327 Commits

Author	SHA1	Message	Date
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	6912f77c72	fix lock issue	2021-02-01 18:55:47 +08:00
c9s	b952e6fd54	rename Reset to private reset	2021-01-25 14:26:22 +08:00
c9s	4c0a586aa2	adjust depth update to 5 minutes	2021-01-25 14:24:59 +08:00
c9s	b99c01a03f	fix stream book usage	2021-01-25 14:13:39 +08:00
c9s	1aefbbfddc	improve orderbook validation error	2021-01-25 13:53:11 +08:00
c9s	e2de3040bd	adjust ping ticker to 10seconds	2021-01-24 19:08:33 +08:00
c9s	7632638982	log depth api error	2021-01-24 16:54:13 +08:00
c9s	cabc082713	fix f.loadDepthSnapshot timing	2021-01-24 14:12:44 +08:00
c9s	50fc1fd3ac	call Reset instead of replacing the whole map ... the reason is that we have the update worker, which is already started.	2021-01-24 14:09:07 +08:00
c9s	2b441ad3bc	binance: improve depth event filtering and reloading	2021-01-24 10:02:38 +08:00
c9s	e08d62395e	adjust snapshot ticker to 10 minutes	2021-01-23 17:03:53 +08:00
c9s	6a6dacd595	fix binance depth snapshot updating	2021-01-23 16:59:51 +08:00
c9s	0e99d9bdcb	move time.Sleep to batch processor to avoid rate limit	2021-01-20 02:32:55 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	7520430b52	support margin api for query trades	2021-01-20 01:27:27 +08:00
c9s	1d8b7dc657	handle trade and order margin field	2021-01-20 01:24:29 +08:00
c9s	2c1c9a046b	tmp	2021-01-19 23:31:04 +08:00
c9s	677f4b93e6	add margin mode support to QueryOpenOrders	2021-01-19 23:31:04 +08:00
c9s	ad4226f35b	support margin order creation	2021-01-19 23:31:04 +08:00
c9s	3eda64641e	use exchange's margin option	2021-01-19 23:31:04 +08:00
c9s	7235100140	integrate submitMarginOrder api	2021-01-19 23:31:04 +08:00
c9s	5cab37488b	move MarginSettings struct to a file	2021-01-19 23:31:04 +08:00
c9s	f505c0e2c6	split go routine for keep alive and ping tickers	2021-01-19 23:31:04 +08:00
c9s	48083151aa	turning margin mode	2021-01-19 23:31:04 +08:00
c9s	c3db6db590	add margin option	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	70479bfd16	binance: assign Isolated field	2020-12-29 17:26:22 +08:00
c9s	f56318c9b6	add public only mode to stream	2020-12-21 15:43:54 +08:00
c9s	ce0e28708a	add public only mode to binance stream	2020-12-21 15:26:05 +08:00
c9s	d4b99f41a4	reformat	2020-12-21 14:55:14 +08:00
c9s	39f5290634	shorten the log messages	2020-12-21 14:53:34 +08:00
c9s	a60529ee37	reload depth snapshot periodically	2020-12-21 14:43:40 +08:00
c9s	4f399ebb9f	fix stop price formating	2020-12-03 09:25:47 +08:00
c9s	edb22383c7	fix ToGlobalOrder call	2020-12-02 22:44:57 +08:00
c9s	4cf5929cac	improve trade parsing error	2020-12-02 22:21:13 +08:00
c9s	95b0910a09	fix trade order id parsing	2020-11-17 14:13:37 +08:00
c9s	03d99a4cab	remove debug logs	2020-11-17 13:25:59 +08:00
c9s	f4512f031c	improve cross exchange strategy mounting behavior and add fixedpoint atomic ops	2020-11-17 08:19:22 +08:00
c9s	3ea2e877ff	do not submit subscribe request if param array is empty	2020-11-15 13:32:46 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	1e925cac6e	move onConnect to the standard stream	2020-11-07 12:38:57 +08:00
c9s	b13a2deec5	emit klines and setup account balances	2020-11-07 03:18:05 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	78d7c71ecc	add kline service and extend kline struct fields	2020-11-06 19:07:07 +08:00
c9s	7e47f754c5	use channel to sync trades	2020-11-05 13:35:04 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	a4555a2b7b	implement QueryClosedOrders	2020-11-05 11:14:14 +08:00
c9s	fe16f9aa4d	add is_working column	2020-11-05 11:14:14 +08:00
c9s	bb0ff263c8	assign order_id to the trade object	2020-11-05 11:14:14 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	9c46ef17b2	handle order update	2020-10-31 18:29:58 +08:00
c9s	60b78979dc	fix order id parsing (seems case insensitive)	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	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	085d02bee4	clean up strategy code since we can loaded from the config	2020-10-26 22:04:48 +08:00
c9s	145264aae4	cancel orders and re-submit maker orders	2020-10-26 00:26:17 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	2020-10-25 19:22:22 +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	678e4ef4ab	add trade reporter	2020-10-22 10:47:54 +08:00
c9s	822e4c2703	receive trade in value instead of pointer	2020-10-19 22:06:43 +08:00
c9s	73e17730d7	move account type into types package	2020-10-18 11:30:37 +08:00
c9s	2d88f8e5f6	remove unused empty method convertDepthResponseToSnapshot	2020-10-17 23:49:14 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00
c9s	c58375f57e	max: extend max exchange market information	2020-10-14 10:53:18 +08:00
c9s	88461396f1	rearrange market config fields	2020-10-14 10:39:14 +08:00
c9s	2b41f76082	add maxPrice, minPrice and tickSize config	2020-10-14 10:34:33 +08:00
c9s	64c2170cd5	implement QueryMarkets on binance	2020-10-14 10:16:59 +08:00
c9s	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	4ce716d6ad	binance: make asset parameter optional	2020-10-12 17:15:33 +08:00
c9s	ea7b501c26	add transfer history command for calculating baseline and show transfer records	2020-10-11 20:08:54 +08:00
c9s	2d246c3f71	move deposit type to global type and add max deposit history support	2020-10-11 17:35:59 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00