683 Commits

Author	SHA1	Message	Date
c9s	ab0519c4be	start time is required for syncing trades	2022-01-01 02:50:07 +08:00
c9s	7d64a30a6b	kucoin: fix launch date with local time zone	2022-01-01 02:45:47 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	25f01b8837	kucoin: refactor ticker request	2022-01-01 02:07:48 +08:00
c9s	be408055a6	kucoin: refactor account service api	2022-01-01 02:04:20 +08:00
c9s	6d5ab33d17	kucoin: fix kucoin order query	2022-01-01 01:28:29 +08:00
c9s	556a581ae1	kucoin: add kucoin list history orders request	2022-01-01 00:46:33 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	2a8caa3780	batch: show trade sync time range in the message	2021-12-31 13:56:53 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	5f84f13e21	kucoin: fix trade time field issue	2021-12-31 13:20:34 +08:00
c9s	e09b4fa5fb	kucoin: rewrite cancel all orders request	2021-12-31 01:50:56 +08:00
c9s	6addd503aa	kucoin: generate PlaceOrderRequest with requestgen	2021-12-31 01:43:31 +08:00
c9s	af19875e2e	kucoin: fix predefined generate command alias	2021-12-31 01:39:45 +08:00
c9s	b91bf10a7c	kucoin: remove New prefix from the requests	2021-12-31 01:36:41 +08:00
Yo-An Lin	8aef3c002a	Merge pull request #412 from austin362667/refactor/futures-account ... binance: add futures stream	2021-12-31 01:27:34 +08:00
c9s	b8b5ccdd2d	kucoin: refactor account service with requestgen	2021-12-31 01:25:04 +08:00
austin362667	9483a0d10d	binance: modify methods for registering callbacks	2021-12-31 00:11:47 +08:00
austin362667	65d37c1983	binance: add futures stream	2021-12-31 00:08:27 +08:00
austin362667	5cc768031e	binance: add FuturesPosition conversion	2021-12-31 00:08:27 +08:00
c9s	3c2704c4ae	add binance.us support	2021-12-30 23:46:43 +08:00
c9s	ba73d5a09a	fix kucoin orderTime parsing and order id conversion	2021-12-30 22:02:50 +08:00
c9s	76d31e7614	kucoin: add client order ID to converter	2021-12-30 21:39:50 +08:00
c9s	cfc66dc13e	bbgo: add session connection notification	2021-12-30 17:18:04 +08:00
c9s	8995ce2824	binance: adjust timeout	2021-12-30 16:51:30 +08:00
c9s	890fb5327a	rename StreamRequest to WebSocketCommand	2021-12-30 16:49:07 +08:00
c9s	35e0b1d146	binance: fix binance stream graceful shutdown	2021-12-30 16:47:39 +08:00
c9s	ff87fb007e	binance: pull out dispatchEvent	2021-12-30 16:30:02 +08:00
c9s	bae7df806f	binance: pull out getEndpointUrl	2021-12-30 16:22:29 +08:00
c9s	d72d57526c	binance: add DEBUG_BINANCE_STREAM env var	2021-12-30 16:20:32 +08:00
c9s	a2931da92c	move math rand	2021-12-30 16:18:32 +08:00
c9s	e73866a232	tmp	2021-12-30 16:17:26 +08:00
c9s	844b3c2e8e	fix kucoin context issue	2021-12-30 15:58:58 +08:00
c9s	3b9a191c95	binance: refactor binance stream handlers	2021-12-30 14:02:36 +08:00
c9s	f540742b42	add tradeType field	2021-12-30 02:37:17 +08:00
c9s	3cf499b605	kucoin: rewrite GetAllTickersRequest api	2021-12-30 02:33:07 +08:00
c9s	0fc91500e4	kucoin: rewrite GetTickerRequest with requestgen	2021-12-30 02:22:33 +08:00
c9s	5136001c9b	kucoin: rewrite ListSymbolsRequest	2021-12-30 02:17:03 +08:00
c9s	41435458d1	refactor orderbook requests with requestgen	2021-12-30 01:15:19 +08:00
c9s	2c0af99a51	rewrite kucoin bullet api with requestgen	2021-12-29 22:06:21 +08:00
c9s	8f97ee7787	binance: add isolated margin flag	2021-12-29 17:36:08 +08:00
c9s	2ef4d713f8	binance: fix margin order cancel	2021-12-29 17:35:27 +08:00
c9s	1a820936c4	binance: change log level from info to debug	2021-12-29 17:30:04 +08:00
c9s	6030a62cf0	change to debug level message	2021-12-29 17:28:45 +08:00
c9s	b637d46c83	adjust keep alive interval	2021-12-29 17:27:37 +08:00
c9s	eec699cbc9	binance: adjust timeout and interval	2021-12-29 15:25:59 +08:00
austin362667	d691bfa106	binance: add futures parser	2021-12-28 06:26:27 +08:00
c9s	1fa03cdfd6	xmaker: add back profit function	2021-12-27 02:59:55 +08:00
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