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160 Commits

Author SHA1 Message Date
Edwin
147b31d81d pkg/exchange: refactor account stream 2024-01-09 10:59:35 +08:00
Edwin
2e34f7840a pkg/exchange: support market trade streaming 2024-01-08 21:27:26 +08:00
Edwin
0b906606fe pkg/exchange: refactor book and kline 2024-01-08 10:30:11 +08:00
Edwin
9ad94aa7e0 pkg/exchange: add stream test for book 2024-01-02 12:02:33 +08:00
Alan.sung
2309bbdee8 print local interval in error message 2023-10-04 16:24:32 +08:00
Alan.sung
3b793b79b6 turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval 2023-10-04 14:23:13 +08:00
Alan.sung
0b5ce231ff fix lint and rename i with in 2023-10-04 12:39:30 +08:00
Alan.sung
a83335817e use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test 2023-10-04 12:39:30 +08:00
Alan.sung
d200232c13 add supported interval for okex 2023-10-04 12:38:59 +08:00
Alan.sung
b1c6e01e45 use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test 2023-10-03 15:14:49 +08:00
Alan.sung
cc55d67eeb use default limit if not pass AND add more unit test 2023-10-03 12:29:30 +08:00
Alan.sung
648b82ead3 use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination 2023-10-02 18:47:05 +08:00
Alan.sung
6fd86fefda add unit test for QueryTrade() 2023-10-02 10:49:33 +08:00
Alan.sung
3b63858d23 handle pagenation for QueryTrade 2023-09-27 11:06:41 +08:00
Alan.sung
ad7206271f QueryTrades only allow query by time interval, required 2023-09-26 01:06:58 +08:00
Alan.sung
99a69f4f2f add QueryClosedOrders() and QueryTrades() for okex, also fix conflict for QueryOrderTrades() and update typo error in QueryOrderTrades() 2023-09-26 01:05:09 +08:00
c9s
a22c41f47d
Merge pull request #1307 from MengShue/add_QueryOrderTrades_for_okex 
FEATURE: add QueryOrderTrades() for okex
 2023-09-18 16:14:41 +08:00
Alan.sung
a47c846fa5 add QueryOrderTrades() for okex 2023-09-14 14:54:02 +08:00
Edwin
e56d8d1607 pkg/exchange: emit auth in each exchange 2023-09-14 12:01:20 +09:00
c9s
09ed7b141c
Merge pull request #1305 from MengShue/refactor_okex_for_future 
FEATURE: refactor okex to future use
 2023-09-07 22:57:29 +08:00
Alan.sung
9a66f82d8c remove err since handling init for client 2023-09-07 11:25:12 +08:00
Alan.sung
dbf29f8cd2 add constructor to check url error 2023-09-06 21:21:13 +08:00
Alan.sung
7550ea2be1 refactor okex to future use 2023-09-06 19:14:21 +08:00
bailantaotao
7461b60b6b
Merge pull request #1299 from bailantaotao/edwin/add-server-time 
pkg/exchange: add time to SliceOrderBook
 2023-09-05 16:36:20 +08:00
c9s
415a28c32b
Merge pull request #1300 from bailantaotao/edwin/fix-okex-bid-ask 
pkg/exchange: fix okex bookticker bug
 2023-09-01 18:07:59 +08:00
Edwin
50bfd8ee0e pkg/exchange: add time to SliceOrderBook 2023-09-01 17:54:40 +08:00
Edwin
594ab9cbaf pkg/exchange: fix okex bookticker bug 2023-09-01 17:12:32 +08:00
c9s
2c4b6e8cd1
Merge pull request #1238 from MengShue/add_unit_test_for_okex 
TEST: add unit test for okex exchange
 2023-08-24 12:44:45 +08:00
Alan.sung
f8ae408fad add continue in err != nil 2023-08-23 16:16:38 +08:00
Alan.sung
26cde5d57c use multierr to handle err return from toGlobalOrder 2023-08-23 15:44:51 +08:00
Alan.sung
a0946fbd42 use lower case in error string and add comment for IOC, FOK 2023-08-22 17:23:16 +08:00
Alan.sung
a4aa9c2eda remove mmp and mmp_post_only 2023-08-22 15:14:18 +08:00
Alan.sung
3dce63710a Fix to fit all reviews last time 2023-08-21 15:31:30 +08:00
Alan.sung
672a878194 update toGlobalOrder by referencing toGlobalOrders 2023-08-15 14:26:27 +08:00
Alan.sung
ea5b45bfe4 queryOrder() and test for it 2023-08-11 09:28:58 +08:00
Alan.sung
1c5d2dc759 add QueryOrder in okex exchange.go 2023-08-09 15:05:26 +08:00
Edwin
65b06ff401 pkg/exchange: add query account function 2023-08-09 14:05:57 +08:00
Alan.sung
b0ccc7e51b use &PublicDataService{} to create it as a pointer object and rename ser to srv 2023-07-31 11:00:38 +09:00
Alan.sung
cba5663fac add unit test for okex exchange 2023-07-21 17:05:19 +08:00
c9s
f942f7afd8
okex: rename constant names 2023-05-17 13:45:38 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method 
- 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
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
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
eb10889d35
okex: fix okex rate limit 2022-05-03 12:11:50 +08:00
c9s
d742aea633
okex: fix kline query 2022-05-03 11:14:53 +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
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value 
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
 2022-02-15 12:00:39 +09:00
c9s
e5b4af53e6 all: clean up SubmitOrder fields 2022-01-11 01:36:19 +08:00
c9s
96fedfd311 okex: refactor okex stream 2022-01-02 02:37:33 +08:00
c9s
6f6dac611e refactor websocket stream into standard websocket stream 2022-01-02 01:54:47 +08:00
c9s
d01b9968a6 okex: format comment 2021-12-23 23:40:49 +08:00
c9s
40c4dcf2a0 okex: remove event logging 2021-12-23 23:40:10 +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
75633dbf09 exchange/okex : implement bookticker for okex , #388 2021-12-23 12:42:13 +08:00
TonyQ
5645161403 exchange/okex: update QueryTickers behaviour 2021-12-23 01:29:43 +08:00
TonyQ
d7ac645253 exchange: update maskkey handling 2021-12-23 01:18:36 +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
74811abb36 okex: rewrite okex api request with requestgen 2021-12-13 14:55:44 +08:00
c9s
2223ef088c add ftx, okex to the public exchange factory for backtest 2021-12-08 23:27:01 +08:00
c9s
7ff4051c61 binance: fix websocket handshake 2021-05-30 18:20:14 +08:00
c9s
0b935eff4f fix connection lock call 2021-05-30 18:14:22 +08:00
c9s
8d12c9262f okex: move connection context cancel calls 2021-05-30 15:54:31 +08:00
c9s
d6bd33a682 okex: remove unused code 2021-05-30 15:53:43 +08:00
c9s
1a05f6fbd4 okex: pull read timeout and adjust to 30 seconds 2021-05-30 00:32:06 +08:00
c9s
426a6157af okex: fix ping connection lock 2021-05-29 00:27:28 +08:00
c9s
64b9c78a5b okex: fix order detail segmentation 2021-05-29 00:27:05 +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
b430128ba1 okex: fix okex order cancellation 2021-05-28 03:05:59 +08:00
c9s
29304d14ba okex: implement submit orders and cancel order api 2021-05-28 02:45:09 +08:00
c9s
6407eab9c1 okex: convert order details into trades and orders 2021-05-28 02:21:35 +08:00
c9s
19b700dfba okex: parse and convert account information 2021-05-28 01:14:11 +08:00
c9s
777701c0cb add userdatastream cmd for testing private stream 2021-05-28 00:47:34 +08:00
c9s
545d0f18e3 okex: handle kline close event 2021-05-27 18:43:42 +08:00
c9s
2844b7c3a7 okex: add kline command for testing kline data 2021-05-27 18:35:34 +08:00
c9s
76048633cc okex: support websocket candle data 2021-05-27 17:55:23 +08:00
c9s
4fdd9d5097 okex: convert interval to candle types 2021-05-27 17:40:24 +08:00
c9s
1d400e281c okex: convert book data to book snapshot and book update 2021-05-27 16:01:15 +08:00
c9s
884e764fe7 okex: order book parsing 2021-05-27 15:48:51 +08:00
c9s
03431da00c okex: remove private dial method 2021-05-27 15:16:01 +08:00
c9s
f4f4304df6 move Dial method to StandardStream 2021-05-27 15:14:58 +08:00
c9s
7d62a7634b set market data stream to public 2021-05-27 15:11:44 +08:00
c9s
18045bb1e7 Move ReconnectC to the StandardStream 2021-05-27 14:42:14 +08:00
c9s
8c50ce725c add stream callbacks 2021-05-27 01:07:38 +08:00
c9s
2538824661 okex: implement basic stream 2021-05-27 01:07:25 +08:00
c9s
2381df5009 add okex to the exchange factory 2021-05-27 00:35:51 +08:00
c9s
5becfb99e6 okex: implement query account balance 2021-05-27 00:24:16 +08:00
c9s
859eaf3c2a okex: add trade service function skeletons 2021-05-27 00:05:43 +08:00
c9s
c6c353b29a okex: implement QueryTickers 2021-05-27 00:05:43 +08:00
c9s
c9aa0df054 gensymbols to generate spot symbol map 2021-05-27 00:05:43 +08:00
c9s
d8c6545d2d okex: implement query ticker 2021-05-27 00:05:43 +08:00
c9s
3511bcf13f okex: move go generate to the convert file 2021-05-27 00:05:43 +08:00
c9s
364e6fc990 okex: add local symbol convert function 2021-05-27 00:05:43 +08:00
c9s
ea78c0308b add LocalSymbol field for exchange specific symbol 2021-05-27 00:05:43 +08:00
c9s
97b377da0a okex: implement query markets 2021-05-27 00:05:43 +08:00
c9s
c8cb75cabc add funding rate api support 2021-05-27 00:05:43 +08:00