Commit Graph

949 Commits

Author SHA1 Message Date
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