lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-14 11:03:53 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
4,178 Commits 59 Branches 138 Tags 188 MiB
7601f08786
Commit Graph

128 Commits

Author SHA1 Message Date
c9s
e08b2e9a85 fix max exchange order status conversion and document the order status 2021-12-26 15:58:12 +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
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
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
c9s
a8eda62a8d max: set debug vars from env vars 2021-06-16 13:02:21 +08:00
c9s
2a5ef30135 add ping worker to max 2021-05-29 00:26:53 +08:00
c9s
f49490f986 fix websocket ping/pong issue 2021-05-28 23:34:21 +08:00
c9s
002b28f75a okex: implement candlestick api and improve kline console format 2021-05-28 20:51:10 +08:00
c9s
e678289577 implement okex balances endpoint 2021-05-27 00:05:43 +08:00
c9s
56b2c8845b fix preorder, postorder and inorder 2021-05-22 11:36:58 +08:00
c9s
57a78777df move Time type to types.Time 2021-05-21 00:10:53 +08:00
c9s
9406682944 improve maxapi websocket reconnect issue 2021-05-18 14:14:58 +08:00
c9s
c3c3c47808 move lock section 2021-05-18 13:59:58 +08:00
c9s
0b7c9a1437 implement withdrawal request api 2021-05-11 22:35:31 +08:00
c9s
03cee5eb0b apply types.ExchangeMAX 2021-05-05 16:57:01 +08:00
David Chang
c9198d498e feature: add ioc order type support to max exchange 2021-04-11 12:29:23 +08:00
c9s
3c5071b87e use uint32 for groupID 2021-03-22 17:32:22 +08:00
c9s
814a77ea39 xmaker: improve balance checking 2021-03-21 12:55:33 +08:00
c9s
837934e690 add post_only order type 2021-03-21 12:55:33 +08:00
c9s
dffd9fc980 add VipLevel api query support 2021-03-18 17:58:18 +08:00
c9s
890324a4ad maxapi: add VipLevel 2021-03-18 17:58:18 +08:00
c9s
cad8349a1a remove state OrderStateFinalizing from the order state 
since we are only interested in the closed orders
 2021-03-18 01:15:49 +08:00
c9s
6d249cf83c bypass disconnect event 2021-03-15 17:48:16 +08:00
c9s
3ffa319ba8 improve max websocket reconnecting issue 2021-03-15 10:23:20 +08:00
Yo-An Lin
e0d7fefbf2 Merge pull request #150 from c9s/fix/pnl 
feature: add deposit service and withdraw service for sync
 2021-03-15 09:01:24 +08:00
c9s
dbcf35e4a4 add FeeCurrency field 2021-03-14 11:18:22 +08:00
c9s
877ea73435 maxapi: align fields 2021-03-14 11:18:22 +08:00
c9s
33213746f4 cmd: add --all option to the cancel command 2021-03-14 10:29:45 +08:00
c9s
1d29009133 fix max trade query ordering and sql query ordering for query last 2021-02-25 13:55:04 +08:00
c9s
14830c442c refactor and implement reward sync and query 2021-02-23 22:53:00 +08:00
c9s
5a7cf05701 integrate reward service into the sync service 2021-02-23 16:39:48 +08:00
c9s
fb62af05a4 add global Reward type 2021-02-23 10:08:01 +08:00
c9s
96362a4936 max: add rewards api and example 2021-02-22 18:45:44 +08:00
c9s
507586b560 fix max websocket subscription 2021-02-22 17:36:30 +08:00
c9s
f7c952f8ca add version files 2021-02-22 15:16:12 +08:00
c9s
49f4039a23 add timestamp parameter 2021-02-16 17:11:15 +08:00
ycdesu
565086cc2a util: extract IsError method 2021-02-08 19:07:18 +08:00
Jui-Nan Lin
30f085fa91 fix(max): IsBuyer should check side "buy" and "bid" 2021-02-06 17:30:18 +08:00
ycdesu
f44d6a323a http: move response helper to util 2021-02-05 22:31:40 +08:00
c9s
858a8d84bb groupID is an int64 field 2021-01-23 17:17:46 +08:00
c9s
f485c1ba7f fix grid strategy order placing 2020-12-29 18:18:32 +08:00
c9s
275aa9494a support canceling orders on max 2020-12-29 16:00:03 +08:00
c9s
9568b04328 fix log message 2020-12-28 16:24:57 +08:00
c9s
d9e5ad4365 add event authenticated 2020-12-28 16:24:17 +08:00
c9s
f56318c9b6 add public only mode to stream 2020-12-21 15:43:54 +08:00
c9s
ed6d6342e7 fix account currency translation 2020-11-17 14:24:26 +08:00
c9s
24e5911140 refactory sync mode into the backtest command 2020-11-11 16:08:24 +08:00
c9s
23c19c5968 use fixedpoint for balances 2020-11-10 14:19:33 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
8823a39fc2 support backtesting kline verification 2020-11-07 00:49:17 +08:00
c9s
78d7c71ecc add kline service and extend kline struct fields 2020-11-06 19:07:07 +08:00
c9s
b86b74effb fix max kline parsing 2020-11-05 15:04:56 +08:00
c9s
a4555a2b7b implement QueryClosedOrders 2020-11-05 11:14:14 +08:00
c9s
8e0b5d11a7 add max grid config and fix max price formatting 2020-10-31 20:38:20 +08:00
c9s
8174b64e21 handle max order update message convertion 2020-10-31 18:29:58 +08:00
c9s
e2df24f31c support standard indicatorset 2020-10-28 09:43:19 +08:00
c9s
145264aae4 cancel orders and re-submit maker orders 2020-10-26 00:26:17 +08:00
c9s
336fb4d25b max: fix order cancel request payload 2020-10-25 22:41:54 +08:00
c9s
de11ef10f5 return created order objects from SubmitOrders method 2020-10-25 19:22:22 +08:00
c9s
308427416a Add more exchange order features 
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
 2020-10-25 19:22:22 +08:00
c9s
fc687f3174 max: implement kline event parser for websocket 2020-10-19 22:46:34 +08:00
c9s
366036a35b max: parse and convert trade update 2020-10-19 22:23:49 +08:00
c9s
fe1a25d735 max: add resolution to the subscription 2020-10-18 00:09:37 +08:00
c9s
530da665d3 fix max newAuthenticatedRequest for nil data 2020-10-18 00:05:54 +08:00
c9s
c58375f57e max: extend max exchange market information 2020-10-14 10:53:18 +08:00
c9s
92a5eac412 make currency parameter optional 2020-10-12 17:15:13 +08:00
c9s
ea7b501c26 add transfer history command for calculating baseline and show transfer records 2020-10-11 20:08:54 +08:00
c9s
2d246c3f71 move deposit type to global type and add max deposit history support 2020-10-11 17:35:59 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00