395 Commits

Author	SHA1	Message	Date
c9s	5b09ad671c	max: fix max order group id	2023-04-03 00:12:14 +08:00
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	da48e0fc85	make end_time down to start_time + 3 days if end_time > start_time + 3 days	2023-03-14 18:39:36 +08:00
chiahung	e0b445f1c1	FEATURE: make MAX QueryTrades support start_time, end_time	2023-03-14 16:32:00 +08:00
kbearXD	6a6d7a6293	Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id ... FIX: filter wrong order id from self-trade trades	2023-03-09 16:59:33 +08:00
chiahung	ead5486b52	FIX: filter wrong order id from self-trade trades	2023-03-09 16:15:48 +08:00
chiahung	d29c3fa05c	FIX: use updated_at instead of created_at to convert MAX order to types.Order	2023-03-09 11:35:48 +08:00
chiahung	f9f6346468	FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-08 17:18:18 +08:00
chiahung	83d9977a57	make sure group id is > 0	2023-03-06 16:32:36 +08:00
chiahung	d466a63d22	FIX: add group id on submit order API	2023-03-06 15:58:18 +08:00
c9s	6137905f42	max: fix max v3 order cancel api	2023-03-01 16:45:33 +08:00
c9s	06eff47058	grid2: improve UseCancelAllOrdersApiWhenClose process	2023-03-01 16:35:09 +08:00
c9s	216bdb891f	grid2: skip canceled orders	2022-12-24 01:08:28 +08:00
c9s	5b4be1f9fc	max: drop unused toMaxSubmitOrder	2022-12-22 13:14:25 +08:00
c9s	a340cd321b	max: add submit order limiter	2022-12-15 18:38:57 +08:00
austin362667	18acd668a7	interval: finalize 1s support ... interval: finalize 1s support interval: finalize 1s support	2022-10-14 23:14:30 +08:00
c9s	070a92e3ae	max: fix max kline api	2022-10-04 17:25:29 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
c9s	ba87ffab43	max: fix order type casting	2022-08-11 00:00:25 +08:00
c9s	e2df05c054	maxapi: add option to disable user agent header	2022-08-10 23:59:55 +08:00
c9s	8f17d6b019	maxapi: rewrite public service with requestgen	2022-08-10 23:59:50 +08:00
c9s	fc73a12689	maxapi: add get klines request	2022-08-10 23:59:43 +08:00
c9s	6f35aa0f20	maxapi: replace client field type with interface	2022-08-10 23:59:38 +08:00
c9s	c5e93dba00	max: replace client field type with interface	2022-08-10 23:59:25 +08:00
c9s	ae3f6001b9	maxapi/v3: add order type alias	2022-08-10 23:59:21 +08:00
c9s	2380ebb285	maxapi/v3: apply order type constant type	2022-08-10 23:59:16 +08:00
c9s	2f8020efd6	max: add v2 order api back	2022-08-10 23:59:10 +08:00
c9s	99121d19c0	exchange/max: fix order trades query field name	2022-08-09 11:37:12 +08:00
c9s	b4dcdc4031	exchange/max: fix GetOrderTradesRequest order id field	2022-08-09 11:37:05 +08:00
c9s	a5a40c3a42	exchange/max: check order id field	2022-08-09 11:36:59 +08:00
c9s	cba9ffe064	exchange/max: add order trades api	2022-08-09 11:36:53 +08:00
zenix	2568a81dfe	fix: binance time sync, exchange interval query interface, yaml for fixedpoint	2022-07-26 16:42:34 +09:00
c9s	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
c9s	cc8821bb66	update max order api path	2022-07-08 20:47:51 +08:00
c9s	e9faf34b5e	max: fix balance field for api	2022-07-08 17:28:07 +08:00
Yo-An Lin	24fc5c2baf	Merge pull request #736 from zenixls2/feature/lint_fmt_check ... fix: gosimple alert	2022-06-18 02:48:47 +08:00
c9s	d6f2f4046a	max: add limit to the closed order query	2022-06-18 01:57:34 +08:00
zenix	a5ffca7fe8	fix: gosimple alert	2022-06-17 20:19:51 +09:00
zenix	ba1342cbc3	feature: add pre-commit	2022-06-17 16:07:00 +09:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
c9s	aedd3e79d5	maxapi: drop unused mustParseURL	2022-06-17 12:52:22 +08:00
c9s	ce63723ff0	maxapi: drop unused functions	2022-06-17 12:52:06 +08:00
c9s	500dc64ed4	maxapi: drop unused v2 order api	2022-06-16 16:05:21 +08:00
c9s	0aa606ebcb	maxapi: drop unused v2 api	2022-06-16 16:03:12 +08:00
c9s	4b14e7f7e5	refactor maxapi files	2022-06-16 15:22:36 +08:00
c9s	22d5b6e142	move max api files	2022-06-15 14:55:43 +08:00
c9s	470e003867	max: fix max v3 order cancel	2022-06-10 02:50:39 +08:00
c9s	3428aeba03	apply default exchange fee rate ... fixes #566	2022-06-03 03:24:34 +08:00
c9s	5527b3c48a	rename Withdrawal to Withdraw since it's a noun	2022-06-02 11:42:03 +08:00
c9s	8aec251a62	max: fix v3 loan/repay api path	2022-06-02 01:41:41 +08:00
c9s	ae8625da31	max: net asset should substract debt	2022-06-02 01:34:14 +08:00
c9s	92882f68f4	max: add borrow and repay todo	2022-06-02 01:28:33 +08:00
c9s	78f9c7d569	improve autoborrow checks	2022-06-02 01:27:04 +08:00
c9s	4e666dee98	max: implement margin borrow and repay service on max	2022-06-01 20:44:24 +08:00
c9s	01822eee28	max: use v3 order api to submit orders	2022-06-01 20:34:20 +08:00
c9s	50accc5a2c	max: fix QueryAccount for margin	2022-06-01 19:56:10 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
c9s	4f0ac41850	max: generate missing files	2022-05-28 16:52:02 +08:00
c9s	fcdf0f8168	max: rename methods	2022-05-28 16:48:51 +08:00
c9s	753d7a8d5e	max: rename requests	2022-05-28 16:47:41 +08:00
c9s	cef002ccb6	move type alias	2022-05-28 16:06:16 +08:00
c9s	887fe09b44	max: add margin level info the account	2022-05-27 19:48:03 +08:00
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
c9s	d792f3b83b	max: drop unused url ref vars	2022-05-27 16:46:56 +08:00
c9s	60d65a390f	max: add margin api (liquidation history and interest history)	2022-05-27 16:40:56 +08:00
c9s	410a9610c9	max: add margin api (loan, repay, ad ratio)	2022-05-27 16:13:01 +08:00
c9s	37ef5c4b97	max: add margin api (liquidation history and interest history)	2022-05-27 15:04:47 +08:00
c9s	8721679f74	max: update market struct fields	2022-05-26 20:32:25 +08:00
c9s	d9e10b7fcd	max: integrate v3 orders api	2022-05-26 19:52:38 +08:00
c9s	6ca71cf9f1	max: simplify constructor	2022-05-26 18:49:50 +08:00
c9s	2d20083244	max: pull out http transport and register order service v3	2022-05-26 18:49:18 +08:00
c9s	c1ba270d76	max: log max.DebtEvent	2022-05-26 18:07:17 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
c9s	459d839c1a	max: parse debt	2022-05-25 20:12:16 +08:00
c9s	2ffbb2ed82	max: add ad_ratio_update type	2022-05-25 20:06:51 +08:00
c9s	a74ad31ea0	max: parse ADRatio message	2022-05-25 20:06:17 +08:00
c9s	83abf14f3b	max: add updateTime field parse	2022-05-25 19:52:29 +08:00
c9s	f65821d4fd	max: add mwallet message type to parser	2022-05-25 14:42:45 +08:00
c9s	9f0d975b57	max: add filters when margin is on	2022-05-25 14:40:43 +08:00
c9s	e5e505d65e	max: apply margin settings struct	2022-05-25 14:38:09 +08:00
c9s	eccee460ca	max: add filters field to the auth message	2022-05-25 13:51:24 +08:00
c9s	0ee23e0ce4	max: refactor order sort method into the types package	2022-05-24 18:07:34 +08:00
c9s	680231e0c5	max: drop legacy queryAllClosedOrders method	2022-05-24 18:04:33 +08:00
c9s	9d459612a4	maxapi: add wallet type validation	2022-05-24 18:00:52 +08:00
c9s	79893f4b88	define wallet type and separate wallet order api	2022-05-24 17:48:08 +08:00
c9s	c6ede883ce	add max v3 api	2022-05-24 17:40:00 +08:00
c9s	a66bae47fe	add v3 order endpoint	2022-05-23 18:34:08 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
c9s	019e6a2a88	improve legacy state handling and move fnv	2022-05-05 14:39:29 +08:00
c9s	f65ecbdbb5	max: add net asset field to max's balance	2022-05-04 21:43:59 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	76012f0b71	max: deposit request currency field is optional	2022-04-25 16:27:07 +08:00
c9s	9e06053c3b	max: rewrite and rename private trade request	2022-04-21 14:56:20 +08:00
c9s	f9908f2931	rewrite private trade request	2022-04-21 14:52:44 +08:00
c9s	8e2a993370	max: improve max closed orders syncing	2022-04-21 14:11:49 +08:00
c9s	93b10f20ac	maxapi: fix fromID to uint64	2022-04-21 13:18:00 +08:00
c9s	e754b68cdf	maxapi: fix http timeout	2022-04-21 13:17:43 +08:00
c9s	0410ef1305	maxapi: refactor rewards api	2022-04-21 00:18:34 +08:00
c9s	8b9383ecfa	maxapi: refactor withdrawal request	2022-04-20 16:38:08 +08:00
c9s	72ea9f7e24	maxapi: add deposit request tests and withdrawal request tests	2022-04-20 14:01:18 +08:00
c9s	f3eafd5cd8	remove unused get trades method	2022-04-20 13:49:06 +08:00
c9s	387c0bfb8b	maxapi: rewrite vip level request	2022-04-20 13:35:17 +08:00
c9s	68abeb826b	maxapi: add account service tests	2022-04-20 13:28:39 +08:00
c9s	f9df65a2f8	maxapi: add generated files	2022-04-20 13:20:54 +08:00
c9s	ff7f1a8bc8	maxapi: always merge params into the payload for signing	2022-04-20 12:18:35 +08:00
c9s	4d8997a8d5	max: pass context background to the request	2022-04-20 12:18:35 +08:00
c9s	5cba6a6133	maxapi: use requestgen to query and submit orders	2022-04-20 12:18:35 +08:00
c9s	93b19faa3a	refactor newAuthenticatedRequest	2022-04-20 12:18:35 +08:00
c9s	bf4a0169bd	max: update client api	2022-04-20 12:18:35 +08:00
c9s	d1f4c0a225	max: fix kline parse	2022-03-15 16:07:19 +08:00
c9s	fcbdf8162a	max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT	2022-03-07 13:56:20 +08:00
c9s	e23232c3e7	max: fix timeInForce conversion	2022-03-06 18:37:34 +08:00
c9s	586013d9f2	max: fix order update message	2022-03-06 18:33:21 +08:00
c9s	fb9f8b484c	max: remove ioc limit type	2022-02-18 13:57:47 +08:00
zenix	cdba7924b4	fix backtest panic when cancel fail on the last order	2022-02-15 12:01:39 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
c9s	a2a7ef4f7a	exchange: implement ExchangeOrderQueryService on max and binance	2022-02-10 17:48:53 +08:00
c9s	59cc4d7243	max: improve max closed order query	2022-01-27 00:02:35 +08:00
c9s	6286c50f7a	max: always sort trades	2022-01-24 23:59:10 +08:00
c9s	f284c35b81	max: ensure orders are sorted ascendingly	2022-01-24 23:54:58 +08:00
c9s	04a15340bc	max: add warning for the uneffected conditions	2022-01-24 23:51:53 +08:00
c9s	50871c1b61	max: fix order query limiter call and order state for query	2022-01-24 23:45:56 +08:00
c9s	0c0a12781a	max: fix max exchange closed order sync	2022-01-24 23:18:52 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +08:00
c9s	8c2228f428	cmd: use time.Local for the local timezone	2022-01-12 15:33:04 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	8b6cae9107	max: fix max authenticated event parsing	2022-01-02 12:20:38 +08:00
c9s	e04139a330	max: clean up and refactor max stream	2022-01-02 12:02:36 +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	562c287a4e	all: move publicOnly to StandardStream	2021-12-23 17:49:18 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +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
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
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