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Commit Graph

428 Commits

Author SHA1 Message Date
c9s
68be0badca
max: improve depth parsing speed 2024-01-11 15:20:19 +08:00
c9s
905148a34f
maxapi: use fastjson parser pool 2024-01-11 15:20:06 +08:00
chiahung.lin
bfd9c8ac64 FEATURE: run state machine 
FEATURE: support recover

FEATURE: add order into orderStore and recover position

recover position/budget

FEATURE: support recover budget
 2023-12-20 16:02:37 +08:00
chiahung.lin
c906d6a74d rename variable 2023-12-06 11:27:06 +08:00
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
chiahung
7cb8da08cd use asc as order by to query closed orders 2023-11-21 17:14:33 +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
gx578007
10daeab1cb FIX: [max] remove outdated margin fields 2023-10-17 16:11:34 +08:00
c9s
78ea940569
max: support private channel setter 2023-10-04 18:02:18 +08:00
c9s
4700e754a8
maxapi: change default http transport settings 2023-10-04 15:17:22 +08:00
kbearXD
6d0c266513
Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity 
FEATURE: use quote quantity if there is QuoteQuantity in trade
 2023-09-19 10:41:34 +08:00
c9s
542944b4cc
max: use websocket update time (TU) field 2023-09-17 18:29:14 +08:00
Edwin
e56d8d1607 pkg/exchange: emit auth in each exchange 2023-09-14 12:01:20 +09:00
chiahung
db376f8483 FEATURE: use quote quantity if there is QuoteQuantity in trade 2023-09-05 18:28:10 +08:00
bailantaotao
7461b60b6b
Merge pull request #1299 from bailantaotao/edwin/add-server-time 
pkg/exchange: add time to SliceOrderBook
 2023-09-05 16:36:20 +08:00
Edwin
50bfd8ee0e pkg/exchange: add time to SliceOrderBook 2023-09-01 17:54:40 +08:00
c9s
ed948b2642
max: fix QuerySpotAccount method return value 2023-08-17 17:42:54 +08:00
c9s
252f4fbccc
deposit2transfer: call QuerySpotAccount for getting the spot balance 2023-08-16 12:02:18 +08:00
c9s
4ed402b775
max: update deposit states and add more fields to deposit 2023-08-08 20:51:48 +08:00
c9s
25298720d0
max: implement TransferMarginAccountAsset on max 2023-08-08 13:16:11 +08:00
c9s
5460ebdbf4
max: add margin transfer request 2023-08-08 12:49:05 +08:00
c9s
54e0e1024c
Merge pull request #1254 from c9s/v1.50 
merge back v1.50 into main
 2023-07-31 20:24:00 +08:00
Edwin
f25ab567eb pkg/exhcange: return err on max queryClosedOrdersByLastOrderID 2023-07-27 18:35:58 +08:00
c9s
b02ac837ea
max: handle SelfTradeBidFeeDiscounted 2023-07-27 16:28:54 +08:00
c9s
cddb7874ce
maxapi: set user agent 2023-07-26 14:35:33 +08:00
c9s
fcca3f6432
types: add fee discounted field to the global trade struct 2023-07-25 14:57:10 +08:00
c9s
4de82ccdff
max: use types.MillisecondTimestamp for UpdateTime field 2023-07-25 13:37:31 +08:00
c9s
f5feb72355
max: add fee_discounted to Trade struct for RESTful api 2023-07-25 13:35:08 +08:00
c9s
afc5dbb951
Merge remote-tracking branch 'origin/v1.50' 2023-07-24 17:02:08 +08:00
c9s
16c62bbcba
maxapi: fix max withdrawal api 2023-07-24 15:28:11 +08:00
c9s
9c20215f41
max: use fixedpoint.Value for field parsing 2023-07-24 15:00:03 +08:00
c9s
5f2ead4ffd
maxapi: parse fd field and optimize trade snapshot parsing 2023-07-24 14:57:50 +08:00
c9s
0bb697bc1e
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file 2023-05-18 18:26:03 +08:00
c9s
7aa673c673
max: add currency parameter to /api/v3/wallet/:walletType/accounts api 2023-05-15 20:11:58 +08:00
c9s
7cf80473e5
maxapi: fix margin interest history request 2023-05-04 17:23:04 +08:00
c9s
1ca81e11e6
maxapi: add currency field to the accounts api 2023-05-04 17:20:42 +08:00
c9s
40f6295d91
maxapi: move GetMarginInterestRatesRequest api to a file 2023-05-04 17:18:42 +08:00
c9s
e9f711278e
maxapi: fix margin interest history api 2023-05-04 16:38:20 +08:00
c9s
2a462c8e32
maxapi: update margin repay/load apis 2023-05-04 14:43:19 +08:00
c9s
70e3f8ec5f
max: split v3 api into files 2023-05-04 14:37:19 +08:00
kbearXD
99e393e93c
Merge pull request #1147 from c9s/max/get-order/client-order-id 
FEATURE: max get-order v3 api support client order id parameter
 2023-04-17 12:24:18 +08:00
c9s
a178fd0a84
max: add max auth authenticated log 2023-04-14 18:57:13 +08:00
chiahung
1158b9582a FEATURE: max get-order v3 api support client order id parameter 2023-04-14 16:44:56 +08:00
c9s
92b8652f78
maxapi: remove duplicated for loop 2023-04-13 17:29:23 +08:00
c9s
25daefabab
maxapi: fix nonce updater 2023-04-13 17:20:59 +08:00
Yo-An Lin
7da5c8361e
Merge pull request #1143 from c9s/refactor/max-client 
FIX: maxapi: pass context object to the requests
 2023-04-13 16:57:19 +08:00
c9s
8c02b5e64e
maxapi: pass context object to the requests 2023-04-13 16:40:07 +08:00
Yo-An Lin
a5ecfd15cc
Merge pull request #1141 from c9s/refactor/max-client 
REFACTOR: maxapi: refactor and add max v2 markets api test
 2023-04-13 16:33:47 +08:00
Yo-An Lin
3952f33de8
Merge pull request #1142 from c9s/fix/max-rate-limiter 
FIX: max: move more rate limiter to the exchange instance
 2023-04-13 16:32:14 +08:00
c9s
fed5d5f0b8
maxapi: add more market info assertion 2023-04-13 16:18:11 +08:00
c9s
19621e48fe
max: adjust account query rate limiter 2023-04-12 22:58:10 +08:00
c9s
7c9109aeea
max: move more rate limiter to the exchange instance 2023-04-12 22:56:23 +08:00
c9s
cbbe6e286d
maxapi: add kline api test 2023-04-12 22:43:32 +08:00
c9s
3e41c1fb15
maxapi: add max v2 markets api test 2023-04-12 22:29:14 +08:00
Yo-An Lin
6bf7a6c0ac
Merge pull request #1139 from c9s/refactor/max-client 
REFACTOR: [max] refactor api requests
 2023-04-12 16:38:57 +08:00
c9s
a84a22bc2d
maxapi: refactor reward tests 2023-04-12 16:32:56 +08:00
c9s
9dab2470ef
maxapi: add TestWithdrawal 2023-04-12 16:27:45 +08:00
c9s
03d24e6947
maxapi: move test files 2023-04-12 15:02:14 +08:00
c9s
13d28edebb
maxapi: remove unused parseKLines function 2023-04-12 15:01:18 +08:00
c9s
f7d3fca1ec
maxapi: simplify ticker response parsing 2023-04-12 15:00:26 +08:00
c9s
012ef4a6f9
maxapi: refactor and clean up public service api 2023-04-12 15:00:26 +08:00
c9s
c1b7f7fd95
maxapi: replace the legacy get markets api 2023-04-12 15:00:26 +08:00
c9s
fc3ffe399e
maxapi: update time type fields 2023-04-12 15:00:26 +08:00
c9s
fd6dfc5c9e
maxapi: change time field to time.Time and update the generated code 2023-04-12 15:00:26 +08:00
c9s
4944fdda2d
max: replace time type fields 2023-04-12 15:00:26 +08:00
c9s
d95daba3f0
maxapi: update requestgen files 2023-04-12 15:00:26 +08:00
c9s
3ad553a876
max: move methods 2023-04-12 15:00:26 +08:00
c9s
51c1d47fbc
maxapi: move some methods to the rest client level 2023-04-12 15:00:25 +08:00
c9s
c366e98c43
maxapi: update log message 2023-04-12 14:58:37 +08:00
c9s
6eaacd63a8
maxapi: use sync.Once to prevent duplicated update and avoid update negative offset 2023-04-12 13:37:04 +08:00
c9s
845ee3ce33
maxapi: change info log to debug log level 2023-04-11 18:28:34 +08:00
c9s
2ae8309115
maxapi: add global prefix to the var name 2023-04-11 18:27:19 +08:00
c9s
8d240e9b4c
maxapi: improve nonce update with retry 2023-04-11 18:21:40 +08:00
c9s
5b09ad671c
max: fix max order group id 2023-04-03 00:12:14 +08:00
c9s
88af0a18f9
max: move tradeQueryLimiter to the exchange instance 2023-03-21 16:26:47 +08:00
c9s
fda4e48146
max: move submitOrderLimiter to the exchange wide var 2023-03-21 16:25:16 +08:00
chiahung
26054e4958 fix on max api level 2023-03-15 18:09:46 +08:00
chiahung
da48e0fc85 make end_time down to start_time + 3 days if end_time > start_time + 3 days 2023-03-14 18:39:36 +08:00
chiahung
e0b445f1c1 FEATURE: make MAX QueryTrades support start_time, end_time 2023-03-14 16:32:00 +08:00
kbearXD
6a6d7a6293
Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id 
FIX: filter wrong order id from self-trade trades
 2023-03-09 16:59:33 +08:00
chiahung
ead5486b52 FIX: filter wrong order id from self-trade trades 2023-03-09 16:15:48 +08:00
chiahung
d29c3fa05c FIX: use updated_at instead of created_at to convert MAX order to types.Order 2023-03-09 11:35:48 +08:00
chiahung
f9f6346468 FEATURE: split self trades when use MAX RESTful API to query trades 2023-03-08 17:18:18 +08:00
chiahung
83d9977a57 make sure group id is > 0 2023-03-06 16:32:36 +08:00
chiahung
d466a63d22 FIX: add group id on submit order API 2023-03-06 15:58:18 +08:00
c9s
6137905f42
max: fix max v3 order cancel api 2023-03-01 16:45:33 +08:00
c9s
06eff47058
grid2: improve UseCancelAllOrdersApiWhenClose process 2023-03-01 16:35:09 +08:00
c9s
216bdb891f
grid2: skip canceled orders 2022-12-24 01:08:28 +08:00
c9s
5b4be1f9fc
max: drop unused toMaxSubmitOrder 2022-12-22 13:14:25 +08:00
c9s
a340cd321b
max: add submit order limiter 2022-12-15 18:38:57 +08:00