Commit Graph

1301 Commits

Author SHA1 Message Date
c9s
94bb7f5dac max: fix order symbol convertion 2020-11-07 12:19:57 +08:00
c9s
b13a2deec5 emit klines and setup account balances 2020-11-07 03:18:05 +08:00
c9s
22a214328d implement backtest command, stream and add backtest config 2020-11-07 02:57:50 +08:00
c9s
8823a39fc2 support backtesting kline verification 2020-11-07 00:49:17 +08:00
c9s
555fe57341 implement kline sync function from command 2020-11-06 21:40:48 +08:00
c9s
78d7c71ecc add kline service and extend kline struct fields 2020-11-06 19:07:07 +08:00
c9s
b86b74effb fix max kline parsing 2020-11-05 15:04:56 +08:00
c9s
b38d0d15ed fix order sync for max 2020-11-05 14:12:19 +08:00
c9s
7e47f754c5 use channel to sync trades 2020-11-05 13:35:04 +08:00
c9s
7fab2e24de improve order persistence and support order data sync 2020-11-05 11:14:14 +08:00
c9s
a4555a2b7b implement QueryClosedOrders 2020-11-05 11:14:14 +08:00
c9s
fe16f9aa4d add is_working column 2020-11-05 11:14:14 +08:00
c9s
bb0ff263c8 assign order_id to the trade object 2020-11-05 11:14:14 +08:00
c9s
8e0b5d11a7 add max grid config and fix max price formatting 2020-10-31 20:38:20 +08:00
c9s
14abe3fb7e pull out active order book to the types package 2020-10-31 20:38:20 +08:00
c9s
8174b64e21 handle max order update message convertion 2020-10-31 18:29:58 +08:00
c9s
63df07b815 fix MAX market min price format 2020-10-31 18:29:58 +08:00
c9s
9c46ef17b2 handle order update 2020-10-31 18:29:58 +08:00
c9s
60b78979dc fix order id parsing (seems case insensitive) 2020-10-31 18:29:58 +08:00
c9s
c3961024cf implement grid strategy update orders method 2020-10-31 18:29:58 +08:00
c9s
67446670ac finalize swing strategy and fix trade reporter issue 2020-10-28 17:48:16 +08:00
c9s
e2df24f31c support standard indicatorset 2020-10-28 09:43:19 +08:00
c9s
085d02bee4 clean up strategy code since we can loaded from the config 2020-10-26 22:04:48 +08:00
c9s
145264aae4 cancel orders and re-submit maker orders 2020-10-26 00:26:17 +08:00
c9s
336fb4d25b max: fix order cancel request payload 2020-10-25 22:41:54 +08:00
c9s
de11ef10f5 return created order objects from SubmitOrders method 2020-10-25 19:22:22 +08:00
c9s
fa30f6b52a Support binance order update execution type convertion 2020-10-25 19:22:22 +08:00
c9s
391767953a Fix binance trade transaction time convertion 2020-10-25 19:22:22 +08:00
c9s
308427416a Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
2020-10-25 19:22:22 +08:00
c9s
678e4ef4ab add trade reporter 2020-10-22 10:47:54 +08:00
c9s
fc687f3174 max: implement kline event parser for websocket 2020-10-19 22:46:34 +08:00
c9s
366036a35b max: parse and convert trade update 2020-10-19 22:23:49 +08:00
c9s
822e4c2703 receive trade in value instead of pointer 2020-10-19 22:06:43 +08:00
c9s
b0b1d2bd49 max: fix currency conversion 2020-10-19 21:33:21 +08:00
c9s
73e17730d7 move account type into types package 2020-10-18 11:30:37 +08:00
c9s
fe1a25d735 max: add resolution to the subscription 2020-10-18 00:09:37 +08:00
c9s
530da665d3 fix max newAuthenticatedRequest for nil data 2020-10-18 00:05:54 +08:00
c9s
2d88f8e5f6 remove unused empty method convertDepthResponseToSnapshot 2020-10-17 23:49:14 +08:00
c9s
615da2e1d8 add logger with fields 2020-10-17 10:39:03 +08:00
c9s
ee86a71ebb split files 2020-10-16 10:14:36 +08:00
c9s
5112b83041 max: fix internal currency usage 2020-10-14 11:02:10 +08:00
c9s
c58375f57e max: extend max exchange market information 2020-10-14 10:53:18 +08:00
c9s
88461396f1 rearrange market config fields 2020-10-14 10:39:14 +08:00
c9s
2b41f76082 add maxPrice, minPrice and tickSize config 2020-10-14 10:34:33 +08:00
c9s
64c2170cd5 implement QueryMarkets on binance 2020-10-14 10:16:59 +08:00
c9s
a91f851ac7 pass types.SubmitOrder by value 2020-10-13 18:08:02 +08:00
c9s
4ce716d6ad binance: make asset parameter optional 2020-10-12 17:15:33 +08:00
c9s
92a5eac412 make currency parameter optional 2020-10-12 17:15:13 +08:00
c9s
ea7b501c26 add transfer history command for calculating baseline and show transfer records 2020-10-11 20:08:54 +08:00
c9s
2d246c3f71 move deposit type to global type and add max deposit history support 2020-10-11 17:35:59 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00