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 |
|
ycdesu
|
a62481590e
|
ftx: support PlatformCurrency
|
2021-03-18 23:58:28 +08:00 |
|
ycdesu
|
8a75b21a38
|
ftx: support account info
|
2021-03-18 23:53:55 +08:00 |
|
c9s
|
dffd9fc980
|
add VipLevel api query support
|
2021-03-18 17:58:18 +08:00 |
|
c9s
|
890324a4ad
|
maxapi: add VipLevel
|
2021-03-18 17:58:18 +08:00 |
|
Yo-An Lin
|
40b376802e
|
Merge pull request #168 from c9s/feature/mark-trade-strategy
|
2021-03-18 10:31:59 +08:00 |
|
c9s
|
cad8349a1a
|
remove state OrderStateFinalizing from the order state
since we are only interested in the closed orders
|
2021-03-18 01:15:49 +08:00 |
|
c9s
|
dd87bde785
|
fix reward sync time range issue
|
2021-03-18 01:15:38 +08:00 |
|
c9s
|
4a415a43b3
|
fix reward query
|
2021-03-18 00:46:10 +08:00 |
|
ycdesu
|
4a5a53ea28
|
ftx: support queryClosedOrders
|
2021-03-17 21:26:25 +08:00 |
|
ycdesu
|
54ca62ac5c
|
ftx: define ordersHistory in rest client
|
2021-03-17 08:18:37 +08:00 |
|
ycdesu
|
342b0dd1dd
|
ftx: cancel orders
|
2021-03-16 22:36:44 +08:00 |
|
Yo-An Lin
|
7ecb17dbe2
|
Merge pull request #163 from c9s/feature/mark-trade-strategy
|
2021-03-16 22:34:09 +08:00 |
|
c9s
|
714d61a829
|
add grid restore behavior
|
2021-03-16 20:04:06 +08:00 |
|
Yo-An Lin
|
f5b65e795e
|
Merge pull request #160 from c9s/feature/grid-options
|
2021-03-16 12:59:14 +08:00 |
|
c9s
|
2f7c7d344b
|
move emitStart method call into the stream Connect method
|
2021-03-16 01:32:27 +08:00 |
|
ycdesu
|
c88297117b
|
ftx: new rest everytime
|
2021-03-15 19:02:14 +08:00 |
|
c9s
|
c95e712420
|
binance: emit disconnect
|
2021-03-15 17:48:16 +08:00 |
|
c9s
|
6d249cf83c
|
bypass disconnect event
|
2021-03-15 17:48:16 +08:00 |
|
c9s
|
61a19cbfb4
|
align fields and tags
|
2021-03-15 17:31:07 +08:00 |
|
c9s
|
ab6b56d91e
|
fix taker volume parsing
|
2021-03-15 15:37:53 +08:00 |
|
c9s
|
3ffa319ba8
|
improve max websocket reconnecting issue
|
2021-03-15 10:23:20 +08:00 |
|
Yo-An Lin
|
e0d7fefbf2
|
Merge pull request #150 from c9s/fix/pnl
feature: add deposit service and withdraw service for sync
|
2021-03-15 09:01:24 +08:00 |
|
c9s
|
0246e298d2
|
apply launch date if since time is empty
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
75c6a2791c
|
reduce log
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
8e85274876
|
fix used time field for withdraw
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
b25671c864
|
fix max deposits history ordering
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
75778675e3
|
fix withdraw query order
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
dbcf35e4a4
|
add FeeCurrency field
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
2d6b6e7427
|
fix withdrawal data ordering
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
4d3b1ec938
|
fix QueryWithdrawHistory and QueryDepositHistory
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
877ea73435
|
maxapi: align fields
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
be672c89e6
|
max: update deposit and withdraw types
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
3f0290479b
|
binance: update withdraw and deposit types
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
33213746f4
|
cmd: add --all option to the cancel command
|
2021-03-14 10:29:45 +08:00 |
|
ycdesu
|
a83b95d262
|
ftx: implemenet place order func
|
2021-03-13 10:41:04 +08:00 |
|
ycdesu
|
506fdcd84f
|
ftx: add conversion helper
|
2021-03-13 09:51:16 +08:00 |
|
ycdesu
|
778ceb2985
|
ftx: define orderResponse struct
|
2021-03-13 09:51:03 +08:00 |
|
ycdesu
|
0e611dbee4
|
ftx: rename orders to ordersResponse
|
2021-03-12 23:03:08 +08:00 |
|
c9s
|
48fe6054b0
|
exchange/max: fix query reward issue
|
2021-03-10 14:18:01 +08:00 |
|
YC
|
b33402df24
|
Merge pull request #147 from c9s/ftx/query-open-orders
|
2021-03-08 18:50:56 +08:00 |
|
ycdesu
|
ee8ebde12d
|
ftx: add todo
|
2021-03-07 12:53:41 +08:00 |
|
ycdesu
|
6599f276db
|
ftx: implement query open orders
|
2021-03-07 12:51:13 +08:00 |
|
ycdesu
|
3676450e4b
|
ftx: convert open order
|
2021-03-07 12:51:13 +08:00 |
|
ycdesu
|
16366b09a4
|
ftx: rename responses.go to rest_responses.go
|
2021-03-07 12:51:13 +08:00 |
|
ycdesu
|
26963ce7ab
|
ftx: rename balance.go to rest_balance_request.go
|
2021-03-07 12:51:13 +08:00 |
|
ycdesu
|
f6f3fcab02
|
ftx: orderbook snapshot checksum
|
2021-03-06 19:23:44 +08:00 |
|
ycdesu
|
be7c393fcb
|
ftx: print orderbook update
|
2021-03-04 10:02:40 +08:00 |
|
ycdesu
|
43275d08bc
|
ftx: use pure function to convert orderbook snapshot
|
2021-03-03 22:36:14 +08:00 |
|
ycdesu
|
55b9569777
|
ftx: use the same struct to handle orderbook snapshot/update
|
2021-03-03 22:33:06 +08:00 |
|
ycdesu
|
e34f68ab90
|
ftx: unmarshal all fields at the same time
|
2021-03-03 10:31:46 +08:00 |
|
ycdesu
|
160f6323e8
|
ftx: emit orderbook snapshot
|
2021-03-02 22:18:41 +08:00 |
|
ycdesu
|
253810556e
|
ftx: unmarshal orderbook snapshot
|
2021-03-02 18:33:19 +08:00 |
|
ycdesu
|
45528fa219
|
ftx: modify log
|
2021-03-02 18:33:19 +08:00 |
|
c9s
|
3e616c5fac
|
convert and parse binance margin account structure
|
2021-02-28 15:06:20 +08:00 |
|
c9s
|
32c2780b16
|
convert binance margin account data into the global structure
|
2021-02-28 15:06:20 +08:00 |
|
ycdesu
|
883b7ef028
|
ftx: handle message in a new struct
|
2021-02-27 19:27:44 +08:00 |
|
ycdesu
|
d9ad022a81
|
ftx: define subscribed msg
|
2021-02-27 19:27:37 +08:00 |
|
ycdesu
|
73d05fe7bb
|
ftx: send subscriptions when connected
|
2021-02-27 18:42:46 +08:00 |
|
ycdesu
|
c52f918dd4
|
ftx: add missing types.exchange methods
|
2021-02-27 17:24:08 +08:00 |
|
ycdesu
|
8b838b9a59
|
ftx: make logger private
|
2021-02-27 17:01:20 +08:00 |
|
ycdesu
|
b28d9631ab
|
ftx: return ftx stream but hasn't implement it yet
|
2021-02-27 16:48:50 +08:00 |
|
c9s
|
1d29009133
|
fix max trade query ordering and sql query ordering for query last
|
2021-02-25 13:55:04 +08:00 |
|
c9s
|
14830c442c
|
refactor and implement reward sync and query
|
2021-02-23 22:53:00 +08:00 |
|
c9s
|
5a7cf05701
|
integrate reward service into the sync service
|
2021-02-23 16:39:48 +08:00 |
|
c9s
|
fb62af05a4
|
add global Reward type
|
2021-02-23 10:08:01 +08:00 |
|
c9s
|
96362a4936
|
max: add rewards api and example
|
2021-02-22 18:45:44 +08:00 |
|
c9s
|
507586b560
|
fix max websocket subscription
|
2021-02-22 17:36:30 +08:00 |
|
c9s
|
21a4669905
|
adjust max query limiter and sync before running trader
|
2021-02-22 16:54:08 +08:00 |
|
c9s
|
f7c952f8ca
|
add version files
|
2021-02-22 15:16:12 +08:00 |
|
c9s
|
59d68e7f0d
|
max: adjust trades limit to 1000
|
2021-02-22 15:03:15 +08:00 |
|
c9s
|
eaad414706
|
adjust max api call rate limiting
|
2021-02-22 15:01:05 +08:00 |
|
c9s
|
cdb7ce84c8
|
apply rate limit
|
2021-02-22 13:36:39 +08:00 |
|
c9s
|
dd13b9a8bf
|
remove start time query condition for trade sync since starting from trade id = 1 works
|
2021-02-19 14:18:50 +08:00 |
|
c9s
|
65ff2894c5
|
binance: calculate quote quantity manually if it's not defined
|
2021-02-18 18:24:00 +08:00 |
|
c9s
|
3a89b0a714
|
improve trade sync
|
2021-02-18 18:20:18 +08:00 |
|
c9s
|
654ad62f36
|
remove type assert
|
2021-02-18 17:42:14 +08:00 |
|
c9s
|
0ba595bd55
|
Fix trade sync for self trades
MAX uses one single trade for presenting self trade.
BINANCE uses two trade records for presenting self trade. the trade
creation time are the same.
|
2021-02-18 17:37:49 +08:00 |
|
c9s
|
c3dbb1b204
|
avoid using last trade id for syncing data
|
2021-02-18 16:40:47 +08:00 |
|
c9s
|
29bbd03836
|
add binance single ticker query method and fix quantity formating
|
2021-02-18 16:17:40 +08:00 |
|
c9s
|
49f4039a23
|
add timestamp parameter
|
2021-02-16 17:11:15 +08:00 |
|
c9s
|
9a7437de53
|
set default limit to 1000
|
2021-02-16 17:10:58 +08:00 |
|
c9s
|
02512805f8
|
set default query trade limit to 1000 for max
|
2021-02-16 16:32:48 +08:00 |
|
c9s
|
f7ef91b55c
|
binance: set the default ping handler
|
2021-02-11 08:13:50 +08:00 |
|
c9s
|
ffa001fc29
|
fix quantity format
|
2021-02-11 00:21:56 +08:00 |
|
ycdesu
|
ed86e923df
|
ftx: add exchange name
|
2021-02-08 22:33:12 +08:00 |
|
ycdesu
|
0eb0bdefa2
|
ftx: use uppercase in toGlobalCurrency
|
2021-02-08 22:29:50 +08:00 |
|
ycdesu
|
46b0315871
|
ftx: implement ftx balances querying
|
2021-02-08 19:07:18 +08:00 |
|
ycdesu
|
eb00720043
|
ftx: define empty ftx.toGlobalCurrency
|
2021-02-08 19:07:18 +08:00 |
|
ycdesu
|
7c48670c39
|
ftx: define rest client
|
2021-02-08 19:07:18 +08:00 |
|
ycdesu
|
565086cc2a
|
util: extract IsError method
|
2021-02-08 19:07:18 +08:00 |
|
ycdesu
|
54ef8d3ca6
|
ftx: define empty exchange
|
2021-02-08 19:04:18 +08:00 |
|
Yo-An Lin
|
f8ae8ec5b0
|
Merge pull request #108 from ychi/feat/exchange-ticker-api
|
2021-02-08 07:37:50 +08:00 |
|
ycchen
|
7a67083fbe
|
Address review feedbacks
|
2021-02-07 22:58:30 +01:00 |
|
Jui-Nan Lin
|
001f0e8c2f
|
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 |
|