22 Commits

Author	SHA1	Message	Date
kbearXD	93f68bc3d7	FIX: new SetSnapshot method for depthBuffer and use it on snapshot event	2024-11-20 13:48:13 +08:00
kbearXD	bd83832d2d	WIP: use depth to build orderbook	2024-10-16 14:02:29 +08:00
c9s	75a2abeeab	max: reduce kline parsing cost	2024-02-06 00:36:49 +08:00
c9s	3aa6b0c13c	max: remove unused parseBookEntries function	2024-01-24 17:56:04 +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	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	50bfd8ee0e	pkg/exchange: add time to SliceOrderBook	2023-09-01 17:54:40 +08:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
c9s	8b6cae9107	max: fix max authenticated event parsing	2022-01-02 12:20:38 +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	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	d9e5ad4365	add event authenticated	2020-12-28 16:24:17 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	b86b74effb	fix max kline parsing	2020-11-05 15:04:56 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +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	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00