Commit Graph

81 Commits

Author SHA1 Message Date
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