Commit Graph

48 Commits

Author SHA1 Message Date
zenix
abbe04fae9 fix: parse market trade as taker trade 2022-03-22 11:02:14 +09:00
zenix
efec21ca4b feature: add market trade subscription in binance 2022-03-18 18:30:39 +09:00
c9s
af2070b908 binance: add updated time field 2022-03-06 18:32:33 +08:00
c9s
0c09e6b32a use global timeInForce type 2022-02-18 13:52:13 +08:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
ankion
98b4495d1f Fix: precision of futures trade data is incorrect. 2022-02-14 10:32:13 +08:00
austin362667
734221028b binance: fix parse type 2022-01-15 08:28:02 +08:00
austin362667
32c2f128f5 binance: add TradeFutures 2022-01-15 08:28:02 +08:00
c9s
71a0604e72 use fixedpoint to parse payload directly 2022-01-11 01:41:33 +08:00
c9s
6f6dac611e refactor websocket stream into standard websocket stream 2022-01-02 01:54:47 +08:00
austin362667
d691bfa106 binance: add futures parser 2021-12-28 06:26:27 +08:00
c9s
fdc5d6a54e binance: use types.PriceVolumeSlice for depth entry 2021-12-23 23:55:02 +08:00
c9s
dae104cf9f binance: optimize depth parsing 2021-12-23 23:54:43 +08:00
c9s
2adce6dd00 binance: return the pre-allocated err object when parsing 2021-12-23 23:54:26 +08:00
c9s
cfd68fdd1d all: change trade id to uint64 2021-12-23 17:49:18 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and
binance
2021-12-22 21:01:11 +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
austin362667
8ca60cec10 binance: add user stream event parser & toGlobalType converter 2021-12-12 15:39:06 +08:00
Austin
c5d1a70a61 add Continuous Contract Kline/Candlestick Streams 2021-11-16 14:26:27 +08:00
Austin
a36739f119 add MarkPriceUpdateEvent 2021-11-16 01:24:36 +08:00
c9s
bf73def701 binance: embed fixedpoint.Value into binance Balance struct 2021-06-01 01:39:22 +08:00
c9s
e3473572e9 types: add TakerBuyBaseAssetVolume and TakerBuyQuoteAssetVolume fields to kline 2021-06-01 01:39:22 +08:00
c9s
2925a77815 binance: use fixedpoint.Value for parsing floating number string 2021-06-01 01:39:22 +08:00
c9s
002b28f75a okex: implement candlestick api and improve kline console format 2021-05-28 20:51:10 +08:00
c9s
8842208441 okex: add market ticker api support 2021-05-27 00:05:43 +08:00
c9s
686dcef2c5 binance: fix depth snapshot buffering 2021-05-25 21:36:14 +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
e636a5008d replace Exchange field type with ExchangeName 2021-05-16 17:02:23 +08:00
Lee
d1cef15f75 Fix: Correct the Order FILLED event on binance 2021-05-13 00:41:23 +08:00
Lee
b0e71e4258 Fix: Correct the binance executionReport parser
Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue
2021-05-12 18:45:16 +08:00
c9s
8122fddd02 add exchange field to binance trades and binance orders 2021-03-24 17:51:19 +08:00
c9s
61a19cbfb4 align fields and tags 2021-03-15 17:31:07 +08:00
c9s
ab6b56d91e fix taker volume parsing 2021-03-15 15:37:53 +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
48083151aa turning margin mode 2021-01-19 23:31:04 +08:00
c9s
50cd6f7d68 change go-binance to github.com/adshao/go-binance/v2 2021-01-11 13:36:49 +08:00
c9s
95b0910a09 fix trade order id parsing 2020-11-17 14:13:37 +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
60b78979dc fix order id parsing (seems case insensitive) 2020-10-31 18:29:58 +08:00
c9s
e2df24f31c support standard indicatorset 2020-10-28 09:43:19 +08:00
c9s
fa30f6b52a Support binance order update execution type convertion 2020-10-25 19:22:22 +08:00
c9s
391767953a Fix binance trade transaction time convertion 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
2d88f8e5f6 remove unused empty method convertDepthResponseToSnapshot 2020-10-17 23:49:14 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00