Commit Graph

324 Commits

Author SHA1 Message Date
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
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