Commit Graph

575 Commits

Author SHA1 Message Date
c9s
8a250db582 max: add CreateOrderRequest api 2020-10-05 19:01:43 +08:00
c9s
26748c45af refactor order service apis 2020-10-05 18:49:59 +08:00
c9s
73a9b21440 max: support client oid in the cancel request 2020-10-05 18:31:50 +08:00
c9s
ba499645f6 max: implement basic max exchange skeleton 2020-10-05 18:26:31 +08:00
c9s
e06a480b04 add migration files 2020-10-05 17:51:01 +08:00
c9s
44145203c6 update golang.org/x/net 2020-10-05 17:47:25 +08:00
c9s
defb634f1c update github.com/aws/aws-sdk-go 2020-10-05 17:47:25 +08:00
c9s
7cd4006056 add go module files 2020-10-05 17:47:25 +08:00
c9s
3989531788 move packages 2020-10-05 17:47:25 +08:00
c9s
9cc4505594 support binance orderbook 2020-10-05 14:16:55 +08:00
c9s
1bbed2e477 support binance depth event parsing 2020-10-03 20:09:22 +08:00
c9s
9d26adb245 fix channel type and add map guard 2020-10-03 19:42:17 +08:00
c9s
30a5193923 refactor binance event passing and convertion 2020-10-03 19:38:35 +08:00
c9s
46fa720f6a refactor mutex orderbook as stream order book 2020-10-03 19:25:42 +08:00
c9s
cea51679ba add signal chan package 2020-10-03 19:14:15 +08:00
c9s
657a145699 rename private stream to just stream 2020-10-03 18:35:28 +08:00
c9s
9dd8b026e6 add buy-sell-ratio 2020-10-03 13:44:38 +08:00
c9s
a8c972dfb1 first max token market maker 2020-10-03 11:11:59 +08:00
c9s
cd80a68e50 clean up price volume pair code 2020-10-03 09:19:38 +08:00
c9s
189a1f7fe7 max: dispatch private messages 2020-10-02 21:29:59 +08:00
c9s
26674effa1 book: handle volume == 0 2020-10-02 21:18:50 +08:00
c9s
d29725119f implement orderbook updater 2020-10-02 21:15:00 +08:00
c9s
5619deffb2 add fixedpoint 2020-10-02 20:50:05 +08:00
c9s
3ce49471d8 add max-eqcatch 2020-10-02 12:43:14 +08:00
c9s
59f27cfe2e max: add restful api endpoint 2020-10-02 10:10:59 +08:00
c9s
73d81a4e98 add StopPrice field 2020-10-01 17:08:12 +08:00
c9s
b153f3dea2 add user data message parser 2020-10-01 17:05:46 +08:00
c9s
0708cee962 implement private message parsing 2020-10-01 16:48:08 +08:00
c9s
94fb026149 first commit for the max websocket 2020-10-01 16:07:18 +08:00
c9s
db72b3b0f0 more strategy refactor 2020-09-28 15:01:10 +08:00
c9s
4663e51e3a load account before connecting 2020-09-19 11:25:48 +08:00
c9s
0f01fdc572 fix trader notify interfaae 2020-09-19 11:09:20 +08:00
c9s
ce391bfee7 remove quota calculation from trader 2020-09-19 11:00:32 +08:00
c9s
33963f52e0 fix private stream interface for backtesting 2020-09-19 10:59:43 +08:00
c9s
42a32924a7 fix cyclic imports 2020-09-19 09:05:06 +08:00
c9s
c92ada2f34 wrap slack related pkgs with slack pkg 2020-09-19 08:14:12 +08:00
c9s
efc2649c65 move up slackstyle 2020-09-19 08:13:32 +08:00
c9s
5d0b022027 rename slack to slacklog 2020-09-19 08:13:06 +08:00
c9s
2e039c047a move root cmd to pkg/bbgo/cmd 2020-09-19 08:10:48 +08:00
c9s
a9b995a362 fix exchange interface 2020-09-18 18:15:45 +08:00
c9s
0b58033bfb move order submit logics to order processor 2020-09-16 14:05:03 +08:00
c9s
e37932bace pre-parse kline payload so that we don't have to re-parse string everytime 2020-09-16 12:28:15 +08:00
c9s
afcde6827f refactor hot reloader and market data store 2020-09-08 14:56:08 +08:00
c9s
3e573ebb10 improve hot reload 2020-09-07 14:34:09 +08:00
c9s
ec839d0dc9 refactor trade command 2020-09-07 14:20:03 +08:00
c9s
a90184a464 add kline store 2020-09-05 16:22:46 +08:00
c9s
dd55857423 add max exchange 2020-08-31 12:32:51 +08:00
c9s
31be04cc74 fix kline window truncate 2020-08-18 13:22:27 +08:00
c9s
86769d4535 add kline window tail test 2020-08-18 13:14:52 +08:00
c9s
163036c745 refactor for BatchQueryKLineWindows 2020-08-14 13:47:55 +08:00