c9s
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8bf5c5f778
|
fix kline sync query
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2021-12-26 03:14:19 +08:00 |
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c9s
|
a5c7ffa134
|
kucoin: add the missing 5min kline convert
|
2021-12-26 03:07:49 +08:00 |
|
c9s
|
4c263dd205
|
fix batch kline sync
|
2021-12-26 03:04:21 +08:00 |
|
c9s
|
cf6da76ef0
|
service: add kucoin_klines to backtest insert table mapping
|
2021-12-26 02:40:13 +08:00 |
|
c9s
|
f72221e804
|
fix klines table migration
|
2021-12-26 02:40:00 +08:00 |
|
c9s
|
b79ab5d68d
|
kucoin: fix kline query param
|
2021-12-26 02:39:44 +08:00 |
|
c9s
|
be10019007
|
compile and update migration package
|
2021-12-26 02:31:09 +08:00 |
|
c9s
|
ce07c3eda4
|
migrations: clean up and add kucoin klines table
|
2021-12-26 02:30:45 +08:00 |
|
c9s
|
1da0c8e755
|
kucoin: implement QueryKLines and fix interval conversion
|
2021-12-26 02:23:06 +08:00 |
|
c9s
|
e3181202db
|
kucoin: implement QueryTrades
|
2021-12-26 01:44:05 +08:00 |
|
c9s
|
8c03147ff4
|
kucoin: implement QueryClosedOrders
|
2021-12-26 01:34:03 +08:00 |
|
c9s
|
0cef2c52ef
|
all: improve cancel command and add uuid field to order struct
|
2021-12-26 01:27:22 +08:00 |
|
c9s
|
471d86c801
|
kucoin: implement order submit
|
2021-12-26 00:27:52 +08:00 |
|
c9s
|
50fac9d491
|
kucoin: pull out queryDepth method to exchange
|
2021-12-25 23:53:34 +08:00 |
|
c9s
|
ba8ebfe3a7
|
refactor and add doc comment for InitExchangeSession
|
2021-12-25 23:42:29 +08:00 |
|
c9s
|
307d0b8e1f
|
bbgo: add passphrase field to session struct
|
2021-12-25 23:28:00 +08:00 |
|
c9s
|
dd22776a7e
|
cmd: refactor the exchange factory function
|
2021-12-25 23:27:05 +08:00 |
|
Yo-An Lin
|
8aa2ae1b32
|
Merge pull request #397 from austin362667/refactor/futures-account
binance: add futures related conversion
|
2021-12-25 23:17:27 +08:00 |
|
c9s
|
dcbce18fd8
|
fix format
|
2021-12-25 23:12:54 +08:00 |
|
c9s
|
f192f4f5cc
|
doc: update readme features
|
2021-12-25 23:04:24 +08:00 |
|
c9s
|
da1b0f5c1d
|
add topic twap
|
2021-12-25 23:00:24 +08:00 |
|
c9s
|
442afe8eb9
|
backtest: pull out market data feeding to a function and call it in the main thread
|
2021-12-25 22:57:28 +08:00 |
|
c9s
|
60853bee23
|
backtest: pull out market data feeder
|
2021-12-25 22:37:38 +08:00 |
|
c9s
|
57bc65a729
|
avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine
this causes 2 goroutine running in the same time hence cause the
concurrent map read / write
should fix #399, #401
|
2021-12-25 21:05:50 +08:00 |
|
c9s
|
5f9753b281
|
kucoin: convert symbol to global symbol
|
2021-12-25 19:35:08 +08:00 |
|
c9s
|
f0d4236169
|
all: fix and improve kucoin orderbook stream
|
2021-12-25 19:34:27 +08:00 |
|
c9s
|
3d1ca46c77
|
depth: remove updates assertion
|
2021-12-25 02:14:49 +08:00 |
|
c9s
|
217499528d
|
binance: refactor binance depthBuffer with depth query
|
2021-12-25 02:14:49 +08:00 |
|
c9s
|
7e7115b18f
|
replace binance.depthFrame with the extracted depth.Buffer
|
2021-12-25 02:14:49 +08:00 |
|
c9s
|
b217a0dec8
|
depth: implement depth.Buffer
|
2021-12-25 02:14:49 +08:00 |
|
austin362667
|
ba972e4058
|
binance: add futures related conversion
binance: remove comments
|
2021-12-24 01:38:10 +08:00 |
|
Yo-An Lin
|
d1c5e93e4f
|
Merge pull request #385 from austin362667/refactor/futures-account
types: add global structs for futures
|
2021-12-24 00:33:27 +08:00 |
|
c9s
|
49e516b80e
|
backtest: allocate public exchange (with empty key secret) for backtesting
|
2021-12-24 00:24:19 +08:00 |
|
c9s
|
c4838f5631
|
binance: fix depth event conversion
|
2021-12-23 23:55:13 +08:00 |
|
c9s
|
fdc5d6a54e
|
binance: use types.PriceVolumeSlice for depth entry
|
2021-12-23 23:55:02 +08:00 |
|
c9s
|
dae104cf9f
|
binance: optimize depth parsing
|
2021-12-23 23:54:43 +08:00 |
|
c9s
|
2adce6dd00
|
binance: return the pre-allocated err object when parsing
|
2021-12-23 23:54:26 +08:00 |
|
c9s
|
d01b9968a6
|
okex: format comment
|
2021-12-23 23:40:49 +08:00 |
|
c9s
|
40c4dcf2a0
|
okex: remove event logging
|
2021-12-23 23:40:10 +08:00 |
|
c9s
|
a3e3e1d177
|
bbgo: do not sync trades when running backtest
|
2021-12-23 23:20:35 +08:00 |
|
austin362667
|
df62683313
|
types: remove exchange specific fields
|
2021-12-23 23:16:20 +08:00 |
|
austin362667
|
6c1642eed6
|
types: add PositionRisk
|
2021-12-23 23:14:38 +08:00 |
|
austin362667
|
cc13ae2aab
|
types: add FuturesUserAsset
|
2021-12-23 23:14:38 +08:00 |
|
austin362667
|
c507722745
|
types: add FuturesAccountInfo
|
2021-12-23 23:14:38 +08:00 |
|
c9s
|
f5bbe29ac6
|
cmd: fix debug flag loading and add debug log to cache function
|
2021-12-23 23:02:07 +08:00 |
|
c9s
|
168e6306e7
|
binance: remove verbose log
|
2021-12-23 22:29:14 +08:00 |
|
c9s
|
ed6f400161
|
implement UnixMilli in the util package
|
2021-12-23 22:20:47 +08:00 |
|
c9s
|
d433c7f5b1
|
kucoin: replace UnixMilli
|
2021-12-23 21:09:40 +08:00 |
|
c9s
|
e76dd1cbc4
|
kucoin: fix kline parsing and subscription
|
2021-12-23 17:49:18 +08:00 |
|
c9s
|
e2415857b0
|
cmd: graceful close the connection
|
2021-12-23 17:49:18 +08:00 |
|