c9s
|
0dd7438fd7
|
schedule: show scheduled order price
|
2021-08-26 10:29:27 +08:00 |
|
c9s
|
684bfcea19
|
xbalance: capitalize message
|
2021-08-19 16:35:16 +08:00 |
|
c9s
|
66b7e1fc3f
|
schedule: fix schedule subscription
|
2021-08-19 16:35:05 +08:00 |
|
c9s
|
cf29cfadd0
|
xbalance: show balance error message
|
2021-08-17 12:18:29 +08:00 |
|
c9s
|
fc860cd9a9
|
bbgo: add json tags to interval window
|
2021-08-17 11:37:27 +08:00 |
|
c9s
|
47258b31c6
|
xbalance: fix message
|
2021-08-17 11:36:51 +08:00 |
|
c9s
|
5a0ae6773c
|
xbalance: configure middle value automatically from total value
|
2021-08-16 12:52:12 +08:00 |
|
c9s
|
732281b55d
|
bump version
|
2021-08-16 12:20:04 +08:00 |
|
c9s
|
490eb15748
|
schedule: fix order notification
|
2021-08-16 12:11:15 +08:00 |
|
zebra
|
2e1400d594
|
add transfer function
|
2021-08-07 15:30:51 +08:00 |
|
sincoew
|
4f2b1d975a
|
fix type change on max api
|
2021-07-15 17:51:14 +08:00 |
|
c9s
|
5cf134a756
|
cmd: add account cmd --total option
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
5e2b8af4dc
|
xmaker: fix reset today
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
1d316ed89c
|
xmaker: call reset today if the date exceeded
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
3ab4a570fb
|
bbgo: limit max kline slice
|
2021-06-28 14:33:32 +08:00 |
|
c9s
|
01bdef502b
|
indicator: rename consts for max ma values
|
2021-06-28 14:33:27 +08:00 |
|
c9s
|
4ccbb82237
|
indicator: truncate values if length exceeded
|
2021-06-28 14:33:23 +08:00 |
|
c9s
|
a8048703b3
|
max: fix order delete refurl
|
2021-06-27 11:33:00 +08:00 |
|
c9s
|
3fdcf466bf
|
max: set reqcount for nonce by default 1
|
2021-06-27 11:32:54 +08:00 |
|
c9s
|
3165d10986
|
support: use trade collector
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
aab0c377d7
|
xmaker: reformat code
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
b58b48d668
|
xmaker: refactor profit stats
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
cef28fa651
|
xbalance: use time util function from the util package
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
c6d66ebb46
|
util: add BeginningOfTheDay function
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
06a1f018c2
|
bbgo: push to the buffer first
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
7d853a9c74
|
bbgo: add emit position update
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
ecd2d9ea68
|
bbgo: improve trade collector callbacks
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
db4fbbc30c
|
bbgo: add trade collector
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
65629a77f4
|
bbgo: add two new position constructor
|
2021-06-26 20:26:47 +08:00 |
|
c9s
|
5621effd6b
|
add resistance
|
2021-06-21 19:03:50 +08:00 |
|
c9s
|
4bc0612265
|
support: add minBaseAssetBalance
|
2021-06-17 19:28:11 +08:00 |
|
c9s
|
f9fa6e96c3
|
support: refactor kline handler
|
2021-06-16 20:33:52 +08:00 |
|
c9s
|
811319fa25
|
support: fix sensitivity calculation
|
2021-06-16 14:16:39 +08:00 |
|
c9s
|
5fecccedd6
|
add resistance check
|
2021-06-16 13:23:33 +08:00 |
|
c9s
|
3d12a7df59
|
support: add sensitivity settings
|
2021-06-16 13:14:10 +08:00 |
|
c9s
|
15ed802a54
|
util: add TimeProfile
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
e276ddd38a
|
bbgo: add shared local time zone
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
e23c459697
|
bbgo: move orderbook to the session level so that we can access it eaiser
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
2614b25de3
|
types: move fiat currency list to types
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
fd2928fc82
|
types: add maker/taker fee rate fields to the account struct
|
2021-06-16 13:04:23 +08:00 |
|
c9s
|
657e1dc9bf
|
maxapi: pre-parse relative url and cache them
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
cbd0180939
|
maxapi: remove extra user agent header
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
16e5e08d58
|
maxapi: fix dump request error check
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
48c84824cf
|
maxapi: volume, side, market is always required for creating orders
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
2da633c221
|
maxapi: add HTTP_TRANSPORT_IDLE_CONN_TIMEOUT env var for override
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
7c5b676366
|
maxapi: create an isolated http transport rather than the default one
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
684232041c
|
maxapi: load http transport settings from env vars
|
2021-06-16 13:04:05 +08:00 |
|
c9s
|
b31b830b2b
|
max: add request dump for debugging request
|
2021-06-16 13:03:45 +08:00 |
|
c9s
|
8c3992d514
|
max: no need to check order volume separately
|
2021-06-16 13:02:21 +08:00 |
|
c9s
|
fdf1ee9258
|
max: use precision -1 to trim zeros
|
2021-06-16 13:02:21 +08:00 |
|
c9s
|
a8eda62a8d
|
max: set debug vars from env vars
|
2021-06-16 13:02:21 +08:00 |
|
c9s
|
990da5ad3b
|
xbalance: add foreign fee for withdrawal
|
2021-06-09 01:37:33 +08:00 |
|
c9s
|
18f72a9118
|
fixedpoint: add more multiplication benchmarks
|
2021-06-09 01:37:29 +08:00 |
|
c9s
|
3d1d659c81
|
fixedpoint: add math/big version multiplication support
|
2021-06-09 01:37:24 +08:00 |
|
c9s
|
0df26e0570
|
binance: adjust listen key keep alive to 20 minutes
|
2021-06-09 01:37:19 +08:00 |
|
c9s
|
457ca79517
|
binance: for network error, we should retry the request
|
2021-06-09 01:37:14 +08:00 |
|
c9s
|
3c4eb5aec7
|
telegram: add more emojis
|
2021-06-09 01:37:09 +08:00 |
|
c9s
|
89c3df730b
|
telegram: add emoji for greetings
|
2021-06-09 01:37:04 +08:00 |
|
c9s
|
ac71a392c6
|
fixedpoint: fix fixedpoint value int64 cast
|
2021-06-09 01:36:32 +08:00 |
|
c9s
|
ecf888dfd6
|
util: add env var util functions
|
2021-06-09 01:36:16 +08:00 |
|
c9s
|
ec6c10a96a
|
binance: adjust read timeout and increase read buffer size
|
2021-06-09 01:36:06 +08:00 |
|
c9s
|
3fd170a4ff
|
xmaker: check book before copying
|
2021-06-09 01:35:56 +08:00 |
|
c9s
|
f5a241a1a8
|
xmaker: improve warn message
|
2021-06-09 01:35:50 +08:00 |
|
c9s
|
a0d8a3718a
|
xmaker: fix bid/ask price check
|
2021-06-07 02:50:11 +08:00 |
|
c9s
|
d5617d44aa
|
xmaker: pass source market and maker market for formatting
|
2021-06-07 02:49:54 +08:00 |
|
c9s
|
0a74cc7171
|
xmaker: add useDepthPrice option
|
2021-06-07 02:49:44 +08:00 |
|
c9s
|
2486d04332
|
rbt: fix copyNode
|
2021-06-07 02:44:30 +08:00 |
|
c9s
|
5a5cb71a5e
|
rbt: add more rbtorderbook test
|
2021-06-07 02:44:25 +08:00 |
|
c9s
|
062443a29c
|
rbt: check if returned node is neel
|
2021-06-07 02:44:21 +08:00 |
|
c9s
|
3b0ed4e3dc
|
rbt: add more test cases
|
2021-06-07 02:44:14 +08:00 |
|
c9s
|
9622956c71
|
rbt: fix rbtree search for neel
|
2021-06-07 02:44:09 +08:00 |
|
c9s
|
5d8f7b3ea6
|
rbt: fix preorder
|
2021-06-07 02:44:04 +08:00 |
|
c9s
|
7805dcd72e
|
rbt: fix pointer check of iteration
|
2021-06-07 02:44:00 +08:00 |
|
c9s
|
9bc55def44
|
rbt: fix deleting, copy value to the deleting node's memory
|
2021-06-07 02:43:54 +08:00 |
|
c9s
|
f34631c7ae
|
rbt: add pointer check
|
2021-06-07 02:43:50 +08:00 |
|
c9s
|
6d2771aca9
|
rbt: fix rightmost and leftmost
|
2021-06-07 02:43:43 +08:00 |
|
c9s
|
06bf0d0f2b
|
rbt: fix rbtree deletion
|
2021-06-07 02:43:39 +08:00 |
|
c9s
|
103b1ea560
|
rbt: add rbt insert test
|
2021-06-07 02:43:34 +08:00 |
|
c9s
|
7512f56b84
|
rbt: avoid sharing rbtree neel pointer
|
2021-06-07 02:43:22 +08:00 |
|
c9s
|
f487b53d9e
|
binance: fix client order id checking
|
2021-06-07 01:07:00 +08:00 |
|
c9s
|
5fd0ab4cd3
|
skip client order id when no client order is given
|
2021-06-07 01:03:21 +08:00 |
|
c9s
|
291fdbaf25
|
optimize max submit order api priority
|
2021-06-07 01:03:09 +08:00 |
|
c9s
|
f20e809940
|
types: add bestBidAndAsk method
|
2021-06-07 01:02:43 +08:00 |
|
c9s
|
e8205556ff
|
show bbgo version name
|
2021-06-07 00:57:47 +08:00 |
|
c9s
|
b60fd9e356
|
support: fix quantity formatting
|
2021-06-07 00:57:47 +08:00 |
|
c9s
|
b9584117d6
|
add QueryLastFundingRate api to binance exchange
|
2021-06-01 03:15:19 +08:00 |
|
c9s
|
b5c4fc3e4e
|
fix kline record insert fields
|
2021-06-01 01:39:23 +08:00 |
|
c9s
|
4bec8984c0
|
add klines columns
|
2021-06-01 01:39:23 +08:00 |
|
c9s
|
507ae934c0
|
compile and update migration package
|
2021-06-01 01:39:23 +08:00 |
|
c9s
|
f66095eff9
|
support: add target orders to the orders
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
e5db780be8
|
notify trades and update position
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
40c3a5870f
|
support strategy improvements:
- add taker buy base volume ratio option
- add max base asset balance config
- add min quote asset balance config
- record orders and trades
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
6a999b2906
|
kline: show taker buy base volume and taker buy quote volume
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
4da7d3b50b
|
fix side effect order type
|
2021-06-01 01:39:22 +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 |
|
Jui-Nan Lin
|
7abd7225e1
|
fix(ftx): klines should not be empty
|
2021-05-31 22:56:26 +08:00 |
|
c9s
|
7ff4051c61
|
binance: fix websocket handshake
|
2021-05-30 18:20:14 +08:00 |
|
c9s
|
0b935eff4f
|
fix connection lock call
|
2021-05-30 18:14:22 +08:00 |
|
c9s
|
69e76485c5
|
xbalance: fix ticker usage
|
2021-05-30 18:06:31 +08:00 |
|
Yo-An Lin
|
406f592963
|
Merge pull request #258 from c9s/feature/okex
feature: add okex exchange user data stream and public stream
|
2021-05-30 16:21:12 +08:00 |
|
c9s
|
8d12c9262f
|
okex: move connection context cancel calls
|
2021-05-30 15:54:31 +08:00 |
|
c9s
|
d6bd33a682
|
okex: remove unused code
|
2021-05-30 15:53:43 +08:00 |
|
c9s
|
d112dbb1a4
|
binance: check connCancel only when new context is allocated
|
2021-05-30 15:53:01 +08:00 |
|
c9s
|
f9d4068145
|
binance: pull out listen key from stream and reduce critical section
|
2021-05-30 15:51:25 +08:00 |
|
c9s
|
d863766e00
|
fix quote quantity alignment
|
2021-05-30 15:51:00 +08:00 |
|
c9s
|
c84d59734c
|
clear all trades before running backtests
|
2021-05-30 15:25:00 +08:00 |
|
c9s
|
3aa36b5989
|
refactor and fix backtest for user data stream and market data stream
|
2021-05-30 15:08:11 +08:00 |
|
c9s
|
38fd5422ab
|
xmaker: use uncovered position
|
2021-05-30 14:46:48 +08:00 |
|
c9s
|
1a05f6fbd4
|
okex: pull read timeout and adjust to 30 seconds
|
2021-05-30 00:32:06 +08:00 |
|
c9s
|
9a68cfd288
|
xmaker: fix trade checking
|
2021-05-30 00:11:35 +08:00 |
|
c9s
|
d962dbe542
|
adjust read timeout
|
2021-05-29 20:40:47 +08:00 |
|
c9s
|
70284a8c0f
|
xmaker: move notify trade
|
2021-05-29 01:41:29 +08:00 |
|
c9s
|
3789315214
|
show accumulated net profit
|
2021-05-29 01:38:44 +08:00 |
|
c9s
|
df10e175f9
|
xmaker: fix wording
|
2021-05-29 01:32:33 +08:00 |
|
c9s
|
e2561bde96
|
xmaker: add NotifyTrade option
|
2021-05-29 01:31:13 +08:00 |
|
c9s
|
65a38e56b8
|
slacknotifier: spawn notify worker as a go routine
|
2021-05-29 01:30:57 +08:00 |
|
c9s
|
6e0bc7c1e2
|
xmaker: use trade channel to buffer trades
|
2021-05-29 01:03:43 +08:00 |
|
c9s
|
33db0b5c6f
|
xmaker: add trade stores for trade buffering
|
2021-05-29 00:28:13 +08:00 |
|
c9s
|
426a6157af
|
okex: fix ping connection lock
|
2021-05-29 00:27:28 +08:00 |
|
c9s
|
64b9c78a5b
|
okex: fix order detail segmentation
|
2021-05-29 00:27:05 +08:00 |
|
c9s
|
2a5ef30135
|
add ping worker to max
|
2021-05-29 00:26:53 +08:00 |
|
c9s
|
e11553139e
|
binance: make convert functions private
|
2021-05-29 00:26:39 +08:00 |
|
c9s
|
8d31435ded
|
add trade store
|
2021-05-29 00:25:23 +08:00 |
|
c9s
|
f49490f986
|
fix websocket ping/pong issue
|
2021-05-28 23:34:21 +08:00 |
|
c9s
|
002b28f75a
|
okex: implement candlestick api and improve kline console format
|
2021-05-28 20:51:10 +08:00 |
|
c9s
|
5f18b89dfa
|
if publicOnly is set, we should not connect user data stream
|
2021-05-28 19:01:55 +08:00 |
|
c9s
|
f190b1e66a
|
fix market data stream initialization
|
2021-05-28 03:17:46 +08:00 |
|
c9s
|
d932a686a0
|
fix strategy market data stream usage
|
2021-05-28 03:15:29 +08:00 |
|
c9s
|
4f16f6b1f8
|
fix market data stream usage
|
2021-05-28 03:13:50 +08:00 |
|
c9s
|
b430128ba1
|
okex: fix okex order cancellation
|
2021-05-28 03:05:59 +08:00 |
|
c9s
|
29304d14ba
|
okex: implement submit orders and cancel order api
|
2021-05-28 02:45:09 +08:00 |
|
c9s
|
6407eab9c1
|
okex: convert order details into trades and orders
|
2021-05-28 02:21:35 +08:00 |
|
c9s
|
19b700dfba
|
okex: parse and convert account information
|
2021-05-28 01:14:11 +08:00 |
|
c9s
|
777701c0cb
|
add userdatastream cmd for testing private stream
|
2021-05-28 00:47:34 +08:00 |
|
c9s
|
545d0f18e3
|
okex: handle kline close event
|
2021-05-27 18:43:42 +08:00 |
|
c9s
|
2844b7c3a7
|
okex: add kline command for testing kline data
|
2021-05-27 18:35:34 +08:00 |
|
c9s
|
76048633cc
|
okex: support websocket candle data
|
2021-05-27 17:55:23 +08:00 |
|
c9s
|
4fdd9d5097
|
okex: convert interval to candle types
|
2021-05-27 17:40:24 +08:00 |
|
c9s
|
1d400e281c
|
okex: convert book data to book snapshot and book update
|
2021-05-27 16:01:15 +08:00 |
|
c9s
|
884e764fe7
|
okex: order book parsing
|
2021-05-27 15:48:51 +08:00 |
|
c9s
|
03431da00c
|
okex: remove private dial method
|
2021-05-27 15:16:01 +08:00 |
|
c9s
|
f4f4304df6
|
move Dial method to StandardStream
|
2021-05-27 15:14:58 +08:00 |
|
c9s
|
7d62a7634b
|
set market data stream to public
|
2021-05-27 15:11:44 +08:00 |
|
c9s
|
b7c87c7744
|
core: move market data subscription to market data stream
|
2021-05-27 15:09:18 +08:00 |
|
c9s
|
45f1a13870
|
rename Stream field to UserDataStream and add MarketDataStream
|
2021-05-27 14:45:06 +08:00 |
|
c9s
|
18045bb1e7
|
Move ReconnectC to the StandardStream
|
2021-05-27 14:42:14 +08:00 |
|
Yo-An Lin
|
7804415873
|
Merge pull request #254 from c9s/feature/okex
feature: add okex exchange
|
2021-05-27 01:28:41 +08:00 |
|
Yo-An Lin
|
930467d9c6
|
Merge pull request #257 from jnlin/ftx/symbol-map
feat(ftx): use go generate to build symbol map
|
2021-05-27 01:28:10 +08:00 |
|
c9s
|
8c50ce725c
|
add stream callbacks
|
2021-05-27 01:07:38 +08:00 |
|
c9s
|
2538824661
|
okex: implement basic stream
|
2021-05-27 01:07:25 +08:00 |
|
c9s
|
2381df5009
|
add okex to the exchange factory
|
2021-05-27 00:35:51 +08:00 |
|
c9s
|
29ad95a639
|
add okex to the valid exchange name
|
2021-05-27 00:29:16 +08:00 |
|
c9s
|
18daf54500
|
ftx: add LocalSymbol to test
|
2021-05-27 00:27:46 +08:00 |
|
c9s
|
5becfb99e6
|
okex: implement query account balance
|
2021-05-27 00:24:16 +08:00 |
|
c9s
|
859eaf3c2a
|
okex: add trade service function skeletons
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
c6c353b29a
|
okex: implement QueryTickers
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
c9aa0df054
|
gensymbols to generate spot symbol map
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
d8c6545d2d
|
okex: implement query ticker
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
3511bcf13f
|
okex: move go generate to the convert file
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
364e6fc990
|
okex: add local symbol convert function
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
016c60796d
|
pull out BNB currency string
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
ea78c0308b
|
add LocalSymbol field for exchange specific symbol
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
97b377da0a
|
okex: implement query markets
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
4ded82c94e
|
pull out types.Exchange interfaces to make it minimal
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
c8cb75cabc
|
add funding rate api support
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
1fb456d8ad
|
add Stringer interface to fixedpoint
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
2bd79bcaf0
|
okex: add PublicDataService NewGetInstrumentsRequest
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
365b4c3837
|
okex: refactor trade service and fix order details api
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
5f8108f93e
|
okex: add GetPendingOrderRequest
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
172239ddf6
|
okex: add order detail request
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
7e97163207
|
okex: implement batch place and batch cancel orders
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
1acbaefcd9
|
okex: implement place order and cancel order requests
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
b1aadb4bf0
|
okex: parse numbers as fixedpoints
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
8842208441
|
okex: add market ticker api support
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
e678289577
|
implement okex balances endpoint
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
fe269fd93d
|
okex: implement base rest client
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
36071d6649
|
move MillisecondsJitter to the util package
|
2021-05-26 23:41:45 +08:00 |
|
c9s
|
9d7f147fbf
|
fix address UnmarshalJSON
|
2021-05-26 23:37:08 +08:00 |
|
c9s
|
967c7e9f9d
|
xbalance: add withdrawal options
|
2021-05-26 23:24:05 +08:00 |
|
c9s
|
8781902b68
|
xmaker: fix stop hedge balance condition
|
2021-05-26 23:05:41 +08:00 |
|
Jui-Nan Lin
|
72e7915d8d
|
feat(ftx): use go generate to build symbol map
|
2021-05-26 20:53:51 +08:00 |
|
zenix
|
698ec9911f
|
Fix error formating on depth load fail
|
2021-05-26 00:57:35 +00:00 |
|
zenix
|
3d2a27fc10
|
Fix: nil pointer exception in indicator creation, add stoch util func
|
2021-05-26 00:20:31 +00:00 |
|
c9s
|
9c331063f4
|
improve depth error messages
|
2021-05-26 01:31:58 +08:00 |
|
c9s
|
06e982124b
|
fix depth reset
|
2021-05-26 01:27:42 +08:00 |
|
c9s
|
07ded04a9b
|
fix depth reset
|
2021-05-26 01:20:24 +08:00 |
|
c9s
|
44ff833c91
|
binance: buffer depth events
|
2021-05-26 01:05:12 +08:00 |
|
c9s
|
edeaa597f1
|
fix loadDepthSnapshot mutex lock issue
|
2021-05-26 00:58:40 +08:00 |
|
c9s
|
47bf7a1e03
|
remove time sleep for depthframe
|
2021-05-26 00:58:40 +08:00 |
|
Yo-An Lin
|
31871143a0
|
Merge pull request #249 from jnlin/ftx/websocket-kline
Implement kline stream and subaccount feature for FTX exchange
|
2021-05-26 00:31:35 +08:00 |
|
Jui-Nan Lin
|
1dd397f900
|
fix(ftx): return original symbol if not found (e.g. BTC-PREP)
|
2021-05-25 23:29:50 +08:00 |
|
Jui-Nan Lin
|
2e749bb7a8
|
fix(ftx): always update since to avoid infinite loop
|
2021-05-25 23:21:38 +08:00 |
|
Jui-Nan Lin
|
bca57e017b
|
fix(ftx): set lastTradeID from options{} to filter trades
|
2021-05-25 23:14:49 +08:00 |
|
Jui-Nan Lin
|
2fd82ef775
|
fix(ftx): should use local symbol in fillResponse
|
2021-05-25 22:43:26 +08:00 |
|
Jui-Nan Lin
|
ab8c1ec18c
|
fix(ftx): allow subaccount to be empty
|
2021-05-25 22:12:10 +08:00 |
|
c9s
|
686dcef2c5
|
binance: fix depth snapshot buffering
|
2021-05-25 21:36:14 +08:00 |
|
Jui-Nan Lin
|
bee3b913f2
|
fix(ftx): typo
|
2021-05-25 21:30:15 +08:00 |
|
c9s
|
d3f06bc9d7
|
fix binance depth stream buffering
|
2021-05-25 19:13:10 +08:00 |
|
Jui-Nan Lin
|
1318f221b2
|
fix(ftx): iterate subscription arraywhile polling klines
|
2021-05-25 18:37:48 +08:00 |
|
c9s
|
bf684c0a5e
|
fix empty bids and ask issues
|
2021-05-25 15:54:41 +08:00 |
|
c9s
|
28c646a4db
|
reformat code
|
2021-05-25 01:50:36 +08:00 |
|
c9s
|
c8ca19a298
|
fixedpoint: fix percentage parsing
|
2021-05-25 01:36:17 +08:00 |
|
Jui-Nan Lin
|
a7a141c3ea
|
fix(ftx): rename to pollKLines()
|
2021-05-24 14:21:40 +08:00 |
|
Jui-Nan Lin
|
239d55ce33
|
fix(ftx): use ID()
|
2021-05-24 14:18:40 +08:00 |
|
Jui-Nan Lin
|
9226d086b3
|
fix(ftx/rest): use Id() to make rest requests
|
2021-05-24 11:20:39 +08:00 |
|
Jui-Nan Lin
|
7fd3375741
|
fix(ftx/rest): add Id() for setting restful id
|
2021-05-24 11:19:30 +08:00 |
|
Jui-Nan Lin
|
2467d3fcf6
|
fix(ftx): get current kline candle in the beginning
|
2021-05-24 10:22:48 +08:00 |
|
Jui-Nan Lin
|
ddcd0d3969
|
fix(ftx): send ctx to handleChannelKlineMessage()
|
2021-05-24 10:16:17 +08:00 |
|
Jui-Nan Lin
|
64387ed2cb
|
Merge branch 'main' into ftx/websocket-kline
|
2021-05-24 10:01:58 +08:00 |
|
Jui-Nan Lin
|
bd9a61ea97
|
fix(ftx): use select to handle kline message
|
2021-05-24 10:00:43 +08:00 |
|
Jui-Nan Lin
|
bbeafab59b
|
fix(ftx): remove unused variables
|
2021-05-24 09:51:00 +08:00 |
|
Jui-Nan Lin
|
301ed621e6
|
fix(ftx): use timer.ticker()
|
2021-05-24 09:45:33 +08:00 |
|
Jui-Nan Lin
|
2394aab32e
|
fix(ftx): start go routine while connecting to ftx websocket
|
2021-05-24 09:22:47 +08:00 |
|
Jui-Nan Lin
|
02912f362c
|
fix(ftx): subscribe channel first to avoid losing order update
|
2021-05-24 09:21:49 +08:00 |
|
c9s
|
956ef71a48
|
use stamp time with milliseconds
|
2021-05-23 01:29:41 +08:00 |
|
c9s
|
fbe850b364
|
improve floating number formatting
|
2021-05-23 01:19:26 +08:00 |
|
c9s
|
117b26840e
|
show net profit margin percentage
|
2021-05-23 01:17:20 +08:00 |
|
c9s
|
de768296f1
|
fix rbtree memory error, check neel
|
2021-05-23 01:12:16 +08:00 |
|
c9s
|
9c70e36e1b
|
save average cost with feeInQuote in the ApproximateAverageCost
|
2021-05-23 01:05:11 +08:00 |
|
c9s
|
d2e299a68a
|
improve position comment
|
2021-05-23 00:42:57 +08:00 |
|
c9s
|
9efb45b133
|
reduce side book copy
|
2021-05-23 00:42:44 +08:00 |
|
c9s
|
9fa10ee1fd
|
fix rbtree price volume order
|
2021-05-23 00:42:27 +08:00 |
|
c9s
|
7a653affa6
|
slice orderbook: do not copy book callbacks
|
2021-05-23 00:21:57 +08:00 |
|
c9s
|
0061e51dc9
|
fix rbtree copy depth
|
2021-05-23 00:21:57 +08:00 |
|
なるみ
|
2052d05bb3
|
Move Float64Slice to types
|
2021-05-22 20:20:48 +08:00 |
|
c9s
|
1531f2bb1b
|
fix rbtree insertion and rotation
|
2021-05-22 18:11:32 +08:00 |
|
c9s
|
9b9643e1f9
|
improve order cancellation mechanisim
|
2021-05-22 17:44:20 +08:00 |
|
c9s
|
289227e5f3
|
add exists method for active book
|
2021-05-22 17:44:07 +08:00 |
|
c9s
|
0a908e5dda
|
fix position test for net profit
|
2021-05-22 17:43:53 +08:00 |
|
c9s
|
cca3284140
|
separate net profit and profit
|
2021-05-22 17:17:37 +08:00 |
|
Yo-An Lin
|
20f02886de
|
Merge pull request #250 from narumiruna/feature/kd
feature: add stochastic oscillator (KD) indicator
|
2021-05-22 16:52:46 +08:00 |
|
Yo-An Lin
|
890323c87b
|
Merge pull request #251 from narumiruna/fix/kline-window
fix: KLineWindow
|
2021-05-22 16:51:53 +08:00 |
|
c9s
|
6df72d54a8
|
add callbacks
|
2021-05-22 16:47:34 +08:00 |
|
c9s
|
8acada76a9
|
replace sliceorderbook with orderbook interface
|
2021-05-22 16:32:29 +08:00 |
|
c9s
|
cca37d309a
|
fix rbtree iteration
|
2021-05-22 14:57:14 +08:00 |
|
c9s
|
fd710d533f
|
implement tree copy method
|
2021-05-22 12:18:08 +08:00 |
|
c9s
|
56b2c8845b
|
fix preorder, postorder and inorder
|
2021-05-22 11:36:58 +08:00 |
|
なるみ
|
0377a7321e
|
Rename KD to STOCH
|
2021-05-22 05:52:10 +08:00 |
|
なるみ
|
b9ced0955d
|
Fix test
|
2021-05-22 05:36:38 +08:00 |
|
なるみ
|
25f76235e9
|
Fix GetHigh, GetLow and Mid
|
2021-05-22 05:26:27 +08:00 |
|
なるみ
|
50d96f1276
|
Fix KLineWindow.Tail
|
2021-05-22 05:22:38 +08:00 |
|
なるみ
|
ec6cbb05aa
|
Add kd_test.go
|
2021-05-22 05:00:27 +08:00 |
|
なるみ
|
b82fbbb2ab
|
Add pop, max, min, sum, mean and tail methods to Float64Slice
|
2021-05-22 03:28:25 +08:00 |
|
なるみ
|
c58e252ff2
|
Add stochastic oscillator indicator
|
2021-05-22 03:24:09 +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 |
|