TonyQ
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20b03fe4a5
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exchange: fix ftx for wrong last kline issue
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2021-12-15 00:07:54 +08:00 |
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Yo-An Lin
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6c6eb252cc
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Merge pull request #363 from tony1223/feature/355-ftx-backtest
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2021-12-14 16:09:16 +08:00 |
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TonyQ
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8eb3eede82
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fix backtest (with review)
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2021-12-14 16:02:54 +08:00 |
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TonyQ
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51e23b6a0c
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Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
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2021-12-14 10:39:51 +08:00 |
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TonyQ
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4eb5a099ae
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account: add nav_history_details and account_service for #302
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2021-12-14 08:09:18 +08:00 |
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c9s
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e2937acb28
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apply requestgen for CancelOrderRequest and CancelAllOrderRequest
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2021-12-13 14:55:44 +08:00 |
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TonyQ
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6915a0e573
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ftx: update kline event handling for #318
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2021-12-12 14:29:48 +08:00 |
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Yo-An Lin
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0cf72de21d
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Merge pull request #335 from tony1223/bug/334-ftx-ratelimit
ftx : fix #334 rate limit
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2021-12-10 23:24:42 +08:00 |
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TonyQ
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5259bba5fe
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ftx : fix #334 rate limit
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2021-12-10 23:08:26 +08:00 |
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c9s
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fe9b604d79
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update ftx market mapping
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2021-12-09 15:57:44 +08:00 |
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TonyQ
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3dff1acd79
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finetune ftx for #318
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2021-12-08 19:36:37 +08:00 |
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Jui-Nan Lin
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feca628319
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fix(ftx): array length should > 0
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2021-09-03 15:38:02 +08:00 |
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zebra
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2e1400d594
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add transfer function
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2021-08-07 15:30:51 +08:00 |
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Jui-Nan Lin
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7abd7225e1
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fix(ftx): klines should not be empty
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2021-05-31 22:56:26 +08:00 |
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Yo-An Lin
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406f592963
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Merge pull request #258 from c9s/feature/okex
feature: add okex exchange user data stream and public stream
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2021-05-30 16:21:12 +08:00 |
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c9s
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002b28f75a
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okex: implement candlestick api and improve kline console format
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2021-05-28 20:51:10 +08:00 |
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Yo-An Lin
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7804415873
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Merge pull request #254 from c9s/feature/okex
feature: add okex exchange
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2021-05-27 01:28:41 +08:00 |
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c9s
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18daf54500
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ftx: add LocalSymbol to test
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2021-05-27 00:27:46 +08:00 |
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c9s
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016c60796d
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pull out BNB currency string
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2021-05-27 00:05:43 +08:00 |
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c9s
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ea78c0308b
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add LocalSymbol field for exchange specific symbol
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2021-05-27 00:05:43 +08:00 |
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Jui-Nan Lin
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72e7915d8d
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feat(ftx): use go generate to build symbol map
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2021-05-26 20:53:51 +08:00 |
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Jui-Nan Lin
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1dd397f900
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fix(ftx): return original symbol if not found (e.g. BTC-PREP)
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2021-05-25 23:29:50 +08:00 |
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Jui-Nan Lin
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2e749bb7a8
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fix(ftx): always update since to avoid infinite loop
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2021-05-25 23:21:38 +08:00 |
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Jui-Nan Lin
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bca57e017b
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fix(ftx): set lastTradeID from options{} to filter trades
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2021-05-25 23:14:49 +08:00 |
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Jui-Nan Lin
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2fd82ef775
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fix(ftx): should use local symbol in fillResponse
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2021-05-25 22:43:26 +08:00 |
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Jui-Nan Lin
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ab8c1ec18c
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fix(ftx): allow subaccount to be empty
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2021-05-25 22:12:10 +08:00 |
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Jui-Nan Lin
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bee3b913f2
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fix(ftx): typo
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2021-05-25 21:30:15 +08:00 |
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Jui-Nan Lin
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1318f221b2
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fix(ftx): iterate subscription arraywhile polling klines
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2021-05-25 18:37:48 +08:00 |
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Jui-Nan Lin
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a7a141c3ea
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fix(ftx): rename to pollKLines()
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2021-05-24 14:21:40 +08:00 |
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Jui-Nan Lin
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239d55ce33
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fix(ftx): use ID()
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2021-05-24 14:18:40 +08:00 |
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Jui-Nan Lin
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9226d086b3
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fix(ftx/rest): use Id() to make rest requests
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2021-05-24 11:20:39 +08:00 |
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Jui-Nan Lin
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7fd3375741
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fix(ftx/rest): add Id() for setting restful id
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2021-05-24 11:19:30 +08:00 |
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Jui-Nan Lin
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2467d3fcf6
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fix(ftx): get current kline candle in the beginning
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2021-05-24 10:22:48 +08:00 |
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Jui-Nan Lin
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ddcd0d3969
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fix(ftx): send ctx to handleChannelKlineMessage()
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2021-05-24 10:16:17 +08:00 |
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Jui-Nan Lin
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64387ed2cb
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Merge branch 'main' into ftx/websocket-kline
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2021-05-24 10:01:58 +08:00 |
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Jui-Nan Lin
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bd9a61ea97
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fix(ftx): use select to handle kline message
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2021-05-24 10:00:43 +08:00 |
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Jui-Nan Lin
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bbeafab59b
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fix(ftx): remove unused variables
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2021-05-24 09:51:00 +08:00 |
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Jui-Nan Lin
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301ed621e6
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fix(ftx): use timer.ticker()
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2021-05-24 09:45:33 +08:00 |
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Jui-Nan Lin
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2394aab32e
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fix(ftx): start go routine while connecting to ftx websocket
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2021-05-24 09:22:47 +08:00 |
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Jui-Nan Lin
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02912f362c
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fix(ftx): subscribe channel first to avoid losing order update
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2021-05-24 09:21:49 +08:00 |
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c9s
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56b2c8845b
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fix preorder, postorder and inorder
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2021-05-22 11:36:58 +08:00 |
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Jui-Nan Lin
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14abd1436b
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fix(ftx): call EmitConnect() after connected
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2021-05-21 23:33:05 +08:00 |
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Jui-Nan Lin
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dd0bfab292
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fix(ftx): call EmitStart() after connected
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2021-05-21 23:25:26 +08:00 |
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Jui-Nan Lin
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c7f9352e20
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fix(ftx): keep in the loop
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2021-05-21 23:10:05 +08:00 |
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Jui-Nan Lin
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fb47a4882f
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fix(ftx): support subaccount in websocket
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2021-05-21 23:07:53 +08:00 |
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Jui-Nan Lin
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05bde543b7
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feat(ftx): emulating kline channel with polling
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2021-05-21 23:07:39 +08:00 |
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c9s
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57a78777df
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move Time type to types.Time
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2021-05-21 00:10:53 +08:00 |
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Jui-Nan Lin
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02649bdd63
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fix(ftx): use generated order id if not specified
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2021-05-19 21:37:29 +08:00 |
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Jui-Nan Lin
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c0cf529db7
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fix(ftx): allow empty TimeInForce to place market orders
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2021-05-17 21:05:44 +08:00 |
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Jui-Nan Lin
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31993d7ccf
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fix(ftx): update test toGlobalOrderBook
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2021-05-17 18:53:43 +08:00 |
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Jui-Nan Lin
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316799d5a0
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fix(ftxExchange): setup a symbol mapping table
ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style
We setup a mapping table in Markets() to make conversion
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2021-05-17 18:32:29 +08:00 |
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c9s
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e636a5008d
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replace Exchange field type with ExchangeName
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2021-05-16 17:02:23 +08:00 |
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ycdesu
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1e3ce81c06
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ftx: pull out map
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2021-04-01 11:55:27 +08:00 |
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ycdesu
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a659bacb0d
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ftx: remove back slash from symbol
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2021-04-01 11:54:16 +08:00 |
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ycdesu
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28c9ac95ac
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ftx: query kline using rest api
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2021-03-31 18:09:13 +08:00 |
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ycdesu
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f912fde6e3
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ftx: panic if subscribe unsupported channel
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2021-03-29 22:11:39 +08:00 |
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ycdesu
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66f165584f
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fix: make since/until optional
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2021-03-29 22:11:39 +08:00 |
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ycdesu
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f526a937d1
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ftx: websocket keepalive
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2021-03-29 22:11:39 +08:00 |
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ycdesu
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53c9b0a606
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ftx: remove redundant abstraction
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2021-03-29 22:11:39 +08:00 |
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ycdesu
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e152aa1036
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ftx: trade update
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2021-03-29 22:11:39 +08:00 |
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ycdesu
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f345730778
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ftx: handle err response
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2021-03-29 22:11:38 +08:00 |
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ycdesu
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9c4ccbd6e2
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ftx: subscribe order update
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2021-03-29 22:11:38 +08:00 |
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ycdesu
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34ea325499
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ftx: refactor websocket_messages structs
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2021-03-29 22:11:38 +08:00 |
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ycdesu
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d3cdd3c2a6
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ftx: define order update response
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2021-03-29 22:11:38 +08:00 |
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ycdesu
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2e2ae46bae
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ftx: subscribe order update
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2021-03-29 22:11:38 +08:00 |
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ycdesu
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f60f1ef52e
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ftx: authenticate websocket
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2021-03-27 18:16:52 +08:00 |
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ycdesu
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691251169d
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ftx: define ws login request
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2021-03-27 16:58:51 +08:00 |
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ycdesu
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3bcd5a8e83
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ftx: null guard in close
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2021-03-27 09:54:12 +08:00 |
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ycdesu
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9e77b3afd8
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ftx: support queryTrades method
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2021-03-26 00:43:15 +08:00 |
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ycdesu
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241f1ee9de
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ftx: support lastOrderID
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2021-03-23 22:27:11 +08:00 |
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ycdesu
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17b6122cf8
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ftx: assign query string to order/wallet requests
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2021-03-23 22:26:18 +08:00 |
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ycdesu
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bce749c13b
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ftx: add missing query string
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2021-03-23 22:25:57 +08:00 |
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ycdesu
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ab743f85c2
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ftx:support deposit histories
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2021-03-21 20:17:41 +08:00 |
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ycdesu
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d2a5a755be
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ftx: implement queryMarket
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2021-03-21 13:06:46 +08:00 |
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ycdesu
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14652c6918
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ftx: define market request
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2021-03-21 13:06:46 +08:00 |
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c9s
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b4083bdf10
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fix fee calc tests
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2021-03-20 22:59:53 +08:00 |
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c9s
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a52101b163
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remove bps from the fee calc
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2021-03-20 22:53:14 +08:00 |
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ycdesu
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c8447663db
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refactor: use fixedpoint to store fee
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2021-03-19 08:49:24 +08:00 |
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ycdesu
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83ae943a4f
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ftx: calculate commission
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2021-03-18 23:58:28 +08:00 |
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ycdesu
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a62481590e
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ftx: support PlatformCurrency
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2021-03-18 23:58:28 +08:00 |
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ycdesu
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8a75b21a38
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ftx: support account info
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2021-03-18 23:53:55 +08:00 |
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ycdesu
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4a5a53ea28
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ftx: support queryClosedOrders
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2021-03-17 21:26:25 +08:00 |
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ycdesu
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54ca62ac5c
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ftx: define ordersHistory in rest client
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2021-03-17 08:18:37 +08:00 |
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ycdesu
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342b0dd1dd
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ftx: cancel orders
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2021-03-16 22:36:44 +08:00 |
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ycdesu
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c88297117b
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ftx: new rest everytime
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2021-03-15 19:02:14 +08:00 |
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ycdesu
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a83b95d262
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ftx: implemenet place order func
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2021-03-13 10:41:04 +08:00 |
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ycdesu
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506fdcd84f
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ftx: add conversion helper
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2021-03-13 09:51:16 +08:00 |
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ycdesu
|
778ceb2985
|
ftx: define orderResponse struct
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2021-03-13 09:51:03 +08:00 |
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ycdesu
|
0e611dbee4
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ftx: rename orders to ordersResponse
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2021-03-12 23:03:08 +08:00 |
|
YC
|
b33402df24
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Merge pull request #147 from c9s/ftx/query-open-orders
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2021-03-08 18:50:56 +08:00 |
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ycdesu
|
ee8ebde12d
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ftx: add todo
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2021-03-07 12:53:41 +08:00 |
|
ycdesu
|
6599f276db
|
ftx: implement query open orders
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2021-03-07 12:51:13 +08:00 |
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ycdesu
|
3676450e4b
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ftx: convert open order
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2021-03-07 12:51:13 +08:00 |
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ycdesu
|
16366b09a4
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ftx: rename responses.go to rest_responses.go
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2021-03-07 12:51:13 +08:00 |
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ycdesu
|
26963ce7ab
|
ftx: rename balance.go to rest_balance_request.go
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2021-03-07 12:51:13 +08:00 |
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ycdesu
|
f6f3fcab02
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ftx: orderbook snapshot checksum
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2021-03-06 19:23:44 +08:00 |
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ycdesu
|
be7c393fcb
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ftx: print orderbook update
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2021-03-04 10:02:40 +08:00 |
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ycdesu
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43275d08bc
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ftx: use pure function to convert orderbook snapshot
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2021-03-03 22:36:14 +08:00 |
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ycdesu
|
55b9569777
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ftx: use the same struct to handle orderbook snapshot/update
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2021-03-03 22:33:06 +08:00 |
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ycdesu
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e34f68ab90
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ftx: unmarshal all fields at the same time
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2021-03-03 10:31:46 +08:00 |
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