c9s
|
6008aaac5f
|
types: add order status icon for slack
|
2022-01-10 18:01:22 +08:00 |
|
c9s
|
d1c981e0b3
|
types: fix order slack attachment
|
2022-01-10 17:54:35 +08:00 |
|
c9s
|
2c94ec427b
|
types: improve order slack attachment
|
2022-01-10 17:46:01 +08:00 |
|
c9s
|
48cbb7fff6
|
bbgo: check order side and log error
|
2022-01-10 17:26:14 +08:00 |
|
c9s
|
5103088675
|
cmd: fix submitOrder cmd
|
2022-01-10 17:16:07 +08:00 |
|
c9s
|
4b0e721580
|
binance: change binance debug client env var name to debug-binance-client
|
2022-01-10 16:37:41 +08:00 |
|
TonyQ
|
25801f9f63
|
add ratelmiter
|
2022-01-10 16:33:19 +08:00 |
|
c9s
|
88210fd27b
|
types: improve trade text template
|
2022-01-10 14:32:55 +08:00 |
|
c9s
|
7952cf8804
|
display fee only when fee > 0
|
2022-01-10 14:25:33 +08:00 |
|
c9s
|
fb3c198447
|
types: add okex icon and kucoin icon
|
2022-01-10 14:18:09 +08:00 |
|
c9s
|
e2f7790a4e
|
types: show exchange name in the trade footer
|
2022-01-10 14:15:45 +08:00 |
|
c9s
|
439685141f
|
add footer icon for exchange name
|
2022-01-10 14:15:05 +08:00 |
|
c9s
|
16b5ea9744
|
bump version to v1.25.1
|
2022-01-10 13:52:35 +08:00 |
|
c9s
|
b26141ac1f
|
support: set default s.triggerEMA
|
2022-01-10 13:51:14 +08:00 |
|
c9s
|
b56e988fc9
|
support: fix triggerEMA check
|
2022-01-10 13:49:36 +08:00 |
|
c9s
|
2c2ba46ab7
|
bump version to v1.25.1
|
2022-01-10 13:46:41 +08:00 |
|
c9s
|
6c3ee314d9
|
binance: fix order cancel client order id usage
|
2022-01-10 13:29:27 +08:00 |
|
c9s
|
c284e2e3bb
|
types: improve pendingRemoval check
|
2022-01-10 12:44:06 +08:00 |
|
c9s
|
d57f8fedfe
|
bbgo: fix active book order removal
|
2022-01-10 12:29:19 +08:00 |
|
c9s
|
3907f99e70
|
xmaker: keep rate reservation token
|
2022-01-10 12:25:13 +08:00 |
|
c9s
|
1b27c4e9c4
|
remove hedge error limiter
|
2022-01-09 23:45:46 +08:00 |
|
c9s
|
54779444f4
|
bump version to v1.25.0
|
2022-01-09 22:54:21 +08:00 |
|
c9s
|
9ca4e23aaf
|
add strategy documentation
|
2022-01-09 22:43:49 +08:00 |
|
c9s
|
bba4e86fdf
|
bollmaker: adjust default skew parameter
|
2022-01-09 22:37:27 +08:00 |
|
c9s
|
b98777afe4
|
bollmaker: pull out skew options
|
2022-01-09 22:32:23 +08:00 |
|
c9s
|
d94cc2df31
|
bbgo: add recover callbacks to trace collector
|
2022-01-09 15:39:59 +08:00 |
|
c9s
|
ab3dabcbcc
|
bump version to v1.24.0
|
2022-01-09 11:44:41 +08:00 |
|
c9s
|
cbff0b6eca
|
types: improve position fee display for telegram
|
2022-01-09 11:42:01 +08:00 |
|
c9s
|
6ce8edba7d
|
xmaker: add error rate limiter
|
2022-01-09 11:33:34 +08:00 |
|
c9s
|
471a1b2baa
|
xmaker: adjust minimal quantity and minimal notional threshold
|
2022-01-09 10:18:31 +08:00 |
|
c9s
|
7e9b768e4c
|
slacknotifier: apply rate limiter to 1 message per second
|
2022-01-09 10:14:39 +08:00 |
|
c9s
|
cd340bd596
|
bollmaker: check s.MaxExposurePosition
|
2022-01-09 03:03:54 +08:00 |
|
c9s
|
0cec652f38
|
bollmaker: skip submitOrder calls if submitOrders is empty
|
2022-01-09 02:35:12 +08:00 |
|
c9s
|
656ef942e4
|
bollmaker: add disable short option
|
2022-01-09 02:24:10 +08:00 |
|
c9s
|
4df5847647
|
bollmaker: add quantity scaling for closing position
|
2022-01-09 01:57:51 +08:00 |
|
c9s
|
4cdb5b607b
|
rename bollpp to bollmaker
|
2022-01-09 01:20:47 +08:00 |
|
c9s
|
02dfdb57bd
|
types: pull out position type
|
2022-01-09 00:45:19 +08:00 |
|
c9s
|
1b1fc3ad66
|
types: collect fees
|
2022-01-09 00:39:55 +08:00 |
|
c9s
|
7e2acdc416
|
all: add lock protected GetBase method for Position
|
2022-01-09 00:35:45 +08:00 |
|
c9s
|
9b92c8948d
|
xmaker: fix quantity truncation and add check for min quantity n min notional
|
2022-01-09 00:30:18 +08:00 |
|
c9s
|
415cda3fca
|
bump version to v1.23.0
|
2022-01-08 19:06:03 +08:00 |
|
c9s
|
d1420e66be
|
fix TestTradeCollector_ShouldNotCountDuplicatedTrade
|
2022-01-08 02:20:30 +08:00 |
|
c9s
|
cb189d885c
|
fix backtest for limit maker order and bollpp strategy
|
2022-01-08 02:18:44 +08:00 |
|
c9s
|
e0b906a88b
|
bbgo: fix processTrade
|
2022-01-07 16:53:11 +08:00 |
|
c9s
|
f4ebae17bb
|
xmaker: when recover the trade, notify
|
2022-01-07 13:13:57 +08:00 |
|
c9s
|
a5fb408a16
|
twap: refactor and call activeMakerOrders.GracefulCancel
|
2022-01-07 01:34:23 +08:00 |
|
c9s
|
d013713c00
|
types: add exchange name to trade key
|
2022-01-07 01:25:07 +08:00 |
|
c9s
|
e312ec953c
|
bbgo: rename test case
|
2022-01-07 01:23:54 +08:00 |
|
c9s
|
d63cc42867
|
bbgo: add trade collector test
|
2022-01-07 01:17:07 +08:00 |
|
c9s
|
a49d001c29
|
xmaker: add trade scanner
|
2022-01-07 01:03:12 +08:00 |
|
c9s
|
69ae3259ff
|
bbgo: mark trade as done in the trade collector for preventing duplicated trade
|
2022-01-07 00:28:12 +08:00 |
|
c9s
|
01c7429758
|
trade: use assignment instead of append
|
2022-01-07 00:21:14 +08:00 |
|
c9s
|
41574a2390
|
xmaker: use millisecond jitter from the util package
|
2022-01-07 00:14:24 +08:00 |
|
c9s
|
259771b0b0
|
all: pull out the graceful cancel process to the local active book
|
2022-01-07 00:10:40 +08:00 |
|
c9s
|
47e23fda90
|
bbgo: add cache expiry
|
2022-01-06 23:57:42 +08:00 |
|
c9s
|
1d5406ef21
|
xmaker: always update maker market
|
2022-01-06 23:27:06 +08:00 |
|
c9s
|
c8bf85f4e2
|
xmaker: improve pips
|
2022-01-05 11:34:07 +08:00 |
|
c9s
|
e997220321
|
xmaker: fix ask pips
|
2022-01-05 11:32:56 +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
|
cc0e5f71b0
|
clean up binance stream
|
2022-01-02 12:02:36 +08:00 |
|
Yo-An Lin
|
b22bb4b28d
|
Merge pull request #416 from tony1223/bug/415-ftx-kline
exchange/ftx: #415 fix kline issue
|
2022-01-02 02:46:22 +08:00 |
|
c9s
|
85c14e5966
|
binance: fix parser tests
|
2022-01-02 02:44:47 +08:00 |
|
c9s
|
dcea623264
|
binance: change listen key update interval to 10 minutes
|
2022-01-02 02:41:58 +08:00 |
|
c9s
|
96fedfd311
|
okex: refactor okex stream
|
2022-01-02 02:37:33 +08:00 |
|
TonyQ
|
8315607de3
|
exchange/ftx: #415 fix kline issue
|
2022-01-02 02:34:29 +08:00 |
|
c9s
|
9d382a6b8c
|
binance: use sync.Once to protect the set server time calls
|
2022-01-02 02:14:04 +08:00 |
|
c9s
|
ffe216ca2d
|
kucoin: remove unused fields
|
2022-01-02 02:11:55 +08:00 |
|
c9s
|
76d11af284
|
kucoin: fix connection field
|
2022-01-02 02:11:36 +08:00 |
|
c9s
|
f4bfd8cc6b
|
all: move Reconnector to standard stream
|
2022-01-02 02:08:34 +08:00 |
|
c9s
|
6f6dac611e
|
refactor websocket stream into standard websocket stream
|
2022-01-02 01:54:47 +08:00 |
|
c9s
|
073845baa1
|
bump version to v1.22.3
|
2022-01-01 02:52:14 +08:00 |
|
c9s
|
3c57ce788e
|
add startTime to the trade sync query
|
2022-01-01 02:51:58 +08:00 |
|
c9s
|
ab0519c4be
|
start time is required for syncing trades
|
2022-01-01 02:50:07 +08:00 |
|
c9s
|
83053ab807
|
bump version to v1.22.3
|
2022-01-01 02:45:59 +08:00 |
|
c9s
|
7d64a30a6b
|
kucoin: fix launch date with local time zone
|
2022-01-01 02:45:47 +08:00 |
|
c9s
|
0fc5f74cb1
|
bump version to v1.22.3
|
2022-01-01 02:43:48 +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
|
61736a6263
|
bump version to v1.22.2
|
2022-01-01 01:35:37 +08:00 |
|
c9s
|
6ff24e713e
|
xmaker: fix notification format
|
2022-01-01 01:34:48 +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
|
809528a9cc
|
bump version to v1.22.1
|
2021-12-31 15:27:01 +08:00 |
|
c9s
|
6055f90680
|
xmaker: add cover and uncover logs
|
2021-12-31 15:26:51 +08:00 |
|
c9s
|
5b250d0e28
|
bump version to v1.22.1
|
2021-12-31 15:17:30 +08:00 |
|
c9s
|
1116fc1de1
|
session: print klines only when debug-kline is enabled
|
2021-12-31 15:13:26 +08:00 |
|
c9s
|
899e8d2d58
|
Revert "xmaker: fix s.state.CoveredPosition.AtomicAdd add"
This reverts commit 5999dc1151 .
|
2021-12-31 14:23:02 +08:00 |
|
c9s
|
e05da17f4f
|
sync: skip rejected withdraw record
|
2021-12-31 14:20:36 +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
|
5999dc1151
|
xmaker: fix s.state.CoveredPosition.AtomicAdd add
|
2021-12-31 02:00:39 +08:00 |
|
c9s
|
63ccc2d3d0
|
bbgo: remove order if ExecutedQuantity is zero
|
2021-12-31 01:55:22 +08:00 |
|
c9s
|
aaa52ecea4
|
xmaker: remove unsued localTimeZone var
|
2021-12-31 01:53:30 +08:00 |
|
c9s
|
f2b852c486
|
bump version to v1.22.0
|
2021-12-31 01:52:29 +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
|
3d63032f7d
|
types: modify Positions to FuturesPositions
|
2021-12-31 00:08:27 +08:00 |
|
austin362667
|
5cc768031e
|
binance: add FuturesPosition conversion
|
2021-12-31 00:08:27 +08:00 |
|
austin362667
|
b000f572b4
|
types: add FuturesPosition
|
2021-12-31 00:08:27 +08:00 |
|
c9s
|
a4949a100d
|
bump version to v1.21.4
|
2021-12-30 23:47:31 +08:00 |
|
c9s
|
3c2704c4ae
|
add binance.us support
|
2021-12-30 23:46:43 +08:00 |
|
c9s
|
c467529b23
|
bump version to v1.21.3
|
2021-12-30 22:04:38 +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
|
31070c3950
|
pull out connection status binder
|
2021-12-30 17:25:47 +08:00 |
|
c9s
|
26ff576727
|
fix connection status callbacks
|
2021-12-30 17:23:27 +08:00 |
|
c9s
|
4383823135
|
use trimTrailingZeroFloat
|
2021-12-30 17:21:23 +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
|
7fa05b33f8
|
bump version to v1.21.2
|
2021-12-30 16:17:07 +08:00 |
|
c9s
|
e82800ce01
|
bump version to v1.21.2
|
2021-12-30 16:06:11 +08:00 |
|
c9s
|
db4a6cf305
|
bump version to v1.21.2
|
2021-12-30 15:59:19 +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
|
6ff7113ace
|
bump version to v1.21.1
|
2021-12-30 00:34:52 +08:00 |
|
c9s
|
33801a4fbc
|
fix trailing zero trim
|
2021-12-30 00:14:01 +08:00 |
|
c9s
|
22e4da3775
|
fix pendingRemoval lock
|
2021-12-29 23:53:46 +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 |
|
c9s
|
6440c7659b
|
let mask ke shows head and tail
|
2021-12-29 15:25:59 +08:00 |
|
austin362667
|
d691bfa106
|
binance: add futures parser
|
2021-12-28 06:26:27 +08:00 |
|
c9s
|
f78a7d37a2
|
xgap: subscribe 1m kline
|
2021-12-28 02:14:49 +08:00 |
|
c9s
|
8f4ae1e15b
|
xgap: check balance and adjust order quantity according to the available balance
|
2021-12-28 02:11:11 +08:00 |
|
c9s
|
090d60b44e
|
fix session connection status metrics
|
2021-12-28 01:58:36 +08:00 |
|
c9s
|
958dd97f52
|
xgap: add SimulateVolume
|
2021-12-28 01:48:24 +08:00 |
|
c9s
|
a0e41650be
|
add metricsLastUpdateTimeBalance metrics
|
2021-12-28 01:39:17 +08:00 |
|
c9s
|
bb9ef72028
|
update metricsConnectionStatus metrics
|
2021-12-28 00:49:56 +08:00 |
|
c9s
|
acd1f6fdf3
|
update dev build version
|
2021-12-27 23:10:37 +08:00 |
|
c9s
|
9b1783a92a
|
fix version file generator
|
2021-12-27 23:10:29 +08:00 |
|
c9s
|
4ea4bfb3fa
|
fix dev version build flag
|
2021-12-27 21:18:48 +08:00 |
|
c9s
|
0779b3e20a
|
bump version to v1.21.0
|
2021-12-27 19:13:44 +08:00 |
|
c9s
|
4a6c9deb8d
|
compile and update migration package
|
2021-12-27 19:13:44 +08:00 |
|
c9s
|
5fca633495
|
types: remove trade trailing zero digits
|
2021-12-27 17:36:58 +08:00 |
|
c9s
|
8d02f0b03e
|
trade notification format
|
2021-12-27 17:34:31 +08:00 |
|
c9s
|
bb7b33e532
|
bbgo: bind and update balance metrics updater
|
2021-12-27 17:27:16 +08:00 |
|
c9s
|
7b629c9d30
|
bbgo: update balances metrics and trade metrics
|
2021-12-27 17:16:30 +08:00 |
|
c9s
|
0f24eec715
|
bbgo: fix: filter trades by symbol
|
2021-12-27 16:32:30 +08:00 |
|
c9s
|
42f22e0ef3
|
add prometheus metrics server
|
2021-12-27 16:27:14 +08:00 |
|
c9s
|
1fa03cdfd6
|
xmaker: add back profit function
|
2021-12-27 02:59:55 +08:00 |
|
c9s
|
a31e2743ee
|
fix kline log space
|
2021-12-27 00:54:10 +08:00 |
|
c9s
|
f7c39290a0
|
call tradeCollector process to check trades
|
2021-12-27 00:51:57 +08:00 |
|
c9s
|
c49b9ef276
|
fix order status convert
|
2021-12-27 00:21:52 +08:00 |
|
c9s
|
dcdf33e2c9
|
xmaker: pull out notifyTrade to a single callback
|
2021-12-27 00:12:35 +08:00 |
|
c9s
|
e08b2e9a85
|
fix max exchange order status conversion and document the order status
|
2021-12-26 15:58:12 +08:00 |
|
c9s
|
770c1067fc
|
bbgo: fix order store RemoveCancelled
|
2021-12-26 15:47:39 +08:00 |
|
c9s
|
65da02af2c
|
xmaker: call TruncateQuantity when the quantity is adjusted
|
2021-12-26 15:45:39 +08:00 |
|
c9s
|
902e27ede4
|
xmaker: truncate quantity when hedging
|
2021-12-26 15:44:41 +08:00 |
|
c9s
|
05a0745d08
|
fix InitExchange for publicOnly session
|
2021-12-26 15:29:42 +08:00 |
|
c9s
|
30a7ca1ce1
|
rename gap to xgap
|
2021-12-26 15:13:51 +08:00 |
|
c9s
|
1c54e59d55
|
xmaker: fix trade handling
|
2021-12-26 12:10:10 +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
|
be10019007
|
compile and update migration package
|
2021-12-26 02:31:09 +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 |
|
c9s
|
ba8ebfe3a7
|
refactor and add doc comment for InitExchangeSession
|
2021-12-25 23:42:29 +08:00 |
|
c9s
|
307d0b8e1f
|
bbgo: add passphrase field to session struct
|
2021-12-25 23:28:00 +08:00 |
|
c9s
|
dd22776a7e
|
cmd: refactor the exchange factory function
|
2021-12-25 23:27:05 +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
|
dcbce18fd8
|
fix format
|
2021-12-25 23:12:54 +08:00 |
|
c9s
|
442afe8eb9
|
backtest: pull out market data feeding to a function and call it in the main thread
|
2021-12-25 22:57:28 +08:00 |
|
c9s
|
60853bee23
|
backtest: pull out market data feeder
|
2021-12-25 22:37:38 +08:00 |
|
c9s
|
57bc65a729
|
avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine
this causes 2 goroutine running in the same time hence cause the
concurrent map read / write
should fix #399, #401
|
2021-12-25 21:05:50 +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 |
|
c9s
|
b217a0dec8
|
depth: implement 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 |
|
Yo-An Lin
|
d1c5e93e4f
|
Merge pull request #385 from austin362667/refactor/futures-account
types: add global structs for futures
|
2021-12-24 00:33:27 +08:00 |
|
c9s
|
49e516b80e
|
backtest: allocate public exchange (with empty key secret) for backtesting
|
2021-12-24 00:24:19 +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
|
a3e3e1d177
|
bbgo: do not sync trades when running backtest
|
2021-12-23 23:20:35 +08:00 |
|
austin362667
|
df62683313
|
types: remove exchange specific fields
|
2021-12-23 23:16:20 +08:00 |
|
austin362667
|
6c1642eed6
|
types: add PositionRisk
|
2021-12-23 23:14:38 +08:00 |
|
austin362667
|
cc13ae2aab
|
types: add FuturesUserAsset
|
2021-12-23 23:14:38 +08:00 |
|
austin362667
|
c507722745
|
types: add FuturesAccountInfo
|
2021-12-23 23:14:38 +08:00 |
|
c9s
|
f5bbe29ac6
|
cmd: fix debug flag loading and add debug log to cache function
|
2021-12-23 23:02:07 +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
|
e2415857b0
|
cmd: graceful close the connection
|
2021-12-23 17:49:18 +08:00 |
|
c9s
|
562c287a4e
|
all: move publicOnly to StandardStream
|
2021-12-23 17:49:18 +08:00 |
|
c9s
|
fd8b97b2ad
|
cmd: use log category
|
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 |
|