941 Commits

Author	SHA1	Message	Date
c9s	dcea623264	binance: change listen key update interval to 10 minutes	2022-01-02 02:41:58 +08:00
c9s	96fedfd311	okex: refactor okex stream	2022-01-02 02:37:33 +08:00
TonyQ	8315607de3	exchange/ftx: #415 fix kline issue	2022-01-02 02:34:29 +08:00
c9s	9d382a6b8c	binance: use sync.Once to protect the set server time calls	2022-01-02 02:14:04 +08:00
c9s	ffe216ca2d	kucoin: remove unused fields	2022-01-02 02:11:55 +08:00
c9s	76d11af284	kucoin: fix connection field	2022-01-02 02:11:36 +08:00
c9s	f4bfd8cc6b	all: move Reconnector to standard stream	2022-01-02 02:08:34 +08:00
c9s	6f6dac611e	refactor websocket stream into standard websocket stream	2022-01-02 01:54:47 +08:00
c9s	ab0519c4be	start time is required for syncing trades	2022-01-01 02:50:07 +08:00
c9s	7d64a30a6b	kucoin: fix launch date with local time zone	2022-01-01 02:45:47 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	25f01b8837	kucoin: refactor ticker request	2022-01-01 02:07:48 +08:00
c9s	be408055a6	kucoin: refactor account service api	2022-01-01 02:04:20 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +08:00
c9s	556a581ae1	kucoin: add kucoin list history orders request	2022-01-01 00:46:33 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	2a8caa3780	batch: show trade sync time range in the message	2021-12-31 13:56:53 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	5f84f13e21	kucoin: fix trade time field issue	2021-12-31 13:20:34 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	76d31e7614	kucoin: add client order ID to converter	2021-12-30 21:39:50 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	8995ce2824	binance: adjust timeout	2021-12-30 16:51:30 +08:00
c9s	890fb5327a	rename StreamRequest to WebSocketCommand	2021-12-30 16:49:07 +08:00
c9s	35e0b1d146	binance: fix binance stream graceful shutdown	2021-12-30 16:47:39 +08:00
c9s	ff87fb007e	binance: pull out dispatchEvent	2021-12-30 16:30:02 +08:00
c9s	bae7df806f	binance: pull out getEndpointUrl	2021-12-30 16:22:29 +08:00
c9s	d72d57526c	binance: add DEBUG_BINANCE_STREAM env var	2021-12-30 16:20:32 +08:00
c9s	a2931da92c	move math rand	2021-12-30 16:18:32 +08:00
c9s	e73866a232	tmp	2021-12-30 16:17:26 +08:00
c9s	844b3c2e8e	fix kucoin context issue	2021-12-30 15:58:58 +08:00
c9s	3b9a191c95	binance: refactor binance stream handlers	2021-12-30 14:02:36 +08:00
c9s	f540742b42	add tradeType field	2021-12-30 02:37:17 +08:00
c9s	3cf499b605	kucoin: rewrite GetAllTickersRequest api	2021-12-30 02:33:07 +08:00
c9s	0fc91500e4	kucoin: rewrite GetTickerRequest with requestgen	2021-12-30 02:22:33 +08:00
c9s	5136001c9b	kucoin: rewrite ListSymbolsRequest	2021-12-30 02:17:03 +08:00
c9s	41435458d1	refactor orderbook requests with requestgen	2021-12-30 01:15:19 +08:00
c9s	2c0af99a51	rewrite kucoin bullet api with requestgen	2021-12-29 22:06:21 +08:00
c9s	8f97ee7787	binance: add isolated margin flag	2021-12-29 17:36:08 +08:00
c9s	2ef4d713f8	binance: fix margin order cancel	2021-12-29 17:35:27 +08:00
c9s	1a820936c4	binance: change log level from info to debug	2021-12-29 17:30:04 +08:00
c9s	6030a62cf0	change to debug level message	2021-12-29 17:28:45 +08:00
c9s	b637d46c83	adjust keep alive interval	2021-12-29 17:27:37 +08:00
c9s	eec699cbc9	binance: adjust timeout and interval	2021-12-29 15:25:59 +08:00
austin362667	d691bfa106	binance: add futures parser	2021-12-28 06:26:27 +08:00
c9s	1fa03cdfd6	xmaker: add back profit function	2021-12-27 02:59:55 +08:00
c9s	c49b9ef276	fix order status convert	2021-12-27 00:21:52 +08:00
c9s	e08b2e9a85	fix max exchange order status conversion and document the order status	2021-12-26 15:58:12 +08:00
c9s	e44390b655	kucoin: add more comment	2021-12-26 03:19:03 +08:00
c9s	9b8995acea	fix supportedIntervals map	2021-12-26 03:17:26 +08:00
c9s	8bf5c5f778	fix kline sync query	2021-12-26 03:14:19 +08:00
c9s	a5c7ffa134	kucoin: add the missing 5min kline convert	2021-12-26 03:07:49 +08:00
c9s	4c263dd205	fix batch kline sync	2021-12-26 03:04:21 +08:00
c9s	cf6da76ef0	service: add kucoin_klines to backtest insert table mapping	2021-12-26 02:40:13 +08:00
c9s	b79ab5d68d	kucoin: fix kline query param	2021-12-26 02:39:44 +08:00
c9s	1da0c8e755	kucoin: implement QueryKLines and fix interval conversion	2021-12-26 02:23:06 +08:00
c9s	e3181202db	kucoin: implement QueryTrades	2021-12-26 01:44:05 +08:00
c9s	8c03147ff4	kucoin: implement QueryClosedOrders	2021-12-26 01:34:03 +08:00
c9s	0cef2c52ef	all: improve cancel command and add uuid field to order struct	2021-12-26 01:27:22 +08:00
c9s	471d86c801	kucoin: implement order submit	2021-12-26 00:27:52 +08:00
c9s	50fac9d491	kucoin: pull out queryDepth method to exchange	2021-12-25 23:53:34 +08:00
Yo-An Lin	8aa2ae1b32	Merge pull request #397 from austin362667/refactor/futures-account ... binance: add futures related conversion	2021-12-25 23:17:27 +08:00
c9s	5f9753b281	kucoin: convert symbol to global symbol	2021-12-25 19:35:08 +08:00
c9s	f0d4236169	all: fix and improve kucoin orderbook stream	2021-12-25 19:34:27 +08:00
c9s	3d1ca46c77	depth: remove updates assertion	2021-12-25 02:14:49 +08:00
c9s	217499528d	binance: refactor binance depthBuffer with depth query	2021-12-25 02:14:49 +08:00
c9s	7e7115b18f	replace binance.depthFrame with the extracted depth.Buffer	2021-12-25 02:14:49 +08:00
austin362667	ba972e4058	binance: add futures related conversion ... binance: remove comments	2021-12-24 01:38:10 +08:00
c9s	c4838f5631	binance: fix depth event conversion	2021-12-23 23:55:13 +08:00
c9s	fdc5d6a54e	binance: use types.PriceVolumeSlice for depth entry	2021-12-23 23:55:02 +08:00
c9s	dae104cf9f	binance: optimize depth parsing	2021-12-23 23:54:43 +08:00
c9s	2adce6dd00	binance: return the pre-allocated err object when parsing	2021-12-23 23:54:26 +08:00
c9s	d01b9968a6	okex: format comment	2021-12-23 23:40:49 +08:00
c9s	40c4dcf2a0	okex: remove event logging	2021-12-23 23:40:10 +08:00
c9s	168e6306e7	binance: remove verbose log	2021-12-23 22:29:14 +08:00
c9s	ed6f400161	implement UnixMilli in the util package	2021-12-23 22:20:47 +08:00
c9s	d433c7f5b1	kucoin: replace UnixMilli	2021-12-23 21:09:40 +08:00
c9s	e76dd1cbc4	kucoin: fix kline parsing and subscription	2021-12-23 17:49:18 +08:00
c9s	562c287a4e	all: move publicOnly to StandardStream	2021-12-23 17:49:18 +08:00
c9s	8e834ce8fe	kucoin: convert websocket trade and order	2021-12-23 17:49:18 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
c9s	74b09551b5	kucoin: record kucoin json as files	2021-12-23 17:49:18 +08:00
c9s	838bc69f65	kucoin: reformat testdata json	2021-12-23 17:49:18 +08:00
c9s	6330a1845d	kucoin: connecting stream callbacks	2021-12-23 17:49:18 +08:00
c9s	449434da4c	kucoin: generate callback methods	2021-12-23 17:49:18 +08:00
TonyQ	75633dbf09	exchange/okex : implement bookticker for okex , #388	2021-12-23 12:42:13 +08:00
Yo-An Lin	98de0862a4	Merge pull request #395 from tony1223/bug/okex-maskkey ... exchange/okex: update QueryTickers behaviour	2021-12-23 02:51:54 +08:00
c9s	911574d8d6	kucoin: parse websocket messages	2021-12-23 02:50:56 +08:00
c9s	cec4b3dd1e	add websocket message parser	2021-12-23 02:50:56 +08:00
c9s	3fb2e12c24	kucoin: add websocket types	2021-12-23 02:50:56 +08:00
c9s	1a3f9ed4b2	kucoin: use returned ping interval instead of default	2021-12-23 02:50:56 +08:00
c9s	730ce31e67	kucoin: implement NewStream	2021-12-23 02:50:56 +08:00
c9s	0a9575aaca	kucoin: pull out ping worker	2021-12-23 02:50:56 +08:00
c9s	92076878cd	kucoin: refactor ping worker	2021-12-23 02:50:56 +08:00
c9s	b0d4688528	kucoin: implement getEndpoint method	2021-12-23 02:50:56 +08:00
c9s	a4c9aea6c6	kucoin: refactor bullet url code	2021-12-23 02:50:56 +08:00
c9s	6cbccc9a3f	kucoin: add websocket command	2021-12-23 02:50:56 +08:00
c9s	4303342841	kucoin: export ApiClient interface methods	2021-12-23 02:50:56 +08:00
c9s	c390bbc31d	add generated files	2021-12-23 02:50:56 +08:00
c9s	2230b484a8	kucoin: add bullet service	2021-12-23 02:50:56 +08:00
c9s	7f92588883	kucoinapi: refactor api client	2021-12-23 02:50:56 +08:00
c9s	c8dd02335b	kucoin: refactor and clean up	2021-12-23 02:50:56 +08:00
TonyQ	5645161403	exchange/okex: update QueryTickers behaviour	2021-12-23 01:29:43 +08:00
TonyQ	d7ac645253	exchange: update maskkey handling	2021-12-23 01:18:36 +08:00
TonyQ	16862e7208	exchange/stream : implement booktickerupdate event for ftx and ... binance	2021-12-22 21:01:11 +08:00
c9s	388cfe0854	kucoin: fix go 1.17 compatibility issue	2021-12-22 01:45:07 +08:00
c9s	3b5015e1ca	kucoin: integrate list tickers	2021-12-22 01:34:24 +08:00
c9s	0b6e66348e	kucoin: implement query tickers	2021-12-22 01:28:16 +08:00
c9s	c32f3ab2f3	add generate_symbol_map.go generator	2021-12-22 01:28:16 +08:00
c9s	fce71cb37e	implement QueryAccounts and QueryMarkets	2021-12-22 01:28:16 +08:00
c9s	62fa6dd274	implement get fills request	2021-12-22 01:28:16 +08:00
c9s	bace225470	binance: fix, call set time service only when key and secret is given	2021-12-22 01:27:25 +08:00
TonyQ	740989ca64	exchange/ftx: add more guard condition	2021-12-21 20:46:40 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
TonyQ	c0b9cc0f0b	exchange: make ftx kline event more reliable	2021-12-15 11:23:07 +08:00
Yo-An Lin	05323f211f	Merge pull request #368 from tony1223/feature/355-update-sync ... backtest : auto sync	2021-12-15 01:39:19 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
austin362667	ccd607ba28	binance: remove unsupported comments	2021-12-15 01:01:05 +08:00
austin362667	7f96fa8dde	binance: add multierr	2021-12-15 01:01:05 +08:00
austin362667	bb592663ab	binance: removed unsupport isolated futures trade	2021-12-15 01:01:05 +08:00
austin362667	a0130affe4	binance: add query orders & trades	2021-12-15 01:01:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
austin362667	839bb6d0e8	binance: remove comments cuz not support isolated futures	2021-12-14 20:41:55 +08:00
Yo-An Lin	6c6eb252cc	Merge pull request #363 from tony1223/feature/355-ftx-backtest	2021-12-14 16:09:16 +08:00
TonyQ	8eb3eede82	fix backtest (with review)	2021-12-14 16:02:54 +08:00
TonyQ	51e23b6a0c	Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review	2021-12-14 10:39:51 +08:00
TonyQ	4eb5a099ae	account: add nav_history_details and account_service for #302	2021-12-14 08:09:18 +08:00
austin362667	d3526b2c71	binance: add SubmitFuturesOrder and related conversions	2021-12-13 23:19:14 +08:00
c9s	74811abb36	okex: rewrite okex api request with requestgen	2021-12-13 14:55:44 +08:00
c9s	e2937acb28	apply requestgen for CancelOrderRequest and CancelAllOrderRequest	2021-12-13 14:55:44 +08:00
Yo-An Lin	d847d223e3	Merge pull request #356 from c9s/feature/kucoin ... refactor: apply requestgen	2021-12-13 02:14:05 +08:00
Yo-An Lin	a3215d6f31	Merge pull request #354 from austin362667/order-trade ... binance: parse OrderTrade event stream & add futures client connection	2021-12-13 02:12:19 +08:00
c9s	34c2b342ba	apply requestgen for CancelOrderRequest and CancelAllOrderRequest	2021-12-13 02:08:18 +08:00
c9s	c28833fba0	kucoinapi: use requestgen for list orders request	2021-12-13 01:53:00 +08:00
c9s	97b63f45d5	kucoin: rename receiver to r	2021-12-13 01:14:52 +08:00
c9s	22972953d0	use requestgen to generate the accessor methods	2021-12-13 01:11:15 +08:00
austin362667	04919e0fa4	binance: add futures exchange stream connection	2021-12-12 15:40:03 +08:00
austin362667	8ca60cec10	binance: add user stream event parser & toGlobalType converter	2021-12-12 15:39:06 +08:00
TonyQ	6915a0e573	ftx: update kline event handling for #318	2021-12-12 14:29:48 +08:00
c9s	de80a14715	kucoin: add cancel order command	2021-12-11 20:07:32 +08:00
c9s	95ecaa7a66	rename orderResponse to apiResponse	2021-12-11 20:02:35 +08:00
c9s	8a00509987	kucoin: check data pointer and return error	2021-12-11 19:44:07 +08:00
c9s	0c854a8a85	kucoin: add place order and list orders command	2021-12-11 19:40:53 +08:00
c9s	a9bc02ef3d	kucoin: implement order placement and cancel api	2021-12-11 18:33:30 +08:00
c9s	4d57967664	kucoin: add orderbook api	2021-12-11 18:33:30 +08:00
c9s	18653aca7e	kucoin: implement all ticker and get ticker api	2021-12-11 18:33:30 +08:00
c9s	50b79cb742	implement ListSymbols api	2021-12-11 18:33:30 +08:00
c9s	be7e9f551a	add GetAccount api	2021-12-11 18:33:30 +08:00
c9s	c8ba3f7c1b	kucoin: add query accounts api	2021-12-11 18:33:30 +08:00
c9s	cd69994647	kucoin: implement api client	2021-12-11 18:33:30 +08:00
Yo-An Lin	0cf72de21d	Merge pull request #335 from tony1223/bug/334-ftx-ratelimit ... ftx : fix #334 rate limit	2021-12-10 23:24:42 +08:00
TonyQ	5259bba5fe	ftx : fix #334 rate limit	2021-12-10 23:08:26 +08:00
c9s	fe9b604d79	update ftx market mapping	2021-12-09 15:57:44 +08:00
c9s	ca85aa69e6	pull out global premium index type and funding rate type	2021-12-09 00:10:18 +08:00
c9s	71e043e4b2	move convertPremiumIndex to convert.go	2021-12-09 00:08:25 +08:00
c9s	fbae368e6c	make getLaunchDate as a simple function	2021-12-09 00:06:46 +08:00
c9s	078c79d73f	binance: refactor QueryMarkets	2021-12-09 00:05:36 +08:00
c9s	48612e2b13	reformat import lines and add fixme note	2021-12-09 00:01:33 +08:00
c9s	2223ef088c	add ftx, okex to the public exchange factory for backtest	2021-12-08 23:27:01 +08:00
TonyQ	3dff1acd79	finetune ftx for #318	2021-12-08 19:36:37 +08:00
c9s	35da3ba3a0	check env vars for query related tests	2021-12-05 01:11:47 +08:00
c9s	062f9243c6	max: fix query ticker tests	2021-12-05 01:08:50 +08:00
c9s	715363298f	fix query ticker tests	2021-12-05 00:58:01 +08:00
c9s	4bde40f2db	override binance default http client timeout instead of zero timeout	2021-11-23 10:54:43 +08:00
Austin	c5d1a70a61	add Continuous Contract Kline/Candlestick Streams	2021-11-16 14:26:27 +08:00
Austin	a36739f119	add MarkPriceUpdateEvent	2021-11-16 01:24:36 +08:00
c9s	aceca1b49f	adjust listen key keep alive to 30 min	2021-11-07 23:40:13 +08:00
c9s	a2c2646a16	binance: adjust rate limiter bucket	2021-11-05 01:25:16 +08:00
c9s	82d859a43d	binance: fix binance order rate limiter	2021-11-05 01:21:58 +08:00
c9s	1a861c98a1	binance: add order rate limiter for binance	2021-11-04 12:50:32 +08:00
c9s	6cb593cd90	techsignal: use realtime funding rate	2021-10-20 14:01:19 +08:00
c9s	16fca0150d	implement futures PremiumIndex support	2021-10-19 15:54:16 +08:00
c9s	1e6692ec8d	rename funding rate query method name	2021-10-19 15:29:55 +08:00
c9s	e3431ef970	binance: fix binance order type for limit maker	2021-10-18 00:41:41 +08:00
c9s	4523135012	techsignal: add funding rate checker	2021-10-14 23:01:10 +08:00
c9s	7016d24fad	import types.FuturesSettings into binance exchange	2021-10-07 21:29:52 +08:00
Jui-Nan Lin	feca628319	fix(ftx): array length should > 0	2021-09-03 15:38:02 +08:00
c9s	b6fff482a4	binance: fix withdrawal time parsing	2021-09-03 14:21:59 +08:00
c9s	35ec9ae7b6	binance: fix binance withdrawal api	2021-09-02 00:27:57 +08:00
c9s	f177860450	binance: fix withdrawal service	2021-09-02 00:21:56 +08:00
zebra	2e1400d594	add transfer function	2021-08-07 15:30:51 +08:00
sincoew	4f2b1d975a	fix type change on max api	2021-07-15 17:51:14 +08:00
c9s	a8048703b3	max: fix order delete refurl	2021-06-27 11:33:00 +08:00
c9s	3fdcf466bf	max: set reqcount for nonce by default 1	2021-06-27 11:32:54 +08:00
c9s	fd2928fc82	types: add maker/taker fee rate fields to the account struct	2021-06-16 13:04:23 +08:00
c9s	657e1dc9bf	maxapi: pre-parse relative url and cache them	2021-06-16 13:04:05 +08:00
c9s	cbd0180939	maxapi: remove extra user agent header	2021-06-16 13:04:05 +08:00
c9s	16e5e08d58	maxapi: fix dump request error check	2021-06-16 13:04:05 +08:00
c9s	48c84824cf	maxapi: volume, side, market is always required for creating orders	2021-06-16 13:04:05 +08:00
c9s	2da633c221	maxapi: add HTTP_TRANSPORT_IDLE_CONN_TIMEOUT env var for override	2021-06-16 13:04:05 +08:00
c9s	7c5b676366	maxapi: create an isolated http transport rather than the default one	2021-06-16 13:04:05 +08:00
c9s	684232041c	maxapi: load http transport settings from env vars	2021-06-16 13:04:05 +08:00
c9s	b31b830b2b	max: add request dump for debugging request	2021-06-16 13:03:45 +08:00
c9s	8c3992d514	max: no need to check order volume separately	2021-06-16 13:02:21 +08:00
c9s	fdf1ee9258	max: use precision -1 to trim zeros	2021-06-16 13:02:21 +08:00
c9s	a8eda62a8d	max: set debug vars from env vars	2021-06-16 13:02:21 +08:00
c9s	0df26e0570	binance: adjust listen key keep alive to 20 minutes	2021-06-09 01:37:19 +08:00
c9s	457ca79517	binance: for network error, we should retry the request	2021-06-09 01:37:14 +08:00
c9s	ec6c10a96a	binance: adjust read timeout and increase read buffer size	2021-06-09 01:36:06 +08:00
c9s	f487b53d9e	binance: fix client order id checking	2021-06-07 01:07:00 +08:00
c9s	5fd0ab4cd3	skip client order id when no client order is given	2021-06-07 01:03:21 +08:00
c9s	291fdbaf25	optimize max submit order api priority	2021-06-07 01:03:09 +08:00
c9s	b9584117d6	add QueryLastFundingRate api to binance exchange	2021-06-01 03:15:19 +08:00
c9s	b5c4fc3e4e	fix kline record insert fields	2021-06-01 01:39:23 +08:00
c9s	bf73def701	binance: embed fixedpoint.Value into binance Balance struct	2021-06-01 01:39:22 +08:00
c9s	e3473572e9	types: add TakerBuyBaseAssetVolume and TakerBuyQuoteAssetVolume fields to kline	2021-06-01 01:39:22 +08:00
c9s	2925a77815	binance: use fixedpoint.Value for parsing floating number string	2021-06-01 01:39:22 +08:00
Jui-Nan Lin	7abd7225e1	fix(ftx): klines should not be empty	2021-05-31 22:56:26 +08:00
c9s	7ff4051c61	binance: fix websocket handshake	2021-05-30 18:20:14 +08:00
c9s	0b935eff4f	fix connection lock call	2021-05-30 18:14:22 +08:00
Yo-An Lin	406f592963	Merge pull request #258 from c9s/feature/okex ... feature: add okex exchange user data stream and public stream	2021-05-30 16:21:12 +08:00
c9s	8d12c9262f	okex: move connection context cancel calls	2021-05-30 15:54:31 +08:00
c9s	d6bd33a682	okex: remove unused code	2021-05-30 15:53:43 +08:00
c9s	d112dbb1a4	binance: check connCancel only when new context is allocated	2021-05-30 15:53:01 +08:00
c9s	f9d4068145	binance: pull out listen key from stream and reduce critical section	2021-05-30 15:51:25 +08:00
c9s	1a05f6fbd4	okex: pull read timeout and adjust to 30 seconds	2021-05-30 00:32:06 +08:00
c9s	d962dbe542	adjust read timeout	2021-05-29 20:40:47 +08:00
c9s	426a6157af	okex: fix ping connection lock	2021-05-29 00:27:28 +08:00
c9s	64b9c78a5b	okex: fix order detail segmentation	2021-05-29 00:27:05 +08:00
c9s	2a5ef30135	add ping worker to max	2021-05-29 00:26:53 +08:00
c9s	e11553139e	binance: make convert functions private	2021-05-29 00:26:39 +08:00
c9s	f49490f986	fix websocket ping/pong issue	2021-05-28 23:34:21 +08:00
c9s	002b28f75a	okex: implement candlestick api and improve kline console format	2021-05-28 20:51:10 +08:00
c9s	b430128ba1	okex: fix okex order cancellation	2021-05-28 03:05:59 +08:00
c9s	29304d14ba	okex: implement submit orders and cancel order api	2021-05-28 02:45:09 +08:00
c9s	6407eab9c1	okex: convert order details into trades and orders	2021-05-28 02:21:35 +08:00
c9s	19b700dfba	okex: parse and convert account information	2021-05-28 01:14:11 +08:00
c9s	777701c0cb	add userdatastream cmd for testing private stream	2021-05-28 00:47:34 +08:00
c9s	545d0f18e3	okex: handle kline close event	2021-05-27 18:43:42 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	76048633cc	okex: support websocket candle data	2021-05-27 17:55:23 +08:00
c9s	4fdd9d5097	okex: convert interval to candle types	2021-05-27 17:40:24 +08:00
c9s	1d400e281c	okex: convert book data to book snapshot and book update	2021-05-27 16:01:15 +08:00
c9s	884e764fe7	okex: order book parsing	2021-05-27 15:48:51 +08:00
c9s	03431da00c	okex: remove private dial method	2021-05-27 15:16:01 +08:00
c9s	f4f4304df6	move Dial method to StandardStream	2021-05-27 15:14:58 +08:00
c9s	7d62a7634b	set market data stream to public	2021-05-27 15:11:44 +08:00
c9s	18045bb1e7	Move ReconnectC to the StandardStream	2021-05-27 14:42:14 +08:00
Yo-An Lin	7804415873	Merge pull request #254 from c9s/feature/okex ... feature: add okex exchange	2021-05-27 01:28:41 +08:00
Yo-An Lin	930467d9c6	Merge pull request #257 from jnlin/ftx/symbol-map ... feat(ftx): use go generate to build symbol map	2021-05-27 01:28:10 +08:00
c9s	8c50ce725c	add stream callbacks	2021-05-27 01:07:38 +08:00
c9s	2538824661	okex: implement basic stream	2021-05-27 01:07:25 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
c9s	18daf54500	ftx: add LocalSymbol to test	2021-05-27 00:27:46 +08:00
c9s	5becfb99e6	okex: implement query account balance	2021-05-27 00:24:16 +08:00
c9s	859eaf3c2a	okex: add trade service function skeletons	2021-05-27 00:05:43 +08:00
c9s	c6c353b29a	okex: implement QueryTickers	2021-05-27 00:05:43 +08:00
c9s	c9aa0df054	gensymbols to generate spot symbol map	2021-05-27 00:05:43 +08:00
c9s	d8c6545d2d	okex: implement query ticker	2021-05-27 00:05:43 +08:00
c9s	3511bcf13f	okex: move go generate to the convert file	2021-05-27 00:05:43 +08:00
c9s	364e6fc990	okex: add local symbol convert function	2021-05-27 00:05:43 +08:00
c9s	016c60796d	pull out BNB currency string	2021-05-27 00:05:43 +08:00
c9s	ea78c0308b	add LocalSymbol field for exchange specific symbol	2021-05-27 00:05:43 +08:00
c9s	97b377da0a	okex: implement query markets	2021-05-27 00:05:43 +08:00
c9s	4ded82c94e	pull out types.Exchange interfaces to make it minimal	2021-05-27 00:05:43 +08:00
c9s	c8cb75cabc	add funding rate api support	2021-05-27 00:05:43 +08:00
c9s	2bd79bcaf0	okex: add PublicDataService NewGetInstrumentsRequest	2021-05-27 00:05:43 +08:00
c9s	365b4c3837	okex: refactor trade service and fix order details api	2021-05-27 00:05:43 +08:00
c9s	5f8108f93e	okex: add GetPendingOrderRequest	2021-05-27 00:05:43 +08:00
c9s	172239ddf6	okex: add order detail request	2021-05-27 00:05:43 +08:00
c9s	7e97163207	okex: implement batch place and batch cancel orders	2021-05-27 00:05:43 +08:00
c9s	1acbaefcd9	okex: implement place order and cancel order requests	2021-05-27 00:05:43 +08:00
c9s	b1aadb4bf0	okex: parse numbers as fixedpoints	2021-05-27 00:05:43 +08:00
c9s	8842208441	okex: add market ticker api support	2021-05-27 00:05:43 +08:00
c9s	e678289577	implement okex balances endpoint	2021-05-27 00:05:43 +08:00
c9s	fe269fd93d	okex: implement base rest client	2021-05-27 00:05:43 +08:00
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
Jui-Nan Lin	72e7915d8d	feat(ftx): use go generate to build symbol map	2021-05-26 20:53:51 +08:00
zenix	698ec9911f	Fix error formating on depth load fail	2021-05-26 00:57:35 +00:00
c9s	9c331063f4	improve depth error messages	2021-05-26 01:31:58 +08:00
c9s	06e982124b	fix depth reset	2021-05-26 01:27:42 +08:00
c9s	07ded04a9b	fix depth reset	2021-05-26 01:20:24 +08:00
c9s	44ff833c91	binance: buffer depth events	2021-05-26 01:05:12 +08:00
c9s	edeaa597f1	fix loadDepthSnapshot mutex lock issue	2021-05-26 00:58:40 +08:00
c9s	47bf7a1e03	remove time sleep for depthframe	2021-05-26 00:58:40 +08:00
Yo-An Lin	31871143a0	Merge pull request #249 from jnlin/ftx/websocket-kline ... Implement kline stream and subaccount feature for FTX exchange	2021-05-26 00:31:35 +08:00
Jui-Nan Lin	1dd397f900	fix(ftx): return original symbol if not found (e.g. BTC-PREP)	2021-05-25 23:29:50 +08:00
Jui-Nan Lin	2e749bb7a8	fix(ftx): always update since to avoid infinite loop	2021-05-25 23:21:38 +08:00
Jui-Nan Lin	bca57e017b	fix(ftx): set lastTradeID from options{} to filter trades	2021-05-25 23:14:49 +08:00
Jui-Nan Lin	2fd82ef775	fix(ftx): should use local symbol in fillResponse	2021-05-25 22:43:26 +08:00
Jui-Nan Lin	ab8c1ec18c	fix(ftx): allow subaccount to be empty	2021-05-25 22:12:10 +08:00
c9s	686dcef2c5	binance: fix depth snapshot buffering	2021-05-25 21:36:14 +08:00
Jui-Nan Lin	bee3b913f2	fix(ftx): typo	2021-05-25 21:30:15 +08:00
c9s	d3f06bc9d7	fix binance depth stream buffering	2021-05-25 19:13:10 +08:00
Jui-Nan Lin	1318f221b2	fix(ftx): iterate subscription arraywhile polling klines	2021-05-25 18:37:48 +08:00
Jui-Nan Lin	a7a141c3ea	fix(ftx): rename to pollKLines()	2021-05-24 14:21:40 +08:00
Jui-Nan Lin	239d55ce33	fix(ftx): use ID()	2021-05-24 14:18:40 +08:00
Jui-Nan Lin	9226d086b3	fix(ftx/rest): use Id() to make rest requests	2021-05-24 11:20:39 +08:00
Jui-Nan Lin	7fd3375741	fix(ftx/rest): add Id() for setting restful id	2021-05-24 11:19:30 +08:00
Jui-Nan Lin	2467d3fcf6	fix(ftx): get current kline candle in the beginning	2021-05-24 10:22:48 +08:00
Jui-Nan Lin	ddcd0d3969	fix(ftx): send ctx to handleChannelKlineMessage()	2021-05-24 10:16:17 +08:00
Jui-Nan Lin	64387ed2cb	Merge branch 'main' into ftx/websocket-kline	2021-05-24 10:01:58 +08:00
Jui-Nan Lin	bd9a61ea97	fix(ftx): use select to handle kline message	2021-05-24 10:00:43 +08:00
Jui-Nan Lin	bbeafab59b	fix(ftx): remove unused variables	2021-05-24 09:51:00 +08:00
Jui-Nan Lin	301ed621e6	fix(ftx): use timer.ticker()	2021-05-24 09:45:33 +08:00
Jui-Nan Lin	2394aab32e	fix(ftx): start go routine while connecting to ftx websocket	2021-05-24 09:22:47 +08:00
Jui-Nan Lin	02912f362c	fix(ftx): subscribe channel first to avoid losing order update	2021-05-24 09:21:49 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
Jui-Nan Lin	14abd1436b	fix(ftx): call EmitConnect() after connected	2021-05-21 23:33:05 +08:00
Jui-Nan Lin	dd0bfab292	fix(ftx): call EmitStart() after connected	2021-05-21 23:25:26 +08:00
Jui-Nan Lin	c7f9352e20	fix(ftx): keep in the loop	2021-05-21 23:10:05 +08:00
Jui-Nan Lin	fb47a4882f	fix(ftx): support subaccount in websocket	2021-05-21 23:07:53 +08:00
Jui-Nan Lin	05bde543b7	feat(ftx): emulating kline channel with polling	2021-05-21 23:07:39 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
Jui-Nan Lin	02649bdd63	fix(ftx): use generated order id if not specified	2021-05-19 21:37:29 +08:00
c9s	e95429bbc3	binance: save newer events for later usage	2021-05-19 01:02:41 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	9406682944	improve maxapi websocket reconnect issue	2021-05-18 14:14:58 +08:00
c9s	c3c3c47808	move lock section	2021-05-18 13:59:58 +08:00
c9s	c4ccd8094f	make max client order id factory public	2021-05-18 09:10:43 +08:00
Jui-Nan Lin	c0cf529db7	fix(ftx): allow empty TimeInForce to place market orders	2021-05-17 21:05:44 +08:00
Jui-Nan Lin	31993d7ccf	fix(ftx): update test toGlobalOrderBook	2021-05-17 18:53:43 +08:00
Jui-Nan Lin	316799d5a0	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	2021-05-17 18:32:29 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	5c10f8a4e2	binance: call set server time service	2021-05-16 15:03:31 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
Lee	d1cef15f75	Fix: Correct the Order FILLED event on binance	2021-05-13 00:41:23 +08:00
Lee	b0e71e4258	Fix: Correct the binance executionReport parser ... Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue	2021-05-12 18:45:16 +08:00
c9s	fd6fe56f32	implement withdrawal request on binance	2021-05-12 02:15:22 +08:00
c9s	ff7ead9bdf	fix max withdrawal address bug	2021-05-12 01:21:04 +08:00
c9s	61319fb4ff	implement Withdrawal method on max exchange	2021-05-12 00:23:13 +08:00
c9s	0b7c9a1437	implement withdrawal request api	2021-05-11 22:35:31 +08:00
c9s	03cee5eb0b	apply types.ExchangeMAX	2021-05-05 16:57:01 +08:00
c9s	859bf35255	set sync-from from config by default	2021-05-05 16:45:17 +08:00
c9s	a70d5cbcdc	fix kline sync conditions	2021-05-05 16:33:15 +08:00
c9s	d85037f9ea	add binance kline query documentation	2021-05-05 16:23:46 +08:00
c9s	8fea2022e5	adjust rate limit for backtest data syncing	2021-05-02 17:46:08 +08:00
c9s	e87c2e271f	add broker id on max	2021-04-28 19:24:07 +08:00
c9s	5d2296eddd	extract client order id generation	2021-04-28 19:20:55 +08:00
zenix	2bda296194	Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time	2021-04-21 19:50:33 +09:00
Wei-Ning Huang	e7961be86a	binance: set TimeInForce to GTC by default for limit orders ... Binance does not allow submitting order without TimeInForce set for certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by default.	2021-04-14 09:49:03 +08:00
David Chang	f884fcd45c	fix: add ioc trade type to order type	2021-04-12 14:35:46 +08:00
David Chang	0db2cc2c96	fix: add ioc trade type to order type	2021-04-12 09:35:59 +08:00
David Chang	c9198d498e	feature: add ioc order type support to max exchange	2021-04-11 12:29:23 +08:00
ycdesu	1e3ce81c06	ftx: pull out map	2021-04-01 11:55:27 +08:00
ycdesu	a659bacb0d	ftx: remove back slash from symbol	2021-04-01 11:54:16 +08:00
ycdesu	28c9ac95ac	ftx: query kline using rest api	2021-03-31 18:09:13 +08:00
ycdesu	f912fde6e3	ftx: panic if subscribe unsupported channel	2021-03-29 22:11:39 +08:00
ycdesu	66f165584f	fix: make since/until optional	2021-03-29 22:11:39 +08:00
ycdesu	f526a937d1	ftx: websocket keepalive	2021-03-29 22:11:39 +08:00
ycdesu	53c9b0a606	ftx: remove redundant abstraction	2021-03-29 22:11:39 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00
ycdesu	f345730778	ftx: handle err response	2021-03-29 22:11:38 +08:00
ycdesu	9c4ccbd6e2	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	34ea325499	ftx: refactor websocket_messages structs	2021-03-29 22:11:38 +08:00
ycdesu	d3cdd3c2a6	ftx: define order update response	2021-03-29 22:11:38 +08:00
ycdesu	2e2ae46bae	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	f60f1ef52e	ftx: authenticate websocket	2021-03-27 18:16:52 +08:00
ycdesu	691251169d	ftx: define ws login request	2021-03-27 16:58:51 +08:00
ycdesu	3bcd5a8e83	ftx: null guard in close	2021-03-27 09:54:12 +08:00
ycdesu	9e77b3afd8	ftx: support queryTrades method	2021-03-26 00:43:15 +08:00
c9s	8122fddd02	add exchange field to binance trades and binance orders	2021-03-24 17:51:19 +08:00
ycdesu	241f1ee9de	ftx: support lastOrderID	2021-03-23 22:27:11 +08:00
ycdesu	17b6122cf8	ftx: assign query string to order/wallet requests	2021-03-23 22:26:18 +08:00
ycdesu	bce749c13b	ftx: add missing query string	2021-03-23 22:25:57 +08:00
c9s	67bfc508c8	max: remove unnecessary log	2021-03-22 17:40:00 +08:00
c9s	111b3ba036	max: improve multi-order request	2021-03-22 17:32:22 +08:00
c9s	3c5071b87e	use uint32 for groupID	2021-03-22 17:32:22 +08:00
c9s	cd5ac1ddf5	fix convert for limit maker	2021-03-22 17:32:22 +08:00
c9s	24c4d05e91	max: load websocket base url from the env var	2021-03-22 17:32:21 +08:00
ycdesu	ab743f85c2	ftx:support deposit histories	2021-03-21 20:17:41 +08:00
ycdesu	d2a5a755be	ftx: implement queryMarket	2021-03-21 13:06:46 +08:00
ycdesu	14652c6918	ftx: define market request	2021-03-21 13:06:46 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
c9s	1f744b0fa5	convert limit maker type to post only	2021-03-21 12:55:33 +08:00
c9s	837934e690	add post_only order type	2021-03-21 12:55:33 +08:00
c9s	b4083bdf10	fix fee calc tests	2021-03-20 22:59:53 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
c9s	d97275e408	query max account fee from the vip level api	2021-03-19 17:06:48 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
ycdesu	a62481590e	ftx: support PlatformCurrency	2021-03-18 23:58:28 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
c9s	dffd9fc980	add VipLevel api query support	2021-03-18 17:58:18 +08:00
c9s	890324a4ad	maxapi: add VipLevel	2021-03-18 17:58:18 +08:00
Yo-An Lin	40b376802e	Merge pull request #168 from c9s/feature/mark-trade-strategy	2021-03-18 10:31:59 +08:00
c9s	cad8349a1a	remove state OrderStateFinalizing from the order state ... since we are only interested in the closed orders	2021-03-18 01:15:49 +08:00
c9s	dd87bde785	fix reward sync time range issue	2021-03-18 01:15:38 +08:00
c9s	4a415a43b3	fix reward query	2021-03-18 00:46:10 +08:00
ycdesu	4a5a53ea28	ftx: support queryClosedOrders	2021-03-17 21:26:25 +08:00
ycdesu	54ca62ac5c	ftx: define ordersHistory in rest client	2021-03-17 08:18:37 +08:00
ycdesu	342b0dd1dd	ftx: cancel orders	2021-03-16 22:36:44 +08:00
Yo-An Lin	7ecb17dbe2	Merge pull request #163 from c9s/feature/mark-trade-strategy	2021-03-16 22:34:09 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
Yo-An Lin	f5b65e795e	Merge pull request #160 from c9s/feature/grid-options	2021-03-16 12:59:14 +08:00
c9s	2f7c7d344b	move emitStart method call into the stream Connect method	2021-03-16 01:32:27 +08:00
ycdesu	c88297117b	ftx: new rest everytime	2021-03-15 19:02:14 +08:00
c9s	c95e712420	binance: emit disconnect	2021-03-15 17:48:16 +08:00
c9s	6d249cf83c	bypass disconnect event	2021-03-15 17:48:16 +08:00
c9s	61a19cbfb4	align fields and tags	2021-03-15 17:31:07 +08:00