Jui-Nan Lin
|
001f0e8c2f
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fix(max): use global trade side here, not string
|
2021-02-07 14:58:44 +08:00 |
|
ycchen
|
288f7257eb
|
fix testcases
|
2021-02-06 19:39:43 +01:00 |
|
ycchen
|
5fed7b81de
|
QueryTicker
|
2021-02-06 18:35:23 +01:00 |
|
ycchen
|
fa20df487e
|
feat: ticker api for types.Exchange
|
2021-02-06 14:05:26 +01:00 |
|
Jui-Nan Lin
|
30f085fa91
|
fix(max): IsBuyer should check side "buy" and "bid"
|
2021-02-06 17:30:18 +08:00 |
|
Yo-An Lin
|
597dd21865
|
Merge pull request #116 from c9s/feature/sqlite3
convert time struct for sqlite driver
|
2021-02-06 15:05:49 +08:00 |
|
c9s
|
26f9e5488d
|
apply datatype.Time to order time fields
|
2021-02-06 14:30:00 +08:00 |
|
c9s
|
3abdb3dd7b
|
convert time struct for sqlite driver
|
2021-02-06 12:32:21 +08:00 |
|
ycdesu
|
f44d6a323a
|
http: move response helper to util
|
2021-02-05 22:31:40 +08:00 |
|
c9s
|
6912f77c72
|
fix lock issue
|
2021-02-01 18:55:47 +08:00 |
|
c9s
|
b952e6fd54
|
rename Reset to private reset
|
2021-01-25 14:26:22 +08:00 |
|
c9s
|
4c0a586aa2
|
adjust depth update to 5 minutes
|
2021-01-25 14:24:59 +08:00 |
|
c9s
|
b99c01a03f
|
fix stream book usage
|
2021-01-25 14:13:39 +08:00 |
|
c9s
|
1aefbbfddc
|
improve orderbook validation error
|
2021-01-25 13:53:11 +08:00 |
|
c9s
|
e2de3040bd
|
adjust ping ticker to 10seconds
|
2021-01-24 19:08:33 +08:00 |
|
c9s
|
7632638982
|
log depth api error
|
2021-01-24 16:54:13 +08:00 |
|
c9s
|
cabc082713
|
fix f.loadDepthSnapshot timing
|
2021-01-24 14:12:44 +08:00 |
|
c9s
|
50fc1fd3ac
|
call Reset instead of replacing the whole map
the reason is that we have the update worker, which is already started.
|
2021-01-24 14:09:07 +08:00 |
|
c9s
|
2b441ad3bc
|
binance: improve depth event filtering and reloading
|
2021-01-24 10:02:38 +08:00 |
|
c9s
|
1f1e1383f3
|
fix advancedOrderCancelApi interface
|
2021-01-23 17:20:26 +08:00 |
|
c9s
|
858a8d84bb
|
groupID is an int64 field
|
2021-01-23 17:17:46 +08:00 |
|
c9s
|
4b039847b7
|
support group ID
|
2021-01-23 17:15:32 +08:00 |
|
c9s
|
e08d62395e
|
adjust snapshot ticker to 10 minutes
|
2021-01-23 17:03:53 +08:00 |
|
c9s
|
6a6dacd595
|
fix binance depth snapshot updating
|
2021-01-23 16:59:51 +08:00 |
|
c9s
|
0e99d9bdcb
|
move time.Sleep to batch processor to avoid rate limit
|
2021-01-20 02:32:55 +08:00 |
|
c9s
|
c79c7d1b11
|
fix margin order/trade sync
|
2021-01-20 02:09:12 +08:00 |
|
c9s
|
7520430b52
|
support margin api for query trades
|
2021-01-20 01:27:27 +08:00 |
|
c9s
|
1d8b7dc657
|
handle trade and order margin field
|
2021-01-20 01:24:29 +08:00 |
|
c9s
|
2c1c9a046b
|
tmp
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
677f4b93e6
|
add margin mode support to QueryOpenOrders
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
ad4226f35b
|
support margin order creation
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
3eda64641e
|
use exchange's margin option
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
7235100140
|
integrate submitMarginOrder api
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
5cab37488b
|
move MarginSettings struct to a file
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
f505c0e2c6
|
split go routine for keep alive and ping tickers
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
48083151aa
|
turning margin mode
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
c3db6db590
|
add margin option
|
2021-01-19 23:31:04 +08:00 |
|
c9s
|
50cd6f7d68
|
change go-binance to github.com/adshao/go-binance/v2
|
2021-01-11 13:36:49 +08:00 |
|
c9s
|
f485c1ba7f
|
fix grid strategy order placing
|
2020-12-29 18:18:32 +08:00 |
|
c9s
|
70479bfd16
|
binance: assign Isolated field
|
2020-12-29 17:26:22 +08:00 |
|
c9s
|
275aa9494a
|
support canceling orders on max
|
2020-12-29 16:00:03 +08:00 |
|
c9s
|
9568b04328
|
fix log message
|
2020-12-28 16:24:57 +08:00 |
|
c9s
|
2932230fdb
|
print out websocket error
|
2020-12-28 16:24:35 +08:00 |
|
c9s
|
d9e5ad4365
|
add event authenticated
|
2020-12-28 16:24:17 +08:00 |
|
c9s
|
f56318c9b6
|
add public only mode to stream
|
2020-12-21 15:43:54 +08:00 |
|
c9s
|
ce0e28708a
|
add public only mode to binance stream
|
2020-12-21 15:26:05 +08:00 |
|
c9s
|
d4b99f41a4
|
reformat
|
2020-12-21 14:55:14 +08:00 |
|
c9s
|
39f5290634
|
shorten the log messages
|
2020-12-21 14:53:34 +08:00 |
|
c9s
|
a60529ee37
|
reload depth snapshot periodically
|
2020-12-21 14:43:40 +08:00 |
|
c9s
|
1c7d3d5481
|
support max staging url orverride
|
2020-12-17 14:44:30 +08:00 |
|
c9s
|
f7a119fa5e
|
remove debug message
|
2020-12-04 19:15:53 +08:00 |
|
c9s
|
4f399ebb9f
|
fix stop price formating
|
2020-12-03 09:25:47 +08:00 |
|
c9s
|
edb22383c7
|
fix ToGlobalOrder call
|
2020-12-02 22:44:57 +08:00 |
|
c9s
|
4cf5929cac
|
improve trade parsing error
|
2020-12-02 22:21:13 +08:00 |
|
c9s
|
a86078d68c
|
max: fix tick size
|
2020-11-22 21:34:05 +08:00 |
|
c9s
|
c40982164a
|
fix trade slack formatting
|
2020-11-17 15:48:18 +08:00 |
|
c9s
|
ed6d6342e7
|
fix account currency translation
|
2020-11-17 14:24:26 +08:00 |
|
c9s
|
95b0910a09
|
fix trade order id parsing
|
2020-11-17 14:13:37 +08:00 |
|
c9s
|
03d99a4cab
|
remove debug logs
|
2020-11-17 13:25:59 +08:00 |
|
c9s
|
4bda1fee08
|
fix order id parsing
|
2020-11-17 12:46:55 +08:00 |
|
c9s
|
f4512f031c
|
improve cross exchange strategy mounting behavior and add fixedpoint atomic ops
|
2020-11-17 08:19:22 +08:00 |
|
c9s
|
3ea2e877ff
|
do not submit subscribe request if param array is empty
|
2020-11-15 13:32:46 +08:00 |
|
c9s
|
24e5911140
|
refactory sync mode into the backtest command
|
2020-11-11 16:08:24 +08:00 |
|
c9s
|
23c19c5968
|
use fixedpoint for balances
|
2020-11-10 14:19:33 +08:00 |
|
c9s
|
e7cc79f3cf
|
replace errors.Errorf with fmt.Errorf
|
2020-11-09 16:34:35 +08:00 |
|
c9s
|
1e925cac6e
|
move onConnect to the standard stream
|
2020-11-07 12:38:57 +08:00 |
|
c9s
|
94bb7f5dac
|
max: fix order symbol convertion
|
2020-11-07 12:19:57 +08:00 |
|
c9s
|
b13a2deec5
|
emit klines and setup account balances
|
2020-11-07 03:18:05 +08:00 |
|
c9s
|
22a214328d
|
implement backtest command, stream and add backtest config
|
2020-11-07 02:57:50 +08:00 |
|
c9s
|
8823a39fc2
|
support backtesting kline verification
|
2020-11-07 00:49:17 +08:00 |
|
c9s
|
555fe57341
|
implement kline sync function from command
|
2020-11-06 21:40:48 +08:00 |
|
c9s
|
78d7c71ecc
|
add kline service and extend kline struct fields
|
2020-11-06 19:07:07 +08:00 |
|
c9s
|
b86b74effb
|
fix max kline parsing
|
2020-11-05 15:04:56 +08:00 |
|
c9s
|
b38d0d15ed
|
fix order sync for max
|
2020-11-05 14:12:19 +08:00 |
|
c9s
|
7e47f754c5
|
use channel to sync trades
|
2020-11-05 13:35:04 +08:00 |
|
c9s
|
7fab2e24de
|
improve order persistence and support order data sync
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
a4555a2b7b
|
implement QueryClosedOrders
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
fe16f9aa4d
|
add is_working column
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
bb0ff263c8
|
assign order_id to the trade object
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
8e0b5d11a7
|
add max grid config and fix max price formatting
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
14abe3fb7e
|
pull out active order book to the types package
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
8174b64e21
|
handle max order update message convertion
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
63df07b815
|
fix MAX market min price format
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
9c46ef17b2
|
handle order update
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
60b78979dc
|
fix order id parsing (seems case insensitive)
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
c3961024cf
|
implement grid strategy update orders method
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
67446670ac
|
finalize swing strategy and fix trade reporter issue
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
e2df24f31c
|
support standard indicatorset
|
2020-10-28 09:43:19 +08:00 |
|
c9s
|
085d02bee4
|
clean up strategy code since we can loaded from the config
|
2020-10-26 22:04:48 +08:00 |
|
c9s
|
145264aae4
|
cancel orders and re-submit maker orders
|
2020-10-26 00:26:17 +08:00 |
|
c9s
|
336fb4d25b
|
max: fix order cancel request payload
|
2020-10-25 22:41:54 +08:00 |
|
c9s
|
de11ef10f5
|
return created order objects from SubmitOrders method
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
fa30f6b52a
|
Support binance order update execution type convertion
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
391767953a
|
Fix binance trade transaction time convertion
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
308427416a
|
Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
678e4ef4ab
|
add trade reporter
|
2020-10-22 10:47:54 +08:00 |
|
c9s
|
fc687f3174
|
max: implement kline event parser for websocket
|
2020-10-19 22:46:34 +08:00 |
|
c9s
|
366036a35b
|
max: parse and convert trade update
|
2020-10-19 22:23:49 +08:00 |
|
c9s
|
822e4c2703
|
receive trade in value instead of pointer
|
2020-10-19 22:06:43 +08:00 |
|
c9s
|
b0b1d2bd49
|
max: fix currency conversion
|
2020-10-19 21:33:21 +08:00 |
|
c9s
|
73e17730d7
|
move account type into types package
|
2020-10-18 11:30:37 +08:00 |
|
c9s
|
fe1a25d735
|
max: add resolution to the subscription
|
2020-10-18 00:09:37 +08:00 |
|
c9s
|
530da665d3
|
fix max newAuthenticatedRequest for nil data
|
2020-10-18 00:05:54 +08:00 |
|
c9s
|
2d88f8e5f6
|
remove unused empty method convertDepthResponseToSnapshot
|
2020-10-17 23:49:14 +08:00 |
|
c9s
|
615da2e1d8
|
add logger with fields
|
2020-10-17 10:39:03 +08:00 |
|
c9s
|
ee86a71ebb
|
split files
|
2020-10-16 10:14:36 +08:00 |
|
c9s
|
5112b83041
|
max: fix internal currency usage
|
2020-10-14 11:02:10 +08:00 |
|
c9s
|
c58375f57e
|
max: extend max exchange market information
|
2020-10-14 10:53:18 +08:00 |
|
c9s
|
88461396f1
|
rearrange market config fields
|
2020-10-14 10:39:14 +08:00 |
|
c9s
|
2b41f76082
|
add maxPrice, minPrice and tickSize config
|
2020-10-14 10:34:33 +08:00 |
|
c9s
|
64c2170cd5
|
implement QueryMarkets on binance
|
2020-10-14 10:16:59 +08:00 |
|
c9s
|
a91f851ac7
|
pass types.SubmitOrder by value
|
2020-10-13 18:08:02 +08:00 |
|
c9s
|
4ce716d6ad
|
binance: make asset parameter optional
|
2020-10-12 17:15:33 +08:00 |
|
c9s
|
92a5eac412
|
make currency parameter optional
|
2020-10-12 17:15:13 +08:00 |
|
c9s
|
ea7b501c26
|
add transfer history command for calculating baseline and show transfer records
|
2020-10-11 20:08:54 +08:00 |
|
c9s
|
2d246c3f71
|
move deposit type to global type and add max deposit history support
|
2020-10-11 17:35:59 +08:00 |
|
c9s
|
3d5507a053
|
move files into pkg
|
2020-10-11 16:46:15 +08:00 |
|