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1534 Commits

Author SHA1 Message Date
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
c9s
c68832459d
retry: fix and improve QueryOrderUntilFilled status check 2024-02-21 16:56:11 +08:00
edwin
b6261c2516 pkg/exchange: add limit maker type to place order 2024-02-20 18:20:07 +08:00
edwin
516c5e8137 pkg/exchange: print more logs 2024-02-20 17:55:47 +08:00
edwin
3bd2d90e3c pkg/exchange: allow char in place order 2024-02-20 15:14:09 +08:00
c9s
c6db392a26
deposit2transfer: improve deposit logging 2024-02-15 11:43:59 +08:00
edwin
262c05f83c pkg/exchange: fix trade id 2024-02-08 01:37:35 +08:00
c9s
d015670d63
binance: add TestClient_GetDepth test 2024-02-06 15:33:55 +08:00
c9s
0cf028d192
binance: define more event types 2024-02-06 15:28:56 +08:00
c9s
5206ec98c8
binance: make util functions private 2024-02-06 15:28:56 +08:00
c9s
e031acca13
binance: support partial depth event parsing 2024-02-06 15:28:56 +08:00
c9s
87364d0ca7
binance: refine the IsBookTicker checker written by tonyq 2024-02-06 15:28:56 +08:00
c9s
fce603064f
binance: define event types and add partial depth detection 2024-02-06 15:28:56 +08:00
c9s
97b922a8b2
binance: remove debug code 2024-02-06 15:28:56 +08:00
c9s
f734c699bc
add LastUpdateId to the SliceOrderBook struct 2024-02-06 15:28:55 +08:00
c9s
b3ef66dff4
binance: set snapshot.Time to now() 2024-02-06 15:28:55 +08:00
c9s
7e5d25a7e0
binance: implement GetDepthRequest with requestgen 2024-02-06 15:28:55 +08:00
c9s
24952581fe
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct 
FIX: simplify booksignal struct
 2024-02-06 13:02:25 +08:00
bailantaotao
1c98e603b1
Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3 
FEATURE: [binance] add margin request
 2024-02-06 10:02:38 +08:00
edwin
836f1f9490 pkg/exchange: use fixedpoint as value 2024-02-06 09:37:04 +08:00
c9s
24e465e5b6
binance: fix parser parsebytes 2024-02-06 00:36:49 +08:00
c9s
eea4c43619
binance: use predecl return vars 2024-02-06 00:36:49 +08:00
c9s
75a2abeeab
max: reduce kline parsing cost 2024-02-06 00:36:49 +08:00
c9s
f64b0e7a9f
binance: pre-allocate PriceVolumeSlice memory 2024-02-06 00:36:48 +08:00
c9s
2ec01e3d28
binance: use fastjson parser pool 2024-02-06 00:36:48 +08:00
edwin
54784f8c54 pkg/exchange: rm timestamp 2024-02-05 17:02:46 +08:00
edwin
c73fc65c6d pkg/exchange: add margin transfer request 2024-02-05 17:00:57 +08:00
c9s
565cdef54f
Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2 
MINOR: [binance] update borrow/repay api changes
 2024-02-05 15:08:44 +08:00
edwin
f77d03d270 pkg/exchange: update borrow/repay api changes 2024-02-05 12:11:36 +08:00
c9s
aad3f89492
Merge pull request #1523 from c9s/edwin/binance/update-api-changes 
MAJOR: [binance] replace margin/transfer to asset/transfer
 2024-02-05 11:42:25 +08:00
edwin
b6717f2fcf pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer 2024-02-05 11:18:40 +08:00
edwin
3846b2aead pkg/exchange: add response validation func 2024-02-01 14:40:59 +08:00
Edwin
f0ad014837 pkg/exchange: support kline subscriptions 2024-01-30 12:17:50 +08:00
Edwin
429036985c pkg/exchange: add new kline stream 2024-01-30 10:23:10 +08:00
Edwin
d2b45f5d58 pkg/exchange: refactor kline api 2024-01-29 20:59:53 +08:00
c9s
c1484771ea
binance: make the error message clear 2024-01-24 18:22:35 +08:00
c9s
3aa6b0c13c
max: remove unused parseBookEntries function 2024-01-24 17:56:04 +08:00
c9s
18ccc78d83
binance: apply DefaultDepthLimit to 5000 2024-01-24 17:53:04 +08:00
c9s
07eb723da4
binance: support more depth level 2024-01-24 17:51:02 +08:00
c9s
6cf5300650
max: preallocate fastjson array object var memory 2024-01-24 16:58:42 +08:00
c9s
e67155d6cc
max: optimize book parsing 2024-01-24 16:58:42 +08:00
c9s
fcd367b8c2
max: pre-allocate price volume slice memory 2024-01-24 16:58:42 +08:00
c9s
e6f911380d
max: set max websocket book default level 2024-01-24 13:52:49 +08:00
Edwin
7841813fe0 pkg/exchange: fix okx query open order time param 2024-01-23 14:26:40 +08:00
Edwin
ac649b3bd4 pkg/exchange: add cash trade mode to place order req 2024-01-18 14:13:38 +08:00
bailantaotao
8ceadd80f3
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval 
FEATURE: [okx] set ping interval
 2024-01-18 09:17:08 +08:00
bailantaotao
62c19b4d99
Merge pull request #1502 from c9s/edwin/okx/order-trade-event 
REFACTOR: [okx] refactor order trade event by json.Unmarshal
 2024-01-17 16:20:17 +08:00
Edwin
80d8c000bc pkg/exchange: set ping interval 2024-01-17 15:58:54 +08:00
Edwin
c5d2047605 pkg/exchange: emit balance snapshot after authed 2024-01-17 14:15:44 +08:00
Edwin
91913f021c pkg/exchange: refactor order trade event by json.Unmarshal 2024-01-16 15:36:51 +08:00
Edwin
11506fb605 pkg/exchange: fix queryTrades and queryOrderTrade api 2024-01-16 09:10:33 +08:00
Edwin
fa145a3622 pkg/exchange: refactor query closed order 2024-01-15 11:41:17 +08:00
Edwin
b352ae855f pkg/exchange: add query open orders 2024-01-14 15:52:54 +08:00
c9s
c01be14c70
max: remove unused var 2024-01-11 15:20:38 +08:00
c9s
68be0badca
max: improve depth parsing speed 2024-01-11 15:20:19 +08:00
c9s
905148a34f
maxapi: use fastjson parser pool 2024-01-11 15:20:06 +08:00
Edwin
373242d306 pkg/exchange: generate cancel order by requestgen 2024-01-11 11:29:04 +08:00
bailantaotao
8eb555619f
Merge pull request #1494 from c9s/edwin/okx/place-order 
FEATURE: [okx] generate place order request by requestgen
 2024-01-11 10:33:31 +08:00
Edwin
260eef3b0c pkg/exchange: generate place order request by requestgen 2024-01-10 16:17:13 +08:00
Edwin
a7aa34c396 pkg/exchange: add comment 2024-01-10 14:07:25 +08:00
Edwin
1dedd32f42 pkg/exchange: support unsubscribe and resubscribe 2024-01-10 13:56:17 +08:00
Edwin
9297293a46 pkg/exchange: refactor query account balance 2024-01-09 15:59:05 +08:00
Edwin
a463c02183 pkg/exchange: generate account by requestgen 2024-01-09 15:58:42 +08:00
bailantaotao
c2e3fed6d3
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers 
FEATURE: [okx] generate ticker request by requestgen
 2024-01-09 15:38:28 +08:00
bailantaotao
0bf1e4ed59
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info 
REFACTOR: [okx] refactor account info
 2024-01-09 14:45:17 +08:00
Edwin
188b781116 pkg/exchange: add rate limiter to ticker/tickers 2024-01-09 13:57:19 +08:00
Edwin
6d7a01ffae pkg/exchange: generate ticker request by requestgen 2024-01-09 13:57:03 +08:00
Edwin
caef31d760 pkg/exchange: early return if error 2024-01-09 11:58:43 +08:00
Edwin
6e160e7a36 pkg/exchange: add rate limiter to QueryMarkets 2024-01-09 11:56:10 +08:00
Edwin
ba5882f7b6 pkg/exchange: generate instrument request by requestgen 2024-01-09 11:55:49 +08:00
Edwin
147b31d81d pkg/exchange: refactor account stream 2024-01-09 10:59:35 +08:00
bailantaotao
a680df2938
Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream 
FEATURE: [okx] support market trade streaming
 2024-01-09 10:58:24 +08:00
Edwin
2e34f7840a pkg/exchange: support market trade streaming 2024-01-08 21:27:26 +08:00
c9s
11309ac8c8
Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols 
FIX: [bitget] ignore offline symbols
 2024-01-08 18:19:01 +08:00
c9s
e358da10dd
bitget: log symbol status 2024-01-08 18:13:26 +08:00
c9s
cfe3b6466c
update bitget v2 get_symbols_request_requestgen 2024-01-08 17:47:52 +08:00
c9s
33deaea6e5
bitget: bitget ignore offline symbols 2024-01-08 17:46:09 +08:00
Edwin
0b906606fe pkg/exchange: refactor book and kline 2024-01-08 10:30:11 +08:00
c9s
6e03626b36
Merge pull request #1476 from c9s/edwin/okx/add-streaming-test 
CHORE: [okex] add stream test for book
 2024-01-03 16:37:12 +08:00
bailantaotao
769d3ce2d8
Merge pull request #1456 from c9s/edwin/bitget/get-account-assets 
FEATURE: [bitget] get account assets
 2024-01-03 13:01:35 +08:00
Edwin
b5ff066aa2 pkg/exchange: print symbol 2024-01-03 11:30:50 +08:00
Edwin
30164acdcf pkg/exchange: use v2 get account asset api 2024-01-03 11:25:46 +08:00
Edwin
9ad94aa7e0 pkg/exchange: add stream test for book 2024-01-02 12:02:33 +08:00
chiahung.lin
bfd9c8ac64 FEATURE: run state machine 
FEATURE: support recover

FEATURE: add order into orderStore and recover position

recover position/budget

FEATURE: support recover budget
 2023-12-20 16:02:37 +08:00
c9s
841229518a
bitget: add more debug logs for orderEvent and tradeEvent 2023-12-18 16:31:04 +08:00
c9s
038d180711
bitget: check bitget websocket trade id and order status 2023-12-18 14:44:33 +08:00
Edwin
c5decf9bf8 pkg/exchange: support v2 get asset api 2023-12-18 12:17:49 +08:00
c9s
2c7e42922b
Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only 2023-12-13 18:50:19 +08:00
Edwin
29550f0013 pkg/exchange: we don't need the fee rate in the public stream 2023-12-13 13:53:58 +08:00
c9s
6cbb17fb76
all: refactor log formatter functions 2023-12-13 09:47:18 +08:00
c9s
f3ce4c2cc6
bitget: refactor debug function tool 2023-12-13 09:28:34 +08:00
c9s
b022a6119f
bitget: add bitget log prefix 2023-12-13 09:28:34 +08:00
Edwin
c2724c4f62 pkg/exchange: fix price is zero when order not executed 2023-12-12 17:30:51 +08:00
c9s
c5282a8f9b
bitget: add more debug logs 2023-12-12 16:37:43 +08:00
c9s
b9c4002704
bitget: handle order type limit maker 2023-12-08 15:18:34 +08:00
c9s
214f9fe75e
bitget: improve bitget websocket depth subscription 2023-12-07 17:38:57 +08:00
c9s
96f6f9e0d0
exchange/retry: add QueryOrderUntilCancelled 2023-12-07 16:18:23 +08:00
chiahung.lin
c67737a6d6 use retry package 2023-12-06 16:16:17 +08:00
chiahung.lin
c906d6a74d rename variable 2023-12-06 11:27:06 +08:00
chiahung.lin
d54b7365dd FEATURE: use types.OrderMap to avoid missing and duplicated orders 2023-12-05 20:10:37 +08:00
chiahung
a1d98e25c6 FEATURE: use max v3 new open orders api 2023-12-05 19:57:00 +08:00
chiahung.lin
165e788c3d fix 2023-12-05 16:59:26 +08:00