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8,116 Commits 60 Branches 138 Tags 189 MiB
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1337 Commits

Author SHA1 Message Date
chiahung.lin
d54b7365dd FEATURE: use types.OrderMap to avoid missing and duplicated orders 2023-12-05 20:10:37 +08:00
chiahung
a1d98e25c6 FEATURE: use max v3 new open orders api 2023-12-05 19:57:00 +08:00
chiahung.lin
165e788c3d fix 2023-12-05 16:59:26 +08:00
chiahung.lin
9fab37a284 use getLaunchDate 2023-12-05 15:34:31 +08:00
chiahung.lin
21c037a877 FIX: fix list closed orders api limit 2023-12-04 20:01:54 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
kbearXD
9722c3eb49
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders 
FEATURE: use new max v3 api to query closed orders by timestamp
 2023-11-23 12:46:30 +08:00
Edwin
87d763598f pkg/exchange: use backoff retry 2023-11-21 18:01:21 +08:00
Edwin
51718b6eb2 pkg/exchnage: add log rate limiter to stream event 2023-11-21 18:01:18 +08:00
chiahung
7cb8da08cd use asc as order by to query closed orders 2023-11-21 17:14:33 +08:00
c9s
c360c6045c
bbgo: call retry.QueryAccountUntilSuccessful in the startup time 2023-11-20 16:20:39 +08:00
chiahung.lin
ce76ad3c03 use OrderByType 2023-11-20 15:32:04 +08:00
c9s
5795a71111
binance,max: store original order status into the order struct 2023-11-17 17:14:52 +08:00
c9s
3cfc810f8d
max: group the request building statement 2023-11-17 16:57:47 +08:00
c9s
f223703247
max: force type check on max.Exchange 2023-11-17 16:57:47 +08:00
chiahung.lin
592cdede66 FEATURE: use new max v3 api to query closed orders by timestamp 2023-11-17 16:21:20 +08:00
Edwin
4f224c1c2a *: fix comments 2023-11-17 12:24:04 +08:00
Edwin
5eb1ddb49a pkg/exchange: fix out-of-index 2023-11-16 13:33:42 +08:00
Edwin
93f8b79b69 pkg/exchange: use GTC if time-in-force empty 2023-11-16 13:33:17 +08:00
Edwin
6d39c9a5d1 pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier 2023-11-15 22:22:55 +08:00
Edwin
687ffe985c pkg/exchange: use time.Time instead of int64 to represent time 2023-11-15 22:20:26 +08:00
Edwin
cf527a6f05 pkg/exchange: make the CTime and UTime to qualified name 2023-11-15 17:16:07 +08:00
Edwin
4f94f7acc0 pkg/exchange: implement order trade user stream 2023-11-15 17:16:05 +08:00
bailantaotao
580c6d2030
Merge pull request #1417 from c9s/edwin/skip-ping-pong-event 
REFACTOR: [stream] skip pong event on emitting raw message
 2023-11-14 20:49:13 +08:00
bailantaotao
43c50b46a6
Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers 
FEATURE: [bitget] use v2 tickers
 2023-11-14 20:48:52 +08:00
Edwin
562f85af75 pkg/exchange: rename v2Client -> v2client 2023-11-14 20:42:11 +08:00
Edwin
5808e0184b pkg/types: skip pong event on emitting raw message 2023-11-14 20:41:07 +08:00
bailantaotao
8ca8e4c946
Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator 
FEATURE: [bitget] add response validator
 2023-11-14 20:38:15 +08:00
Edwin
53bce6d5c1 pkg/exchange: use v2 query ticker 2023-11-14 15:40:45 +08:00
Edwin
737f2fc86d pkg/exchange: add response validator 2023-11-14 15:26:07 +08:00
Edwin
5e5b8e1388 pkg/exchange: use v2 symbols 2023-11-14 14:35:16 +08:00
Edwin
eb04eaeea4 pkg/exchange: types.kline end time should -1 time.Millisecond 2023-11-14 14:21:31 +08:00
Edwin
755ea5e427 pkg/exchange: implement query kline api 2023-11-14 14:21:29 +08:00
bailantaotao
784030821e
Merge pull request #1406 from c9s/edwin/bitget/add-balance-event 
FEATURE: [bitget]add balance event
 2023-11-14 11:12:41 +08:00
bailantaotao
594ad89c67
Merge pull request #1409 from c9s/edwin/bybit/pint-log 
CHORE: [bybit] print fee rate log
 2023-11-13 12:28:55 +08:00
Edwin
ef280077cd pkg/exchange: print fee rate log 2023-11-13 11:53:41 +08:00
c9s
38507f4dd1
bitget: add channel api code 2023-11-11 07:59:44 +08:00
Edwin
f49b14ac45 pkg/exchange: add balance event 2023-11-10 22:35:39 +08:00
Edwin
6c96d12d99 pkg/exchange: add login method 2023-11-10 21:56:18 +08:00
Edwin
639947c8b7 pkg/exchange: support cancel order 2023-11-10 16:41:42 +08:00
Edwin
a26b158230 pkg/exchange: support query trades 2023-11-10 16:31:15 +08:00
bailantaotao
58a810ecc9
Merge pull request #1399 from c9s/edwin/bitget/submit-orders 
FEATURE: [bitget] support submit order
 2023-11-10 16:02:59 +08:00
Edwin
cb5e305fed pkg/exchange: support submit order 2023-11-10 15:47:44 +08:00
c9s
610de4c10c
Merge pull request #1403 from c9s/edwin/upgrade-requestgen 2023-11-09 11:11:34 +08:00
Edwin
3978fca27d pkg/exchange: support query closed orders 2023-11-09 09:26:59 +08:00
bailantaotao
e70c04cb65
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders 
FEATURE: [bitget] add query open orders
 2023-11-09 09:11:32 +08:00
Edwin
2c072281d7 pkg/exchange: add assertion for api response 2023-11-08 22:43:01 +08:00
Edwin
2d650cd1d9 pkg/exchange: add defensive program to ensure the order length is expected 2023-11-08 22:08:21 +08:00
Edwin
b41f4712d7 pkg/exchange: add fee recover 2023-11-07 17:17:38 +08:00
Edwin
2049e71cf6 pkg/exchange: rm the retry 2023-11-07 14:53:00 +08:00
Edwin
f595cc9cc0 pkg/exchange: add query open orders 2023-11-06 23:40:22 +08:00
Edwin
82ac8f184f pkg/exchange: to periodically fetch the fee rate 2023-11-06 22:17:29 +08:00
bailantaotao
d758efc9ff
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline 
FEATURE: [bitget] support kline subscription on stream
 2023-11-01 19:32:14 +08:00
Edwin
00d4805321 pkg/exchange: add query tickers api 2023-11-01 16:14:21 +08:00
Edwin
2cea089404 pkg/exchange: add rate limiter for query ticker, account 2023-11-01 13:20:46 +08:00
Edwin
102b662f7c pkg/exchange: support kline subscription on stream 2023-11-01 11:56:58 +08:00
Edwin
4bc177f21b pkg/exchange: refactor get symbol api 2023-10-31 14:48:40 +08:00
chiahung
d33240ec83 rename and simplify import 2023-10-30 17:17:36 +08:00
chiahung
671772a767 FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min 2023-10-30 16:28:34 +08:00
c9s
dcd837f0f9
Merge pull request #1372 from bailantaotao/edwin/fix-precision 
FIX: [bybit][kucoin] fix negative volume, price precision
 2023-10-28 08:09:51 +08:00
Edwin
39c3d23da3 pkg/exchange: support ping/pong 2023-10-27 16:45:41 +08:00
Edwin
d07b766939 pkg/exchange: Use the same conn to avoid concurrent write issues. 2023-10-27 16:03:03 +08:00
Edwin
ba7e26c800 pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem 2023-10-27 15:28:35 +08:00
Edwin
2a85bbebf0 pkg/exchange: fix precision 2023-10-27 12:52:36 +08:00
Edwin
55d444d86a pkg/exchange: add jumpIfEmpty opts to closed order batch query 2023-10-26 09:31:25 +08:00
Edwin
881db49b70 pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter 2023-10-25 21:36:26 +08:00
Edwin
c611cfe73b pkg/exchange: add a jumpIfEmpty to batch trade option 2023-10-25 21:30:54 +08:00
Edwin
a18b1be44e pkg/exchange: support market trade stream on bitget 2023-10-20 16:42:09 +08:00
bailantaotao
f8c47f72bf
Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book 
FEATURE: [bitget] support book stream on bitget
 2023-10-20 14:22:42 +08:00
c9s
eb404a5f9b
Merge pull request #1280 from c9s/feature/bitget 
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
 2023-10-20 13:36:07 +08:00
Edwin
51d86ca059 pkg/exchange, types: support book stream on bitget 2023-10-19 15:40:32 +08:00
gx578007
10daeab1cb FIX: [max] remove outdated margin fields 2023-10-17 16:11:34 +08:00
bailantaotao
fb110a1d5b
Merge pull request #1339 from bailantaotao/edwin/support-200-depth 
FEATURE: [BYBIT] support order book depth 200 on bybit
 2023-10-12 21:16:56 -05:00
c9s
20df2ef3c8
Merge pull request #1335 from c9s/c9s/feature/private-channels 
FEATURE: add custom private channel support to max
 2023-10-12 17:20:06 +08:00
Edwin
ef582f6e52 pkg/exchange: support order book depth 200 on bybit 2023-10-12 11:11:26 +08:00
c9s
a13c65ef1d
Merge pull request #1332 from MengShue/add_supported_interval 
FEATURE: add supported interval for okex
 2023-10-05 21:47:51 +08:00
c9s
e01d89d619
Merge pull request #1232 from zenixls2/feature/forceOrder 
feature: add forceOrder api for binance to show liquid info
 2023-10-05 21:46:49 +08:00
zenix
590e1648eb fix: use MillisecondTimestamp instead 2023-10-05 16:16:27 +09:00
c9s
78ea940569
max: support private channel setter 2023-10-04 18:02:18 +08:00
Alan.sung
2309bbdee8 print local interval in error message 2023-10-04 16:24:32 +08:00
c9s
42d2ffd502
Merge pull request #1334 from c9s/c9s/max-http-transport 
CHORE: [maxapi] change default http transport settings
 2023-10-04 15:28:18 +08:00
c9s
4700e754a8
maxapi: change default http transport settings 2023-10-04 15:17:22 +08:00
Alan.sung
3b793b79b6 turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval 2023-10-04 14:23:13 +08:00
Alan.sung
0b5ce231ff fix lint and rename i with in 2023-10-04 12:39:30 +08:00
Alan.sung
a83335817e use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test 2023-10-04 12:39:30 +08:00
Alan.sung
d200232c13 add supported interval for okex 2023-10-04 12:38:59 +08:00
c9s
32b8ca9a41
Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex 
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
 2023-10-04 12:14:32 +08:00
Alan.sung
b1c6e01e45 use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test 2023-10-03 15:14:49 +08:00
Alan.sung
cc55d67eeb use default limit if not pass AND add more unit test 2023-10-03 12:29:30 +08:00
Alan.sung
648b82ead3 use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination 2023-10-02 18:47:05 +08:00
Alan.sung
6fd86fefda add unit test for QueryTrade() 2023-10-02 10:49:33 +08:00
c9s
2058ce808b
Merge pull request #1325 from zenixls2/fix/listenkeyexpired 2023-09-27 22:46:44 +08:00
bailantaotao
d37682e22c
Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades 
FIX: [bybit] fix bybit query trades
 2023-09-27 15:28:34 +08:00
Edwin
add1c73656 pkg/exchange: support pagination 2023-09-27 14:56:46 +08:00
zenix
08dad1c497 fix: replace json.Number with MillisecondTimestamp in types 2023-09-27 15:52:02 +09:00
Edwin
9a05357350 pkg/exchange: remove the limitation of query range due to bybit support the query 2023-09-27 14:44:11 +08:00
Alan.sung
3b63858d23 handle pagenation for QueryTrade 2023-09-27 11:06:41 +08:00
zenix
2e4336a604 fix: listenKeyExpired event sends string timestamp 2023-09-26 18:41:15 +09:00
zenix
13b9fc4252 add forgotten emit 2023-09-26 18:36:46 +09:00
Edwin
9f83165032 pkg/exchange: use balance update instead of snapshot event 2023-09-26 17:13:23 +08:00