272 Commits

Author	SHA1	Message	Date
c9s	897dc55dcf	binance: fix margin balance convert	2022-04-13 15:38:13 +08:00
c9s	680261527c	binance: fix closed order query	2022-04-11 15:39:03 +08:00
austin362667	3f3fb1fe35	binance: fix futures limit maker order type	2022-03-28 21:12:45 +08:00
Yo-An Lin	ae4a3d81fb	Merge pull request #489 from zenixls2/feature/market_trade ... feature: add market trade subscription in binance	2022-03-22 20:18:39 +08:00
zenix	abbe04fae9	fix: parse market trade as taker trade	2022-03-22 11:02:14 +09:00
austin362667	eca112e201	binance: add submit futures order ReduceOnly	2022-03-21 17:56:11 +08:00
zenix	efec21ca4b	feature: add market trade subscription in binance	2022-03-18 18:30:39 +09:00
zenix	84dbae1592	add readme content about testnet, fix code syntax	2022-03-18 14:17:06 +09:00
zenix	36a746d415	add binance paper trade endpoint	2022-03-18 14:04:56 +09:00
Yo-An Lin	bfdf4c245f	Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange ... feature: add multiple exchange support in backtest	2022-03-07 14:28:20 +08:00
zenix	39572c5fe0	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +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
c9s	a2a7ef4f7a	exchange: implement ExchangeOrderQueryService on max and binance	2022-02-10 17:48:53 +08:00
Yo-An Lin	d79cce30e3	Merge pull request #443 from austin362667/refactor/futures-account ... binance: add futures broker	2022-01-26 14:11:48 +08:00
c9s	e8fd1486b1	binance: fix binance closed order sync	2022-01-23 16:19:13 +08:00
austin362667	5a4adf4d72	binance: add futures broker	2022-01-23 15:26:15 +08:00
austin362667	0ab94e0884	binance: fix err handler	2022-01-15 08:28:02 +08:00
austin362667	734221028b	binance: fix parse type	2022-01-15 08:28:02 +08:00
austin362667	9a1d2cba31	binance: add account info in query account	2022-01-15 08:28:02 +08:00
austin362667	32c2f128f5	binance: add TradeFutures	2022-01-15 08:28:02 +08:00
austin362667	8130ef78c1	binance: refactor margin related conversions	2022-01-15 08:28:02 +08:00
austin362667	5404bfe7f8	binance: fix futures symbol not found from syncSession ... binance: fix query trades, closed orders futures symbol not found binance: fix futures symbol not found	2022-01-15 08:28:02 +08:00
austin362667	0f0539fe70	binance: add futures exchange queries	2022-01-15 08:28:02 +08:00
austin362667	6071c07073	binance: add futures conversion	2022-01-15 08:28:02 +08:00
c9s	140e5638b8	binance: apply order cancel rate limiter	2022-01-15 00:52:54 +08:00
c9s	ec72a922c8	all: add subscribe depth options	2022-01-12 22:27:42 +08:00
c9s	f9e72dc79f	binance: subscribe binance depth10@100ms	2022-01-12 22:17:07 +08:00
c9s	1a61935850	add depth buffer logs	2022-01-12 21:55:26 +08:00
Yo-An Lin	30c1dd3e3d	Merge pull request #424 from tony1223/bug/binance-add-ratelimiter ... fix: [binance] add order rate limiter	2022-01-12 12:53:51 +08:00
c9s	b302adcc7e	types: add and use OrderError	2022-01-11 18:00:07 +08:00
c9s	857db529af	binance: show order info in the error	2022-01-11 17:05:36 +08:00
c9s	b56c800e12	binance: add order status to the error message	2022-01-11 16:47:55 +08:00
c9s	97422f26e7	binance: should return error when order does not contain orderID or clientOrderID	2022-01-11 16:38:02 +08:00
c9s	96ffab9cd8	binance: add details to order cancel error	2022-01-11 16:35:49 +08:00
c9s	4a8751e486	binance: fix listen key keep alive worker call	2022-01-11 14:16:35 +08:00
c9s	eefee46e9b	binance: invert if	2022-01-11 13:38:03 +08:00
c9s	cf07ca7aa0	binance: adjust listen key update interval to longer period	2022-01-11 13:37:02 +08:00
c9s	71a0604e72	use fixedpoint to parse payload directly	2022-01-11 01:41:33 +08:00
c9s	e5b4af53e6	all: clean up SubmitOrder fields	2022-01-11 01:36:19 +08:00
c9s	4b0e721580	binance: change binance debug client env var name to debug-binance-client	2022-01-10 16:37:41 +08:00
TonyQ	25801f9f63	add ratelmiter	2022-01-10 16:33:19 +08:00
c9s	6c3ee314d9	binance: fix order cancel client order id usage	2022-01-10 13:29:27 +08:00
c9s	cc0e5f71b0	clean up binance stream	2022-01-02 12:02:36 +08:00
c9s	85c14e5966	binance: fix parser tests	2022-01-02 02:44:47 +08:00
c9s	dcea623264	binance: change listen key update interval to 10 minutes	2022-01-02 02:41:58 +08:00
c9s	9d382a6b8c	binance: use sync.Once to protect the set server time calls	2022-01-02 02:14:04 +08:00
c9s	f4bfd8cc6b	all: move Reconnector to standard stream	2022-01-02 02:08:34 +08:00