464 Commits

Author	SHA1	Message	Date
c9s	a900c72032	types/position: drop approximateAverageCost	2024-08-22 11:19:54 +08:00
c9s	d1617b6a0b	Merge pull request #1697 from c9s/c9s/refactor-twap ... FEATURE: redesign and refactor twap order executor	2024-08-20 14:24:48 +08:00
c9s	648e10fd7c	binance: fix time in force setting for limit maker	2024-08-20 14:01:04 +08:00
anywhy	714275fedb	fix binance exchange query futures order	2024-08-16 13:06:43 +08:00
c9s	ab20b6db89	all: improve binance withdraw status convertion	2024-07-31 15:04:08 +08:00
c9s	01fac1fd01	binance: optimize pv parsing	2024-05-24 18:06:40 +08:00
c9s	acb84e098f	binance: use pre-allocated pv var	2024-05-24 18:06:33 +08:00
c9s	55c6a435e7	binance: remove orderbook convert error var	2024-05-24 18:06:21 +08:00
c9s	901272f153	binance: refactor and update QueryOrderTrades implementation	2024-05-24 17:35:27 +08:00
c9s	bc71c95608	binance: implement query trade for binance margin trading	2024-05-24 17:35:27 +08:00
c9s	d55d1e9867	upgrade github.com/adshao/go-binance/v2	2024-03-31 19:39:50 +08:00
Lan Phan	37a0ae53e9	support Binance paper trading for sync sub-command	2024-03-28 13:31:10 +07:00
c9s	51a340e922	binance: fix notional filter	2024-03-13 18:14:24 +08:00
zenix.huang	8268ac1d32	fix: skip test when run in github action	2024-03-12 17:48:55 +09:00
zenix.huang	465e7d8983	add test for binance new function	2024-03-12 15:57:22 +09:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
c9s	4aca676b4d	all: add exchange field to types.Market	2024-02-23 18:36:52 +08:00
c9s	d015670d63	binance: add TestClient_GetDepth test	2024-02-06 15:33:55 +08:00
c9s	0cf028d192	binance: define more event types	2024-02-06 15:28:56 +08:00
c9s	5206ec98c8	binance: make util functions private	2024-02-06 15:28:56 +08:00
c9s	e031acca13	binance: support partial depth event parsing	2024-02-06 15:28:56 +08:00
c9s	87364d0ca7	binance: refine the IsBookTicker checker written by tonyq	2024-02-06 15:28:56 +08:00
c9s	fce603064f	binance: define event types and add partial depth detection	2024-02-06 15:28:56 +08:00
c9s	97b922a8b2	binance: remove debug code	2024-02-06 15:28:56 +08:00
c9s	f734c699bc	add LastUpdateId to the SliceOrderBook struct	2024-02-06 15:28:55 +08:00
c9s	b3ef66dff4	binance: set snapshot.Time to now()	2024-02-06 15:28:55 +08:00
c9s	7e5d25a7e0	binance: implement GetDepthRequest with requestgen	2024-02-06 15:28:55 +08:00
c9s	24952581fe	Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct ... FIX: simplify booksignal struct	2024-02-06 13:02:25 +08:00
edwin	836f1f9490	pkg/exchange: use fixedpoint as value	2024-02-06 09:37:04 +08:00
c9s	24e465e5b6	binance: fix parser parsebytes	2024-02-06 00:36:49 +08:00
c9s	eea4c43619	binance: use predecl return vars	2024-02-06 00:36:49 +08:00
c9s	f64b0e7a9f	binance: pre-allocate PriceVolumeSlice memory	2024-02-06 00:36:48 +08:00
c9s	2ec01e3d28	binance: use fastjson parser pool	2024-02-06 00:36:48 +08:00
edwin	54784f8c54	pkg/exchange: rm timestamp	2024-02-05 17:02:46 +08:00
edwin	c73fc65c6d	pkg/exchange: add margin transfer request	2024-02-05 17:00:57 +08:00
edwin	f77d03d270	pkg/exchange: update borrow/repay api changes	2024-02-05 12:11:36 +08:00
edwin	b6717f2fcf	pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer	2024-02-05 11:18:40 +08:00
c9s	c1484771ea	binance: make the error message clear	2024-01-24 18:22:35 +08:00
c9s	18ccc78d83	binance: apply DefaultDepthLimit to 5000	2024-01-24 17:53:04 +08:00
c9s	07eb723da4	binance: support more depth level	2024-01-24 17:51:02 +08:00
c9s	5795a71111	binance,max: store original order status into the order struct	2023-11-17 17:14:52 +08:00
c9s	e01d89d619	Merge pull request #1232 from zenixls2/feature/forceOrder ... feature: add forceOrder api for binance to show liquid info	2023-10-05 21:46:49 +08:00
zenix	590e1648eb	fix: use MillisecondTimestamp instead	2023-10-05 16:16:27 +09:00
zenix	08dad1c497	fix: replace json.Number with MillisecondTimestamp in types	2023-09-27 15:52:02 +09:00
zenix	2e4336a604	fix: listenKeyExpired event sends string timestamp	2023-09-26 18:41:15 +09:00
zenix	13b9fc4252	add forgotten emit	2023-09-26 18:36:46 +09:00
zenix	7ae56a83da	feature: add forceOrder api for binance to show liquid info	2023-09-26 15:22:09 +09:00
Edwin	e56d8d1607	pkg/exchange: emit auth in each exchange	2023-09-14 12:01:20 +09:00
c9s	4f82843b40	Merge pull request #1306 from andycheng123/improve/binance-api ... Improve: Update Binance futures account api to v2	2023-09-11 11:14:56 +08:00
Andy Cheng	40dbfd5b42	improve/binance: rename variable to comply with golang naming convention	2023-09-08 18:14:51 +08:00