Yo-An Lin
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30efb06b34
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Merge pull request #140 from c9s/fix/orderbook-validation
fix: fix orderbook valudation logic
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2021-03-02 10:45:09 +08:00 |
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ycdesu
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6f81b0ee17
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orderbook: fix IsValid logic
The original implementation always returns an error.
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2021-03-02 10:33:46 +08:00 |
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Yo-An Lin
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8389056e80
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Merge pull request #139 from crossgate10/main
add yaml tag for mapping basic risk control order executor.
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2021-03-01 18:42:04 +08:00 |
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ben
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40eadfeaca
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add yaml tag for mapping basic risk control order executor.
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2021-03-01 13:44:58 +08:00 |
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c9s
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8df86d2f5b
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fix makefile for signing release
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2021-03-01 12:17:49 +08:00 |
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c9s
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ea5554cf52
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fix Makefile and update version file
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2021-03-01 12:07:00 +08:00 |
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c9s
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ccdb0a9e56
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add package json and ignore file for solidity module
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2021-03-01 11:58:38 +08:00 |
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Yo-An Lin
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a52f487d4e
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Merge pull request #138 from c9s/feature/global-margin-structure
feature: convert and parse binance margin structure into global types
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2021-02-28 16:13:48 +08:00 |
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Yo-An Lin
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592a8d87ae
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Merge pull request #137 from c9s/feature/scale
feature: add exp scale and log scale formula
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2021-02-28 16:13:38 +08:00 |
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c9s
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3e616c5fac
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convert and parse binance margin account structure
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2021-02-28 15:06:20 +08:00 |
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c9s
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32c2780b16
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convert binance margin account data into the global structure
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2021-02-28 15:06:20 +08:00 |
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c9s
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b71ea867c5
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ignore sync if sync service is nil
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2021-02-28 15:05:49 +08:00 |
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c9s
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da79920ca9
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rename scale struct name to PriceVolumeScale
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2021-02-28 14:51:24 +08:00 |
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c9s
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83111c9eb9
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test exponential scale with reverse range
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2021-02-28 12:12:03 +08:00 |
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c9s
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3c9bcd8c9d
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add more margin order side effect alias
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2021-02-28 12:00:51 +08:00 |
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c9s
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99f236d2e0
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integrate quantity scale into support strategy and grid strategy
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2021-02-28 11:57:25 +08:00 |
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YC
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4730efefa3
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Merge pull request #136 from c9s/ftx/print-subscribed-message
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2021-02-28 09:07:11 +08:00 |
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c9s
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bf87fbbf55
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add LinearScale
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2021-02-28 02:20:47 +08:00 |
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c9s
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8572df2cb3
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add link to TestQuadraticScale
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2021-02-28 02:07:48 +08:00 |
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c9s
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83af52c53b
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add QuadraticScale
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2021-02-28 02:06:33 +08:00 |
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c9s
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52395fd460
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add log scale graph link
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2021-02-28 01:55:35 +08:00 |
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c9s
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fbb8837c5c
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add exp scale and log scale formula
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2021-02-28 01:53:45 +08:00 |
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ycdesu
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f7ef4a8028
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cmd: create orderbook command to print orderbook snapshot and updates
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2021-02-27 19:28:01 +08:00 |
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ycdesu
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883b7ef028
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ftx: handle message in a new struct
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2021-02-27 19:27:44 +08:00 |
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ycdesu
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d9ad022a81
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ftx: define subscribed msg
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2021-02-27 19:27:37 +08:00 |
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ycdesu
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73d05fe7bb
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ftx: send subscriptions when connected
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2021-02-27 18:42:46 +08:00 |
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ycdesu
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2a0bd5f962
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ws: make Reconnect() public
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2021-02-27 18:42:45 +08:00 |
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ycdesu
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282ce3ee99
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cmd: move simple session factory to cmd/utils.go
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2021-02-27 18:42:45 +08:00 |
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Yo-An Lin
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5196df9620
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Merge pull request #134 from c9s/ftx/balance-testing-cmd
feature: balance testing cmd
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2021-02-27 18:16:20 +08:00 |
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ycdesu
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fd5574b006
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cmd: add balances testing cmd
Only support ftx
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2021-02-27 17:24:59 +08:00 |
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ycdesu
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c52f918dd4
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ftx: add missing types.exchange methods
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2021-02-27 17:24:08 +08:00 |
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ycdesu
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45da7ca1f5
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cmd: add ftx flags
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2021-02-27 17:23:59 +08:00 |
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ycdesu
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060f598a86
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module: go mod tidy
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2021-02-27 17:08:04 +08:00 |
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YC
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78e647ca2e
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Merge pull request #135 from c9s/feature/base-websocket-client
Feature: base websocket client
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2021-02-27 17:04:45 +08:00 |
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ycdesu
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8b838b9a59
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ftx: make logger private
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2021-02-27 17:01:20 +08:00 |
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ycdesu
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b28d9631ab
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ftx: return ftx stream but hasn't implement it yet
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2021-02-27 16:48:50 +08:00 |
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ycdesu
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bf97af34f3
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ws: implement base websocket client
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2021-02-27 16:48:50 +08:00 |
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c9s
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03d7290e03
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pull out time range group by clause generator
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2021-02-26 17:22:08 +08:00 |
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c9s
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28a8ab34a2
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pull out time range column name
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2021-02-26 16:16:41 +08:00 |
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c9s
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02e7451ed6
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bump version
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2021-02-26 16:16:34 +08:00 |
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c9s
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1d29009133
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fix max trade query ordering and sql query ordering for query last
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2021-02-25 13:55:04 +08:00 |
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Yo-An Lin
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3d17e4d2b2
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Update README.md
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2021-02-25 12:49:25 +08:00 |
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c9s
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854014f49a
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add currency position aggregation and tests
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2021-02-24 10:46:42 +08:00 |
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c9s
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14830c442c
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refactor and implement reward sync and query
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2021-02-23 22:53:00 +08:00 |
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c9s
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5a7cf05701
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integrate reward service into the sync service
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2021-02-23 16:39:48 +08:00 |
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c9s
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c02213c8e5
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upgrade next
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2021-02-23 12:58:23 +08:00 |
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c9s
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fb62af05a4
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add global Reward type
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2021-02-23 10:08:01 +08:00 |
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c9s
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887b39271a
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add migrations target to the dist prereq
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2021-02-23 09:32:52 +08:00 |
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c9s
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14e0ecf313
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chmod file
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2021-02-23 09:32:34 +08:00 |
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c9s
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d64716feed
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add steps for testing migrations
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2021-02-23 09:24:42 +08:00 |
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