1535 Commits

Author	SHA1	Message	Date
c9s	f27afac77b	max: use error log instead of warning log for convertion	2024-09-04 11:20:30 +08:00
c9s	1b8d7bd805	max: fix v3 deposit state conversion	2024-09-04 11:17:56 +08:00
Lan Phan	ba913ce4de	update timeInForce for binance margin order	2024-09-03 00:38:17 +07:00
c9s	a900c72032	types/position: drop approximateAverageCost	2024-08-22 11:19:54 +08:00
c9s	d1617b6a0b	Merge pull request #1697 from c9s/c9s/refactor-twap ... FEATURE: redesign and refactor twap order executor	2024-08-20 14:24:48 +08:00
c9s	648e10fd7c	binance: fix time in force setting for limit maker	2024-08-20 14:01:04 +08:00
c9s	47c7714d33	Merge pull request #1698 from c9s/feature/max/update-get-trade-api ... FEATURE: update get trades api	2024-08-20 13:49:39 +08:00
c9s	f7ad141b04	Merge pull request #1693 from anywhy/fix_binance_query_order ... fix binance exchange query futures order	2024-08-19 18:01:03 +08:00
kbearXD	90712aff29	FEATURE: update get trades api	2024-08-19 17:05:02 +08:00
c9s	b88aff6d73	max: fix GetDepositHistoryRequest	2024-08-16 13:40:34 +08:00
c9s	4154cc9d53	max: fix max withdrawal api parameters	2024-08-16 13:27:14 +08:00
anywhy	714275fedb	fix binance exchange query futures order	2024-08-16 13:06:43 +08:00
edwin	5596589bff	pkg/exchange: delete v1 file	2024-08-13 11:14:31 +08:00
edwin	ee04e12210	pkg/exchange: upgrade market trade ws to v2	2024-08-13 11:14:29 +08:00
edwin	b02be2cf70	pkg/exchange: upgrade kline ws to v2	2024-08-13 00:24:51 +08:00
c9s	25b0b5ded5	max: fix withdraw state convert by calling convertWithdrawStatusV2 ... v3 api does not return status field	2024-08-07 17:12:55 +08:00
c9s	e03ba63e44	max: remove legacy emptyTime	2024-08-05 16:40:10 +08:00
c9s	5d65b817ef	max: add withdraw status convert function for v3	2024-08-05 16:39:44 +08:00
c9s	97336912e5	max: use v3/withdrawals apis	2024-08-02 15:24:00 +08:00
c9s	6bc8dffe16	maxapi: improve withdraw status conversion	2024-07-31 16:43:56 +08:00
c9s	ab20b6db89	all: improve binance withdraw status convertion	2024-07-31 15:04:08 +08:00
kbearXD	1c28fd3b44	FEATURE: [max] update max api url	2024-07-15 18:04:44 +08:00
kbearXD	e63158f5fa	FEATURE: update max api to latest version	2024-06-28 16:32:41 +08:00
c9s	1dc1afc993	batch: add TradeQueryOptionsMatcher for testing trade query options	2024-06-20 16:54:05 +08:00
c9s	df125c0efb	batch: improve trade batch query	2024-06-19 17:35:38 +08:00
edwin	b562e46c55	pkg/exchange: adjust the time since of unit test	2024-06-11 17:59:45 +08:00
c9s	e081a362f7	Merge pull request #1650 from c9s/c9s/fix-okex-book-subscription ... FIX: [okex] fix order book subscription channels	2024-06-03 17:55:26 +08:00
edwin	bafa5a4783	pkg/exchange: add rate limit comment	2024-06-03 17:25:07 +08:00
edwin	57618ced7c	pkg/exchange: add conn count info event	2024-06-03 17:01:57 +08:00
c9s	de7bf31b24	okex: fix order book subscription channels	2024-06-03 16:07:47 +08:00
c9s	6bb910c561	retry: add initialAttempts to the order trades query backoff	2024-06-01 14:18:34 +08:00
c9s	01fac1fd01	binance: optimize pv parsing	2024-05-24 18:06:40 +08:00
c9s	acb84e098f	binance: use pre-allocated pv var	2024-05-24 18:06:33 +08:00
c9s	55c6a435e7	binance: remove orderbook convert error var	2024-05-24 18:06:21 +08:00
c9s	901272f153	binance: refactor and update QueryOrderTrades implementation	2024-05-24 17:35:27 +08:00
c9s	bc71c95608	binance: implement query trade for binance margin trading	2024-05-24 17:35:27 +08:00
kbearXD	c42c52d549	Merge pull request #1640 from c9s/kbearXD/dca2/flexible-recovery ... FEATURE: [dca2] change state recovery logic	2024-05-24 15:54:23 +08:00
kbearXD	7134f51d38	FEATURE: [dca2] change state recovery logic	2024-05-24 15:12:27 +08:00
c9s	8a852afedb	Merge pull request #1642 from c9s/refactor/average-depth-price-method ... Refactor: add average depth price method	2024-05-23 18:22:06 +08:00
c9s	75b86e435a	max: assign client order id only when it's not empty	2024-05-23 17:16:27 +08:00
c9s	7114b37967	Merge pull request #1625 from luchenhan/main ... chore: fix function names in comment	2024-05-21 14:50:33 +08:00
edwin	ecc08fabb7	pkg/exchange: update okx symbols	2024-05-16 15:29:47 +08:00
kbearXD	38d8043e3b	MINOR: add trade id and order id when fee is still processing	2024-04-30 13:38:35 +08:00
kbearXD	a7af2b7002	FEATURE: [grid2] use feeProcessing field to make sure the trading fee is ready	2024-04-30 11:03:23 +08:00
luchenhan	5791e392f5	chore: fix function names in comment ... Signed-off-by: luchenhan <hanluchen@aliyun.com>	2024-04-29 16:38:55 +08:00
kbearXD	0396fc19fd	FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessing into consideration	2024-04-29 15:59:52 +08:00
hidewrong	d6d428ed9f	chore: fix some comments ... Signed-off-by: hidewrong <hidewrong@outlook.com>	2024-04-17 11:11:53 +08:00
kbearXD	f8d7447e8e	FIX: fix issue when recovering with finalizing orders	2024-04-08 19:54:44 +08:00
c9s	0318e08e0f	max: add fee processing field	2024-04-08 17:17:46 +08:00
c9s	d55d1e9867	upgrade github.com/adshao/go-binance/v2	2024-03-31 19:39:50 +08:00
Lan Phan	37a0ae53e9	support Binance paper trading for sync sub-command	2024-03-28 13:31:10 +07:00
c9s	d399b39c44	max: simplify QueryTicker	2024-03-26 18:16:57 +08:00
edwin	98d565c46f	pkg/exchange: update okx url	2024-03-18 18:56:37 +08:00
c9s	f618485536	max: remove the extra user agent from the http headers	2024-03-15 15:22:37 +08:00
c9s	f785398249	max: adjust max rate limiters	2024-03-15 15:22:37 +08:00
bailantaotao	3300b71cba	Merge pull request #1583 from c9s/edwin/okx/query-recent-trades ... FEATURE: [okx] query recent trades	2024-03-15 09:43:29 +08:00
edwin	2ae1933d7b	pkg/exchange: use 3 days trade api if start time - now < 3 days	2024-03-14 17:21:17 +08:00
edwin	38bd5479f2	pkg/exchange: gen 3 day and regen history transaction api	2024-03-14 17:20:58 +08:00
kbearXD	2b52211c1c	new function IsFilledOrderState for maxapi	2024-03-14 16:18:12 +08:00
edwin	d75e7eb63f	pkg/exchange: rm redundant code	2024-03-14 12:15:40 +08:00
edwin	b1414b583e	pkg/exchange: remove the query after place order	2024-03-14 12:15:37 +08:00
c9s	51a340e922	binance: fix notional filter	2024-03-13 18:14:24 +08:00
Zenix	2a7ca4233d	Merge pull request #1575 from zenixls2/feature/loose_interface_public_data ... feature: add ExchangePublic	2024-03-13 17:42:28 +09:00
edwin	2904759113	pkg/exchange: remove the query after place order	2024-03-13 14:54:29 +08:00
bailantaotao	8197dbd63a	Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order ... FIX: [bitget] fix post only order	2024-03-13 09:23:12 +08:00
edwin	7ed095ede3	pkg/exchange: fix post only order	2024-03-12 18:22:33 +08:00
zenix.huang	8268ac1d32	fix: skip test when run in github action	2024-03-12 17:48:55 +09:00
zenix.huang	465e7d8983	add test for binance new function	2024-03-12 15:57:22 +09:00
kbearXD	661b7be12e	dca2: add more log and retry	2024-03-12 14:53:45 +08:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
bailantaotao	0bc409e021	Merge pull request #1572 from c9s/edwin/bitget/add-order-test ... TEST: [bitget] add test to query trades, cancel orders, closed orders	2024-03-10 16:11:28 +08:00
edwin	e8108800fe	pkg/exchange: add test to query trades, cancel orders, closed orders	2024-03-10 16:00:48 +08:00
c9s	cf4fb0eaf1	adjust max order limiter	2024-03-09 23:48:05 +08:00
battmdpkq	54db9e9eec	fix some typos ... Signed-off-by: battmdpkq <cmaker@163.com>	2024-03-07 18:38:58 +08:00
edwin	71b8665b32	pkg/exchange: add more tests for query open orders	2024-03-06 17:01:49 +08:00
edwin	80661043d9	pkg/exchange: add more tests to place order	2024-03-06 17:00:46 +08:00
edwin	91445807f6	pkg/exchange: add more comments	2024-03-06 14:51:54 +08:00
edwin	51e38cf002	pkg/exchange: support market order on bitget unfilled order conversion	2024-03-06 11:36:47 +08:00
edwin	ceb3091525	pkg/exchange: add tests for query account, place order	2024-03-06 09:57:58 +08:00
edwin	07e288c7df	pkg/exchange: add tests for query k line	2024-03-05 17:44:32 +08:00
edwin	76b077d8de	pkg/exchange: add tests for query tickers	2024-03-05 17:04:11 +08:00
bailantaotao	8814323fc6	Merge pull request #1556 from c9s/edwin/bitget/test-query-markets ... TEST: [bitget] add tests for query markets	2024-03-05 16:14:00 +08:00
edwin	0d690c3d91	pkg/exchange: add tests for query markets	2024-03-05 15:59:04 +08:00
c9s	88a55793b5	Merge pull request #1540 from c9s/kbearXD/dca2/monitor-metrics	2024-03-05 10:09:14 +08:00
edwin	a392d8d579	pkg: add more logs	2024-03-04 22:40:25 +08:00
kbearXD	8e224739de	sync active orders and send metrics of order nums	2024-03-04 20:53:15 +08:00
edwin	933ba31b05	pkg/exchange: rm redundant codes	2024-03-01 13:52:38 +08:00
c9s	4f57c5b842	Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders ... FEATURE: add universal cancel all orders api helper	2024-02-27 22:12:16 +08:00
edwin	1e35432e21	pkg/exchange: refactor log	2024-02-26 11:40:13 +08:00
c9s	24013a82ab	Merge pull request #1546 from c9s/feat/add-exchange-field-to-market ... FEATURE: add exchange field to types.Market	2024-02-23 18:49:31 +08:00
c9s	4aca676b4d	all: add exchange field to types.Market	2024-02-23 18:36:52 +08:00
c9s	3b8a3bed5f	add universal cancel all orders api helper	2024-02-23 16:56:30 +08:00
bailantaotao	d0ed34c4e1	Merge pull request #1544 from c9s/edwin/bitget/batch-subscribe ... FIX: [bitget] batch subscribe channel	2024-02-23 16:07:49 +08:00
edwin	3a18edd5ab	pkg/exchange: batch subscribe channel	2024-02-23 15:48:57 +08:00
edwin	5c7509523b	pkg/exchange: use new size instead of size	2024-02-23 14:08:35 +08:00
c9s	06c533f3d7	Merge pull request #1531 from c9s/c9s/improve-deposit2transfer-logs ... improve: [deposit2transfer] improve deposit logging	2024-02-22 22:47:17 +08:00
c9s	0f001a9151	Merge pull request #1534 from c9s/edwin/okx/refine-rate-limit ... FIX: [okx] refine okx rate limiter	2024-02-22 22:46:43 +08:00
c9s	75cb5dd09c	check order pointer	2024-02-22 14:26:01 +08:00
edwin	f135b6dcc4	pkg/exchange: refine okx rate limiter	2024-02-22 09:21:04 +08:00
c9s	3cee573dbd	Merge pull request #1538 from c9s/c9s/fix-and-improve-query-order-until-filled ... FIX: [retry] fix and improve QueryOrderUntilFilled status check	2024-02-21 17:09:02 +08:00