76 Commits

Author	SHA1	Message	Date
edwin	fc4a9769c9	pkg/exchange: use individual rate limit	2024-10-02 17:23:20 +08:00
edwin	771a136acd	pkg/exchange: fix redundant code	2024-10-01 21:22:42 +08:00
edwin	a68764b763	pkg/exchange: merge FeeRatePoller into StreamDataProvider	2024-10-01 11:45:33 +08:00
edwin	7f1e1a3a51	pkg/exchange: export SymbolFeeDetail struct	2024-10-01 11:45:33 +08:00
edwin	eb2a7421da	pkg/exchange: integrate the v5 query trade api	2024-10-01 11:45:31 +08:00
edwin	d2c1ae0642	pkg/exchange: move fee rate calculate method outside	2024-10-01 00:06:47 +08:00
edwin	f6e58ded02	pkg/exchange: add PollAndGet method and declare an interface	2024-10-01 00:06:43 +08:00
edwin	bdfcbdcf56	pkg/exchange: move common execution field to bybitapi.trade	2024-09-30 16:28:07 +08:00
edwin	aac833d135	pkg/exchange: add execution list request to bybit	2024-09-30 16:27:33 +08:00
c9s	a8444e9796	bybit,biget: improve bitget, bybit query log messages	2024-09-23 17:51:33 +08:00
edwin	b1414b583e	pkg/exchange: remove the query after place order	2024-03-14 12:15:37 +08:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
battmdpkq	54db9e9eec	fix some typos ... Signed-off-by: battmdpkq <cmaker@163.com>	2024-03-07 18:38:58 +08:00
Edwin	29550f0013	pkg/exchange: we don't need the fee rate in the public stream	2023-12-13 13:53:58 +08:00
Edwin	87d763598f	pkg/exchange: use backoff retry	2023-11-21 18:01:21 +08:00
Edwin	51718b6eb2	pkg/exchnage: add log rate limiter to stream event	2023-11-21 18:01:18 +08:00
Edwin	5808e0184b	pkg/types: skip pong event on emitting raw message	2023-11-14 20:41:07 +08:00
Edwin	eb04eaeea4	pkg/exchange: types.kline end time should -1 time.Millisecond	2023-11-14 14:21:31 +08:00
Edwin	ef280077cd	pkg/exchange: print fee rate log	2023-11-13 11:53:41 +08:00
Edwin	2c072281d7	pkg/exchange: add assertion for api response	2023-11-08 22:43:01 +08:00
Edwin	b41f4712d7	pkg/exchange: add fee recover	2023-11-07 17:17:38 +08:00
Edwin	2049e71cf6	pkg/exchange: rm the retry	2023-11-07 14:53:00 +08:00
Edwin	82ac8f184f	pkg/exchange: to periodically fetch the fee rate	2023-11-06 22:17:29 +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	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	881db49b70	pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter	2023-10-25 21:36:26 +08:00
Edwin	ef582f6e52	pkg/exchange: support order book depth 200 on bybit	2023-10-12 11:11:26 +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
Edwin	9a05357350	pkg/exchange: remove the limitation of query range due to bybit support the query	2023-09-27 14:44:11 +08:00
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
Edwin	e56d8d1607	pkg/exchange: emit auth in each exchange	2023-09-14 12:01:20 +09:00
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
Edwin	da13bb680e	pkg/exchange: support unsubscribe for bybit	2023-09-06 12:18:47 +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
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	9ee7377f36	pkg/exchange: fix quantity for buy market order	2023-08-21 15:59:13 +08:00
Edwin	3ad7075ace	pkg/exchange: fix quantity coin unit	2023-08-18 01:08:09 +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
Edwin	6cfbb84bb5	pkg/exchange: fix order id check for the submitted orders	2023-08-16 14:47:35 +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
Edwin	54e7065d8a	pkg/exchange: implement trade event	2023-08-10 19:58:27 +08:00