929 Commits

Author	SHA1	Message	Date
c9s	170c3b8c41	all: remove ftx	2022-11-24 17:05:20 +08:00
zenix	109f4d0e3e	fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor	2022-11-21 12:16:11 +09:00
zenix	27800e95bd	feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter	2022-11-21 12:16:11 +09:00
zenix	a8d60b251f	fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.	2022-10-27 17:35:50 +09:00
zenix	9213caf9c5	feature: add aggTrade for binance	2022-10-17 17:01:46 +09:00
austin362667	18acd668a7	interval: finalize 1s support ... interval: finalize 1s support interval: finalize 1s support	2022-10-14 23:14:30 +08:00
austin362667	905c1f25ee	interval: add 1s support ... interval: add 1s support interval: add 1s support interval: fix 1s for backtesting	2022-10-14 23:14:30 +08:00
c9s	070a92e3ae	max: fix max kline api	2022-10-04 17:25:29 +08:00
c9s	1342423294	binance: fix futures order conversion	2022-09-24 01:38:25 +08:00
c9s	1c58a44e44	binance: implement get margin max borrowable request	2022-09-19 17:09:34 +08:00
c9s	d73880d0a8	binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8	2022-09-19 17:02:50 +08:00
c9s	a5ba870cd8	binance: add queryTrades rate limiter	2022-09-12 15:03:01 +08:00
c9s	f2e3acf8ec	binance: emit reconnect when received ListenKeyExpired	2022-09-11 14:11:50 +08:00
c9s	ff635195fb	binance: add listenKeyExpired callback	2022-09-11 14:10:30 +08:00
c9s	4890d19ebf	binance: parse listenKeyExpired event	2022-09-11 14:06:55 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
c9s	68064bfe44	move and fix binance exchange api examples	2022-08-24 12:58:06 +08:00
c9s	8827fc3ec6	binance: fix futures/margin order sync issue ... fixes: #887	2022-08-19 15:28:24 +08:00
c9s	c6e4fcf0c2	binance: fix QueryOrderTrades	2022-08-17 16:08:11 +08:00
c9s	b4e71dd5bb	binance: implement QueryOrderTrades method	2022-08-17 16:08:09 +08:00
c9s	fa34a0ee70	binance: handle order status expired	2022-08-17 16:02:11 +08:00
Andy Cheng	b5beadceb4	exhange/binance: exclude unrealized pnl from balance calculation	2022-08-16 15:06:13 +08:00
Andy Cheng	0b5f2c308e	exchange/binance: fix missing github.com/adshao/go-binance/v2	2022-08-16 14:21:48 +08:00
Andy Cheng	9cf29b6cc6	exchange/binance: get locked balance of futures account	2022-08-16 10:55:45 +08:00
ankion	69e03c8428	binance: fix futures position	2022-08-11 14:29:28 +08:00
ankion	ffd46fd71d	binance: fix futures orderTypelimitMaker timeInForce was null	2022-08-11 11:30:00 +08:00
ankion	68a65f1913	binance: fix futures not emit filled event	2022-08-11 10:40:19 +08:00
c9s	ba87ffab43	max: fix order type casting	2022-08-11 00:00:25 +08:00
c9s	e2df05c054	maxapi: add option to disable user agent header	2022-08-10 23:59:55 +08:00
c9s	8f17d6b019	maxapi: rewrite public service with requestgen	2022-08-10 23:59:50 +08:00
c9s	fc73a12689	maxapi: add get klines request	2022-08-10 23:59:43 +08:00
c9s	6f35aa0f20	maxapi: replace client field type with interface	2022-08-10 23:59:38 +08:00
c9s	c5e93dba00	max: replace client field type with interface	2022-08-10 23:59:25 +08:00
c9s	ae3f6001b9	maxapi/v3: add order type alias	2022-08-10 23:59:21 +08:00
c9s	2380ebb285	maxapi/v3: apply order type constant type	2022-08-10 23:59:16 +08:00
c9s	2f8020efd6	max: add v2 order api back	2022-08-10 23:59:10 +08:00
Raphanus Lo	ed975b7ed9	Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection ... exchange: order fee-amount protection	2022-08-09 15:01:53 +08:00
c9s	99121d19c0	exchange/max: fix order trades query field name	2022-08-09 11:37:12 +08:00
c9s	b4dcdc4031	exchange/max: fix GetOrderTradesRequest order id field	2022-08-09 11:37:05 +08:00
c9s	a5a40c3a42	exchange/max: check order id field	2022-08-09 11:36:59 +08:00
c9s	cba9ffe064	exchange/max: add order trades api	2022-08-09 11:36:53 +08:00
Raphanus Lo	ed7df4ddbe	exchange: order fee-amount protection ... Reduce the order amount to prevent submit rejection because of balance exceeding. submit_amount = original_amount / (1 + fee_rate) Currently supported only by FTX Pro.	2022-08-02 13:35:24 +08:00
Raphanus Lo	23dc8a9ce3	exchange: FTX default fee	2022-07-29 21:49:04 +08:00
c9s	5bb1722007	binance: remove ineffected DEBUG_BINANCE_STREAM	2022-07-26 16:26:40 +08:00
c9s	e1e725878e	binance: refactor server time offset setter	2022-07-26 16:25:08 +08:00
c9s	ff61235e70	binance: rename to timeSetterOnce	2022-07-26 16:22:57 +08:00
c9s	cf5e81c848	binance: refactor set server time go routine	2022-07-26 16:22:29 +08:00
zenix	2568a81dfe	fix: binance time sync, exchange interval query interface, yaml for fixedpoint	2022-07-26 16:42:34 +09:00
c9s	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00