c9s
b56c800e12
binance: add order status to the error message
2022-01-11 16:47:55 +08:00
c9s
97422f26e7
binance: should return error when order does not contain orderID or clientOrderID
2022-01-11 16:38:02 +08:00
c9s
96ffab9cd8
binance: add details to order cancel error
2022-01-11 16:35:49 +08:00
c9s
4a8751e486
binance: fix listen key keep alive worker call
2022-01-11 14:16:35 +08:00
c9s
eefee46e9b
binance: invert if
2022-01-11 13:38:03 +08:00
c9s
cf07ca7aa0
binance: adjust listen key update interval to longer period
2022-01-11 13:37:02 +08:00
c9s
71a0604e72
use fixedpoint to parse payload directly
2022-01-11 01:41:33 +08:00
c9s
e5b4af53e6
all: clean up SubmitOrder fields
2022-01-11 01:36:19 +08:00
c9s
4b0e721580
binance: change binance debug client env var name to debug-binance-client
2022-01-10 16:37:41 +08:00
TonyQ
25801f9f63
add ratelmiter
2022-01-10 16:33:19 +08:00
c9s
6c3ee314d9
binance: fix order cancel client order id usage
2022-01-10 13:29:27 +08:00
c9s
cc0e5f71b0
clean up binance stream
2022-01-02 12:02:36 +08:00
c9s
85c14e5966
binance: fix parser tests
2022-01-02 02:44:47 +08:00
c9s
dcea623264
binance: change listen key update interval to 10 minutes
2022-01-02 02:41:58 +08:00
c9s
9d382a6b8c
binance: use sync.Once to protect the set server time calls
2022-01-02 02:14:04 +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
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
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
3b9a191c95
binance: refactor binance stream handlers
2021-12-30 14:02:36 +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
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
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
168e6306e7
binance: remove verbose log
2021-12-23 22:29:14 +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
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
bace225470
binance: fix, call set time service only when key and secret is given
2021-12-22 01:27:25 +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
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
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
austin362667
d3526b2c71
binance: add SubmitFuturesOrder and related conversions
2021-12-13 23:19:14 +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
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
35da3ba3a0
check env vars for query related tests
2021-12-05 01:11:47 +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
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
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
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
c9s
7ff4051c61
binance: fix websocket handshake
2021-05-30 18:20:14 +08:00