c9s
6f35aa0f20
maxapi: replace client field type with interface
2022-08-10 23:59:38 +08:00
c9s
c5e93dba00
max: replace client field type with interface
2022-08-10 23:59:25 +08:00
c9s
ae3f6001b9
maxapi/v3: add order type alias
2022-08-10 23:59:21 +08:00
c9s
2380ebb285
maxapi/v3: apply order type constant type
2022-08-10 23:59:16 +08:00
c9s
2f8020efd6
max: add v2 order api back
2022-08-10 23:59:10 +08:00
c9s
99121d19c0
exchange/max: fix order trades query field name
2022-08-09 11:37:12 +08:00
c9s
b4dcdc4031
exchange/max: fix GetOrderTradesRequest order id field
2022-08-09 11:37:05 +08:00
c9s
a5a40c3a42
exchange/max: check order id field
2022-08-09 11:36:59 +08:00
c9s
cba9ffe064
exchange/max: add order trades api
2022-08-09 11:36:53 +08:00
zenix
2568a81dfe
fix: binance time sync, exchange interval query interface, yaml for fixedpoint
2022-07-26 16:42:34 +09:00
c9s
44f3793db8
max: emit debt event and ad ratio event
2022-07-15 13:25:02 +08:00
c9s
cc8821bb66
update max order api path
2022-07-08 20:47:51 +08:00
c9s
e9faf34b5e
max: fix balance field for api
2022-07-08 17:28:07 +08:00
Yo-An Lin
24fc5c2baf
Merge pull request #736 from zenixls2/feature/lint_fmt_check
...
fix: gosimple alert
2022-06-18 02:48:47 +08:00
c9s
d6f2f4046a
max: add limit to the closed order query
2022-06-18 01:57:34 +08:00
zenix
a5ffca7fe8
fix: gosimple alert
2022-06-17 20:19:51 +09:00
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
c9s
aedd3e79d5
maxapi: drop unused mustParseURL
2022-06-17 12:52:22 +08:00
c9s
ce63723ff0
maxapi: drop unused functions
2022-06-17 12:52:06 +08:00
c9s
500dc64ed4
maxapi: drop unused v2 order api
2022-06-16 16:05:21 +08:00
c9s
0aa606ebcb
maxapi: drop unused v2 api
2022-06-16 16:03:12 +08:00
c9s
4b14e7f7e5
refactor maxapi files
2022-06-16 15:22:36 +08:00
c9s
22d5b6e142
move max api files
2022-06-15 14:55:43 +08:00
c9s
470e003867
max: fix max v3 order cancel
2022-06-10 02:50:39 +08:00
c9s
3428aeba03
apply default exchange fee rate
...
fixes #566
2022-06-03 03:24:34 +08:00
c9s
5527b3c48a
rename Withdrawal to Withdraw since it's a noun
2022-06-02 11:42:03 +08:00
c9s
8aec251a62
max: fix v3 loan/repay api path
2022-06-02 01:41:41 +08:00
c9s
ae8625da31
max: net asset should substract debt
2022-06-02 01:34:14 +08:00
c9s
92882f68f4
max: add borrow and repay todo
2022-06-02 01:28:33 +08:00
c9s
78f9c7d569
improve autoborrow checks
2022-06-02 01:27:04 +08:00
c9s
4e666dee98
max: implement margin borrow and repay service on max
2022-06-01 20:44:24 +08:00
c9s
01822eee28
max: use v3 order api to submit orders
2022-06-01 20:34:20 +08:00
c9s
50accc5a2c
max: fix QueryAccount for margin
2022-06-01 19:56:10 +08:00
c9s
e66eb08db4
batch: refactor batch query
2022-05-31 00:59:33 +08:00
c9s
4f0ac41850
max: generate missing files
2022-05-28 16:52:02 +08:00
c9s
fcdf0f8168
max: rename methods
2022-05-28 16:48:51 +08:00
c9s
753d7a8d5e
max: rename requests
2022-05-28 16:47:41 +08:00
c9s
cef002ccb6
move type alias
2022-05-28 16:06:16 +08:00
c9s
887fe09b44
max: add margin level info the account
2022-05-27 19:48:03 +08:00
c9s
c891cc56e3
max: fix trades/orders parsing
2022-05-27 19:48:03 +08:00
c9s
d792f3b83b
max: drop unused url ref vars
2022-05-27 16:46:56 +08:00
c9s
60d65a390f
max: add margin api (liquidation history and interest history)
2022-05-27 16:40:56 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio)
2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history)
2022-05-27 15:04:47 +08:00
c9s
8721679f74
max: update market struct fields
2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api
2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor
2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3
2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent
2022-05-26 18:07:17 +08:00
c9s
4d8ea7d979
max: log adratio
2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt
2022-05-25 20:12:16 +08:00
c9s
2ffbb2ed82
max: add ad_ratio_update type
2022-05-25 20:06:51 +08:00
c9s
a74ad31ea0
max: parse ADRatio message
2022-05-25 20:06:17 +08:00
c9s
83abf14f3b
max: add updateTime field parse
2022-05-25 19:52:29 +08:00
c9s
f65821d4fd
max: add mwallet message type to parser
2022-05-25 14:42:45 +08:00
c9s
9f0d975b57
max: add filters when margin is on
2022-05-25 14:40:43 +08:00
c9s
e5e505d65e
max: apply margin settings struct
2022-05-25 14:38:09 +08:00
c9s
eccee460ca
max: add filters field to the auth message
2022-05-25 13:51:24 +08:00
c9s
0ee23e0ce4
max: refactor order sort method into the types package
2022-05-24 18:07:34 +08:00
c9s
680231e0c5
max: drop legacy queryAllClosedOrders method
2022-05-24 18:04:33 +08:00
c9s
9d459612a4
maxapi: add wallet type validation
2022-05-24 18:00:52 +08:00
c9s
79893f4b88
define wallet type and separate wallet order api
2022-05-24 17:48:08 +08:00
c9s
c6ede883ce
add max v3 api
2022-05-24 17:40:00 +08:00
c9s
a66bae47fe
add v3 order endpoint
2022-05-23 18:34:08 +08:00
c9s
13bf5d69a3
use types.Interval instead of string
2022-05-19 10:04:03 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv
2022-05-05 14:39:29 +08:00
c9s
f65ecbdbb5
max: add net asset field to max's balance
2022-05-04 21:43:59 +08:00
c9s
a57a238e09
bbgo: add more sync options
2022-04-25 17:18:42 +08:00
c9s
76012f0b71
max: deposit request currency field is optional
2022-04-25 16:27:07 +08:00
c9s
9e06053c3b
max: rewrite and rename private trade request
2022-04-21 14:56:20 +08:00
c9s
f9908f2931
rewrite private trade request
2022-04-21 14:52:44 +08:00
c9s
8e2a993370
max: improve max closed orders syncing
2022-04-21 14:11:49 +08:00
c9s
93b10f20ac
maxapi: fix fromID to uint64
2022-04-21 13:18:00 +08:00
c9s
e754b68cdf
maxapi: fix http timeout
2022-04-21 13:17:43 +08:00
c9s
0410ef1305
maxapi: refactor rewards api
2022-04-21 00:18:34 +08:00
c9s
8b9383ecfa
maxapi: refactor withdrawal request
2022-04-20 16:38:08 +08:00
c9s
72ea9f7e24
maxapi: add deposit request tests and withdrawal request tests
2022-04-20 14:01:18 +08:00
c9s
f3eafd5cd8
remove unused get trades method
2022-04-20 13:49:06 +08:00
c9s
387c0bfb8b
maxapi: rewrite vip level request
2022-04-20 13:35:17 +08:00
c9s
68abeb826b
maxapi: add account service tests
2022-04-20 13:28:39 +08:00
c9s
f9df65a2f8
maxapi: add generated files
2022-04-20 13:20:54 +08:00
c9s
ff7f1a8bc8
maxapi: always merge params into the payload for signing
2022-04-20 12:18:35 +08:00
c9s
4d8997a8d5
max: pass context background to the request
2022-04-20 12:18:35 +08:00
c9s
5cba6a6133
maxapi: use requestgen to query and submit orders
2022-04-20 12:18:35 +08:00
c9s
93b19faa3a
refactor newAuthenticatedRequest
2022-04-20 12:18:35 +08:00
c9s
bf4a0169bd
max: update client api
2022-04-20 12:18:35 +08:00
c9s
d1f4c0a225
max: fix kline parse
2022-03-15 16:07:19 +08:00
c9s
fcbdf8162a
max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT
2022-03-07 13:56:20 +08:00
c9s
e23232c3e7
max: fix timeInForce conversion
2022-03-06 18:37:34 +08:00
c9s
586013d9f2
max: fix order update message
2022-03-06 18:33:21 +08:00
c9s
fb9f8b484c
max: remove ioc limit type
2022-02-18 13:57:47 +08:00
zenix
cdba7924b4
fix backtest panic when cancel fail on the last order
2022-02-15 12:01:39 +09:00
zenix
05521a98b6
add skeleton strategy. fix most of the tests. fix final asset value
2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d
fixedpoint for exchange and indicators, some fixes in types
2022-02-15 12:01:38 +09:00
c9s
a2a7ef4f7a
exchange: implement ExchangeOrderQueryService on max and binance
2022-02-10 17:48:53 +08:00
c9s
59cc4d7243
max: improve max closed order query
2022-01-27 00:02:35 +08:00
c9s
6286c50f7a
max: always sort trades
2022-01-24 23:59:10 +08:00
c9s
f284c35b81
max: ensure orders are sorted ascendingly
2022-01-24 23:54:58 +08:00
c9s
04a15340bc
max: add warning for the uneffected conditions
2022-01-24 23:51:53 +08:00
c9s
50871c1b61
max: fix order query limiter call and order state for query
2022-01-24 23:45:56 +08:00
c9s
0c0a12781a
max: fix max exchange closed order sync
2022-01-24 23:18:52 +08:00
c9s
ec72a922c8
all: add subscribe depth options
2022-01-12 22:27:42 +08:00
c9s
8c2228f428
cmd: use time.Local for the local timezone
2022-01-12 15:33:04 +08:00
c9s
e5b4af53e6
all: clean up SubmitOrder fields
2022-01-11 01:36:19 +08:00
c9s
8b6cae9107
max: fix max authenticated event parsing
2022-01-02 12:20:38 +08:00
c9s
e04139a330
max: clean up and refactor max stream
2022-01-02 12:02:36 +08:00
c9s
c49b9ef276
fix order status convert
2021-12-27 00:21:52 +08:00
c9s
e08b2e9a85
fix max exchange order status conversion and document the order status
2021-12-26 15:58:12 +08:00
c9s
562c287a4e
all: move publicOnly to StandardStream
2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d
all: change trade id to uint64
2021-12-23 17:49:18 +08:00
TonyQ
3e45035ab1
database: sqlite3 issue fix
...
database: upgrade gosqllite3 version for increasing variable amount limit
types: update kline starttime/endtime field to prevent sqlite3
time parsing issue.
fix #215
2021-12-15 14:34:31 +08:00
c9s
35da3ba3a0
check env vars for query related tests
2021-12-05 01:11:47 +08:00
c9s
062f9243c6
max: fix query ticker tests
2021-12-05 01:08:50 +08:00
sincoew
4f2b1d975a
fix type change on max api
2021-07-15 17:51:14 +08:00
c9s
a8048703b3
max: fix order delete refurl
2021-06-27 11:33:00 +08:00
c9s
3fdcf466bf
max: set reqcount for nonce by default 1
2021-06-27 11:32:54 +08:00
c9s
fd2928fc82
types: add maker/taker fee rate fields to the account struct
2021-06-16 13:04:23 +08:00
c9s
657e1dc9bf
maxapi: pre-parse relative url and cache them
2021-06-16 13:04:05 +08:00
c9s
cbd0180939
maxapi: remove extra user agent header
2021-06-16 13:04:05 +08:00
c9s
16e5e08d58
maxapi: fix dump request error check
2021-06-16 13:04:05 +08:00
c9s
48c84824cf
maxapi: volume, side, market is always required for creating orders
2021-06-16 13:04:05 +08:00
c9s
2da633c221
maxapi: add HTTP_TRANSPORT_IDLE_CONN_TIMEOUT env var for override
2021-06-16 13:04:05 +08:00
c9s
7c5b676366
maxapi: create an isolated http transport rather than the default one
2021-06-16 13:04:05 +08:00
c9s
684232041c
maxapi: load http transport settings from env vars
2021-06-16 13:04:05 +08:00
c9s
b31b830b2b
max: add request dump for debugging request
2021-06-16 13:03:45 +08:00
c9s
8c3992d514
max: no need to check order volume separately
2021-06-16 13:02:21 +08:00
c9s
fdf1ee9258
max: use precision -1 to trim zeros
2021-06-16 13:02:21 +08:00
c9s
a8eda62a8d
max: set debug vars from env vars
2021-06-16 13:02:21 +08:00
c9s
5fd0ab4cd3
skip client order id when no client order is given
2021-06-07 01:03:21 +08:00
c9s
291fdbaf25
optimize max submit order api priority
2021-06-07 01:03:09 +08:00
c9s
2a5ef30135
add ping worker to max
2021-05-29 00:26:53 +08:00
c9s
f49490f986
fix websocket ping/pong issue
2021-05-28 23:34:21 +08:00
c9s
002b28f75a
okex: implement candlestick api and improve kline console format
2021-05-28 20:51:10 +08:00
c9s
ea78c0308b
add LocalSymbol field for exchange specific symbol
2021-05-27 00:05:43 +08:00
c9s
e678289577
implement okex balances endpoint
2021-05-27 00:05:43 +08:00
c9s
967c7e9f9d
xbalance: add withdrawal options
2021-05-26 23:24:05 +08:00
c9s
56b2c8845b
fix preorder, postorder and inorder
2021-05-22 11:36:58 +08:00
c9s
57a78777df
move Time type to types.Time
2021-05-21 00:10:53 +08:00
c9s
9406682944
improve maxapi websocket reconnect issue
2021-05-18 14:14:58 +08:00
c9s
c3c3c47808
move lock section
2021-05-18 13:59:58 +08:00
c9s
c4ccd8094f
make max client order id factory public
2021-05-18 09:10:43 +08:00
c9s
e636a5008d
replace Exchange field type with ExchangeName
2021-05-16 17:02:23 +08:00
c9s
f69cbe9c31
add basic TwapExecution
2021-05-14 14:53:26 +08:00
c9s
fd6fe56f32
implement withdrawal request on binance
2021-05-12 02:15:22 +08:00
c9s
ff7ead9bdf
fix max withdrawal address bug
2021-05-12 01:21:04 +08:00
c9s
61319fb4ff
implement Withdrawal method on max exchange
2021-05-12 00:23:13 +08:00
c9s
0b7c9a1437
implement withdrawal request api
2021-05-11 22:35:31 +08:00
c9s
03cee5eb0b
apply types.ExchangeMAX
2021-05-05 16:57:01 +08:00
c9s
a70d5cbcdc
fix kline sync conditions
2021-05-05 16:33:15 +08:00
c9s
8fea2022e5
adjust rate limit for backtest data syncing
2021-05-02 17:46:08 +08:00
c9s
e87c2e271f
add broker id on max
2021-04-28 19:24:07 +08:00
David Chang
f884fcd45c
fix: add ioc trade type to order type
2021-04-12 14:35:46 +08:00
David Chang
0db2cc2c96
fix: add ioc trade type to order type
2021-04-12 09:35:59 +08:00
David Chang
c9198d498e
feature: add ioc order type support to max exchange
2021-04-11 12:29:23 +08:00
c9s
67bfc508c8
max: remove unnecessary log
2021-03-22 17:40:00 +08:00
c9s
111b3ba036
max: improve multi-order request
2021-03-22 17:32:22 +08:00
c9s
3c5071b87e
use uint32 for groupID
2021-03-22 17:32:22 +08:00
c9s
cd5ac1ddf5
fix convert for limit maker
2021-03-22 17:32:22 +08:00
c9s
24c4d05e91
max: load websocket base url from the env var
2021-03-22 17:32:21 +08:00
c9s
814a77ea39
xmaker: improve balance checking
2021-03-21 12:55:33 +08:00
c9s
1f744b0fa5
convert limit maker type to post only
2021-03-21 12:55:33 +08:00
c9s
837934e690
add post_only order type
2021-03-21 12:55:33 +08:00
c9s
a52101b163
remove bps from the fee calc
2021-03-20 22:53:14 +08:00
c9s
d97275e408
query max account fee from the vip level api
2021-03-19 17:06:48 +08:00
c9s
dffd9fc980
add VipLevel api query support
2021-03-18 17:58:18 +08:00
c9s
890324a4ad
maxapi: add VipLevel
2021-03-18 17:58:18 +08:00
c9s
cad8349a1a
remove state OrderStateFinalizing from the order state
...
since we are only interested in the closed orders
2021-03-18 01:15:49 +08:00
c9s
714d61a829
add grid restore behavior
2021-03-16 20:04:06 +08:00
c9s
2f7c7d344b
move emitStart method call into the stream Connect method
2021-03-16 01:32:27 +08:00
c9s
6d249cf83c
bypass disconnect event
2021-03-15 17:48:16 +08:00
c9s
3ffa319ba8
improve max websocket reconnecting issue
2021-03-15 10:23:20 +08:00
Yo-An Lin
e0d7fefbf2
Merge pull request #150 from c9s/fix/pnl
...
feature: add deposit service and withdraw service for sync
2021-03-15 09:01:24 +08:00
c9s
0246e298d2
apply launch date if since time is empty
2021-03-14 11:18:22 +08:00
c9s
8e85274876
fix used time field for withdraw
2021-03-14 11:18:22 +08:00
c9s
b25671c864
fix max deposits history ordering
2021-03-14 11:18:22 +08:00
c9s
75778675e3
fix withdraw query order
2021-03-14 11:18:22 +08:00
c9s
dbcf35e4a4
add FeeCurrency field
2021-03-14 11:18:22 +08:00
c9s
2d6b6e7427
fix withdrawal data ordering
2021-03-14 11:18:22 +08:00
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
33213746f4
cmd: add --all option to the cancel command
2021-03-14 10:29:45 +08:00
c9s
48fe6054b0
exchange/max: fix query reward issue
2021-03-10 14:18:01 +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
3a89b0a714
improve trade sync
2021-02-18 18:20:18 +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
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