1529 Commits

Author	SHA1	Message	Date
chiahung	671772a767	FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min	2023-10-30 16:28:34 +08:00
c9s	dcd837f0f9	Merge pull request #1372 from bailantaotao/edwin/fix-precision ... FIX: [bybit][kucoin] fix negative volume, price precision	2023-10-28 08:09:51 +08:00
Edwin	39c3d23da3	pkg/exchange: support ping/pong	2023-10-27 16:45:41 +08:00
Edwin	d07b766939	pkg/exchange: Use the same conn to avoid concurrent write issues.	2023-10-27 16:03:03 +08:00
Edwin	ba7e26c800	pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem	2023-10-27 15:28:35 +08:00
Edwin	2a85bbebf0	pkg/exchange: fix precision	2023-10-27 12:52:36 +08:00
Edwin	55d444d86a	pkg/exchange: add jumpIfEmpty opts to closed order batch query	2023-10-26 09:31:25 +08:00
Edwin	881db49b70	pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter	2023-10-25 21:36:26 +08:00
Edwin	c611cfe73b	pkg/exchange: add a jumpIfEmpty to batch trade option	2023-10-25 21:30:54 +08:00
Edwin	a18b1be44e	pkg/exchange: support market trade stream on bitget	2023-10-20 16:42:09 +08:00
bailantaotao	f8c47f72bf	Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book ... FEATURE: [bitget] support book stream on bitget	2023-10-20 14:22:42 +08:00
c9s	eb404a5f9b	Merge pull request #1280 from c9s/feature/bitget ... FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api	2023-10-20 13:36:07 +08:00
Edwin	51d86ca059	pkg/exchange, types: support book stream on bitget	2023-10-19 15:40:32 +08:00
gx578007	10daeab1cb	FIX: [max] remove outdated margin fields	2023-10-17 16:11:34 +08:00
bailantaotao	fb110a1d5b	Merge pull request #1339 from bailantaotao/edwin/support-200-depth ... FEATURE: [BYBIT] support order book depth 200 on bybit	2023-10-12 21:16:56 -05:00
c9s	20df2ef3c8	Merge pull request #1335 from c9s/c9s/feature/private-channels ... FEATURE: add custom private channel support to max	2023-10-12 17:20:06 +08:00
Edwin	ef582f6e52	pkg/exchange: support order book depth 200 on bybit	2023-10-12 11:11:26 +08:00
c9s	a13c65ef1d	Merge pull request #1332 from MengShue/add_supported_interval ... FEATURE: add supported interval for okex	2023-10-05 21:47:51 +08:00
c9s	e01d89d619	Merge pull request #1232 from zenixls2/feature/forceOrder ... feature: add forceOrder api for binance to show liquid info	2023-10-05 21:46:49 +08:00
zenix	590e1648eb	fix: use MillisecondTimestamp instead	2023-10-05 16:16:27 +09:00
c9s	78ea940569	max: support private channel setter	2023-10-04 18:02:18 +08:00
Alan.sung	2309bbdee8	print local interval in error message	2023-10-04 16:24:32 +08:00
c9s	42d2ffd502	Merge pull request #1334 from c9s/c9s/max-http-transport ... CHORE: [maxapi] change default http transport settings	2023-10-04 15:28:18 +08:00
c9s	4700e754a8	maxapi: change default http transport settings	2023-10-04 15:17:22 +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
c9s	32b8ca9a41	Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex ... FEATURE: add QueryClosedOrders() and QueryTrades() for okex	2023-10-04 12:14:32 +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
c9s	2058ce808b	Merge pull request #1325 from zenixls2/fix/listenkeyexpired	2023-09-27 22:46:44 +08:00
bailantaotao	d37682e22c	Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades ... FIX: [bybit] fix bybit query trades	2023-09-27 15:28:34 +08:00
Edwin	add1c73656	pkg/exchange: support pagination	2023-09-27 14:56:46 +08:00
zenix	08dad1c497	fix: replace json.Number with MillisecondTimestamp in types	2023-09-27 15:52:02 +09:00
Edwin	9a05357350	pkg/exchange: remove the limitation of query range due to bybit support the query	2023-09-27 14:44:11 +08:00
Alan.sung	3b63858d23	handle pagenation for QueryTrade	2023-09-27 11:06:41 +08:00
zenix	2e4336a604	fix: listenKeyExpired event sends string timestamp	2023-09-26 18:41:15 +09:00
zenix	13b9fc4252	add forgotten emit	2023-09-26 18:36:46 +09:00
Edwin	9f83165032	pkg/exchange: use balance update instead of snapshot event	2023-09-26 17:13:23 +08:00
Edwin	70884538bc	pkg/exchange: emit balance snapshot	2023-09-26 17:13:20 +08:00
zenix	7ae56a83da	feature: add forceOrder api for binance to show liquid info	2023-09-26 15:22:09 +09:00
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
chiahung	fdfa3639ff	FEATURE: use retry query order until successful	2023-09-19 11:12:14 +08:00
kbearXD	6d0c266513	Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity ... FEATURE: use quote quantity if there is QuoteQuantity in trade	2023-09-19 10:41:34 +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
c9s	542944b4cc	max: use websocket update time (TU) field	2023-09-17 18:29:14 +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
bailantaotao	388b9c3f9f	Merge pull request #1308 from bailantaotao/edwin/add-trade-stream ... FEATURE: [bybit] support market trade	2023-09-11 18:02:03 +08:00
c9s	4f82843b40	Merge pull request #1306 from andycheng123/improve/binance-api ... Improve: Update Binance futures account api to v2	2023-09-11 11:14:56 +08:00
Edwin	1c5ad1d1f0	pkg/exchange: support market trade for bybit	2023-09-11 00:54:02 +08:00
bailantaotao	439f45bdf9	Merge pull request #1304 from bailantaotao/edwin/support-unsubscribe ... FEATURE: [bybit] support unsubscribe	2023-09-08 18:22:53 +08:00
Andy Cheng	40dbfd5b42	improve/binance: rename variable to comply with golang naming convention	2023-09-08 18:14:51 +08:00
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
Andy Cheng	c9d67f8131	improve/binance: update futures account api to v2	2023-09-07 15:21:47 +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	1338499e3f	Merge pull request #1303 from bailantaotao/edwin/add-default-time ... FEATURE: set default 30d for closed order batch query	2023-09-06 12:41:47 +08:00
Edwin	da13bb680e	pkg/exchange: support unsubscribe for bybit	2023-09-06 12:18:47 +08:00
Edwin	f5a66baad3	pkg/exchage: set default 30d for closed order batch query	2023-09-05 22:04:16 +08:00
chiahung	db376f8483	FEATURE: use quote quantity if there is QuoteQuantity in trade	2023-09-05 18:28:10 +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	412d0e0558	*: fix lint	2023-09-01 17:54:43 +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
bailantaotao	edfcbb01c0	Merge pull request #1293 from bailantaotao/edwin/fix-quantity-in-buy-market-order ... FIX: [bybit] quantity in buy market order	2023-08-22 11:42:08 +08:00
Edwin	9ee7377f36	pkg/exchange: fix quantity for buy market order	2023-08-21 15:59:13 +08:00
Alan.sung	3dce63710a	Fix to fit all reviews last time	2023-08-21 15:31:30 +08:00
Edwin	3ad7075ace	pkg/exchange: fix quantity coin unit	2023-08-18 01:08:09 +08:00
c9s	ed948b2642	max: fix QuerySpotAccount method return value	2023-08-17 17:42:54 +08:00
bailantaotao	3eeba521f6	Merge pull request #1289 from bailantaotao/edwin/fix-misc-2 ... FIX: [bybit] fix misc	2023-08-16 22:07:57 +08:00
bailantaotao	b6c9f14dcc	Merge pull request #1285 from bailantaotao/edwin/query-order ... FEATURE: [bybit] implement ExchangeOrderQueryService interface	2023-08-16 22:07:36 +08:00
Edwin	6cfbb84bb5	pkg/exchange: fix order id check for the submitted orders	2023-08-16 14:47:35 +08:00
c9s	252f4fbccc	deposit2transfer: call QuerySpotAccount for getting the spot balance	2023-08-16 12:02:18 +08:00
c9s	5f54c303fb	bitget: fix fixedpoint.Value init value	2023-08-15 16:40:15 +08:00
c9s	4a64701e16	bitget: implement QueryAccount	2023-08-15 16:38:48 +08:00
c9s	40762cad35	bitget: implement QueryTicker	2023-08-15 16:38:48 +08:00
c9s	2fda4477bd	bitget: implement QueryMarkets	2023-08-15 16:38:47 +08:00
Alan.sung	672a878194	update toGlobalOrder by referencing toGlobalOrders	2023-08-15 14:26:27 +08:00
Edwin	e4ebe1cffd	pkg/exchange: supprot queryOrderTrades	2023-08-15 14:23:34 +08:00
Edwin	3207a8227c	pkg/exchange: add QueryOrder api	2023-08-15 14:23:31 +08:00
Edwin	ed47d5064a	pkg/exchange: fix the order id check for cancel order	2023-08-14 18:13:24 +08:00
Edwin	187429081f	pkg/exchange: fix orderId json tag	2023-08-14 18:06:14 +08:00
Alan.sung	ea5b45bfe4	queryOrder() and test for it	2023-08-11 09:28:58 +08:00
Edwin	54e7065d8a	pkg/exchange: implement trade event	2023-08-10 19:58:27 +08:00
Edwin	affff32599	pkg/exchange: get fee rate before connect	2023-08-10 17:57:47 +08:00
Edwin	0b03336fb0	pkg/exchange: support GetFeeRates on bybit exchange	2023-08-10 15:26:51 +08:00
Edwin	ace2c55a17	exchange/bybit: add fee rate restful api	2023-08-10 15:02:30 +08:00
Edwin	4cee22ce31	pkg/exchage: support k line websocket event	2023-08-10 11:07:13 +08:00
Edwin	e9d0ce5bbf	pkg/exchage: support k line rest api	2023-08-10 11:07:10 +08:00
bailantaotao	24d240b1f3	Merge pull request #1279 from bailantaotao/edwin/add-query-acct ... FEATURE: [bybit] support query account/balance api	2023-08-09 15:33:04 +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
Edwin	dfead5ebed	pkg/exchange: add query account balance api	2023-08-09 14:05:57 +08:00
Edwin	8c22863334	pkg/exchange: mv BalanceEvent to bybitapi and rename to WalletBalances	2023-08-09 14:05:55 +08:00
c9s	4ed402b775	max: update deposit states and add more fields to deposit	2023-08-08 20:51:48 +08:00
c9s	b711e1e439	Merge pull request #1275 from c9s/c9s/strategy-deposit2transfer ... FEATURE: [strategy] add deposit2transfer tool	2023-08-08 15:13:06 +08:00
Edwin	b27395f6f4	pkg/exchange: avoiding GC panic caused by a rapid creation/removal slice of pointers	2023-08-08 14:11:19 +08:00
c9s	25298720d0	max: implement TransferMarginAccountAsset on max	2023-08-08 13:16:11 +08:00
c9s	5460ebdbf4	max: add margin transfer request	2023-08-08 12:49:05 +08:00
c9s	241ce657c3	binance: remove isMargin check	2023-08-08 12:01:30 +08:00
Edwin	f664ef2262	pkg/exchange: add order event	2023-08-08 11:42:02 +08:00
c9s	4c4b9db47a	types,binance: add confirmation and unlockConfirm fields to Deposit	2023-08-08 11:20:17 +08:00
c9s	9248f8ac24	binance: define DepositStatus for binance	2023-08-08 11:20:17 +08:00
c9s	9346e7d1f6	binance: replace emptyTime with IsZero	2023-08-08 11:20:17 +08:00
c9s	0118f33bfc	binance: finalize TransferMarginAccountAsset method	2023-08-08 11:20:17 +08:00
c9s	8b1cefc699	binance: integerate isolated margin / cross margin transfer	2023-08-08 11:20:17 +08:00
c9s	92691eda24	binanceapi: add margin transfer api	2023-08-08 11:20:17 +08:00
Edwin	8b68354d89	pkg/exchange: add balance snapshot event	2023-08-08 10:04:25 +08:00
Edwin	3e4e46de20	pkg/exchange: to de-pointer the value in WsOpEvent and fix test assertion	2023-08-07 15:59:50 +08:00
Edwin	84fa19afee	pkg/exchange: add auth function for ws	2023-08-07 14:58:20 +08:00
Edwin	a6047f629d	pkg/exchange: implement bybit stream ping	2023-08-04 18:00:50 +08:00
Edwin	e1bae5dba0	pkg/exchange: implement bybit stream ping	2023-08-02 17:55:20 +08:00
bailantaotao	ae61e10c6a	Merge pull request #1255 from bailantaotao/edwin/query-trades ... FEATURE: [bybit] add query trade api	2023-08-01 18:02:29 +08:00
Edwin	4363f0ae7b	pkg/exchange: add query trade api	2023-08-01 16:31:49 +08:00
c9s	54e0e1024c	Merge pull request #1254 from c9s/v1.50 ... merge back v1.50 into main	2023-07-31 20:24:00 +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
Edwin	86c643b513	pkx/exchange: fix batch query trade missing time range	2023-07-28 22:54:48 +08:00
bailantaotao	7eb6e402ca	Merge pull request #1252 from bailantaotao/edwin/query-closed-order ... FEATURE: [bybit] query closed order	2023-07-28 14:40:38 +08:00
Edwin	d2ad504579	pkg/exchange: add QueryClosedOrders	2023-07-28 10:15:08 +08:00
Edwin	f25ab567eb	pkg/exhcange: return err on max queryClosedOrdersByLastOrderID	2023-07-27 18:35:58 +08:00
Edwin	1760a5b8d6	pkg/exchange: try to parse order id to integer	2023-07-27 18:09:43 +08:00
Edwin	d8b8e7f2ac	pkg/exchange: rename OpenOrders to Orders	2023-07-27 17:35:33 +08:00
c9s	b02ac837ea	max: handle SelfTradeBidFeeDiscounted	2023-07-27 16:28:54 +08:00
Edwin	574d7c0c74	pkg/exchange: rm redundant prefix	2023-07-27 10:31:24 +08:00
Edwin	5105046053	pkg/exchange: support cancel order	2023-07-26 22:24:20 +08:00
Edwin	151e8d2acf	pkg/exchange: support place order for bybit	2023-07-26 21:44:49 +08:00
bailantaotao	3fd66199d7	Merge pull request #1248 from bailantaotao/edwin/add-query-open-orders ... pkg/exchange: add QueryOpenOrders API for bybit	2023-07-26 15:12:37 +08:00
c9s	cddb7874ce	maxapi: set user agent	2023-07-26 14:35:33 +08:00
Edwin	6d4deb54cc	pkg/exchange: add QueryOpenOrders API for bybit	2023-07-26 14:18:02 +08:00
bailantaotao	ff78637c8f	Merge pull request #1244 from bailantaotao/edwin/add-ticker ... FEATURE: support QueryTickers API on bybit	2023-07-25 20:35:56 +08:00
Edwin	b71030c5db	pkg: return err if rate limit err	2023-07-25 15:09:57 +08:00
Edwin	ef8d1c7046	pkg/exchange: support QueryTickers API on bybit	2023-07-25 15:02:38 +08:00
c9s	fcca3f6432	types: add fee discounted field to the global trade struct	2023-07-25 14:57:10 +08:00
c9s	4de82ccdff	max: use types.MillisecondTimestamp for UpdateTime field	2023-07-25 13:37:31 +08:00
c9s	f5feb72355	max: add fee_discounted to Trade struct for RESTful api	2023-07-25 13:35:08 +08:00
bailantaotao	157de4b2ee	Merge pull request #1243 from bailantaotao/edwin/add-query-markets ... FEATURE: pkg/exchange: add query market to bybit exchange	2023-07-24 21:52:31 +08:00
Edwin	3c32acc3ed	pkg/exchange: add query market to bybit	2023-07-24 20:18:44 +08:00
c9s	afc5dbb951	Merge remote-tracking branch 'origin/v1.50'	2023-07-24 17:02:08 +08:00
c9s	c114477340	Merge pull request #1242 from c9s/c9s/fix-max-withdrawal-api ... FIX: [max] fix MAX withdrawal address parameter name	2023-07-24 16:58:21 +08:00
Edwin	ac5e2cf712	pkg, types: add bybit to factor and update readme	2023-07-24 15:51:44 +08:00
Edwin	b45fdea99a	pkg/exchange: add get account info and instruments info api for bybit	2023-07-24 15:51:41 +08:00
c9s	16c62bbcba	maxapi: fix max withdrawal api	2023-07-24 15:28:11 +08:00
c9s	9c20215f41	max: use fixedpoint.Value for field parsing	2023-07-24 15:00:03 +08:00
c9s	5f2ead4ffd	maxapi: parse fd field and optimize trade snapshot parsing	2023-07-24 14:57:50 +08:00
Alan.sung	cba5663fac	add unit test for okex exchange	2023-07-21 17:05:19 +08:00
c9s	844bd8be87	bitget: add account transfers request	2023-07-17 16:38:42 +08:00
c9s	ce40549e88	all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled	2023-06-29 17:17:32 +08:00
c9s	b6dba18f77	all: move retry functions to the retry package	2023-06-29 10:59:01 +08:00
c9s	ea3b1cc937	binance: fix logrus call	2023-06-14 17:25:22 +08:00
c9s	a126bc3bb6	binance: add market info warning	2023-06-13 17:09:37 +08:00
c9s	fa0cb1e85f	binance: document balanceUpdate event	2023-06-01 12:17:45 +08:00
c9s	f349f3620c	autoborrow: add SlackAttachment support to the binance balance update event	2023-06-01 12:13:22 +08:00
c9s	0bb697bc1e	maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file	2023-05-18 18:26:03 +08:00
c9s	2fe915f73a	types: add MarshalJSON method on strint64	2023-05-18 18:08:40 +08:00
c9s	b32d890860	bitgetapi: add GetFillsRequest	2023-05-18 15:59:16 +08:00
c9s	fce281b6a8	bitgetapi: add GetOrderHistoryRequest	2023-05-18 15:47:58 +08:00
c9s	312c8baeb3	bitget: add open orders request	2023-05-18 15:38:57 +08:00
c9s	ae1c1377ce	bitget: define OrderStatus	2023-05-18 15:37:01 +08:00
c9s	90f704bab0	bitgetapi: add get order detail request	2023-05-18 15:22:50 +08:00
c9s	51e05499b2	bitgetapi: add CancelOrderBySymbolRequest	2023-05-18 11:59:49 +08:00
c9s	0c887a6bfb	bitgetapi: add place order request api	2023-05-18 11:23:30 +08:00
c9s	a5a64fa6d4	bitgetapi: add getDepthRequest	2023-05-18 11:13:06 +08:00
c9s	cff98bc141	bitgetapi: refactor tests	2023-05-18 10:54:00 +08:00
c9s	3154961d72	bitget: add more public api tests	2023-05-17 18:04:24 +08:00
c9s	c347a2423a	bitget: update generated request files and fix account assets api data type	2023-05-17 17:53:24 +08:00
c9s	e31a6ca3c8	bitget: add GetAllTickers request	2023-05-17 16:56:39 +08:00
c9s	8932da7e3f	bitget: add get ticker request	2023-05-17 16:55:21 +08:00
c9s	b726a0e51d	bitget: add get server time request and get symbols request	2023-05-17 16:52:15 +08:00
c9s	2c88e197b6	bitget: add account api	2023-05-17 16:39:10 +08:00
c9s	feb20571e9	kucoin: split request files	2023-05-17 16:27:43 +08:00
c9s	71be12bfc3	bitget: adjust sign format	2023-05-17 16:23:39 +08:00
c9s	0886b287a4	bitget: make credential field in lower case	2023-05-17 14:45:53 +08:00
c9s	e23f4b5114	bitget: minimize api client code	2023-05-17 14:26:25 +08:00
c9s	f942f7afd8	okex: rename constant names	2023-05-17 13:45:38 +08:00
c9s	5f8bda7d72	bitget: add minimal bitget exchange	2023-05-17 13:43:21 +08:00
c9s	6bed2a31f6	all: refactor exchange factory to return the minimal implementation	2023-05-17 13:43:00 +08:00
c9s	70ed672e6f	exchange: remove subAccount var	2023-05-16 19:26:05 +08:00
c9s	420654c5ed	bbgo: rename NewStandard to just New	2023-05-16 18:24:06 +08:00
c9s	5e8f8b492a	all: remove unused subAccount parameter since it was designed for ftx	2023-05-16 18:21:47 +08:00
c9s	983707b56a	exchange: drop unused function	2023-05-16 18:21:18 +08:00
c9s	177610266d	cmd: add exchangetest cmd and document NewWithEnvVarPrefix	2023-05-16 18:15:27 +08:00
c9s	7146ce9c8b	bitget: add basic bitget api client	2023-05-16 17:14:23 +08:00
c9s	7aa673c673	max: add currency parameter to /api/v3/wallet/:walletType/accounts api	2023-05-15 20:11:58 +08:00
Yo-An Lin	24ca1b103b	Merge pull request #1166 from c9s/c9s/max/api-v3-fix ... FIX: [max] replace deprecated max v3 API	2023-05-15 15:19:21 +08:00
narumi	174fd7b8e7	support binance futures trading data	2023-05-05 15:15:31 +08:00
c9s	7cf80473e5	maxapi: fix margin interest history request	2023-05-04 17:23:04 +08:00
c9s	1ca81e11e6	maxapi: add currency field to the accounts api	2023-05-04 17:20:42 +08:00
c9s	40f6295d91	maxapi: move GetMarginInterestRatesRequest api to a file	2023-05-04 17:18:42 +08:00
c9s	e9f711278e	maxapi: fix margin interest history api	2023-05-04 16:38:20 +08:00
c9s	2a462c8e32	maxapi: update margin repay/load apis	2023-05-04 14:43:19 +08:00
c9s	70e3f8ec5f	max: split v3 api into files	2023-05-04 14:37:19 +08:00
kbearXD	99e393e93c	Merge pull request #1147 from c9s/max/get-order/client-order-id ... FEATURE: max get-order v3 api support client order id parameter	2023-04-17 12:24:18 +08:00
c9s	a178fd0a84	max: add max auth authenticated log	2023-04-14 18:57:13 +08:00
chiahung	1158b9582a	FEATURE: max get-order v3 api support client order id parameter	2023-04-14 16:44:56 +08:00
c9s	92b8652f78	maxapi: remove duplicated for loop	2023-04-13 17:29:23 +08:00
c9s	25daefabab	maxapi: fix nonce updater	2023-04-13 17:20:59 +08:00
Yo-An Lin	7da5c8361e	Merge pull request #1143 from c9s/refactor/max-client ... FIX: maxapi: pass context object to the requests	2023-04-13 16:57:19 +08:00
c9s	8c02b5e64e	maxapi: pass context object to the requests	2023-04-13 16:40:07 +08:00
Yo-An Lin	a5ecfd15cc	Merge pull request #1141 from c9s/refactor/max-client ... REFACTOR: maxapi: refactor and add max v2 markets api test	2023-04-13 16:33:47 +08:00
Yo-An Lin	3952f33de8	Merge pull request #1142 from c9s/fix/max-rate-limiter ... FIX: max: move more rate limiter to the exchange instance	2023-04-13 16:32:14 +08:00
c9s	fed5d5f0b8	maxapi: add more market info assertion	2023-04-13 16:18:11 +08:00
c9s	19621e48fe	max: adjust account query rate limiter	2023-04-12 22:58:10 +08:00
c9s	7c9109aeea	max: move more rate limiter to the exchange instance	2023-04-12 22:56:23 +08:00
c9s	cbbe6e286d	maxapi: add kline api test	2023-04-12 22:43:32 +08:00
c9s	3e41c1fb15	maxapi: add max v2 markets api test	2023-04-12 22:29:14 +08:00
Yo-An Lin	6bf7a6c0ac	Merge pull request #1139 from c9s/refactor/max-client ... REFACTOR: [max] refactor api requests	2023-04-12 16:38:57 +08:00
c9s	a84a22bc2d	maxapi: refactor reward tests	2023-04-12 16:32:56 +08:00
c9s	9dab2470ef	maxapi: add TestWithdrawal	2023-04-12 16:27:45 +08:00
c9s	03d24e6947	maxapi: move test files	2023-04-12 15:02:14 +08:00
c9s	13d28edebb	maxapi: remove unused parseKLines function	2023-04-12 15:01:18 +08:00
c9s	f7d3fca1ec	maxapi: simplify ticker response parsing	2023-04-12 15:00:26 +08:00
c9s	012ef4a6f9	maxapi: refactor and clean up public service api	2023-04-12 15:00:26 +08:00
c9s	c1b7f7fd95	maxapi: replace the legacy get markets api	2023-04-12 15:00:26 +08:00
c9s	fc3ffe399e	maxapi: update time type fields	2023-04-12 15:00:26 +08:00
c9s	fd6dfc5c9e	maxapi: change time field to time.Time and update the generated code	2023-04-12 15:00:26 +08:00
c9s	4944fdda2d	max: replace time type fields	2023-04-12 15:00:26 +08:00
c9s	d95daba3f0	maxapi: update requestgen files	2023-04-12 15:00:26 +08:00
c9s	3ad553a876	max: move methods	2023-04-12 15:00:26 +08:00
c9s	51c1d47fbc	maxapi: move some methods to the rest client level	2023-04-12 15:00:25 +08:00
c9s	c366e98c43	maxapi: update log message	2023-04-12 14:58:37 +08:00
c9s	6eaacd63a8	maxapi: use sync.Once to prevent duplicated update and avoid update negative offset	2023-04-12 13:37:04 +08:00
c9s	845ee3ce33	maxapi: change info log to debug log level	2023-04-11 18:28:34 +08:00
c9s	2ae8309115	maxapi: add global prefix to the var name	2023-04-11 18:27:19 +08:00
c9s	8d240e9b4c	maxapi: improve nonce update with retry	2023-04-11 18:21:40 +08:00
c9s	5b09ad671c	max: fix max order group id	2023-04-03 00:12:14 +08:00
c9s	bb47fb3532	binance: fix parse tests	2023-03-30 01:33:55 +08:00
c9s	b18d4da402	binance: fix/improve order trade event parsing	2023-03-30 00:44:57 +08:00
c9s	321425709a	binance: use requestgen api to query futures balances	2023-03-29 22:45:40 +08:00
c9s	86c5ba603e	binanceapi: add get futures balance api	2023-03-29 22:25:54 +08:00
c9s	8257c4ffbe	xfunding: fix ClosePosition call for futures	2023-03-29 18:28:25 +08:00
c9s	38778ff756	bbgo: fix order executor ClosePosition for order executor	2023-03-29 17:46:54 +08:00
c9s	38ba567558	xfunding: fix and call FuturesChangeInitialLeverageRequest	2023-03-29 17:14:29 +08:00
c9s	aa6feed272	binance: add FuturesChangeInitialLeverageRequest api	2023-03-29 17:08:34 +08:00
c9s	18d8d63b02	binance: add and fix multi assets mode	2023-03-29 16:59:15 +08:00
c9s	43c4ecc9da	binance: add MultiAssetsMode related apis	2023-03-29 16:45:25 +08:00
chiahung	81799f2c49	FIX: end batch query if start > end	2023-03-27 16:03:06 +08:00
c9s	cadd3f0795	binanceapi: fix binance futures get income history query	2023-03-26 15:03:39 +08:00
c9s	75cbe10128	binance: call auth on futuresClient2	2023-03-26 15:03:23 +08:00
c9s	c6cedde8c9	batch: fix binance query return type	2023-03-26 00:56:24 +08:00
c9s	111e435a0a	batch: rename BinanceFuturesIncomeBatchQuery	2023-03-26 00:55:56 +08:00
c9s	6ea399dc8e	all: rename types.MarginHistory to types.MarginHistoryService	2023-03-26 00:53:43 +08:00
c9s	265b69a0ee	batch: add funding fee batch query	2023-03-26 00:53:29 +08:00
c9s	12ec3fd87f	binance: add incomeType parameter	2023-03-26 00:23:25 +08:00
c9s	f50999b780	binance: add QueryFuturesIncomeHistory	2023-03-26 00:22:42 +08:00
c9s	8ddf248d50	binance: initialize the new futures client	2023-03-26 00:19:31 +08:00
c9s	fc3e59b3ef	binance: move queryFuturesDepth to futures.go	2023-03-26 00:17:12 +08:00
c9s	01799cfc4e	binanceapi: update FuturesPositionRisk field types	2023-03-25 02:58:06 +08:00
c9s	f34c72eba0	binance: add margin call event support	2023-03-25 02:39:44 +08:00
c9s	281f09ff42	binance: fix futures user data stream AccountUpdateEvent parsing	2023-03-25 02:25:09 +08:00
c9s	d05cbca652	binance: fix income history request path	2023-03-25 02:09:42 +08:00
c9s	b41f8a8355	binance: add FuturesGetIncomeHistoryRequest api support	2023-03-24 22:35:22 +08:00
c9s	b9d60d8edb	binance: add QueryFuturesPositionRisks method	2023-03-24 18:37:04 +08:00
c9s	4bbcb9553d	binanceapi: add FuturesGetPositionRisksRequest	2023-03-24 18:36:54 +08:00
c9s	cfe47cd53b	binance: add futures fee link	2023-03-24 18:14:52 +08:00
c9s	d359464b2c	binance: add default futures fee rate	2023-03-24 18:14:24 +08:00
c9s	ed4d32c59a	binance: refactor binance exchange code for futures api	2023-03-24 18:06:40 +08:00
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
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	da48e0fc85	make end_time down to start_time + 3 days if end_time > start_time + 3 days	2023-03-14 18:39:36 +08:00
chiahung	e0b445f1c1	FEATURE: make MAX QueryTrades support start_time, end_time	2023-03-14 16:32:00 +08:00
kbearXD	6a6d7a6293	Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id ... FIX: filter wrong order id from self-trade trades	2023-03-09 16:59:33 +08:00
chiahung	ead5486b52	FIX: filter wrong order id from self-trade trades	2023-03-09 16:15:48 +08:00
chiahung	d29c3fa05c	FIX: use updated_at instead of created_at to convert MAX order to types.Order	2023-03-09 11:35:48 +08:00
chiahung	f9f6346468	FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-08 17:18:18 +08:00
chiahung	83d9977a57	make sure group id is > 0	2023-03-06 16:32:36 +08:00
chiahung	d466a63d22	FIX: add group id on submit order API	2023-03-06 15:58:18 +08:00
c9s	6137905f42	max: fix max v3 order cancel api	2023-03-01 16:45:33 +08:00
c9s	06eff47058	grid2: improve UseCancelAllOrdersApiWhenClose process	2023-03-01 16:35:09 +08:00
c9s	2fed98ea55	batch: fix JumpIfEmpty algorithm	2023-02-09 17:11:26 +08:00
zenix	bfe5eace1a	feature: get historical public trades from binance	2023-01-19 13:07:01 +09:00
c9s	216bdb891f	grid2: skip canceled orders	2022-12-24 01:08:28 +08:00
c9s	bf87d04d57	binance: change rate limit unit to minute	2022-12-22 19:07:55 +08:00
c9s	5b4be1f9fc	max: drop unused toMaxSubmitOrder	2022-12-22 13:14:25 +08:00
c9s	30f471db00	binance: fix execution report parsing	2022-12-19 19:00:14 +08:00
c9s	a340cd321b	max: add submit order limiter	2022-12-15 18:38:57 +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
c9s	170c3b8c41	all: remove ftx	2022-11-24 17:05:20 +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	18acd668a7	interval: finalize 1s support ... interval: finalize 1s support interval: finalize 1s support	2022-10-14 23:14:30 +08:00
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	070a92e3ae	max: fix max kline api	2022-10-04 17:25:29 +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 ... - 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	ba87ffab43	max: fix order type casting	2022-08-11 00:00:25 +08:00
c9s	e2df05c054	maxapi: add option to disable user agent header	2022-08-10 23:59:55 +08:00
c9s	8f17d6b019	maxapi: rewrite public service with requestgen	2022-08-10 23:59:50 +08:00
c9s	fc73a12689	maxapi: add get klines request	2022-08-10 23:59:43 +08:00
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
Raphanus Lo	ed975b7ed9	Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection ... exchange: order fee-amount protection	2022-08-09 15:01:53 +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
Raphanus Lo	ed7df4ddbe	exchange: order fee-amount protection ... Reduce the order amount to prevent submit rejection because of balance exceeding. submit_amount = original_amount / (1 + fee_rate) Currently supported only by FTX Pro.	2022-08-02 13:35:24 +08:00
Raphanus Lo	23dc8a9ce3	exchange: FTX default fee	2022-07-29 21:49:04 +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	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00