go routine for keep alive and ping tickers	2021-01-19 23:31:04 +08:00
c9s	48083151aa	turning margin mode	2021-01-19 23:31:04 +08:00
c9s	c3db6db590	add margin option	2021-01-19 23:31:04 +08:00
c9s	50cd6f7d68	change go-binance to github.com/adshao/go-binance/v2	2021-01-11 13:36:49 +08:00
c9s	f485c1ba7f	fix grid strategy order placing	2020-12-29 18:18:32 +08:00
c9s	70479bfd16	binance: assign Isolated field	2020-12-29 17:26:22 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	9568b04328	fix log message	2020-12-28 16:24:57 +08:00
c9s	2932230fdb	print out websocket error	2020-12-28 16:24:35 +08:00
c9s	d9e5ad4365	add event authenticated	2020-12-28 16:24:17 +08:00
c9s	f56318c9b6	add public only mode to stream	2020-12-21 15:43:54 +08:00
c9s	ce0e28708a	add public only mode to binance stream	2020-12-21 15:26:05 +08:00
c9s	d4b99f41a4	reformat	2020-12-21 14:55:14 +08:00
c9s	39f5290634	shorten the log messages	2020-12-21 14:53:34 +08:00
c9s	a60529ee37	reload depth snapshot periodically	2020-12-21 14:43:40 +08:00
c9s	1c7d3d5481	support max staging url orverride	2020-12-17 14:44:30 +08:00
c9s	f7a119fa5e	remove debug message	2020-12-04 19:15:53 +08:00
c9s	4f399ebb9f	fix stop price formating	2020-12-03 09:25:47 +08:00
c9s	edb22383c7	fix ToGlobalOrder call	2020-12-02 22:44:57 +08:00
c9s	4cf5929cac	improve trade parsing error	2020-12-02 22:21:13 +08:00
c9s	a86078d68c	max: fix tick size	2020-11-22 21:34:05 +08:00
c9s	c40982164a	fix trade slack formatting	2020-11-17 15:48:18 +08:00
c9s	ed6d6342e7	fix account currency translation	2020-11-17 14:24:26 +08:00
c9s	95b0910a09	fix trade order id parsing	2020-11-17 14:13:37 +08:00
c9s	03d99a4cab	remove debug logs	2020-11-17 13:25:59 +08:00
c9s	4bda1fee08	fix order id parsing	2020-11-17 12:46:55 +08:00
c9s	f4512f031c	improve cross exchange strategy mounting behavior and add fixedpoint atomic ops	2020-11-17 08:19:22 +08:00
c9s	3ea2e877ff	do not submit subscribe request if param array is empty	2020-11-15 13:32:46 +08:00
c9s	24e5911140	refactory sync mode into the backtest command	2020-11-11 16:08:24 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	1e925cac6e	move onConnect to the standard stream	2020-11-07 12:38:57 +08:00
c9s	94bb7f5dac	max: fix order symbol convertion	2020-11-07 12:19:57 +08:00
c9s	b13a2deec5	emit klines and setup account balances	2020-11-07 03:18:05 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	78d7c71ecc	add kline service and extend kline struct fields	2020-11-06 19:07:07 +08:00
c9s	b86b74effb	fix max kline parsing	2020-11-05 15:04:56 +08:00
c9s	b38d0d15ed	fix order sync for max	2020-11-05 14:12:19 +08:00
c9s	7e47f754c5	use channel to sync trades	2020-11-05 13:35:04 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	a4555a2b7b	implement QueryClosedOrders	2020-11-05 11:14:14 +08:00
c9s	fe16f9aa4d	add is_working column	2020-11-05 11:14:14 +08:00
c9s	bb0ff263c8	assign order_id to the trade object	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	8174b64e21	handle max order update message convertion	2020-10-31 18:29:58 +08:00
c9s	63df07b815	fix MAX market min price format	2020-10-31 18:29:58 +08:00
c9s	9c46ef17b2	handle order update	2020-10-31 18:29:58 +08:00
c9s	60b78979dc	fix order id parsing (seems case insensitive)	2020-10-31 18:29:58 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	085d02bee4	clean up strategy code since we can loaded from the config	2020-10-26 22:04:48 +08:00
c9s	145264aae4	cancel orders and re-submit maker orders	2020-10-26 00:26:17 +08:00
c9s	336fb4d25b	max: fix order cancel request payload	2020-10-25 22:41:54 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	2020-10-25 19:22:22 +08:00
c9s	fa30f6b52a	Support binance order update execution type convertion	2020-10-25 19:22:22 +08:00
c9s	391767953a	Fix binance trade transaction time convertion	2020-10-25 19:22:22 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	678e4ef4ab	add trade reporter	2020-10-22 10:47:54 +08:00
c9s	fc687f3174	max: implement kline event parser for websocket	2020-10-19 22:46:34 +08:00
c9s	366036a35b	max: parse and convert trade update	2020-10-19 22:23:49 +08:00
c9s	822e4c2703	receive trade in value instead of pointer	2020-10-19 22:06:43 +08:00
c9s	b0b1d2bd49	max: fix currency conversion	2020-10-19 21:33:21 +08:00
c9s	73e17730d7	move account type into types package	2020-10-18 11:30:37 +08:00
c9s	fe1a25d735	max: add resolution to the subscription	2020-10-18 00:09:37 +08:00
c9s	530da665d3	fix max newAuthenticatedRequest for nil data	2020-10-18 00:05:54 +08:00
c9s	2d88f8e5f6	remove unused empty method convertDepthResponseToSnapshot	2020-10-17 23:49:14 +08:00
c9s	615da2e1d8	add logger with fields	2020-10-17 10:39:03 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00
c9s	5112b83041	max: fix internal currency usage	2020-10-14 11:02:10 +08:00
c9s	c58375f57e	max: extend max exchange market information	2020-10-14 10:53:18 +08:00
c9s	88461396f1	rearrange market config fields	2020-10-14 10:39:14 +08:00
c9s	2b41f76082	add maxPrice, minPrice and tickSize config	2020-10-14 10:34:33 +08:00
c9s	64c2170cd5	implement QueryMarkets on binance	2020-10-14 10:16:59 +08:00
c9s	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	4ce716d6ad	binance: make asset parameter optional	2020-10-12 17:15:33 +08:00
c9s	92a5eac412	make currency parameter optional	2020-10-12 17:15:13 +08:00
c9s	ea7b501c26	add transfer history command for calculating baseline and show transfer records	2020-10-11 20:08:54 +08:00
c9s	2d246c3f71	move deposit type to global type and add max deposit history support	2020-10-11 17:35:59 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00