1154 Commits

Author	SHA1	Message	Date
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	956ef71a48	use stamp time with milliseconds	2021-05-23 01:29:41 +08:00
c9s	fbe850b364	improve floating number formatting	2021-05-23 01:19:26 +08:00
c9s	117b26840e	show net profit margin percentage	2021-05-23 01:17:20 +08:00
c9s	de768296f1	fix rbtree memory error, check neel	2021-05-23 01:12:16 +08:00
c9s	9c70e36e1b	save average cost with feeInQuote in the ApproximateAverageCost	2021-05-23 01:05:11 +08:00
c9s	d2e299a68a	improve position comment	2021-05-23 00:42:57 +08:00
c9s	9efb45b133	reduce side book copy	2021-05-23 00:42:44 +08:00
c9s	9fa10ee1fd	fix rbtree price volume order	2021-05-23 00:42:27 +08:00
c9s	7a653affa6	slice orderbook: do not copy book callbacks	2021-05-23 00:21:57 +08:00
c9s	0061e51dc9	fix rbtree copy depth	2021-05-23 00:21:57 +08:00
なるみ	2052d05bb3	Move Float64Slice to types	2021-05-22 20:20:48 +08:00
c9s	1531f2bb1b	fix rbtree insertion and rotation	2021-05-22 18:11:32 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	289227e5f3	add exists method for active book	2021-05-22 17:44:07 +08:00
c9s	0a908e5dda	fix position test for net profit	2021-05-22 17:43:53 +08:00
c9s	cca3284140	separate net profit and profit	2021-05-22 17:17:37 +08:00
Yo-An Lin	20f02886de	Merge pull request #250 from narumiruna/feature/kd ... feature: add stochastic oscillator (KD) indicator	2021-05-22 16:52:46 +08:00
Yo-An Lin	890323c87b	Merge pull request #251 from narumiruna/fix/kline-window ... fix: KLineWindow	2021-05-22 16:51:53 +08:00
c9s	6df72d54a8	add callbacks	2021-05-22 16:47:34 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	cca37d309a	fix rbtree iteration	2021-05-22 14:57:14 +08:00
c9s	fd710d533f	implement tree copy method	2021-05-22 12:18:08 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
なるみ	0377a7321e	Rename KD to STOCH	2021-05-22 05:52:10 +08:00
なるみ	b9ced0955d	Fix test	2021-05-22 05:36:38 +08:00
なるみ	25f76235e9	Fix GetHigh, GetLow and Mid	2021-05-22 05:26:27 +08:00
なるみ	50d96f1276	Fix KLineWindow.Tail	2021-05-22 05:22:38 +08:00
なるみ	ec6cbb05aa	Add kd_test.go	2021-05-22 05:00:27 +08:00
なるみ	b82fbbb2ab	Add pop, max, min, sum, mean and tail methods to Float64Slice	2021-05-22 03:28:25 +08:00
なるみ	c58e252ff2	Add stochastic oscillator indicator	2021-05-22 03:24:09 +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	09d68057c5	move price volume slice to a separated file	2021-05-21 12:32:47 +08:00
c9s	94fb0e320e	implement RBTree orderbook benchmark	2021-05-21 12:31:18 +08:00
c9s	f6229515ac	fix color ref	2021-05-21 02:18:45 +08:00
c9s	31f9920ddc	fix func comment	2021-05-21 02:17:57 +08:00