685 Commits

Author	SHA1	Message	Date
c9s	c49b9ef276	fix order status convert	2021-12-27 00:21:52 +08:00
c9s	e08b2e9a85	fix max exchange order status conversion and document the order status	2021-12-26 15:58:12 +08:00
c9s	e44390b655	kucoin: add more comment	2021-12-26 03:19:03 +08:00
c9s	9b8995acea	fix supportedIntervals map	2021-12-26 03:17:26 +08:00
c9s	8bf5c5f778	fix kline sync query	2021-12-26 03:14:19 +08:00
c9s	a5c7ffa134	kucoin: add the missing 5min kline convert	2021-12-26 03:07:49 +08:00
c9s	4c263dd205	fix batch kline sync	2021-12-26 03:04:21 +08:00
c9s	cf6da76ef0	service: add kucoin_klines to backtest insert table mapping	2021-12-26 02:40:13 +08:00
c9s	b79ab5d68d	kucoin: fix kline query param	2021-12-26 02:39:44 +08:00
c9s	1da0c8e755	kucoin: implement QueryKLines and fix interval conversion	2021-12-26 02:23:06 +08:00
c9s	e3181202db	kucoin: implement QueryTrades	2021-12-26 01:44:05 +08:00
c9s	8c03147ff4	kucoin: implement QueryClosedOrders	2021-12-26 01:34:03 +08:00
c9s	0cef2c52ef	all: improve cancel command and add uuid field to order struct	2021-12-26 01:27:22 +08:00
c9s	471d86c801	kucoin: implement order submit	2021-12-26 00:27:52 +08:00
c9s	50fac9d491	kucoin: pull out queryDepth method to exchange	2021-12-25 23:53:34 +08:00
Yo-An Lin	8aa2ae1b32	Merge pull request #397 from austin362667/refactor/futures-account ... binance: add futures related conversion	2021-12-25 23:17:27 +08:00
c9s	5f9753b281	kucoin: convert symbol to global symbol	2021-12-25 19:35:08 +08:00
c9s	f0d4236169	all: fix and improve kucoin orderbook stream	2021-12-25 19:34:27 +08:00
c9s	3d1ca46c77	depth: remove updates assertion	2021-12-25 02:14:49 +08:00
c9s	217499528d	binance: refactor binance depthBuffer with depth query	2021-12-25 02:14:49 +08:00
c9s	7e7115b18f	replace binance.depthFrame with the extracted depth.Buffer	2021-12-25 02:14:49 +08:00
austin362667	ba972e4058	binance: add futures related conversion ... binance: remove comments	2021-12-24 01:38:10 +08:00
c9s	c4838f5631	binance: fix depth event conversion	2021-12-23 23:55:13 +08:00
c9s	fdc5d6a54e	binance: use types.PriceVolumeSlice for depth entry	2021-12-23 23:55:02 +08:00
c9s	dae104cf9f	binance: optimize depth parsing	2021-12-23 23:54:43 +08:00
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