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760 Commits

Author SHA1 Message Date
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
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