Commit Graph

70 Commits

Author SHA1 Message Date
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
zenix
a5ffca7fe8 fix: gosimple alert 2022-06-17 20:19:51 +09:00
zenix
ba1342cbc3 feature: add pre-commit 2022-06-17 16:07:00 +09:00
zenix
55fa4cc8f1 fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
eb10889d35
okex: fix okex rate limit 2022-05-03 12:11:50 +08:00
c9s
d742aea633
okex: fix kline query 2022-05-03 11:14:53 +08:00
c9s
0c09e6b32a use global timeInForce type 2022-02-18 13:52:13 +08:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
c9s
e5b4af53e6 all: clean up SubmitOrder fields 2022-01-11 01:36:19 +08:00
c9s
96fedfd311 okex: refactor okex stream 2022-01-02 02:37:33 +08:00
c9s
6f6dac611e refactor websocket stream into standard websocket stream 2022-01-02 01:54:47 +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
562c287a4e all: move publicOnly to StandardStream 2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d all: change trade id to uint64 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
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
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
c9s
74811abb36 okex: rewrite okex api request with requestgen 2021-12-13 14:55:44 +08:00
c9s
2223ef088c add ftx, okex to the public exchange factory for backtest 2021-12-08 23:27:01 +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
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
1a05f6fbd4 okex: pull read timeout and adjust to 30 seconds 2021-05-30 00:32:06 +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
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
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