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Commit Graph

1090 Commits

Author SHA1 Message Date
c9s
c9f2027a38 ftx: remove the legacy orderRequest 2022-03-03 11:55:00 +08:00
c9s
5ea01c8d80 regenerate symbol map 2022-03-03 11:44:01 +08:00
c9s
eaa81f1313 ftx: remove legacy balances method 2022-03-03 11:43:15 +08:00
c9s
270ae51c9b ftx: remove legacy PlaceOrderPayload 2022-03-03 11:42:57 +08:00
c9s
2510f14d53 ftx: remove legacy place order request method 2022-03-03 11:42:40 +08:00
c9s
5bbb796e94 ftx: clean up imports 2022-03-03 11:42:25 +08:00
c9s
37db477ece ftx: remove legacy method CancelOrderByClientID 2022-03-03 11:42:13 +08:00
c9s
60ad6bc901 ftx: remove legacy CancelOrderByOrderID method 2022-03-03 11:41:51 +08:00
c9s
064da7f938 ftx: remove legacy open orders method 2022-03-03 11:40:23 +08:00
c9s
a47924d1c9 ftx: remove legacy order history method 2022-03-03 11:40:03 +08:00
c9s
6ae588575a ftx: remove legacy market api method 2022-03-03 11:39:11 +08:00
c9s
2845e03100 ftx: fix ftx test cases 2022-03-03 01:47:19 +08:00
c9s
3f8f17b1de ftx: reimplement submit order api 2022-03-03 00:30:52 +08:00
c9s
3b601d73ce ftx: remove legacy fills requests 2022-03-03 00:30:52 +08:00
c9s
4321cab557 ftx: drop the legacy unused account request 2022-03-03 00:30:52 +08:00
c9s
688445d7e7 cmd: add get-order cmd 2022-03-03 00:30:52 +08:00
c9s
95daa004aa ftx: implement get order status api 2022-03-03 00:30:52 +08:00
c9s
14bcc780a4 ftxapi: add cancel order by client order id 2022-03-03 00:30:52 +08:00
c9s
07dd2e8d9c ftx: improve order cancel by client order id 2022-03-03 00:30:52 +08:00
c9s
5cfc266d7a ftx: simplify and replace the order history query 2022-03-03 00:30:52 +08:00
c9s
5c8997e293 ftx: fix ftx order status isWorking 2022-03-03 00:30:52 +08:00
c9s
66700016e4 ftx: add toGlobalOrderNew to convert new order structure 2022-03-03 00:30:52 +08:00
c9s
e9e1127d3e ftx: replace query markets api 2022-03-03 00:30:52 +08:00
c9s
883f0ed83a ftxapi: replace fill implementation 2022-03-03 00:30:52 +08:00
c9s
833354e553 ftx: replace QueryTrades implementation 2022-03-03 00:30:52 +08:00
c9s
9c371425f6 ftx: replace QueryAccount implementation 2022-03-03 00:30:52 +08:00
c9s
84bc170a2e ftxapi: use order types 2022-03-03 00:30:52 +08:00
c9s
03f0305b3d ftxapi: add fills request 2022-03-03 00:30:52 +08:00
c9s
14a49989fe ftxapi: define types 2022-03-03 00:30:52 +08:00
c9s
cd0ac71b99 ftxapi: separate request files 2022-03-03 00:30:52 +08:00
c9s
abc425d820 ftx: fix ftx api client 2022-03-03 00:30:52 +08:00
c9s
93992801f9 ftxapi: add order history request 2022-03-03 00:30:52 +08:00
c9s
9e350afed5 ftxapi: add get coins api 2022-03-03 00:30:52 +08:00
c9s
3601edab84 ftxapi: add get single market api 2022-03-03 00:30:52 +08:00
c9s
2a6310c5f5 ftxapi: add get markets api 2022-03-03 00:30:52 +08:00
c9s
94ee46787e ftxapi: add generated files 2022-03-03 00:30:52 +08:00
c9s
7ed2e352d9 ftx: rewrite ftxapi 2022-03-03 00:30:52 +08:00
c9s
208a9bcb7d fix: fix context error handling 2022-02-18 18:21:51 +08:00
c9s
849f2a248e ftx: check context error 2022-02-18 15:35:58 +08:00
c9s
3a488a4c0f ftx: add ioc order test 2022-02-18 14:50:54 +08:00
c9s
17034b2467 ftx: fix ioc convert 2022-02-18 14:10:21 +08:00
c9s
f6ebeeafc5 ftx: cast time in force from the order result 2022-02-18 14:07:29 +08:00
c9s
d0f1e2db04 ftx: fix ftx ioc conversion 2022-02-18 14:01:47 +08:00
c9s
fb9f8b484c max: remove ioc limit type 2022-02-18 13:57:47 +08:00
c9s
0c09e6b32a use global timeInForce type 2022-02-18 13:52:13 +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
2ccc449657 fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint 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
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value 
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
 2022-02-15 12:00:39 +09:00
ankion
98b4495d1f Fix: precision of futures trade data is incorrect. 2022-02-14 10:32:13 +08:00
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
Yo-An Lin
d79cce30e3
Merge pull request #443 from austin362667/refactor/futures-account 
binance: add futures broker
 2022-01-26 14:11:48 +08:00
c9s
6286c50f7a max: always sort trades 2022-01-24 23:59:10 +08:00
c9s
0bf6e533e0 kucoin: fix closed orders query 2022-01-24 23:56:48 +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
e8fd1486b1 binance: fix binance closed order sync 2022-01-23 16:19:13 +08:00
austin362667
5a4adf4d72 binance: add futures broker 2022-01-23 15:26:15 +08:00
c9s
4d921b0b36 kucoin: fix klines ordering 2022-01-19 18:33:54 +08:00
Yo-An Lin
0e0525be99
Merge pull request #418 from austin362667/refactor/futures-account 
binance: add futures exchange api queries
 2022-01-17 20:54:49 +08:00
austin362667
0ab94e0884 binance: fix err handler 2022-01-15 08:28:02 +08:00
austin362667
734221028b binance: fix parse type 2022-01-15 08:28:02 +08:00
austin362667
9a1d2cba31 binance: add account info in query account 2022-01-15 08:28:02 +08:00
austin362667
32c2f128f5 binance: add TradeFutures 2022-01-15 08:28:02 +08:00
austin362667
8130ef78c1 binance: refactor margin related conversions 2022-01-15 08:28:02 +08:00
austin362667
5404bfe7f8 binance: fix futures symbol not found from syncSession 
binance: fix query trades, closed orders futures symbol not found

binance: fix futures symbol not found
 2022-01-15 08:28:02 +08:00
austin362667
0f0539fe70 binance: add futures exchange queries 2022-01-15 08:28:02 +08:00
austin362667
6071c07073 binance: add futures conversion 2022-01-15 08:28:02 +08:00
Lee
f6c70bdfcb ftx: Separate the lastClosed record for different interval 2022-01-15 05:12:45 +08:00
c9s
140e5638b8 binance: apply order cancel rate limiter 2022-01-15 00:52:54 +08:00
c9s
ec72a922c8 all: add subscribe depth options 2022-01-12 22:27:42 +08:00
c9s
f9e72dc79f binance: subscribe binance depth10@100ms 2022-01-12 22:17:07 +08:00
c9s
1a61935850 add depth buffer logs 2022-01-12 21:55:26 +08:00
c9s
8c2228f428 cmd: use time.Local for the local timezone 2022-01-12 15:33:04 +08:00
Yo-An Lin
30c1dd3e3d
Merge pull request #424 from tony1223/bug/binance-add-ratelimiter 
fix: [binance] add order rate limiter
 2022-01-12 12:53:51 +08:00
Yo-An Lin
c2b121f9ee
Merge pull request #432 from jessy1092/ftx/support-limit-maker 
ftx: Support LIMIT_MAKER and IOC_LIMIT order type
 2022-01-12 12:50:57 +08:00
Lee
523d9b3071 ftx: Support LIMIT_MAKER and IOC_LIMIT order type 2022-01-12 03:47:12 +08:00
c9s
b302adcc7e types: add and use OrderError 2022-01-11 18:00:07 +08:00
c9s
857db529af binance: show order info in the error 2022-01-11 17:05:36 +08:00
c9s
b56c800e12 binance: add order status to the error message 2022-01-11 16:47:55 +08:00
c9s
97422f26e7 binance: should return error when order does not contain orderID or clientOrderID 2022-01-11 16:38:02 +08:00
c9s
96ffab9cd8 binance: add details to order cancel error 2022-01-11 16:35:49 +08:00
c9s
4a8751e486 binance: fix listen key keep alive worker call 2022-01-11 14:16:35 +08:00
c9s
eefee46e9b binance: invert if 2022-01-11 13:38:03 +08:00
c9s
cf07ca7aa0 binance: adjust listen key update interval to longer period 2022-01-11 13:37:02 +08:00
c9s
71a0604e72 use fixedpoint to parse payload directly 2022-01-11 01:41:33 +08:00
c9s
e5b4af53e6 all: clean up SubmitOrder fields 2022-01-11 01:36:19 +08:00
c9s
4b0e721580 binance: change binance debug client env var name to debug-binance-client 2022-01-10 16:37:41 +08:00
TonyQ
25801f9f63 add ratelmiter 2022-01-10 16:33:19 +08:00
c9s
6c3ee314d9 binance: fix order cancel client order id usage 2022-01-10 13:29:27 +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
cc0e5f71b0 clean up binance stream 2022-01-02 12:02:36 +08:00
Yo-An Lin
b22bb4b28d
Merge pull request #416 from tony1223/bug/415-ftx-kline 
exchange/ftx: #415 fix kline issue
 2022-01-02 02:46:22 +08:00
c9s
85c14e5966 binance: fix parser tests 2022-01-02 02:44:47 +08:00
c9s
dcea623264 binance: change listen key update interval to 10 minutes 2022-01-02 02:41:58 +08:00
c9s
96fedfd311 okex: refactor okex stream 2022-01-02 02:37:33 +08:00
TonyQ
8315607de3 exchange/ftx: #415 fix kline issue 2022-01-02 02:34:29 +08:00
c9s
9d382a6b8c binance: use sync.Once to protect the set server time calls 2022-01-02 02:14:04 +08:00
c9s
ffe216ca2d kucoin: remove unused fields 2022-01-02 02:11:55 +08:00
c9s
76d11af284 kucoin: fix connection field 2022-01-02 02:11:36 +08:00
c9s
f4bfd8cc6b all: move Reconnector to standard stream 2022-01-02 02:08:34 +08:00
c9s
6f6dac611e refactor websocket stream into standard websocket stream 2022-01-02 01:54:47 +08:00
c9s
ab0519c4be start time is required for syncing trades 2022-01-01 02:50:07 +08:00
c9s
7d64a30a6b kucoin: fix launch date with local time zone 2022-01-01 02:45:47 +08:00
c9s
129f44bbcb fix empty start time sync issue 2022-01-01 02:43:08 +08:00
c9s
25f01b8837 kucoin: refactor ticker request 2022-01-01 02:07:48 +08:00
c9s
be408055a6 kucoin: refactor account service api 2022-01-01 02:04:20 +08:00
c9s
6d5ab33d17 kucoin: fix kucoin order query 2022-01-01 01:28:29 +08:00
c9s
556a581ae1 kucoin: add kucoin list history orders request 2022-01-01 00:46:33 +08:00
c9s
eba33329d1 always sort orders and trades in the batch query 2021-12-31 14:12:41 +08:00
c9s
2a8caa3780 batch: show trade sync time range in the message 2021-12-31 13:56:53 +08:00
c9s
20c6c7eb9a all: fix trade, order sync for kucoin 2021-12-31 13:52:16 +08:00
c9s
5f84f13e21 kucoin: fix trade time field issue 2021-12-31 13:20:34 +08:00
c9s
e09b4fa5fb kucoin: rewrite cancel all orders request 2021-12-31 01:50:56 +08:00
c9s
6addd503aa kucoin: generate PlaceOrderRequest with requestgen 2021-12-31 01:43:31 +08:00
c9s
af19875e2e kucoin: fix predefined generate command alias 2021-12-31 01:39:45 +08:00
c9s
b91bf10a7c kucoin: remove New prefix from the requests 2021-12-31 01:36:41 +08:00
Yo-An Lin
8aef3c002a
Merge pull request #412 from austin362667/refactor/futures-account 
binance: add futures stream
 2021-12-31 01:27:34 +08:00
c9s
b8b5ccdd2d kucoin: refactor account service with requestgen 2021-12-31 01:25:04 +08:00
austin362667
9483a0d10d binance: modify methods for registering callbacks 2021-12-31 00:11:47 +08:00
austin362667
65d37c1983 binance: add futures stream 2021-12-31 00:08:27 +08:00
austin362667
5cc768031e binance: add FuturesPosition conversion 2021-12-31 00:08:27 +08:00
c9s
3c2704c4ae add binance.us support 2021-12-30 23:46:43 +08:00
c9s
ba73d5a09a fix kucoin orderTime parsing and order id conversion 2021-12-30 22:02:50 +08:00
c9s
76d31e7614 kucoin: add client order ID to converter 2021-12-30 21:39:50 +08:00
c9s
cfc66dc13e bbgo: add session connection notification 2021-12-30 17:18:04 +08:00
c9s
8995ce2824 binance: adjust timeout 2021-12-30 16:51:30 +08:00
c9s
890fb5327a rename StreamRequest to WebSocketCommand 2021-12-30 16:49:07 +08:00
c9s
35e0b1d146 binance: fix binance stream graceful shutdown 2021-12-30 16:47:39 +08:00
c9s
ff87fb007e binance: pull out dispatchEvent 2021-12-30 16:30:02 +08:00
c9s
bae7df806f binance: pull out getEndpointUrl 2021-12-30 16:22:29 +08:00
c9s
d72d57526c binance: add DEBUG_BINANCE_STREAM env var 2021-12-30 16:20:32 +08:00
c9s
a2931da92c move math rand 2021-12-30 16:18:32 +08:00
c9s
e73866a232 tmp 2021-12-30 16:17:26 +08:00
c9s
844b3c2e8e fix kucoin context issue 2021-12-30 15:58:58 +08:00
c9s
3b9a191c95 binance: refactor binance stream handlers 2021-12-30 14:02:36 +08:00
c9s
f540742b42 add tradeType field 2021-12-30 02:37:17 +08:00
c9s
3cf499b605 kucoin: rewrite GetAllTickersRequest api 2021-12-30 02:33:07 +08:00
c9s
0fc91500e4 kucoin: rewrite GetTickerRequest with requestgen 2021-12-30 02:22:33 +08:00
c9s
5136001c9b kucoin: rewrite ListSymbolsRequest 2021-12-30 02:17:03 +08:00
c9s
41435458d1 refactor orderbook requests with requestgen 2021-12-30 01:15:19 +08:00
c9s
2c0af99a51 rewrite kucoin bullet api with requestgen 2021-12-29 22:06:21 +08:00
c9s
8f97ee7787 binance: add isolated margin flag 2021-12-29 17:36:08 +08:00
c9s
2ef4d713f8 binance: fix margin order cancel 2021-12-29 17:35:27 +08:00
c9s
1a820936c4 binance: change log level from info to debug 2021-12-29 17:30:04 +08:00
c9s
6030a62cf0 change to debug level message 2021-12-29 17:28:45 +08:00
c9s
b637d46c83 adjust keep alive interval 2021-12-29 17:27:37 +08:00
c9s
eec699cbc9 binance: adjust timeout and interval 2021-12-29 15:25:59 +08:00
austin362667
d691bfa106 binance: add futures parser 2021-12-28 06:26:27 +08:00
c9s
1fa03cdfd6 xmaker: add back profit function 2021-12-27 02:59:55 +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
e44390b655 kucoin: add more comment 2021-12-26 03:19:03 +08:00
c9s
9b8995acea fix supportedIntervals map 2021-12-26 03:17:26 +08:00
c9s
8bf5c5f778 fix kline sync query 2021-12-26 03:14:19 +08:00
c9s
a5c7ffa134 kucoin: add the missing 5min kline convert 2021-12-26 03:07:49 +08:00
c9s
4c263dd205 fix batch kline sync 2021-12-26 03:04:21 +08:00
c9s
cf6da76ef0 service: add kucoin_klines to backtest insert table mapping 2021-12-26 02:40:13 +08:00
c9s
b79ab5d68d kucoin: fix kline query param 2021-12-26 02:39:44 +08:00
c9s
1da0c8e755 kucoin: implement QueryKLines and fix interval conversion 2021-12-26 02:23:06 +08:00
c9s
e3181202db kucoin: implement QueryTrades 2021-12-26 01:44:05 +08:00
c9s
8c03147ff4 kucoin: implement QueryClosedOrders 2021-12-26 01:34:03 +08:00
c9s
0cef2c52ef all: improve cancel command and add uuid field to order struct 2021-12-26 01:27:22 +08:00
c9s
471d86c801 kucoin: implement order submit 2021-12-26 00:27:52 +08:00
c9s
50fac9d491 kucoin: pull out queryDepth method to exchange 2021-12-25 23:53:34 +08:00
Yo-An Lin
8aa2ae1b32
Merge pull request #397 from austin362667/refactor/futures-account 
binance: add futures related conversion
 2021-12-25 23:17:27 +08:00
c9s
5f9753b281 kucoin: convert symbol to global symbol 2021-12-25 19:35:08 +08:00
c9s
f0d4236169 all: fix and improve kucoin orderbook stream 2021-12-25 19:34:27 +08:00
c9s
3d1ca46c77 depth: remove updates assertion 2021-12-25 02:14:49 +08:00
c9s
217499528d binance: refactor binance depthBuffer with depth query 2021-12-25 02:14:49 +08:00
c9s
7e7115b18f replace binance.depthFrame with the extracted depth.Buffer 2021-12-25 02:14:49 +08:00
austin362667
ba972e4058 binance: add futures related conversion 
binance: remove comments
 2021-12-24 01:38:10 +08:00
c9s
c4838f5631 binance: fix depth event conversion 2021-12-23 23:55:13 +08:00
c9s
fdc5d6a54e binance: use types.PriceVolumeSlice for depth entry 2021-12-23 23:55:02 +08:00
c9s
dae104cf9f binance: optimize depth parsing 2021-12-23 23:54:43 +08:00
c9s
2adce6dd00 binance: return the pre-allocated err object when parsing 2021-12-23 23:54:26 +08:00
c9s
d01b9968a6 okex: format comment 2021-12-23 23:40:49 +08:00
c9s
40c4dcf2a0 okex: remove event logging 2021-12-23 23:40:10 +08:00
c9s
168e6306e7 binance: remove verbose log 2021-12-23 22:29:14 +08:00
c9s
ed6f400161 implement UnixMilli in the util package 2021-12-23 22:20:47 +08:00
c9s
d433c7f5b1 kucoin: replace UnixMilli 2021-12-23 21:09:40 +08:00
c9s
e76dd1cbc4 kucoin: fix kline parsing and subscription 2021-12-23 17:49:18 +08:00
c9s
562c287a4e all: move publicOnly to StandardStream 2021-12-23 17:49:18 +08:00
c9s
8e834ce8fe kucoin: convert websocket trade and order 2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d all: change trade id to uint64 2021-12-23 17:49:18 +08:00
c9s
74b09551b5 kucoin: record kucoin json as files 2021-12-23 17:49:18 +08:00
c9s
838bc69f65 kucoin: reformat testdata json 2021-12-23 17:49:18 +08:00
c9s
6330a1845d kucoin: connecting stream callbacks 2021-12-23 17:49:18 +08:00
c9s
449434da4c kucoin: generate callback methods 2021-12-23 17:49:18 +08:00
TonyQ
75633dbf09 exchange/okex : implement bookticker for okex , #388 2021-12-23 12:42:13 +08:00
Yo-An Lin
98de0862a4
Merge pull request #395 from tony1223/bug/okex-maskkey 
exchange/okex: update QueryTickers behaviour
 2021-12-23 02:51:54 +08:00
c9s
911574d8d6 kucoin: parse websocket messages 2021-12-23 02:50:56 +08:00
c9s
cec4b3dd1e add websocket message parser 2021-12-23 02:50:56 +08:00
c9s
3fb2e12c24 kucoin: add websocket types 2021-12-23 02:50:56 +08:00
c9s
1a3f9ed4b2 kucoin: use returned ping interval instead of default 2021-12-23 02:50:56 +08:00
c9s
730ce31e67 kucoin: implement NewStream 2021-12-23 02:50:56 +08:00
c9s
0a9575aaca kucoin: pull out ping worker 2021-12-23 02:50:56 +08:00
c9s
92076878cd kucoin: refactor ping worker 2021-12-23 02:50:56 +08:00
c9s
b0d4688528 kucoin: implement getEndpoint method 2021-12-23 02:50:56 +08:00
c9s
a4c9aea6c6 kucoin: refactor bullet url code 2021-12-23 02:50:56 +08:00
c9s
6cbccc9a3f kucoin: add websocket command 2021-12-23 02:50:56 +08:00
c9s
4303342841 kucoin: export ApiClient interface methods 2021-12-23 02:50:56 +08:00
c9s
c390bbc31d add generated files 2021-12-23 02:50:56 +08:00
c9s
2230b484a8 kucoin: add bullet service 2021-12-23 02:50:56 +08:00
c9s
7f92588883 kucoinapi: refactor api client 2021-12-23 02:50:56 +08:00
c9s
c8dd02335b kucoin: refactor and clean up 2021-12-23 02:50:56 +08:00
TonyQ
5645161403 exchange/okex: update QueryTickers behaviour 2021-12-23 01:29:43 +08:00
TonyQ
d7ac645253 exchange: update maskkey handling 2021-12-23 01:18:36 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and 
binance
 2021-12-22 21:01:11 +08:00
c9s
388cfe0854 kucoin: fix go 1.17 compatibility issue 2021-12-22 01:45:07 +08:00
c9s
3b5015e1ca kucoin: integrate list tickers 2021-12-22 01:34:24 +08:00
c9s
0b6e66348e kucoin: implement query tickers 2021-12-22 01:28:16 +08:00
c9s
c32f3ab2f3 add generate_symbol_map.go generator 2021-12-22 01:28:16 +08:00
c9s
fce71cb37e implement QueryAccounts and QueryMarkets 2021-12-22 01:28:16 +08:00
c9s
62fa6dd274 implement get fills request 2021-12-22 01:28:16 +08:00
c9s
bace225470 binance: fix, call set time service only when key and secret is given 2021-12-22 01:27:25 +08:00
TonyQ
740989ca64 exchange/ftx: add more guard condition 2021-12-21 20:46:40 +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
TonyQ
c0b9cc0f0b exchange: make ftx kline event more reliable 2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f Merge pull request #368 from tony1223/feature/355-update-sync 
backtest : auto sync
 2021-12-15 01:39:19 +08:00
TonyQ
16933555b8 backtest : auto sync missing range 2021-12-15 01:26:05 +08:00
austin362667
ccd607ba28 binance: remove unsupported comments 2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde binance: add multierr 2021-12-15 01:01:05 +08:00
austin362667
bb592663ab binance: removed unsupport isolated futures trade 2021-12-15 01:01:05 +08:00
austin362667
a0130affe4 binance: add query orders & trades 2021-12-15 01:01:05 +08:00
TonyQ
20b03fe4a5 exchange: fix ftx for wrong last kline issue 2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8 binance: remove comments cuz not support isolated futures 2021-12-14 20:41:55 +08:00
Yo-An Lin
6c6eb252cc Merge pull request #363 from tony1223/feature/355-ftx-backtest 2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82 fix backtest (with review) 2021-12-14 16:02:54 +08:00
TonyQ
51e23b6a0c Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review 2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae account: add nav_history_details and account_service for #302 2021-12-14 08:09:18 +08:00
austin362667
d3526b2c71 binance: add SubmitFuturesOrder and related conversions 2021-12-13 23:19:14 +08:00
c9s
74811abb36 okex: rewrite okex api request with requestgen 2021-12-13 14:55:44 +08:00
c9s
e2937acb28 apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 14:55:44 +08:00
Yo-An Lin
d847d223e3 Merge pull request #356 from c9s/feature/kucoin 
refactor: apply requestgen
 2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31 Merge pull request #354 from austin362667/order-trade 
binance: parse OrderTrade event stream & add futures client connection
 2021-12-13 02:12:19 +08:00
c9s
34c2b342ba apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 02:08:18 +08:00
c9s
c28833fba0 kucoinapi: use requestgen for list orders request 2021-12-13 01:53:00 +08:00
c9s
97b63f45d5 kucoin: rename receiver to r 2021-12-13 01:14:52 +08:00
c9s
22972953d0 use requestgen to generate the accessor methods 2021-12-13 01:11:15 +08:00
austin362667
04919e0fa4 binance: add futures exchange stream connection 2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10 binance: add user stream event parser & toGlobalType converter 2021-12-12 15:39:06 +08:00
TonyQ
6915a0e573 ftx: update kline event handling for #318 2021-12-12 14:29:48 +08:00
c9s
de80a14715 kucoin: add cancel order command 2021-12-11 20:07:32 +08:00
c9s
95ecaa7a66 rename orderResponse to apiResponse 2021-12-11 20:02:35 +08:00
c9s
8a00509987 kucoin: check data pointer and return error 2021-12-11 19:44:07 +08:00
c9s
0c854a8a85 kucoin: add place order and list orders command 2021-12-11 19:40:53 +08:00
c9s
a9bc02ef3d kucoin: implement order placement and cancel api 2021-12-11 18:33:30 +08:00
c9s
4d57967664 kucoin: add orderbook api 2021-12-11 18:33:30 +08:00
c9s
18653aca7e kucoin: implement all ticker and get ticker api 2021-12-11 18:33:30 +08:00
c9s
50b79cb742 implement ListSymbols api 2021-12-11 18:33:30 +08:00
c9s
be7e9f551a add GetAccount api 2021-12-11 18:33:30 +08:00
c9s
c8ba3f7c1b kucoin: add query accounts api 2021-12-11 18:33:30 +08:00
c9s
cd69994647 kucoin: implement api client 2021-12-11 18:33:30 +08:00
Yo-An Lin
0cf72de21d Merge pull request #335 from tony1223/bug/334-ftx-ratelimit 
ftx : fix #334 rate limit
 2021-12-10 23:24:42 +08:00
TonyQ
5259bba5fe ftx : fix #334 rate limit 2021-12-10 23:08:26 +08:00
c9s
fe9b604d79 update ftx market mapping 2021-12-09 15:57:44 +08:00
c9s
ca85aa69e6 pull out global premium index type and funding rate type 2021-12-09 00:10:18 +08:00
c9s
71e043e4b2 move convertPremiumIndex to convert.go 2021-12-09 00:08:25 +08:00
c9s
fbae368e6c make getLaunchDate as a simple function 2021-12-09 00:06:46 +08:00
c9s
078c79d73f binance: refactor QueryMarkets 2021-12-09 00:05:36 +08:00
c9s
48612e2b13 reformat import lines and add fixme note 2021-12-09 00:01:33 +08:00
c9s
2223ef088c add ftx, okex to the public exchange factory for backtest 2021-12-08 23:27:01 +08:00
TonyQ
3dff1acd79 finetune ftx for #318 2021-12-08 19:36:37 +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
c9s
715363298f fix query ticker tests 2021-12-05 00:58:01 +08:00
c9s
4bde40f2db override binance default http client timeout instead of zero timeout 2021-11-23 10:54:43 +08:00
Austin
c5d1a70a61 add Continuous Contract Kline/Candlestick Streams 2021-11-16 14:26:27 +08:00
Austin
a36739f119 add MarkPriceUpdateEvent 2021-11-16 01:24:36 +08:00
c9s
aceca1b49f adjust listen key keep alive to 30 min 2021-11-07 23:40:13 +08:00
c9s
a2c2646a16 binance: adjust rate limiter bucket 2021-11-05 01:25:16 +08:00
c9s
82d859a43d binance: fix binance order rate limiter 2021-11-05 01:21:58 +08:00
c9s
1a861c98a1 binance: add order rate limiter for binance 2021-11-04 12:50:32 +08:00
c9s
6cb593cd90 techsignal: use realtime funding rate 2021-10-20 14:01:19 +08:00
c9s
16fca0150d implement futures PremiumIndex support 2021-10-19 15:54:16 +08:00
c9s
1e6692ec8d rename funding rate query method name 2021-10-19 15:29:55 +08:00
c9s
e3431ef970 binance: fix binance order type for limit maker 2021-10-18 00:41:41 +08:00
c9s
4523135012 techsignal: add funding rate checker 2021-10-14 23:01:10 +08:00
c9s
7016d24fad import types.FuturesSettings into binance exchange 2021-10-07 21:29:52 +08:00
Jui-Nan Lin
feca628319 fix(ftx): array length should > 0 2021-09-03 15:38:02 +08:00
c9s
b6fff482a4 binance: fix withdrawal time parsing 2021-09-03 14:21:59 +08:00
c9s
35ec9ae7b6 binance: fix binance withdrawal api 2021-09-02 00:27:57 +08:00
c9s
f177860450 binance: fix withdrawal service 2021-09-02 00:21:56 +08:00
zebra
2e1400d594 add transfer function 2021-08-07 15:30:51 +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
c9s
0df26e0570 binance: adjust listen key keep alive to 20 minutes 2021-06-09 01:37:19 +08:00
c9s
457ca79517 binance: for network error, we should retry the request 2021-06-09 01:37:14 +08:00
c9s
ec6c10a96a binance: adjust read timeout and increase read buffer size 2021-06-09 01:36:06 +08:00
c9s
f487b53d9e binance: fix client order id checking 2021-06-07 01:07:00 +08:00
c9s
5fd0ab4cd3 skip client order id when no client order is given 2021-06-07 01:03:21 +08:00
c9s
291fdbaf25 optimize max submit order api priority 2021-06-07 01:03:09 +08:00
c9s
b9584117d6 add QueryLastFundingRate api to binance exchange 2021-06-01 03:15:19 +08:00
c9s
b5c4fc3e4e fix kline record insert fields 2021-06-01 01:39:23 +08:00
c9s
bf73def701 binance: embed fixedpoint.Value into binance Balance struct 2021-06-01 01:39:22 +08:00
c9s
e3473572e9 types: add TakerBuyBaseAssetVolume and TakerBuyQuoteAssetVolume fields to kline 2021-06-01 01:39:22 +08:00
c9s
2925a77815 binance: use fixedpoint.Value for parsing floating number string 2021-06-01 01:39:22 +08:00
Jui-Nan Lin
7abd7225e1 fix(ftx): klines should not be empty 2021-05-31 22:56:26 +08:00
c9s
7ff4051c61 binance: fix websocket handshake 2021-05-30 18:20:14 +08:00
c9s
0b935eff4f fix connection lock call 2021-05-30 18:14:22 +08:00
Yo-An Lin
406f592963 Merge pull request #258 from c9s/feature/okex 
feature: add okex exchange user data stream and public stream
 2021-05-30 16:21:12 +08:00
c9s
8d12c9262f okex: move connection context cancel calls 2021-05-30 15:54:31 +08:00
c9s
d6bd33a682 okex: remove unused code 2021-05-30 15:53:43 +08:00
c9s
d112dbb1a4 binance: check connCancel only when new context is allocated 2021-05-30 15:53:01 +08:00
c9s
f9d4068145 binance: pull out listen key from stream and reduce critical section 2021-05-30 15:51:25 +08:00
c9s
1a05f6fbd4 okex: pull read timeout and adjust to 30 seconds 2021-05-30 00:32:06 +08:00
c9s
d962dbe542 adjust read timeout 2021-05-29 20:40:47 +08:00
c9s
426a6157af okex: fix ping connection lock 2021-05-29 00:27:28 +08:00
c9s
64b9c78a5b okex: fix order detail segmentation 2021-05-29 00:27:05 +08:00
c9s
2a5ef30135 add ping worker to max 2021-05-29 00:26:53 +08:00
c9s
e11553139e binance: make convert functions private 2021-05-29 00:26:39 +08:00
c9s
f49490f986 fix websocket ping/pong issue 2021-05-28 23:34:21 +08:00
c9s
002b28f75a okex: implement candlestick api and improve kline console format 2021-05-28 20:51:10 +08:00
c9s
b430128ba1 okex: fix okex order cancellation 2021-05-28 03:05:59 +08:00
c9s
29304d14ba okex: implement submit orders and cancel order api 2021-05-28 02:45:09 +08:00
c9s
6407eab9c1 okex: convert order details into trades and orders 2021-05-28 02:21:35 +08:00
c9s
19b700dfba okex: parse and convert account information 2021-05-28 01:14:11 +08:00
c9s
777701c0cb add userdatastream cmd for testing private stream 2021-05-28 00:47:34 +08:00
c9s
545d0f18e3 okex: handle kline close event 2021-05-27 18:43:42 +08:00
c9s
2844b7c3a7 okex: add kline command for testing kline data 2021-05-27 18:35:34 +08:00
c9s
76048633cc okex: support websocket candle data 2021-05-27 17:55:23 +08:00
c9s
4fdd9d5097 okex: convert interval to candle types 2021-05-27 17:40:24 +08:00
c9s
1d400e281c okex: convert book data to book snapshot and book update 2021-05-27 16:01:15 +08:00
c9s
884e764fe7 okex: order book parsing 2021-05-27 15:48:51 +08:00
c9s
03431da00c okex: remove private dial method 2021-05-27 15:16:01 +08:00
c9s
f4f4304df6 move Dial method to StandardStream 2021-05-27 15:14:58 +08:00
c9s
7d62a7634b set market data stream to public 2021-05-27 15:11:44 +08:00
c9s
18045bb1e7 Move ReconnectC to the StandardStream 2021-05-27 14:42:14 +08:00
Yo-An Lin
7804415873 Merge pull request #254 from c9s/feature/okex 
feature: add okex exchange
 2021-05-27 01:28:41 +08:00
Yo-An Lin
930467d9c6 Merge pull request #257 from jnlin/ftx/symbol-map 
feat(ftx): use go generate to build symbol map
 2021-05-27 01:28:10 +08:00
c9s
8c50ce725c add stream callbacks 2021-05-27 01:07:38 +08:00
c9s
2538824661 okex: implement basic stream 2021-05-27 01:07:25 +08:00
c9s
2381df5009 add okex to the exchange factory 2021-05-27 00:35:51 +08:00
c9s
18daf54500 ftx: add LocalSymbol to test 2021-05-27 00:27:46 +08:00
c9s
5becfb99e6 okex: implement query account balance 2021-05-27 00:24:16 +08:00
c9s
859eaf3c2a okex: add trade service function skeletons 2021-05-27 00:05:43 +08:00
c9s
c6c353b29a okex: implement QueryTickers 2021-05-27 00:05:43 +08:00
c9s
c9aa0df054 gensymbols to generate spot symbol map 2021-05-27 00:05:43 +08:00
c9s
d8c6545d2d okex: implement query ticker 2021-05-27 00:05:43 +08:00
c9s
3511bcf13f okex: move go generate to the convert file 2021-05-27 00:05:43 +08:00
c9s
364e6fc990 okex: add local symbol convert function 2021-05-27 00:05:43 +08:00
c9s
016c60796d pull out BNB currency string 2021-05-27 00:05:43 +08:00
c9s
ea78c0308b add LocalSymbol field for exchange specific symbol 2021-05-27 00:05:43 +08:00
c9s
97b377da0a okex: implement query markets 2021-05-27 00:05:43 +08:00
c9s
4ded82c94e pull out types.Exchange interfaces to make it minimal 2021-05-27 00:05:43 +08:00
c9s
c8cb75cabc add funding rate api support 2021-05-27 00:05:43 +08:00
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
Jui-Nan Lin
72e7915d8d feat(ftx): use go generate to build symbol map 2021-05-26 20:53:51 +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
c9s
9406682944 improve maxapi websocket reconnect issue 2021-05-18 14:14:58 +08:00
c9s
c3c3c47808 move lock section 2021-05-18 13:59:58 +08:00
c9s
c4ccd8094f make max client order id factory public 2021-05-18 09:10:43 +08:00
Jui-Nan Lin
c0cf529db7 fix(ftx): allow empty TimeInForce to place market orders 2021-05-17 21:05:44 +08:00
Jui-Nan Lin
31993d7ccf fix(ftx): update test toGlobalOrderBook 2021-05-17 18:53:43 +08:00
Jui-Nan Lin
316799d5a0 fix(ftxExchange): setup a symbol mapping table 
ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style
We setup a mapping table in Markets() to make conversion
 2021-05-17 18:32:29 +08:00
c9s
e636a5008d replace Exchange field type with ExchangeName 2021-05-16 17:02:23 +08:00
c9s
5c10f8a4e2 binance: call set server time service 2021-05-16 15:03:31 +08:00
c9s
f69cbe9c31 add basic TwapExecution 2021-05-14 14:53:26 +08:00
Lee
d1cef15f75 Fix: Correct the Order FILLED event on binance 2021-05-13 00:41:23 +08:00
Lee
b0e71e4258 Fix: Correct the binance executionReport parser 
Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue
 2021-05-12 18:45:16 +08:00
c9s
fd6fe56f32 implement withdrawal request on binance 2021-05-12 02:15:22 +08:00
c9s
ff7ead9bdf fix max withdrawal address bug 2021-05-12 01:21:04 +08:00
c9s
61319fb4ff implement Withdrawal method on max exchange 2021-05-12 00:23:13 +08:00
c9s
0b7c9a1437 implement withdrawal request api 2021-05-11 22:35:31 +08:00
c9s
03cee5eb0b apply types.ExchangeMAX 2021-05-05 16:57:01 +08:00
c9s
859bf35255 set sync-from from config by default 2021-05-05 16:45:17 +08:00
c9s
a70d5cbcdc fix kline sync conditions 2021-05-05 16:33:15 +08:00
c9s
d85037f9ea add binance kline query documentation 2021-05-05 16:23:46 +08:00
c9s
8fea2022e5 adjust rate limit for backtest data syncing 2021-05-02 17:46:08 +08:00
c9s
e87c2e271f add broker id on max 2021-04-28 19:24:07 +08:00
c9s
5d2296eddd extract client order id generation 2021-04-28 19:20:55 +08:00
zenix
2bda296194 Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time 2021-04-21 19:50:33 +09:00
Wei-Ning Huang
e7961be86a binance: set TimeInForce to GTC by default for limit orders 
Binance does not allow submitting order without TimeInForce set for
certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by
default.
 2021-04-14 09:49:03 +08:00
David Chang
f884fcd45c fix: add ioc trade type to order type 2021-04-12 14:35:46 +08:00
David Chang
0db2cc2c96 fix: add ioc trade type to order type 2021-04-12 09:35:59 +08:00
David Chang
c9198d498e feature: add ioc order type support to max exchange 2021-04-11 12:29:23 +08:00
ycdesu
1e3ce81c06 ftx: pull out map 2021-04-01 11:55:27 +08:00
ycdesu
a659bacb0d ftx: remove back slash from symbol 2021-04-01 11:54:16 +08:00
ycdesu
28c9ac95ac ftx: query kline using rest api 2021-03-31 18:09:13 +08:00
ycdesu
f912fde6e3 ftx: panic if subscribe unsupported channel 2021-03-29 22:11:39 +08:00
ycdesu
66f165584f fix: make since/until optional 2021-03-29 22:11:39 +08:00
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