303 Commits

Author	SHA1	Message	Date
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
Jui-Nan Lin	bee3b913f2	fix(ftx): typo	2021-05-25 21:30:15 +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