53 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
c9s	b2b363ba42	depth: fix early snapshot id checking	2024-11-16 14:58:05 +08:00
kbearXD	bbfd89b939	FEAUTRE: [max] update buffer second	2024-11-15 18:09:15 +08:00
kbearXD	cb00b239f0	FIX: [max] use the same depth to QueryDepth	2024-11-15 14:46:52 +08:00
c9s	e5c57bf8ba	fix binance emitAuth event trigger	2024-11-15 01:48:32 +08:00
kbearXD	a356c8ac35	FEAUTRE: [max] reset book if receive both empty asks and bids	2024-11-13 15:04:57 +08:00
kbearXD	18c362db15	remove verified code	2024-10-16 14:02:29 +08:00
kbearXD	bd83832d2d	WIP: use depth to build orderbook	2024-10-16 14:02:29 +08:00
c9s	e6f911380d	max: set max websocket book default level	2024-01-24 13:52:49 +08:00
chiahung.lin	800148b271	remain only template part	2023-11-23 16:45:28 +08:00
c9s	78ea940569	max: support private channel setter	2023-10-04 18:02:18 +08:00
Edwin	e56d8d1607	pkg/exchange: emit auth in each exchange	2023-09-14 12:01:20 +09:00
Edwin	50bfd8ee0e	pkg/exchange: add time to SliceOrderBook	2023-09-01 17:54:40 +08:00
c9s	a178fd0a84	max: add max auth authenticated log	2023-04-14 18:57:13 +08:00
c9s	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
zenix	ba1342cbc3	feature: add pre-commit	2022-06-17 16:07:00 +09:00
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	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	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +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	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
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	24c4d05e91	max: load websocket base url from the env var	2021-03-22 17:32:21 +08:00
c9s	714d61a829	add grid restore behavior	2021-03-16 20:04:06 +08:00
c9s	2f7c7d344b	move emitStart method call into the stream Connect method	2021-03-16 01:32:27 +08:00
c9s	6d249cf83c	bypass disconnect event	2021-03-15 17:48:16 +08:00
c9s	507586b560	fix max websocket subscription	2021-02-22 17:36:30 +08:00
Jui-Nan Lin	001f0e8c2f	fix(max): use global trade side here, not string	2021-02-07 14:58:44 +08:00
Jui-Nan Lin	30f085fa91	fix(max): IsBuyer should check side "buy" and "bid"	2021-02-06 17:30:18 +08:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
c9s	2932230fdb	print out websocket error	2020-12-28 16:24:35 +08:00
c9s	f56318c9b6	add public only mode to stream	2020-12-21 15:43:54 +08:00
c9s	f7a119fa5e	remove debug message	2020-12-04 19:15:53 +08:00
c9s	c40982164a	fix trade slack formatting	2020-11-17 15:48:18 +08:00
c9s	4bda1fee08	fix order id parsing	2020-11-17 12:46:55 +08:00
c9s	1e925cac6e	move onConnect to the standard stream	2020-11-07 12:38:57 +08:00
c9s	94bb7f5dac	max: fix order symbol convertion	2020-11-07 12:19:57 +08:00
c9s	b86b74effb	fix max kline parsing	2020-11-05 15:04:56 +08:00
c9s	8174b64e21	handle max order update message convertion	2020-10-31 18:29:58 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +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	366036a35b	max: parse and convert trade update	2020-10-19 22:23:49 +08:00
c9s	b0b1d2bd49	max: fix currency conversion	2020-10-19 21:33:21 +08:00