c9s
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d863766e00
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fix quote quantity alignment
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2021-05-30 15:51:00 +08:00 |
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c9s
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c84d59734c
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clear all trades before running backtests
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2021-05-30 15:25:00 +08:00 |
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c9s
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3aa36b5989
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refactor and fix backtest for user data stream and market data stream
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2021-05-30 15:08:11 +08:00 |
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c9s
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38fd5422ab
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xmaker: use uncovered position
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2021-05-30 14:46:48 +08:00 |
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c9s
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1a05f6fbd4
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okex: pull read timeout and adjust to 30 seconds
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2021-05-30 00:32:06 +08:00 |
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c9s
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9a68cfd288
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xmaker: fix trade checking
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2021-05-30 00:11:35 +08:00 |
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c9s
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d962dbe542
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adjust read timeout
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2021-05-29 20:40:47 +08:00 |
|
c9s
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70284a8c0f
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xmaker: move notify trade
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2021-05-29 01:41:29 +08:00 |
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c9s
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3789315214
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show accumulated net profit
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2021-05-29 01:38:44 +08:00 |
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c9s
|
df10e175f9
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xmaker: fix wording
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2021-05-29 01:32:33 +08:00 |
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c9s
|
e2561bde96
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xmaker: add NotifyTrade option
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2021-05-29 01:31:13 +08:00 |
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c9s
|
65a38e56b8
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slacknotifier: spawn notify worker as a go routine
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2021-05-29 01:30:57 +08:00 |
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c9s
|
6e0bc7c1e2
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xmaker: use trade channel to buffer trades
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2021-05-29 01:03:43 +08:00 |
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c9s
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33db0b5c6f
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xmaker: add trade stores for trade buffering
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2021-05-29 00:28:13 +08:00 |
|
c9s
|
426a6157af
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okex: fix ping connection lock
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2021-05-29 00:27:28 +08:00 |
|
c9s
|
64b9c78a5b
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okex: fix order detail segmentation
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2021-05-29 00:27:05 +08:00 |
|
c9s
|
2a5ef30135
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add ping worker to max
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2021-05-29 00:26:53 +08:00 |
|
c9s
|
e11553139e
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binance: make convert functions private
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2021-05-29 00:26:39 +08:00 |
|
c9s
|
8d31435ded
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add trade store
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2021-05-29 00:25:23 +08:00 |
|
c9s
|
f49490f986
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fix websocket ping/pong issue
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2021-05-28 23:34:21 +08:00 |
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c9s
|
002b28f75a
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okex: implement candlestick api and improve kline console format
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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
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fix market data stream initialization
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2021-05-28 03:17:46 +08:00 |
|
c9s
|
d932a686a0
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fix strategy market data stream usage
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2021-05-28 03:15:29 +08:00 |
|
c9s
|
4f16f6b1f8
|
fix market data stream usage
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2021-05-28 03:13:50 +08:00 |
|
c9s
|
5044be2508
|
doc: add userdatastream command to the readme
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2021-05-28 03:08:37 +08:00 |
|
c9s
|
8f8d47241d
|
update readme for the order cancel command
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2021-05-28 03:07:40 +08:00 |
|
c9s
|
b430128ba1
|
okex: fix okex order cancellation
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2021-05-28 03:05:59 +08:00 |
|
c9s
|
29304d14ba
|
okex: implement submit orders and cancel order api
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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
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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 |
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