314 Commits

Author	SHA1	Message	Date
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
zenix	698ec9911f	Fix error formating on depth load fail	2021-05-26 00:57:35 +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
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	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
c9s	e95429bbc3	binance: save newer events for later usage	2021-05-19 01:02:41 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	9406682944	improve maxapi websocket reconnect issue	2021-05-18 14:14:58 +08:00
c9s	c3c3c47808	move lock section	2021-05-18 13:59:58 +08:00
c9s	c4ccd8094f	make max client order id factory public	2021-05-18 09:10:43 +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
c9s	5c10f8a4e2	binance: call set server time service	2021-05-16 15:03:31 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
Lee	d1cef15f75	Fix: Correct the Order FILLED event on binance	2021-05-13 00:41:23 +08:00