c9s
|
94ee46787e
|
ftxapi: add generated files
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
7ed2e352d9
|
ftx: rewrite ftxapi
|
2022-03-03 00:30:52 +08:00 |
|
c9s
|
208a9bcb7d
|
fix: fix context error handling
|
2022-02-18 18:21:51 +08:00 |
|
c9s
|
849f2a248e
|
ftx: check context error
|
2022-02-18 15:35:58 +08:00 |
|
c9s
|
3a488a4c0f
|
ftx: add ioc order test
|
2022-02-18 14:50:54 +08:00 |
|
c9s
|
17034b2467
|
ftx: fix ioc convert
|
2022-02-18 14:10:21 +08:00 |
|
c9s
|
f6ebeeafc5
|
ftx: cast time in force from the order result
|
2022-02-18 14:07:29 +08:00 |
|
c9s
|
d0f1e2db04
|
ftx: fix ftx ioc conversion
|
2022-02-18 14:01:47 +08:00 |
|
c9s
|
fb9f8b484c
|
max: remove ioc limit type
|
2022-02-18 13:57:47 +08:00 |
|
c9s
|
0c09e6b32a
|
use global timeInForce type
|
2022-02-18 13:52:13 +08:00 |
|
zenix
|
cdba7924b4
|
fix backtest panic when cancel fail on the last order
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
05521a98b6
|
add skeleton strategy. fix most of the tests. fix final asset value
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
2ccc449657
|
fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint
|
2022-02-15 12:01:39 +09:00 |
|
zenix
|
b8bf2af14d
|
fixedpoint for exchange and indicators, some fixes in types
|
2022-02-15 12:01:38 +09:00 |
|
zenix
|
e221f54397
|
add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint
fix: migrate kline to use fixedpoint
|
2022-02-15 12:00:39 +09:00 |
|
ankion
|
98b4495d1f
|
Fix: precision of futures trade data is incorrect.
|
2022-02-14 10:32:13 +08:00 |
|
c9s
|
a2a7ef4f7a
|
exchange: implement ExchangeOrderQueryService on max and binance
|
2022-02-10 17:48:53 +08:00 |
|
c9s
|
59cc4d7243
|
max: improve max closed order query
|
2022-01-27 00:02:35 +08:00 |
|
Yo-An Lin
|
d79cce30e3
|
Merge pull request #443 from austin362667/refactor/futures-account
binance: add futures broker
|
2022-01-26 14:11:48 +08:00 |
|
c9s
|
6286c50f7a
|
max: always sort trades
|
2022-01-24 23:59:10 +08:00 |
|
c9s
|
0bf6e533e0
|
kucoin: fix closed orders query
|
2022-01-24 23:56:48 +08:00 |
|
c9s
|
f284c35b81
|
max: ensure orders are sorted ascendingly
|
2022-01-24 23:54:58 +08:00 |
|
c9s
|
04a15340bc
|
max: add warning for the uneffected conditions
|
2022-01-24 23:51:53 +08:00 |
|
c9s
|
50871c1b61
|
max: fix order query limiter call and order state for query
|
2022-01-24 23:45:56 +08:00 |
|
c9s
|
0c0a12781a
|
max: fix max exchange closed order sync
|
2022-01-24 23:18:52 +08:00 |
|
c9s
|
e8fd1486b1
|
binance: fix binance closed order sync
|
2022-01-23 16:19:13 +08:00 |
|
austin362667
|
5a4adf4d72
|
binance: add futures broker
|
2022-01-23 15:26:15 +08:00 |
|
c9s
|
4d921b0b36
|
kucoin: fix klines ordering
|
2022-01-19 18:33:54 +08:00 |
|
Yo-An Lin
|
0e0525be99
|
Merge pull request #418 from austin362667/refactor/futures-account
binance: add futures exchange api queries
|
2022-01-17 20:54:49 +08:00 |
|
austin362667
|
0ab94e0884
|
binance: fix err handler
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
734221028b
|
binance: fix parse type
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
9a1d2cba31
|
binance: add account info in query account
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
32c2f128f5
|
binance: add TradeFutures
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
8130ef78c1
|
binance: refactor margin related conversions
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
5404bfe7f8
|
binance: fix futures symbol not found from syncSession
binance: fix query trades, closed orders futures symbol not found
binance: fix futures symbol not found
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
0f0539fe70
|
binance: add futures exchange queries
|
2022-01-15 08:28:02 +08:00 |
|
austin362667
|
6071c07073
|
binance: add futures conversion
|
2022-01-15 08:28:02 +08:00 |
|
Lee
|
f6c70bdfcb
|
ftx: Separate the lastClosed record for different interval
|
2022-01-15 05:12:45 +08:00 |
|
c9s
|
140e5638b8
|
binance: apply order cancel rate limiter
|
2022-01-15 00:52:54 +08:00 |
|
c9s
|
ec72a922c8
|
all: add subscribe depth options
|
2022-01-12 22:27:42 +08:00 |
|
c9s
|
f9e72dc79f
|
binance: subscribe binance depth10@100ms
|
2022-01-12 22:17:07 +08:00 |
|
c9s
|
1a61935850
|
add depth buffer logs
|
2022-01-12 21:55:26 +08:00 |
|
c9s
|
8c2228f428
|
cmd: use time.Local for the local timezone
|
2022-01-12 15:33:04 +08:00 |
|
Yo-An Lin
|
30c1dd3e3d
|
Merge pull request #424 from tony1223/bug/binance-add-ratelimiter
fix: [binance] add order rate limiter
|
2022-01-12 12:53:51 +08:00 |
|
Yo-An Lin
|
c2b121f9ee
|
Merge pull request #432 from jessy1092/ftx/support-limit-maker
ftx: Support LIMIT_MAKER and IOC_LIMIT order type
|
2022-01-12 12:50:57 +08:00 |
|
Lee
|
523d9b3071
|
ftx: Support LIMIT_MAKER and IOC_LIMIT order type
|
2022-01-12 03:47:12 +08:00 |
|
c9s
|
b302adcc7e
|
types: add and use OrderError
|
2022-01-11 18:00:07 +08:00 |
|
c9s
|
857db529af
|
binance: show order info in the error
|
2022-01-11 17:05:36 +08:00 |
|
c9s
|
b56c800e12
|
binance: add order status to the error message
|
2022-01-11 16:47:55 +08:00 |
|
c9s
|
97422f26e7
|
binance: should return error when order does not contain orderID or clientOrderID
|
2022-01-11 16:38:02 +08:00 |
|
c9s
|
96ffab9cd8
|
binance: add details to order cancel error
|
2022-01-11 16:35:49 +08:00 |
|
c9s
|
4a8751e486
|
binance: fix listen key keep alive worker call
|
2022-01-11 14:16:35 +08:00 |
|
c9s
|
eefee46e9b
|
binance: invert if
|
2022-01-11 13:38:03 +08:00 |
|
c9s
|
cf07ca7aa0
|
binance: adjust listen key update interval to longer period
|
2022-01-11 13:37:02 +08:00 |
|
c9s
|
71a0604e72
|
use fixedpoint to parse payload directly
|
2022-01-11 01:41:33 +08:00 |
|
c9s
|
e5b4af53e6
|
all: clean up SubmitOrder fields
|
2022-01-11 01:36:19 +08:00 |
|
c9s
|
4b0e721580
|
binance: change binance debug client env var name to debug-binance-client
|
2022-01-10 16:37:41 +08:00 |
|
TonyQ
|
25801f9f63
|
add ratelmiter
|
2022-01-10 16:33:19 +08:00 |
|
c9s
|
6c3ee314d9
|
binance: fix order cancel client order id usage
|
2022-01-10 13:29:27 +08:00 |
|
c9s
|
8b6cae9107
|
max: fix max authenticated event parsing
|
2022-01-02 12:20:38 +08:00 |
|
c9s
|
e04139a330
|
max: clean up and refactor max stream
|
2022-01-02 12:02:36 +08:00 |
|
c9s
|
cc0e5f71b0
|
clean up binance stream
|
2022-01-02 12:02:36 +08:00 |
|
Yo-An Lin
|
b22bb4b28d
|
Merge pull request #416 from tony1223/bug/415-ftx-kline
exchange/ftx: #415 fix kline issue
|
2022-01-02 02:46:22 +08:00 |
|
c9s
|
85c14e5966
|
binance: fix parser tests
|
2022-01-02 02:44:47 +08:00 |
|
c9s
|
dcea623264
|
binance: change listen key update interval to 10 minutes
|
2022-01-02 02:41:58 +08:00 |
|
c9s
|
96fedfd311
|
okex: refactor okex stream
|
2022-01-02 02:37:33 +08:00 |
|
TonyQ
|
8315607de3
|
exchange/ftx: #415 fix kline issue
|
2022-01-02 02:34:29 +08:00 |
|
c9s
|
9d382a6b8c
|
binance: use sync.Once to protect the set server time calls
|
2022-01-02 02:14:04 +08:00 |
|
c9s
|
ffe216ca2d
|
kucoin: remove unused fields
|
2022-01-02 02:11:55 +08:00 |
|
c9s
|
76d11af284
|
kucoin: fix connection field
|
2022-01-02 02:11:36 +08:00 |
|
c9s
|
f4bfd8cc6b
|
all: move Reconnector to standard stream
|
2022-01-02 02:08:34 +08:00 |
|
c9s
|
6f6dac611e
|
refactor websocket stream into standard websocket stream
|
2022-01-02 01:54:47 +08:00 |
|
c9s
|
ab0519c4be
|
start time is required for syncing trades
|
2022-01-01 02:50:07 +08:00 |
|
c9s
|
7d64a30a6b
|
kucoin: fix launch date with local time zone
|
2022-01-01 02:45:47 +08:00 |
|
c9s
|
129f44bbcb
|
fix empty start time sync issue
|
2022-01-01 02:43:08 +08:00 |
|
c9s
|
25f01b8837
|
kucoin: refactor ticker request
|
2022-01-01 02:07:48 +08:00 |
|
c9s
|
be408055a6
|
kucoin: refactor account service api
|
2022-01-01 02:04:20 +08:00 |
|
c9s
|
6d5ab33d17
|
kucoin: fix kucoin order query
|
2022-01-01 01:28:29 +08:00 |
|
c9s
|
556a581ae1
|
kucoin: add kucoin list history orders request
|
2022-01-01 00:46:33 +08:00 |
|
c9s
|
eba33329d1
|
always sort orders and trades in the batch query
|
2021-12-31 14:12:41 +08:00 |
|
c9s
|
2a8caa3780
|
batch: show trade sync time range in the message
|
2021-12-31 13:56:53 +08:00 |
|
c9s
|
20c6c7eb9a
|
all: fix trade, order sync for kucoin
|
2021-12-31 13:52:16 +08:00 |
|
c9s
|
5f84f13e21
|
kucoin: fix trade time field issue
|
2021-12-31 13:20:34 +08:00 |
|
c9s
|
e09b4fa5fb
|
kucoin: rewrite cancel all orders request
|
2021-12-31 01:50:56 +08:00 |
|
c9s
|
6addd503aa
|
kucoin: generate PlaceOrderRequest with requestgen
|
2021-12-31 01:43:31 +08:00 |
|
c9s
|
af19875e2e
|
kucoin: fix predefined generate command alias
|
2021-12-31 01:39:45 +08:00 |
|
c9s
|
b91bf10a7c
|
kucoin: remove New prefix from the requests
|
2021-12-31 01:36:41 +08:00 |
|
Yo-An Lin
|
8aef3c002a
|
Merge pull request #412 from austin362667/refactor/futures-account
binance: add futures stream
|
2021-12-31 01:27:34 +08:00 |
|
c9s
|
b8b5ccdd2d
|
kucoin: refactor account service with requestgen
|
2021-12-31 01:25:04 +08:00 |
|
austin362667
|
9483a0d10d
|
binance: modify methods for registering callbacks
|
2021-12-31 00:11:47 +08:00 |
|
austin362667
|
65d37c1983
|
binance: add futures stream
|
2021-12-31 00:08:27 +08:00 |
|
austin362667
|
5cc768031e
|
binance: add FuturesPosition conversion
|
2021-12-31 00:08:27 +08:00 |
|
c9s
|
3c2704c4ae
|
add binance.us support
|
2021-12-30 23:46:43 +08:00 |
|
c9s
|
ba73d5a09a
|
fix kucoin orderTime parsing and order id conversion
|
2021-12-30 22:02:50 +08:00 |
|
c9s
|
76d31e7614
|
kucoin: add client order ID to converter
|
2021-12-30 21:39:50 +08:00 |
|
c9s
|
cfc66dc13e
|
bbgo: add session connection notification
|
2021-12-30 17:18:04 +08:00 |
|
c9s
|
8995ce2824
|
binance: adjust timeout
|
2021-12-30 16:51:30 +08:00 |
|
c9s
|
890fb5327a
|
rename StreamRequest to WebSocketCommand
|
2021-12-30 16:49:07 +08:00 |
|
c9s
|
35e0b1d146
|
binance: fix binance stream graceful shutdown
|
2021-12-30 16:47:39 +08:00 |
|
c9s
|
ff87fb007e
|
binance: pull out dispatchEvent
|
2021-12-30 16:30:02 +08:00 |
|
c9s
|
bae7df806f
|
binance: pull out getEndpointUrl
|
2021-12-30 16:22:29 +08:00 |
|
c9s
|
d72d57526c
|
binance: add DEBUG_BINANCE_STREAM env var
|
2021-12-30 16:20:32 +08:00 |
|
c9s
|
a2931da92c
|
move math rand
|
2021-12-30 16:18:32 +08:00 |
|
c9s
|
e73866a232
|
tmp
|
2021-12-30 16:17:26 +08:00 |
|
c9s
|
844b3c2e8e
|
fix kucoin context issue
|
2021-12-30 15:58:58 +08:00 |
|
c9s
|
3b9a191c95
|
binance: refactor binance stream handlers
|
2021-12-30 14:02:36 +08:00 |
|
c9s
|
f540742b42
|
add tradeType field
|
2021-12-30 02:37:17 +08:00 |
|
c9s
|
3cf499b605
|
kucoin: rewrite GetAllTickersRequest api
|
2021-12-30 02:33:07 +08:00 |
|
c9s
|
0fc91500e4
|
kucoin: rewrite GetTickerRequest with requestgen
|
2021-12-30 02:22:33 +08:00 |
|
c9s
|
5136001c9b
|
kucoin: rewrite ListSymbolsRequest
|
2021-12-30 02:17:03 +08:00 |
|
c9s
|
41435458d1
|
refactor orderbook requests with requestgen
|
2021-12-30 01:15:19 +08:00 |
|
c9s
|
2c0af99a51
|
rewrite kucoin bullet api with requestgen
|
2021-12-29 22:06:21 +08:00 |
|
c9s
|
8f97ee7787
|
binance: add isolated margin flag
|
2021-12-29 17:36:08 +08:00 |
|
c9s
|
2ef4d713f8
|
binance: fix margin order cancel
|
2021-12-29 17:35:27 +08:00 |
|
c9s
|
1a820936c4
|
binance: change log level from info to debug
|
2021-12-29 17:30:04 +08:00 |
|
c9s
|
6030a62cf0
|
change to debug level message
|
2021-12-29 17:28:45 +08:00 |
|
c9s
|
b637d46c83
|
adjust keep alive interval
|
2021-12-29 17:27:37 +08:00 |
|
c9s
|
eec699cbc9
|
binance: adjust timeout and interval
|
2021-12-29 15:25:59 +08:00 |
|
austin362667
|
d691bfa106
|
binance: add futures parser
|
2021-12-28 06:26:27 +08:00 |
|
c9s
|
1fa03cdfd6
|
xmaker: add back profit function
|
2021-12-27 02:59:55 +08:00 |
|
c9s
|
c49b9ef276
|
fix order status convert
|
2021-12-27 00:21:52 +08:00 |
|
c9s
|
e08b2e9a85
|
fix max exchange order status conversion and document the order status
|
2021-12-26 15:58:12 +08:00 |
|
c9s
|
e44390b655
|
kucoin: add more comment
|
2021-12-26 03:19:03 +08:00 |
|
c9s
|
9b8995acea
|
fix supportedIntervals map
|
2021-12-26 03:17:26 +08:00 |
|
c9s
|
8bf5c5f778
|
fix kline sync query
|
2021-12-26 03:14:19 +08:00 |
|
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
|
b79ab5d68d
|
kucoin: fix kline query param
|
2021-12-26 02:39:44 +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 |
|
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
|
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 |
|
austin362667
|
ba972e4058
|
binance: add futures related conversion
binance: remove comments
|
2021-12-24 01:38:10 +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
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2021-12-23 23:40:49 +08:00 |
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c9s
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40c4dcf2a0
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okex: remove event logging
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2021-12-23 23:40:10 +08:00 |
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c9s
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168e6306e7
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binance: remove verbose log
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2021-12-23 22:29:14 +08:00 |
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c9s
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ed6f400161
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implement UnixMilli in the util package
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2021-12-23 22:20:47 +08:00 |
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