1378 Commits

Author	SHA1	Message	Date
c9s	0cf028d192	binance: define more event types	2024-02-06 15:28:56 +08:00
c9s	5206ec98c8	binance: make util functions private	2024-02-06 15:28:56 +08:00
c9s	e031acca13	binance: support partial depth event parsing	2024-02-06 15:28:56 +08:00
c9s	87364d0ca7	binance: refine the IsBookTicker checker written by tonyq	2024-02-06 15:28:56 +08:00
c9s	fce603064f	binance: define event types and add partial depth detection	2024-02-06 15:28:56 +08:00
c9s	97b922a8b2	binance: remove debug code	2024-02-06 15:28:56 +08:00
c9s	f734c699bc	add LastUpdateId to the SliceOrderBook struct	2024-02-06 15:28:55 +08:00
c9s	b3ef66dff4	binance: set snapshot.Time to now()	2024-02-06 15:28:55 +08:00
c9s	7e5d25a7e0	binance: implement GetDepthRequest with requestgen	2024-02-06 15:28:55 +08:00
c9s	24952581fe	Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct ... FIX: simplify booksignal struct	2024-02-06 13:02:25 +08:00
bailantaotao	1c98e603b1	Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3 ... FEATURE: [binance] add margin request	2024-02-06 10:02:38 +08:00
edwin	836f1f9490	pkg/exchange: use fixedpoint as value	2024-02-06 09:37:04 +08:00
c9s	24e465e5b6	binance: fix parser parsebytes	2024-02-06 00:36:49 +08:00
c9s	eea4c43619	binance: use predecl return vars	2024-02-06 00:36:49 +08:00
c9s	75a2abeeab	max: reduce kline parsing cost	2024-02-06 00:36:49 +08:00
c9s	f64b0e7a9f	binance: pre-allocate PriceVolumeSlice memory	2024-02-06 00:36:48 +08:00
c9s	2ec01e3d28	binance: use fastjson parser pool	2024-02-06 00:36:48 +08:00
edwin	54784f8c54	pkg/exchange: rm timestamp	2024-02-05 17:02:46 +08:00
edwin	c73fc65c6d	pkg/exchange: add margin transfer request	2024-02-05 17:00:57 +08:00
c9s	565cdef54f	Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2 ... MINOR: [binance] update borrow/repay api changes	2024-02-05 15:08:44 +08:00
edwin	f77d03d270	pkg/exchange: update borrow/repay api changes	2024-02-05 12:11:36 +08:00
c9s	aad3f89492	Merge pull request #1523 from c9s/edwin/binance/update-api-changes ... MAJOR: [binance] replace margin/transfer to asset/transfer	2024-02-05 11:42:25 +08:00
edwin	b6717f2fcf	pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer	2024-02-05 11:18:40 +08:00
edwin	3846b2aead	pkg/exchange: add response validation func	2024-02-01 14:40:59 +08:00
Edwin	f0ad014837	pkg/exchange: support kline subscriptions	2024-01-30 12:17:50 +08:00
Edwin	429036985c	pkg/exchange: add new kline stream	2024-01-30 10:23:10 +08:00
Edwin	d2b45f5d58	pkg/exchange: refactor kline api	2024-01-29 20:59:53 +08:00
c9s	c1484771ea	binance: make the error message clear	2024-01-24 18:22:35 +08:00
c9s	3aa6b0c13c	max: remove unused parseBookEntries function	2024-01-24 17:56:04 +08:00
c9s	18ccc78d83	binance: apply DefaultDepthLimit to 5000	2024-01-24 17:53:04 +08:00
c9s	07eb723da4	binance: support more depth level	2024-01-24 17:51:02 +08:00
c9s	6cf5300650	max: preallocate fastjson array object var memory	2024-01-24 16:58:42 +08:00
c9s	e67155d6cc	max: optimize book parsing	2024-01-24 16:58:42 +08:00
c9s	fcd367b8c2	max: pre-allocate price volume slice memory	2024-01-24 16:58:42 +08:00
c9s	e6f911380d	max: set max websocket book default level	2024-01-24 13:52:49 +08:00
Edwin	7841813fe0	pkg/exchange: fix okx query open order time param	2024-01-23 14:26:40 +08:00
Edwin	ac649b3bd4	pkg/exchange: add cash trade mode to place order req	2024-01-18 14:13:38 +08:00
bailantaotao	8ceadd80f3	Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval ... FEATURE: [okx] set ping interval	2024-01-18 09:17:08 +08:00
bailantaotao	62c19b4d99	Merge pull request #1502 from c9s/edwin/okx/order-trade-event ... REFACTOR: [okx] refactor order trade event by json.Unmarshal	2024-01-17 16:20:17 +08:00
Edwin	80d8c000bc	pkg/exchange: set ping interval	2024-01-17 15:58:54 +08:00
Edwin	c5d2047605	pkg/exchange: emit balance snapshot after authed	2024-01-17 14:15:44 +08:00
Edwin	91913f021c	pkg/exchange: refactor order trade event by json.Unmarshal	2024-01-16 15:36:51 +08:00
Edwin	11506fb605	pkg/exchange: fix queryTrades and queryOrderTrade api	2024-01-16 09:10:33 +08:00
Edwin	fa145a3622	pkg/exchange: refactor query closed order	2024-01-15 11:41:17 +08:00
Edwin	b352ae855f	pkg/exchange: add query open orders	2024-01-14 15:52:54 +08:00
c9s	c01be14c70	max: remove unused var	2024-01-11 15:20:38 +08:00
c9s	68be0badca	max: improve depth parsing speed	2024-01-11 15:20:19 +08:00
c9s	905148a34f	maxapi: use fastjson parser pool	2024-01-11 15:20:06 +08:00
Edwin	373242d306	pkg/exchange: generate cancel order by requestgen	2024-01-11 11:29:04 +08:00
bailantaotao	8eb555619f	Merge pull request #1494 from c9s/edwin/okx/place-order ... FEATURE: [okx] generate place order request by requestgen	2024-01-11 10:33:31 +08:00