175 Commits

Author	SHA1	Message	Date
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
Jui-Nan Lin	14abd1436b	fix(ftx): call EmitConnect() after connected	2021-05-21 23:33:05 +08:00
Jui-Nan Lin	dd0bfab292	fix(ftx): call EmitStart() after connected	2021-05-21 23:25:26 +08:00
Jui-Nan Lin	c7f9352e20	fix(ftx): keep in the loop	2021-05-21 23:10:05 +08:00
Jui-Nan Lin	fb47a4882f	fix(ftx): support subaccount in websocket	2021-05-21 23:07:53 +08:00
Jui-Nan Lin	05bde543b7	feat(ftx): emulating kline channel with polling	2021-05-21 23:07:39 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
Jui-Nan Lin	02649bdd63	fix(ftx): use generated order id if not specified	2021-05-19 21:37:29 +08:00
Jui-Nan Lin	c0cf529db7	fix(ftx): allow empty TimeInForce to place market orders	2021-05-17 21:05:44 +08:00
Jui-Nan Lin	31993d7ccf	fix(ftx): update test toGlobalOrderBook	2021-05-17 18:53:43 +08:00
Jui-Nan Lin	316799d5a0	fix(ftxExchange): setup a symbol mapping table ... ftx uses BTC/USDT symbol styles, however bbgo uses the BTCUSDT style We setup a mapping table in Markets() to make conversion	2021-05-17 18:32:29 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
ycdesu	1e3ce81c06	ftx: pull out map	2021-04-01 11:55:27 +08:00
ycdesu	a659bacb0d	ftx: remove back slash from symbol	2021-04-01 11:54:16 +08:00
ycdesu	28c9ac95ac	ftx: query kline using rest api	2021-03-31 18:09:13 +08:00
ycdesu	f912fde6e3	ftx: panic if subscribe unsupported channel	2021-03-29 22:11:39 +08:00
ycdesu	66f165584f	fix: make since/until optional	2021-03-29 22:11:39 +08:00
ycdesu	f526a937d1	ftx: websocket keepalive	2021-03-29 22:11:39 +08:00
ycdesu	53c9b0a606	ftx: remove redundant abstraction	2021-03-29 22:11:39 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00
ycdesu	f345730778	ftx: handle err response	2021-03-29 22:11:38 +08:00
ycdesu	9c4ccbd6e2	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	34ea325499	ftx: refactor websocket_messages structs	2021-03-29 22:11:38 +08:00
ycdesu	d3cdd3c2a6	ftx: define order update response	2021-03-29 22:11:38 +08:00
ycdesu	2e2ae46bae	ftx: subscribe order update	2021-03-29 22:11:38 +08:00
ycdesu	f60f1ef52e	ftx: authenticate websocket	2021-03-27 18:16:52 +08:00
ycdesu	691251169d	ftx: define ws login request	2021-03-27 16:58:51 +08:00
ycdesu	3bcd5a8e83	ftx: null guard in close	2021-03-27 09:54:12 +08:00
ycdesu	9e77b3afd8	ftx: support queryTrades method	2021-03-26 00:43:15 +08:00
ycdesu	241f1ee9de	ftx: support lastOrderID	2021-03-23 22:27:11 +08:00
ycdesu	17b6122cf8	ftx: assign query string to order/wallet requests	2021-03-23 22:26:18 +08:00
ycdesu	bce749c13b	ftx: add missing query string	2021-03-23 22:25:57 +08:00
ycdesu	ab743f85c2	ftx:support deposit histories	2021-03-21 20:17:41 +08:00
ycdesu	d2a5a755be	ftx: implement queryMarket	2021-03-21 13:06:46 +08:00
ycdesu	14652c6918	ftx: define market request	2021-03-21 13:06:46 +08:00
c9s	b4083bdf10	fix fee calc tests	2021-03-20 22:59:53 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
ycdesu	a62481590e	ftx: support PlatformCurrency	2021-03-18 23:58:28 +08:00
ycdesu	8a75b21a38	ftx: support account info	2021-03-18 23:53:55 +08:00
ycdesu	4a5a53ea28	ftx: support queryClosedOrders	2021-03-17 21:26:25 +08:00
ycdesu	54ca62ac5c	ftx: define ordersHistory in rest client	2021-03-17 08:18:37 +08:00
ycdesu	342b0dd1dd	ftx: cancel orders	2021-03-16 22:36:44 +08:00
ycdesu	c88297117b	ftx: new rest everytime	2021-03-15 19:02:14 +08:00
ycdesu	a83b95d262	ftx: implemenet place order func	2021-03-13 10:41:04 +08:00
ycdesu	506fdcd84f	ftx: add conversion helper	2021-03-13 09:51:16 +08:00
ycdesu	778ceb2985	ftx: define orderResponse struct	2021-03-13 09:51:03 +08:00
ycdesu	0e611dbee4	ftx: rename orders to ordersResponse	2021-03-12 23:03:08 +08:00
YC	b33402df24	Merge pull request #147 from c9s/ftx/query-open-orders	2021-03-08 18:50:56 +08:00
ycdesu	ee8ebde12d	ftx: add todo	2021-03-07 12:53:41 +08:00
ycdesu	6599f276db	ftx: implement query open orders	2021-03-07 12:51:13 +08:00
ycdesu	3676450e4b	ftx: convert open order	2021-03-07 12:51:13 +08:00
ycdesu	16366b09a4	ftx: rename responses.go to rest_responses.go	2021-03-07 12:51:13 +08:00
ycdesu	26963ce7ab	ftx: rename balance.go to rest_balance_request.go	2021-03-07 12:51:13 +08:00
ycdesu	f6f3fcab02	ftx: orderbook snapshot checksum	2021-03-06 19:23:44 +08:00
ycdesu	be7c393fcb	ftx: print orderbook update	2021-03-04 10:02:40 +08:00
ycdesu	43275d08bc	ftx: use pure function to convert orderbook snapshot	2021-03-03 22:36:14 +08:00
ycdesu	55b9569777	ftx: use the same struct to handle orderbook snapshot/update	2021-03-03 22:33:06 +08:00
ycdesu	e34f68ab90	ftx: unmarshal all fields at the same time	2021-03-03 10:31:46 +08:00
ycdesu	160f6323e8	ftx: emit orderbook snapshot	2021-03-02 22:18:41 +08:00
ycdesu	253810556e	ftx: unmarshal orderbook snapshot	2021-03-02 18:33:19 +08:00
ycdesu	45528fa219	ftx: modify log	2021-03-02 18:33:19 +08:00
ycdesu	883b7ef028	ftx: handle message in a new struct	2021-02-27 19:27:44 +08:00
ycdesu	d9ad022a81	ftx: define subscribed msg	2021-02-27 19:27:37 +08:00
ycdesu	73d05fe7bb	ftx: send subscriptions when connected	2021-02-27 18:42:46 +08:00
ycdesu	c52f918dd4	ftx: add missing types.exchange methods	2021-02-27 17:24:08 +08:00
ycdesu	8b838b9a59	ftx: make logger private	2021-02-27 17:01:20 +08:00
ycdesu	b28d9631ab	ftx: return ftx stream but hasn't implement it yet	2021-02-27 16:48:50 +08:00
ycdesu	ed86e923df	ftx: add exchange name	2021-02-08 22:33:12 +08:00
ycdesu	0eb0bdefa2	ftx: use uppercase in toGlobalCurrency	2021-02-08 22:29:50 +08:00
ycdesu	46b0315871	ftx: implement ftx balances querying	2021-02-08 19:07:18 +08:00
ycdesu	eb00720043	ftx: define empty ftx.toGlobalCurrency	2021-02-08 19:07:18 +08:00
ycdesu	7c48670c39	ftx: define rest client	2021-02-08 19:07:18 +08:00
ycdesu	54ef8d3ca6	ftx: define empty exchange	2021-02-08 19:04:18 +08:00