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Commit Graph

292 Commits

Author SHA1 Message Date
c9s
92882f68f4
max: add borrow and repay todo 2022-06-02 01:28:33 +08:00
c9s
78f9c7d569
improve autoborrow checks 2022-06-02 01:27:04 +08:00
c9s
4e666dee98
max: implement margin borrow and repay service on max 2022-06-01 20:44:24 +08:00
c9s
01822eee28
max: use v3 order api to submit orders 2022-06-01 20:34:20 +08:00
c9s
50accc5a2c
max: fix QueryAccount for margin 2022-06-01 19:56:10 +08:00
c9s
e66eb08db4
batch: refactor batch query 2022-05-31 00:59:33 +08:00
c9s
4f0ac41850
max: generate missing files 2022-05-28 16:52:02 +08:00
c9s
fcdf0f8168
max: rename methods 2022-05-28 16:48:51 +08:00
c9s
753d7a8d5e
max: rename requests 2022-05-28 16:47:41 +08:00
c9s
cef002ccb6
move type alias 2022-05-28 16:06:16 +08:00
c9s
887fe09b44
max: add margin level info the account 2022-05-27 19:48:03 +08:00
c9s
c891cc56e3
max: fix trades/orders parsing 2022-05-27 19:48:03 +08:00
c9s
d792f3b83b
max: drop unused url ref vars 2022-05-27 16:46:56 +08:00
c9s
60d65a390f
max: add margin api (liquidation history and interest history) 2022-05-27 16:40:56 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio) 2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history) 2022-05-27 15:04:47 +08:00
c9s
8721679f74
max: update market struct fields 2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api 2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor 2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3 2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent 2022-05-26 18:07:17 +08:00
c9s
4d8ea7d979
max: log adratio 2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt 2022-05-25 20:12:16 +08:00
c9s
2ffbb2ed82
max: add ad_ratio_update type 2022-05-25 20:06:51 +08:00
c9s
a74ad31ea0
max: parse ADRatio message 2022-05-25 20:06:17 +08:00
c9s
83abf14f3b
max: add updateTime field parse 2022-05-25 19:52:29 +08:00
c9s
f65821d4fd
max: add mwallet message type to parser 2022-05-25 14:42:45 +08:00
c9s
9f0d975b57
max: add filters when margin is on 2022-05-25 14:40:43 +08:00
c9s
e5e505d65e
max: apply margin settings struct 2022-05-25 14:38:09 +08:00
c9s
eccee460ca
max: add filters field to the auth message 2022-05-25 13:51:24 +08:00
c9s
0ee23e0ce4
max: refactor order sort method into the types package 2022-05-24 18:07:34 +08:00
c9s
680231e0c5
max: drop legacy queryAllClosedOrders method 2022-05-24 18:04:33 +08:00
c9s
9d459612a4
maxapi: add wallet type validation 2022-05-24 18:00:52 +08:00
c9s
79893f4b88
define wallet type and separate wallet order api 2022-05-24 17:48:08 +08:00
c9s
c6ede883ce
add max v3 api 2022-05-24 17:40:00 +08:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv 2022-05-05 14:39:29 +08:00
c9s
f65ecbdbb5
max: add net asset field to max's balance 2022-05-04 21:43:59 +08:00
c9s
a57a238e09
bbgo: add more sync options 2022-04-25 17:18:42 +08:00
c9s
76012f0b71
max: deposit request currency field is optional 2022-04-25 16:27:07 +08:00
c9s
9e06053c3b max: rewrite and rename private trade request 2022-04-21 14:56:20 +08:00
c9s
f9908f2931 rewrite private trade request 2022-04-21 14:52:44 +08:00
c9s
8e2a993370 max: improve max closed orders syncing 2022-04-21 14:11:49 +08:00
c9s
93b10f20ac maxapi: fix fromID to uint64 2022-04-21 13:18:00 +08:00
c9s
e754b68cdf maxapi: fix http timeout 2022-04-21 13:17:43 +08:00
c9s
0410ef1305 maxapi: refactor rewards api 2022-04-21 00:18:34 +08:00
c9s
8b9383ecfa maxapi: refactor withdrawal request 2022-04-20 16:38:08 +08:00
c9s
72ea9f7e24 maxapi: add deposit request tests and withdrawal request tests 2022-04-20 14:01:18 +08:00
c9s
f3eafd5cd8 remove unused get trades method 2022-04-20 13:49:06 +08:00
c9s
387c0bfb8b maxapi: rewrite vip level request 2022-04-20 13:35:17 +08:00
c9s
68abeb826b maxapi: add account service tests 2022-04-20 13:28:39 +08:00
c9s
f9df65a2f8 maxapi: add generated files 2022-04-20 13:20:54 +08:00
c9s
ff7f1a8bc8 maxapi: always merge params into the payload for signing 2022-04-20 12:18:35 +08:00
c9s
4d8997a8d5 max: pass context background to the request 2022-04-20 12:18:35 +08:00
c9s
5cba6a6133 maxapi: use requestgen to query and submit orders 2022-04-20 12:18:35 +08:00
c9s
93b19faa3a refactor newAuthenticatedRequest 2022-04-20 12:18:35 +08:00
c9s
bf4a0169bd max: update client api 2022-04-20 12:18:35 +08:00
c9s
d1f4c0a225 max: fix kline parse 2022-03-15 16:07:19 +08:00
c9s
fcbdf8162a max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT 2022-03-07 13:56:20 +08:00
c9s
e23232c3e7 max: fix timeInForce conversion 2022-03-06 18:37:34 +08:00
c9s
586013d9f2 max: fix order update message 2022-03-06 18:33:21 +08:00
c9s
fb9f8b484c max: remove ioc limit type 2022-02-18 13:57:47 +08:00
zenix
cdba7924b4 fix backtest panic when cancel fail on the last order 2022-02-15 12:01:39 +09:00
zenix
05521a98b6 add skeleton strategy. fix most of the tests. fix final asset value 2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
c9s
a2a7ef4f7a exchange: implement ExchangeOrderQueryService on max and binance 2022-02-10 17:48:53 +08:00
c9s
59cc4d7243 max: improve max closed order query 2022-01-27 00:02:35 +08:00
c9s
6286c50f7a max: always sort trades 2022-01-24 23:59:10 +08:00
c9s
f284c35b81 max: ensure orders are sorted ascendingly 2022-01-24 23:54:58 +08:00
c9s
04a15340bc max: add warning for the uneffected conditions 2022-01-24 23:51:53 +08:00
c9s
50871c1b61 max: fix order query limiter call and order state for query 2022-01-24 23:45:56 +08:00
c9s
0c0a12781a max: fix max exchange closed order sync 2022-01-24 23:18:52 +08:00
c9s
ec72a922c8 all: add subscribe depth options 2022-01-12 22:27:42 +08:00
c9s
8c2228f428 cmd: use time.Local for the local timezone 2022-01-12 15:33:04 +08:00
c9s
e5b4af53e6 all: clean up SubmitOrder fields 2022-01-11 01:36:19 +08:00
c9s
8b6cae9107 max: fix max authenticated event parsing 2022-01-02 12:20:38 +08:00
c9s
e04139a330 max: clean up and refactor max stream 2022-01-02 12:02:36 +08:00
c9s
c49b9ef276 fix order status convert 2021-12-27 00:21:52 +08:00
c9s
e08b2e9a85 fix max exchange order status conversion and document the order status 2021-12-26 15:58:12 +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
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
35da3ba3a0 check env vars for query related tests 2021-12-05 01:11:47 +08:00
c9s
062f9243c6 max: fix query ticker tests 2021-12-05 01:08:50 +08:00
sincoew
4f2b1d975a fix type change on max api 2021-07-15 17:51:14 +08:00
c9s
a8048703b3 max: fix order delete refurl 2021-06-27 11:33:00 +08:00
c9s
3fdcf466bf max: set reqcount for nonce by default 1 2021-06-27 11:32:54 +08:00
c9s
fd2928fc82 types: add maker/taker fee rate fields to the account struct 2021-06-16 13:04:23 +08:00
c9s
657e1dc9bf maxapi: pre-parse relative url and cache them 2021-06-16 13:04:05 +08:00
c9s
cbd0180939 maxapi: remove extra user agent header 2021-06-16 13:04:05 +08:00
c9s
16e5e08d58 maxapi: fix dump request error check 2021-06-16 13:04:05 +08:00
c9s
48c84824cf maxapi: volume, side, market is always required for creating orders 2021-06-16 13:04:05 +08:00
c9s
2da633c221 maxapi: add HTTP_TRANSPORT_IDLE_CONN_TIMEOUT env var for override 2021-06-16 13:04:05 +08:00
c9s
7c5b676366 maxapi: create an isolated http transport rather than the default one 2021-06-16 13:04:05 +08:00
c9s
684232041c maxapi: load http transport settings from env vars 2021-06-16 13:04:05 +08:00
c9s
b31b830b2b max: add request dump for debugging request 2021-06-16 13:03:45 +08:00
c9s
8c3992d514 max: no need to check order volume separately 2021-06-16 13:02:21 +08:00
c9s
fdf1ee9258 max: use precision -1 to trim zeros 2021-06-16 13:02:21 +08:00
c9s
a8eda62a8d max: set debug vars from env vars 2021-06-16 13:02:21 +08:00