ycdesu
|
f6f3fcab02
|
ftx: orderbook snapshot checksum
|
2021-03-06 19:23:44 +08:00 |
|
ycdesu
|
be7c393fcb
|
ftx: print orderbook update
|
2021-03-04 10:02:40 +08:00 |
|
ycdesu
|
cd6457f5c0
|
orderbook: extract String() from Print()
|
2021-03-04 08:55:33 +08:00 |
|
ycdesu
|
43275d08bc
|
ftx: use pure function to convert orderbook snapshot
|
2021-03-03 22:36:14 +08:00 |
|
ycdesu
|
55b9569777
|
ftx: use the same struct to handle orderbook snapshot/update
|
2021-03-03 22:33:06 +08:00 |
|
Larry850806
|
689734567a
|
Remove unused conditions when generating orders
|
2021-03-03 14:55:11 +08:00 |
|
ycdesu
|
e34f68ab90
|
ftx: unmarshal all fields at the same time
|
2021-03-03 10:31:46 +08:00 |
|
ycdesu
|
081aa17deb
|
doc: modify comment
|
2021-03-03 08:38:55 +08:00 |
|
ycdesu
|
160f6323e8
|
ftx: emit orderbook snapshot
|
2021-03-02 22:18:41 +08:00 |
|
ycdesu
|
253810556e
|
ftx: unmarshal orderbook snapshot
|
2021-03-02 18:33:19 +08:00 |
|
ycdesu
|
45528fa219
|
ftx: modify log
|
2021-03-02 18:33:19 +08:00 |
|
ycdesu
|
a26c0553ee
|
cmd: raise symbol not found err
|
2021-03-02 18:33:19 +08:00 |
|
ycdesu
|
6f81b0ee17
|
orderbook: fix IsValid logic
The original implementation always returns an error.
|
2021-03-02 10:33:46 +08:00 |
|
ben
|
40eadfeaca
|
add yaml tag for mapping basic risk control order executor.
|
2021-03-01 13:44:58 +08:00 |
|
c9s
|
ea5554cf52
|
fix Makefile and update version file
|
2021-03-01 12:07:00 +08:00 |
|
Yo-An Lin
|
a52f487d4e
|
Merge pull request #138 from c9s/feature/global-margin-structure
feature: convert and parse binance margin structure into global types
|
2021-02-28 16:13:48 +08:00 |
|
Yo-An Lin
|
592a8d87ae
|
Merge pull request #137 from c9s/feature/scale
feature: add exp scale and log scale formula
|
2021-02-28 16:13:38 +08:00 |
|
c9s
|
3e616c5fac
|
convert and parse binance margin account structure
|
2021-02-28 15:06:20 +08:00 |
|
c9s
|
32c2780b16
|
convert binance margin account data into the global structure
|
2021-02-28 15:06:20 +08:00 |
|
c9s
|
b71ea867c5
|
ignore sync if sync service is nil
|
2021-02-28 15:05:49 +08:00 |
|
c9s
|
da79920ca9
|
rename scale struct name to PriceVolumeScale
|
2021-02-28 14:51:24 +08:00 |
|
c9s
|
83111c9eb9
|
test exponential scale with reverse range
|
2021-02-28 12:12:03 +08:00 |
|
c9s
|
3c9bcd8c9d
|
add more margin order side effect alias
|
2021-02-28 12:00:51 +08:00 |
|
c9s
|
99f236d2e0
|
integrate quantity scale into support strategy and grid strategy
|
2021-02-28 11:57:25 +08:00 |
|
c9s
|
bf87fbbf55
|
add LinearScale
|
2021-02-28 02:20:47 +08:00 |
|
c9s
|
8572df2cb3
|
add link to TestQuadraticScale
|
2021-02-28 02:07:48 +08:00 |
|
c9s
|
83af52c53b
|
add QuadraticScale
|
2021-02-28 02:06:33 +08:00 |
|
c9s
|
52395fd460
|
add log scale graph link
|
2021-02-28 01:55:35 +08:00 |
|
c9s
|
fbb8837c5c
|
add exp scale and log scale formula
|
2021-02-28 01:53:45 +08:00 |
|
ycdesu
|
f7ef4a8028
|
cmd: create orderbook command to print orderbook snapshot and updates
|
2021-02-27 19:28:01 +08:00 |
|
ycdesu
|
883b7ef028
|
ftx: handle message in a new struct
|
2021-02-27 19:27:44 +08:00 |
|
ycdesu
|
d9ad022a81
|
ftx: define subscribed msg
|
2021-02-27 19:27:37 +08:00 |
|
ycdesu
|
73d05fe7bb
|
ftx: send subscriptions when connected
|
2021-02-27 18:42:46 +08:00 |
|
ycdesu
|
2a0bd5f962
|
ws: make Reconnect() public
|
2021-02-27 18:42:45 +08:00 |
|
ycdesu
|
282ce3ee99
|
cmd: move simple session factory to cmd/utils.go
|
2021-02-27 18:42:45 +08:00 |
|
ycdesu
|
fd5574b006
|
cmd: add balances testing cmd
Only support ftx
|
2021-02-27 17:24:59 +08:00 |
|
ycdesu
|
c52f918dd4
|
ftx: add missing types.exchange methods
|
2021-02-27 17:24:08 +08:00 |
|
ycdesu
|
45da7ca1f5
|
cmd: add ftx flags
|
2021-02-27 17:23:59 +08:00 |
|
ycdesu
|
8b838b9a59
|
ftx: make logger private
|
2021-02-27 17:01:20 +08:00 |
|
ycdesu
|
b28d9631ab
|
ftx: return ftx stream but hasn't implement it yet
|
2021-02-27 16:48:50 +08:00 |
|
ycdesu
|
bf97af34f3
|
ws: implement base websocket client
|
2021-02-27 16:48:50 +08:00 |
|
c9s
|
03d7290e03
|
pull out time range group by clause generator
|
2021-02-26 17:22:08 +08:00 |
|
c9s
|
28a8ab34a2
|
pull out time range column name
|
2021-02-26 16:16:41 +08:00 |
|
c9s
|
02e7451ed6
|
bump version
|
2021-02-26 16:16:34 +08:00 |
|
c9s
|
1d29009133
|
fix max trade query ordering and sql query ordering for query last
|
2021-02-25 13:55:04 +08:00 |
|
c9s
|
854014f49a
|
add currency position aggregation and tests
|
2021-02-24 10:46:42 +08:00 |
|
c9s
|
14830c442c
|
refactor and implement reward sync and query
|
2021-02-23 22:53:00 +08:00 |
|
c9s
|
5a7cf05701
|
integrate reward service into the sync service
|
2021-02-23 16:39:48 +08:00 |
|
c9s
|
fb62af05a4
|
add global Reward type
|
2021-02-23 10:08:01 +08:00 |
|
c9s
|
96362a4936
|
max: add rewards api and example
|
2021-02-22 18:45:44 +08:00 |
|