c9s
071825e982
binance: move futures methods
2023-03-24 15:13:25 +08:00
c9s
9c0787e6ce
binance: pull out cancelFuturesOrders method
2023-03-24 15:11:13 +08:00
c9s
feec194843
binance: improve transfer logs
2023-03-24 14:37:18 +08:00
c9s
487fbf8681
binance: implement TransferFuturesAccountAsset api
2023-03-23 02:42:26 +08:00
c9s
6797069a40
binanceapi: fix payload encode format
2023-03-23 02:42:05 +08:00
c9s
6848e11e8a
binance: implement TransferFuturesAsset
2023-03-23 00:55:00 +08:00
c9s
c632e6efac
binance: add binance futures_transfer_request
2023-03-23 00:54:37 +08:00
zenix
bfe5eace1a
feature: get historical public trades from binance
2023-01-19 13:07:01 +09:00
c9s
bf87d04d57
binance: change rate limit unit to minute
2022-12-22 19:07:55 +08:00
c9s
30f471db00
binance: fix execution report parsing
2022-12-19 19:00:14 +08:00
c9s
df6a34f5af
binanceapi: adjust http timeout to 10s
2022-12-09 21:30:33 +08:00
c9s
6c0cc71c1c
binance: avoid using fromId and timeRange at the same time
2022-12-09 17:28:06 +08:00
c9s
ae678d1b3b
binance: add workaround for the myTrades api
2022-12-09 17:09:03 +08:00
c9s
85097840f1
binance: replace /api/v3/myTrades api
2022-12-09 16:44:27 +08:00
c9s
d5f8c3e756
binance: fix binanceapi client test
2022-12-03 12:35:04 +08:00
zenix
109f4d0e3e
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
2022-11-21 12:16:11 +09:00
zenix
27800e95bd
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
2022-11-21 12:16:11 +09:00
zenix
a8d60b251f
fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
2022-10-27 17:35:50 +09:00
zenix
9213caf9c5
feature: add aggTrade for binance
2022-10-17 17:01:46 +09:00
austin362667
905c1f25ee
interval: add 1s support
...
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
2022-10-14 23:14:30 +08:00
c9s
1342423294
binance: fix futures order conversion
2022-09-24 01:38:25 +08:00
c9s
1c58a44e44
binance: implement get margin max borrowable request
2022-09-19 17:09:34 +08:00
c9s
d73880d0a8
binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8
2022-09-19 17:02:50 +08:00
c9s
a5ba870cd8
binance: add queryTrades rate limiter
2022-09-12 15:03:01 +08:00
c9s
f2e3acf8ec
binance: emit reconnect when received ListenKeyExpired
2022-09-11 14:11:50 +08:00
c9s
ff635195fb
binance: add listenKeyExpired callback
2022-09-11 14:10:30 +08:00
c9s
4890d19ebf
binance: parse listenKeyExpired event
2022-09-11 14:06:55 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
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- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
c9s
68064bfe44
move and fix binance exchange api examples
2022-08-24 12:58:06 +08:00
c9s
8827fc3ec6
binance: fix futures/margin order sync issue
...
fixes : #887
2022-08-19 15:28:24 +08:00
c9s
c6e4fcf0c2
binance: fix QueryOrderTrades
2022-08-17 16:08:11 +08:00
c9s
b4e71dd5bb
binance: implement QueryOrderTrades method
2022-08-17 16:08:09 +08:00
c9s
fa34a0ee70
binance: handle order status expired
2022-08-17 16:02:11 +08:00
Andy Cheng
b5beadceb4
exhange/binance: exclude unrealized pnl from balance calculation
2022-08-16 15:06:13 +08:00
Andy Cheng
0b5f2c308e
exchange/binance: fix missing github.com/adshao/go-binance/v2
2022-08-16 14:21:48 +08:00
Andy Cheng
9cf29b6cc6
exchange/binance: get locked balance of futures account
2022-08-16 10:55:45 +08:00
ankion
69e03c8428
binance: fix futures position
2022-08-11 14:29:28 +08:00
ankion
ffd46fd71d
binance: fix futures orderTypelimitMaker timeInForce was null
2022-08-11 11:30:00 +08:00
ankion
68a65f1913
binance: fix futures not emit filled event
2022-08-11 10:40:19 +08:00
c9s
5bb1722007
binance: remove ineffected DEBUG_BINANCE_STREAM
2022-07-26 16:26:40 +08:00
c9s
e1e725878e
binance: refactor server time offset setter
2022-07-26 16:25:08 +08:00
c9s
ff61235e70
binance: rename to timeSetterOnce
2022-07-26 16:22:57 +08:00
c9s
cf5e81c848
binance: refactor set server time go routine
2022-07-26 16:22:29 +08:00
zenix
2568a81dfe
fix: binance time sync, exchange interval query interface, yaml for fixedpoint
2022-07-26 16:42:34 +09:00
c9s
9f2b810fd3
reformat go code
2022-06-21 01:25:47 +08:00
c9s
2fb36f4a9f
binance: add binance spot rebate history support
2022-06-18 02:47:15 +08:00
zenix
ba1342cbc3
feature: add pre-commit
2022-06-17 16:07:00 +09:00
zenix
55fa4cc8f1
fix: apply gofmt on all files, add revive action
2022-06-17 16:06:59 +09:00
ankion
b82476428d
fix futures mode not use futures kline data.
2022-06-15 16:00:30 +08:00
c9s
8d9e63671e
binance: add GetApiReferralIfNewUserRequest api
2022-06-14 12:24:48 +08:00
c9s
35d04bd31f
remove kline debug log
2022-06-13 10:38:15 +08:00
c9s
c4c8bca72f
binance: re-implement deposit history query
2022-06-08 15:49:44 +08:00
c9s
d7f9742360
binance: revert the start time filtering
2022-06-07 00:50:07 +08:00
c9s
53e74b6262
fix timezone issue for sqlite and mysql
2022-06-07 00:48:13 +08:00
c9s
a6d18a87f5
fix: batch query exit issue
...
- remove errC case (this channel is closed earlier)
- add empty data range test case for finding missing time range
2022-06-06 13:25:11 +08:00
ankion
d90cf43d5a
fix futures QuoteQuantity incorrect.
2022-06-05 16:33:08 +08:00
c9s
6ceb54679a
add websocket log prefix
2022-06-04 00:39:24 +08:00
c9s
3428aeba03
apply default exchange fee rate
...
fixes #566
2022-06-03 03:24:34 +08:00
c9s
813166dd92
add TestWithdrawBatchQuery test
2022-06-02 13:56:24 +08:00
c9s
5527b3c48a
rename Withdrawal to Withdraw since it's a noun
2022-06-02 11:42:03 +08:00
c9s
c0f5c1963e
refactor and clean up withdraw history query method
2022-06-02 11:40:05 +08:00
c9s
e5ca6504f5
binance: add get_withdraw_history_request
2022-06-02 11:32:21 +08:00
c9s
165b4fdb20
binance: remove loop from the withdraw history api
2022-06-02 02:31:46 +08:00
c9s
5eaa4706f0
binance: set exchange field for margin records
2022-06-01 19:40:29 +08:00
c9s
bf92e28461
service: implement margin service for syncing margin related data
2022-05-31 17:43:17 +08:00
c9s
e66eb08db4
batch: refactor batch query
2022-05-31 00:59:33 +08:00
c9s
d72b56f51f
binance: refine liquidation history api
2022-05-30 18:08:54 +08:00
c9s
61a53947ee
binance: re-organize convert functions
2022-05-29 12:03:21 +08:00
c9s
11075b0d1a
cmd: add marginInterestsCmd
2022-05-29 12:01:20 +08:00
c9s
70f0dccb9f
binance: convert loans and repays to global types
2022-05-29 11:52:25 +08:00
c9s
409ad9b75c
binance: adjust margin history interface
2022-05-29 01:42:08 +08:00
c9s
f58f44ffd8
binance: refactor query methods
2022-05-29 01:21:43 +08:00
c9s
4c30fce917
binance: add GetMarginInterestHistoryRequest api
2022-05-29 01:13:33 +08:00
c9s
e72f8bcd15
binance: fix and rename margin liquidation history request
2022-05-29 00:57:46 +08:00
c9s
1ab10eb574
binance: fix and add loan/repay history test
2022-05-29 00:52:22 +08:00
zenix
71fe6c2d26
feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message
2022-05-12 19:43:04 +09:00
zenix
c81af9ce91
fix: binance futures sync issue
2022-05-09 15:04:51 +09:00
c9s
c4e1cd9480
binanceapi: add GetForceLiquidationRecordRequest api
2022-05-04 16:27:28 +08:00
c9s
2008f179a2
binance: add GetDepositHistoryRequest
2022-05-04 16:27:28 +08:00
c9s
ed8ff89f34
binance: add type alias from github.com/adshao/go-binance/v2
2022-05-04 16:27:28 +08:00
c9s
434434c8d9
binanceapi: add withdraw request
2022-05-04 16:27:28 +08:00
c9s
0fd560d699
binance: add NewGetDepositAddressRequest api
2022-05-04 16:27:28 +08:00
c9s
c3c1666154
binance: add get deposit address request
2022-05-04 16:27:28 +08:00
c9s
1f736d1f5e
binance: update stream order fields
2022-04-27 14:43:39 +08:00
c9s
ce6fd387be
remove unused ConvertTrades
2022-04-27 14:29:58 +08:00
c9s
23dd60728e
binance: fix error check
2022-04-26 16:51:41 +08:00
c9s
6c29e10caf
binance: improve binary error check
2022-04-26 16:43:40 +08:00
c9s
cbec4ac199
binance: improve query trades conditions for start time and end time
2022-04-26 15:58:12 +08:00
c9s
c70317af2b
add autoborrow strategy
2022-04-23 15:00:04 +08:00
c9s
a1c9bd7ec8
all: add AccountTypeIsolatedMargin
2022-04-23 12:51:07 +08:00
c9s
98a696a7d0
all: calculate MarginTolerance
2022-04-23 12:51:07 +08:00
c9s
76733898db
binance: add QueryMarginAssetMaxBorrowable api
2022-04-23 12:51:07 +08:00
c9s
37b5d80f6f
add margin repay and borrow api
2022-04-23 12:51:07 +08:00
c9s
c2d1ef0fc8
add margin borrow endpoint
2022-04-23 12:51:07 +08:00
c9s
a8fdd8006c
binance: add transferCrossMarginAccount method
2022-04-23 12:51:07 +08:00
c9s
ecc19e1efd
binance: assign more margin fields to account
2022-04-23 12:51:07 +08:00
c9s
cf2e8c9f0a
all: extend balance field for margin
2022-04-23 12:51:07 +08:00
c9s
fbe1906e70
binance: add more fields to the balance struct
2022-04-23 12:51:07 +08:00
c9s
304cc89f68
binance: always sort trades back
2022-04-23 12:51:07 +08:00
c9s
897dc55dcf
binance: fix margin balance convert
2022-04-13 15:38:13 +08:00
c9s
680261527c
binance: fix closed order query
2022-04-11 15:39:03 +08:00
austin362667
3f3fb1fe35
binance: fix futures limit maker order type
2022-03-28 21:12:45 +08:00
Yo-An Lin
ae4a3d81fb
Merge pull request #489 from zenixls2/feature/market_trade
...
feature: add market trade subscription in binance
2022-03-22 20:18:39 +08:00
zenix
abbe04fae9
fix: parse market trade as taker trade
2022-03-22 11:02:14 +09:00
austin362667
eca112e201
binance: add submit futures order ReduceOnly
2022-03-21 17:56:11 +08:00
zenix
efec21ca4b
feature: add market trade subscription in binance
2022-03-18 18:30:39 +09:00
zenix
84dbae1592
add readme content about testnet, fix code syntax
2022-03-18 14:17:06 +09:00
zenix
36a746d415
add binance paper trade endpoint
2022-03-18 14:04:56 +09:00
Yo-An Lin
bfdf4c245f
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange
...
feature: add multiple exchange support in backtest
2022-03-07 14:28:20 +08:00
zenix
39572c5fe0
fix: remove maker/buyer/taker/sellerCommission
2022-03-07 14:32:00 +09:00
c9s
af2070b908
binance: add updated time field
2022-03-06 18:32:33 +08:00
c9s
0c09e6b32a
use global timeInForce type
2022-02-18 13:52:13 +08:00
zenix
b8bf2af14d
fixedpoint for exchange and indicators, some fixes in types
2022-02-15 12:01:38 +09:00
ankion
98b4495d1f
Fix: precision of futures trade data is incorrect.
2022-02-14 10:32:13 +08:00
c9s
a2a7ef4f7a
exchange: implement ExchangeOrderQueryService on max and binance
2022-02-10 17:48:53 +08:00
Yo-An Lin
d79cce30e3
Merge pull request #443 from austin362667/refactor/futures-account
...
binance: add futures broker
2022-01-26 14:11:48 +08:00
c9s
e8fd1486b1
binance: fix binance closed order sync
2022-01-23 16:19:13 +08:00
austin362667
5a4adf4d72
binance: add futures broker
2022-01-23 15:26:15 +08:00
austin362667
0ab94e0884
binance: fix err handler
2022-01-15 08:28:02 +08:00
austin362667
734221028b
binance: fix parse type
2022-01-15 08:28:02 +08:00
austin362667
9a1d2cba31
binance: add account info in query account
2022-01-15 08:28:02 +08:00
austin362667
32c2f128f5
binance: add TradeFutures
2022-01-15 08:28:02 +08:00
austin362667
8130ef78c1
binance: refactor margin related conversions
2022-01-15 08:28:02 +08:00
austin362667
5404bfe7f8
binance: fix futures symbol not found from syncSession
...
binance: fix query trades, closed orders futures symbol not found
binance: fix futures symbol not found
2022-01-15 08:28:02 +08:00
austin362667
0f0539fe70
binance: add futures exchange queries
2022-01-15 08:28:02 +08:00
austin362667
6071c07073
binance: add futures conversion
2022-01-15 08:28:02 +08:00
c9s
140e5638b8
binance: apply order cancel rate limiter
2022-01-15 00:52:54 +08:00
c9s
ec72a922c8
all: add subscribe depth options
2022-01-12 22:27:42 +08:00
c9s
f9e72dc79f
binance: subscribe binance depth10@100ms
2022-01-12 22:17:07 +08:00
c9s
1a61935850
add depth buffer logs
2022-01-12 21:55:26 +08:00
Yo-An Lin
30c1dd3e3d
Merge pull request #424 from tony1223/bug/binance-add-ratelimiter
...
fix: [binance] add order rate limiter
2022-01-12 12:53:51 +08:00
c9s
b302adcc7e
types: add and use OrderError
2022-01-11 18:00:07 +08:00
c9s
857db529af
binance: show order info in the error
2022-01-11 17:05:36 +08:00
c9s
b56c800e12
binance: add order status to the error message
2022-01-11 16:47:55 +08:00
c9s
97422f26e7
binance: should return error when order does not contain orderID or clientOrderID
2022-01-11 16:38:02 +08:00
c9s
96ffab9cd8
binance: add details to order cancel error
2022-01-11 16:35:49 +08:00
c9s
4a8751e486
binance: fix listen key keep alive worker call
2022-01-11 14:16:35 +08:00
c9s
eefee46e9b
binance: invert if
2022-01-11 13:38:03 +08:00
c9s
cf07ca7aa0
binance: adjust listen key update interval to longer period
2022-01-11 13:37:02 +08:00
c9s
71a0604e72
use fixedpoint to parse payload directly
2022-01-11 01:41:33 +08:00
c9s
e5b4af53e6
all: clean up SubmitOrder fields
2022-01-11 01:36:19 +08:00
c9s
4b0e721580
binance: change binance debug client env var name to debug-binance-client
2022-01-10 16:37:41 +08:00
TonyQ
25801f9f63
add ratelmiter
2022-01-10 16:33:19 +08:00
c9s
6c3ee314d9
binance: fix order cancel client order id usage
2022-01-10 13:29:27 +08:00
c9s
cc0e5f71b0
clean up binance stream
2022-01-02 12:02:36 +08:00
c9s
85c14e5966
binance: fix parser tests
2022-01-02 02:44:47 +08:00
c9s
dcea623264
binance: change listen key update interval to 10 minutes
2022-01-02 02:41:58 +08:00
c9s
9d382a6b8c
binance: use sync.Once to protect the set server time calls
2022-01-02 02:14:04 +08:00
c9s
f4bfd8cc6b
all: move Reconnector to standard stream
2022-01-02 02:08:34 +08:00
c9s
6f6dac611e
refactor websocket stream into standard websocket stream
2022-01-02 01:54:47 +08:00