Commit Graph

1370 Commits

Author SHA1 Message Date
c9s
7e5d25a7e0
binance: implement GetDepthRequest with requestgen 2024-02-06 15:28:55 +08:00
c9s
24952581fe
Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct
FIX: simplify booksignal struct
2024-02-06 13:02:25 +08:00
bailantaotao
1c98e603b1
Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3
FEATURE: [binance] add margin request
2024-02-06 10:02:38 +08:00
edwin
836f1f9490 pkg/exchange: use fixedpoint as value 2024-02-06 09:37:04 +08:00
c9s
24e465e5b6
binance: fix parser parsebytes 2024-02-06 00:36:49 +08:00
c9s
eea4c43619
binance: use predecl return vars 2024-02-06 00:36:49 +08:00
c9s
75a2abeeab
max: reduce kline parsing cost 2024-02-06 00:36:49 +08:00
c9s
f64b0e7a9f
binance: pre-allocate PriceVolumeSlice memory 2024-02-06 00:36:48 +08:00
c9s
2ec01e3d28
binance: use fastjson parser pool 2024-02-06 00:36:48 +08:00
edwin
54784f8c54 pkg/exchange: rm timestamp 2024-02-05 17:02:46 +08:00
edwin
c73fc65c6d pkg/exchange: add margin transfer request 2024-02-05 17:00:57 +08:00
c9s
565cdef54f
Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2
MINOR: [binance] update borrow/repay api changes
2024-02-05 15:08:44 +08:00
edwin
f77d03d270 pkg/exchange: update borrow/repay api changes 2024-02-05 12:11:36 +08:00
c9s
aad3f89492
Merge pull request #1523 from c9s/edwin/binance/update-api-changes
MAJOR: [binance] replace margin/transfer to asset/transfer
2024-02-05 11:42:25 +08:00
edwin
b6717f2fcf pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer 2024-02-05 11:18:40 +08:00
edwin
3846b2aead pkg/exchange: add response validation func 2024-02-01 14:40:59 +08:00
Edwin
f0ad014837 pkg/exchange: support kline subscriptions 2024-01-30 12:17:50 +08:00
Edwin
429036985c pkg/exchange: add new kline stream 2024-01-30 10:23:10 +08:00
Edwin
d2b45f5d58 pkg/exchange: refactor kline api 2024-01-29 20:59:53 +08:00
c9s
c1484771ea
binance: make the error message clear 2024-01-24 18:22:35 +08:00
c9s
3aa6b0c13c
max: remove unused parseBookEntries function 2024-01-24 17:56:04 +08:00
c9s
18ccc78d83
binance: apply DefaultDepthLimit to 5000 2024-01-24 17:53:04 +08:00
c9s
07eb723da4
binance: support more depth level 2024-01-24 17:51:02 +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
e6f911380d
max: set max websocket book default level 2024-01-24 13:52:49 +08:00
Edwin
7841813fe0 pkg/exchange: fix okx query open order time param 2024-01-23 14:26:40 +08:00
Edwin
ac649b3bd4 pkg/exchange: add cash trade mode to place order req 2024-01-18 14:13:38 +08:00
bailantaotao
8ceadd80f3
Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval
FEATURE: [okx] set ping interval
2024-01-18 09:17:08 +08:00
bailantaotao
62c19b4d99
Merge pull request #1502 from c9s/edwin/okx/order-trade-event
REFACTOR: [okx] refactor order trade event by json.Unmarshal
2024-01-17 16:20:17 +08:00
Edwin
80d8c000bc pkg/exchange: set ping interval 2024-01-17 15:58:54 +08:00
Edwin
c5d2047605 pkg/exchange: emit balance snapshot after authed 2024-01-17 14:15:44 +08:00
Edwin
91913f021c pkg/exchange: refactor order trade event by json.Unmarshal 2024-01-16 15:36:51 +08:00
Edwin
11506fb605 pkg/exchange: fix queryTrades and queryOrderTrade api 2024-01-16 09:10:33 +08:00
Edwin
fa145a3622 pkg/exchange: refactor query closed order 2024-01-15 11:41:17 +08:00
Edwin
b352ae855f pkg/exchange: add query open orders 2024-01-14 15:52:54 +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
373242d306 pkg/exchange: generate cancel order by requestgen 2024-01-11 11:29:04 +08:00
bailantaotao
8eb555619f
Merge pull request #1494 from c9s/edwin/okx/place-order
FEATURE: [okx] generate place order request by requestgen
2024-01-11 10:33:31 +08:00
Edwin
260eef3b0c pkg/exchange: generate place order request by requestgen 2024-01-10 16:17:13 +08:00
Edwin
a7aa34c396 pkg/exchange: add comment 2024-01-10 14:07:25 +08:00
Edwin
1dedd32f42 pkg/exchange: support unsubscribe and resubscribe 2024-01-10 13:56:17 +08:00
Edwin
9297293a46 pkg/exchange: refactor query account balance 2024-01-09 15:59:05 +08:00
Edwin
a463c02183 pkg/exchange: generate account by requestgen 2024-01-09 15:58:42 +08:00
bailantaotao
c2e3fed6d3
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers
FEATURE: [okx] generate ticker request by requestgen
2024-01-09 15:38:28 +08:00
bailantaotao
0bf1e4ed59
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info
REFACTOR: [okx] refactor account info
2024-01-09 14:45:17 +08:00
Edwin
188b781116 pkg/exchange: add rate limiter to ticker/tickers 2024-01-09 13:57:19 +08:00