53 Commits

Author	SHA1	Message	Date
c9s	cea51679ba	add signal chan package	2020-10-03 19:14:15 +08:00
c9s	657a145699	rename private stream to just stream	2020-10-03 18:35:28 +08:00
c9s	a8c972dfb1	first max token market maker	2020-10-03 11:11:59 +08:00
c9s	cd80a68e50	clean up price volume pair code	2020-10-03 09:19:38 +08:00
c9s	189a1f7fe7	max: dispatch private messages	2020-10-02 21:29:59 +08:00
c9s	d29725119f	implement orderbook updater	2020-10-02 21:15:00 +08:00
c9s	3ce49471d8	add max-eqcatch	2020-10-02 12:43:14 +08:00
c9s	59f27cfe2e	max: add restful api endpoint	2020-10-02 10:10:59 +08:00
c9s	73d81a4e98	add StopPrice field	2020-10-01 17:08:12 +08:00
c9s	b153f3dea2	add user data message parser	2020-10-01 17:05:46 +08:00
c9s	0708cee962	implement private message parsing	2020-10-01 16:48:08 +08:00
c9s	94fb026149	first commit for the max websocket	2020-10-01 16:07:18 +08:00
c9s	33963f52e0	fix private stream interface for backtesting	2020-09-19 10:59:43 +08:00
c9s	a9b995a362	fix exchange interface	2020-09-18 18:15:45 +08:00
c9s	0b58033bfb	move order submit logics to order processor	2020-09-16 14:05:03 +08:00
c9s	e37932bace	pre-parse kline payload so that we don't have to re-parse string everytime	2020-09-16 12:28:15 +08:00
c9s	dd55857423	add max exchange	2020-08-31 12:32:51 +08:00
c9s	163036c745	refactor for BatchQueryKLineWindows	2020-08-14 13:47:55 +08:00
c9s	6e405eb443	adjust fee calculation	2020-08-14 13:11:34 +08:00
c9s	7c5fa2f191	fix max kline calculation	2020-08-14 13:08:09 +08:00
c9s	8f2c0b1680	show baseline balance when started	2020-08-13 10:11:27 +08:00
c9s	e2339febc2	remove slack interaction since the token does not support rtm	2020-08-11 09:11:20 +08:00
c9s	0d9b503278	use log fields instead of log prefix	2020-08-11 08:36:36 +08:00
c9s	695ab28246	pull out mask listen key method	2020-08-07 09:17:35 +08:00
c9s	87e5019b08	improve error logging	2020-08-07 09:15:50 +08:00
c9s	887400eb83	parse QuoteQuantity	2020-08-06 13:18:41 +08:00
c9s	9d50f49989	consider trading fee currency for pnl	2020-08-03 20:06:33 +08:00
c9s	d79e4f544d	fix pnl calculation	2020-08-03 16:42:33 +08:00
c9s	2e13b67968	implement trade sync	2020-08-03 15:25:06 +08:00
c9s	bdbc8c2427	use trade service to query and insert trades	2020-08-03 13:17:17 +08:00
c9s	c5969bf879	refactor trade loader	2020-08-02 21:12:43 +08:00
c9s	4a4178286a	rename trade volume to quantity and record quote quantity	2020-08-02 21:12:43 +08:00
c9s	3e0a337479	rename QueryTrades to BatchQueryTrades	2020-08-02 21:12:42 +08:00
c9s	2453e2db73	write ping message	2020-07-18 10:43:27 +08:00
c9s	f92108bd23	batch query kline for regression tests	2020-07-16 17:45:21 +08:00
c9s	9cf95b7c26	implement standard private stream support for regression trader	2020-07-15 21:02:08 +08:00
c9s	7d035d75ea	add regression cmd	2020-07-15 12:20:44 +08:00
c9s	9d828c99e2	adjust flatness param	2020-07-14 14:54:23 +08:00
c9s	762f965130	sort imports	2020-07-13 16:03:47 +08:00
c9s	9b042b5e8f	fix subscription mech	2020-07-13 13:25:48 +08:00
c9s	a4a5231d78	implement account balance query	2020-07-13 12:28:40 +08:00
c9s	791a745951	move stream close call right after the connect	2020-07-13 12:20:09 +08:00
c9s	704c6eed96	fix sub	2020-07-13 01:55:16 +08:00
c9s	a9e25c08d7	fix reconnect close	2020-07-13 01:06:04 +08:00
c9s	c329f6dc86	fix reconnect	2020-07-12 22:52:24 +08:00
c9s	c0d0aca3b8	fix side issue	2020-07-11 21:44:38 +08:00
c9s	577caab3f5	refactor volume calculator	2020-07-11 20:40:19 +08:00
c9s	cb4afca815	add message for stream closed	2020-07-11 17:02:37 +08:00
c9s	73ae2603d9	drop kline fields from the trading context	2020-07-11 16:40:07 +08:00
c9s	73276996a7	move to stream callbacks	2020-07-11 16:07:09 +08:00