292 Commits

Author	SHA1	Message	Date
ycdesu	f526a937d1	ftx: websocket keepalive	2021-03-29 22:11:39 +08:00
ycdesu	53c9b0a606	ftx: remove redundant abstraction	2021-03-29 22:11:39 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00
ycdesu	f345730778	ftx: handle err response	2021-03-29 22:11:38 +08:00
ycdesu	9c4ccbd6e2	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	34ea325499	ftx: refactor websocket_messages structs	2021-03-29 22:11:38 +08:00
ycdesu	d3cdd3c2a6	ftx: define order update response	2021-03-29 22:11:38 +08:00
ycdesu	2e2ae46bae	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	f60f1ef52e	ftx: authenticate websocket	2021-03-27 18:16:52 +08:00
ycdesu	691251169d	ftx: define ws login request	2021-03-27 16:58:51 +08:00
ycdesu	3bcd5a8e83	ftx: null guard in close	2021-03-27 09:54:12 +08:00
ycdesu	9e77b3afd8	ftx: support queryTrades method	2021-03-26 00:43:15 +08:00
c9s	8122fddd02	add exchange field to binance trades and binance orders	2021-03-24 17:51:19 +08:00
ycdesu	241f1ee9de	ftx: support lastOrderID	2021-03-23 22:27:11 +08:00
ycdesu	17b6122cf8	ftx: assign query string to order/wallet requests	2021-03-23 22:26:18 +08:00
ycdesu	bce749c13b	ftx: add missing query string	2021-03-23 22:25:57 +08:00
c9s	67bfc508c8	max: remove unnecessary log	2021-03-22 17:40:00 +08:00
c9s	111b3ba036	max: improve multi-order request	2021-03-22 17:32:22 +08:00
c9s	3c5071b87e	use uint32 for groupID	2021-03-22 17:32:22 +08:00
c9s	cd5ac1ddf5	fix convert for limit maker	2021-03-22 17:32:22 +08:00
c9s	24c4d05e91	max: load websocket base url from the env var	2021-03-22 17:32:21 +08:00
ycdesu	ab743f85c2	ftx:support deposit histories	2021-03-21 20:17:41 +08:00
ycdesu	d2a5a755be	ftx: implement queryMarket	2021-03-21 13:06:46 +08:00
ycdesu	14652c6918	ftx: define market request	2021-03-21 13:06:46 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
c9s	1f744b0fa5	convert limit maker type to post only	2021-03-21 12:55:33 +08:00
c9s	837934e690	add post_only order type	2021-03-21 12:55:33 +08:00
c9s	b4083bdf10	fix fee calc tests	2021-03-20 22:59:53 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
c9s	d97275e408	query max account fee from the vip level api	2021-03-19 17:06:48 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
ycdesu	a62481590e	ftx: support PlatformCurrency	2021-03-18 23:58:28 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
c9s	dffd9fc980	add VipLevel api query support	2021-03-18 17:58:18 +08:00
c9s	890324a4ad	maxapi: add VipLevel	2021-03-18 17:58:18 +08:00
Yo-An Lin	40b376802e	Merge pull request #168 from c9s/feature/mark-trade-strategy	2021-03-18 10:31:59 +08:00
c9s	cad8349a1a	remove state OrderStateFinalizing from the order state ... since we are only interested in the closed orders	2021-03-18 01:15:49 +08:00
c9s	dd87bde785	fix reward sync time range issue	2021-03-18 01:15:38 +08:00
c9s	4a415a43b3	fix reward query	2021-03-18 00:46:10 +08:00
ycdesu	4a5a53ea28	ftx: support queryClosedOrders	2021-03-17 21:26:25 +08:00
ycdesu	54ca62ac5c	ftx: define ordersHistory in rest client	2021-03-17 08:18:37 +08:00
ycdesu	342b0dd1dd	ftx: cancel orders	2021-03-16 22:36:44 +08:00
Yo-An Lin	7ecb17dbe2	Merge pull request #163 from c9s/feature/mark-trade-strategy	2021-03-16 22:34:09 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
Yo-An Lin	f5b65e795e	Merge pull request #160 from c9s/feature/grid-options	2021-03-16 12:59:14 +08:00
c9s	2f7c7d344b	move emitStart method call into the stream Connect method	2021-03-16 01:32:27 +08:00
ycdesu	c88297117b	ftx: new rest everytime	2021-03-15 19:02:14 +08:00
c9s	c95e712420	binance: emit disconnect	2021-03-15 17:48:16 +08:00
c9s	6d249cf83c	bypass disconnect event	2021-03-15 17:48:16 +08:00
c9s	61a19cbfb4	align fields and tags	2021-03-15 17:31:07 +08:00
c9s	ab6b56d91e	fix taker volume parsing	2021-03-15 15:37:53 +08:00
c9s	3ffa319ba8	improve max websocket reconnecting issue	2021-03-15 10:23:20 +08:00
Yo-An Lin	e0d7fefbf2	Merge pull request #150 from c9s/fix/pnl ... feature: add deposit service and withdraw service for sync	2021-03-15 09:01:24 +08:00
c9s	0246e298d2	apply launch date if since time is empty	2021-03-14 11:18:22 +08:00
c9s	75c6a2791c	reduce log	2021-03-14 11:18:22 +08:00
c9s	8e85274876	fix used time field for withdraw	2021-03-14 11:18:22 +08:00
c9s	b25671c864	fix max deposits history ordering	2021-03-14 11:18:22 +08:00
c9s	75778675e3	fix withdraw query order	2021-03-14 11:18:22 +08:00
c9s	dbcf35e4a4	add FeeCurrency field	2021-03-14 11:18:22 +08:00
c9s	2d6b6e7427	fix withdrawal data ordering	2021-03-14 11:18:22 +08:00
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	877ea73435	maxapi: align fields	2021-03-14 11:18:22 +08:00
c9s	be672c89e6	max: update deposit and withdraw types	2021-03-14 11:18:22 +08:00
c9s	3f0290479b	binance: update withdraw and deposit types	2021-03-14 11:18:22 +08:00
c9s	33213746f4	cmd: add --all option to the cancel command	2021-03-14 10:29:45 +08:00
ycdesu	a83b95d262	ftx: implemenet place order func	2021-03-13 10:41:04 +08:00
ycdesu	506fdcd84f	ftx: add conversion helper	2021-03-13 09:51:16 +08:00
ycdesu	778ceb2985	ftx: define orderResponse struct	2021-03-13 09:51:03 +08:00
ycdesu	0e611dbee4	ftx: rename orders to ordersResponse	2021-03-12 23:03:08 +08:00
c9s	48fe6054b0	exchange/max: fix query reward issue	2021-03-10 14:18:01 +08:00
YC	b33402df24	Merge pull request #147 from c9s/ftx/query-open-orders	2021-03-08 18:50:56 +08:00
ycdesu	ee8ebde12d	ftx: add todo	2021-03-07 12:53:41 +08:00
ycdesu	6599f276db	ftx: implement query open orders	2021-03-07 12:51:13 +08:00
ycdesu	3676450e4b	ftx: convert open order	2021-03-07 12:51:13 +08:00
ycdesu	16366b09a4	ftx: rename responses.go to rest_responses.go	2021-03-07 12:51:13 +08:00
ycdesu	26963ce7ab	ftx: rename balance.go to rest_balance_request.go	2021-03-07 12:51:13 +08:00
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	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
ycdesu	e34f68ab90	ftx: unmarshal all fields at the same time	2021-03-03 10:31:46 +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
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
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	c52f918dd4	ftx: add missing types.exchange methods	2021-02-27 17:24:08 +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
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +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
c9s	507586b560	fix max websocket subscription	2021-02-22 17:36:30 +08:00
c9s	21a4669905	adjust max query limiter and sync before running trader	2021-02-22 16:54:08 +08:00