1533 Commits

Author	SHA1	Message	Date
edwin	98d565c46f	pkg/exchange: update okx url	2024-03-18 18:56:37 +08:00
c9s	f618485536	max: remove the extra user agent from the http headers	2024-03-15 15:22:37 +08:00
c9s	f785398249	max: adjust max rate limiters	2024-03-15 15:22:37 +08:00
bailantaotao	3300b71cba	Merge pull request #1583 from c9s/edwin/okx/query-recent-trades ... FEATURE: [okx] query recent trades	2024-03-15 09:43:29 +08:00
edwin	2ae1933d7b	pkg/exchange: use 3 days trade api if start time - now < 3 days	2024-03-14 17:21:17 +08:00
edwin	38bd5479f2	pkg/exchange: gen 3 day and regen history transaction api	2024-03-14 17:20:58 +08:00
kbearXD	2b52211c1c	new function IsFilledOrderState for maxapi	2024-03-14 16:18:12 +08:00
edwin	d75e7eb63f	pkg/exchange: rm redundant code	2024-03-14 12:15:40 +08:00
edwin	b1414b583e	pkg/exchange: remove the query after place order	2024-03-14 12:15:37 +08:00
c9s	51a340e922	binance: fix notional filter	2024-03-13 18:14:24 +08:00
Zenix	2a7ca4233d	Merge pull request #1575 from zenixls2/feature/loose_interface_public_data ... feature: add ExchangePublic	2024-03-13 17:42:28 +09:00
edwin	2904759113	pkg/exchange: remove the query after place order	2024-03-13 14:54:29 +08:00
bailantaotao	8197dbd63a	Merge pull request #1577 from c9s/edwin/bitget/fallback-post-only-order ... FIX: [bitget] fix post only order	2024-03-13 09:23:12 +08:00
edwin	7ed095ede3	pkg/exchange: fix post only order	2024-03-12 18:22:33 +08:00
zenix.huang	8268ac1d32	fix: skip test when run in github action	2024-03-12 17:48:55 +09:00
zenix.huang	465e7d8983	add test for binance new function	2024-03-12 15:57:22 +09:00
kbearXD	661b7be12e	dca2: add more log and retry	2024-03-12 14:53:45 +08:00
zenix.huang	f1a4879253	upgrade golang mockgen to uber mockgen. generate exchange public	2024-03-12 14:18:14 +09:00
bailantaotao	0bc409e021	Merge pull request #1572 from c9s/edwin/bitget/add-order-test ... TEST: [bitget] add test to query trades, cancel orders, closed orders	2024-03-10 16:11:28 +08:00
edwin	e8108800fe	pkg/exchange: add test to query trades, cancel orders, closed orders	2024-03-10 16:00:48 +08:00
c9s	cf4fb0eaf1	adjust max order limiter	2024-03-09 23:48:05 +08:00
battmdpkq	54db9e9eec	fix some typos ... Signed-off-by: battmdpkq <cmaker@163.com>	2024-03-07 18:38:58 +08:00
edwin	71b8665b32	pkg/exchange: add more tests for query open orders	2024-03-06 17:01:49 +08:00
edwin	80661043d9	pkg/exchange: add more tests to place order	2024-03-06 17:00:46 +08:00
edwin	91445807f6	pkg/exchange: add more comments	2024-03-06 14:51:54 +08:00
edwin	51e38cf002	pkg/exchange: support market order on bitget unfilled order conversion	2024-03-06 11:36:47 +08:00
edwin	ceb3091525	pkg/exchange: add tests for query account, place order	2024-03-06 09:57:58 +08:00
edwin	07e288c7df	pkg/exchange: add tests for query k line	2024-03-05 17:44:32 +08:00
edwin	76b077d8de	pkg/exchange: add tests for query tickers	2024-03-05 17:04:11 +08:00
bailantaotao	8814323fc6	Merge pull request #1556 from c9s/edwin/bitget/test-query-markets ... TEST: [bitget] add tests for query markets	2024-03-05 16:14:00 +08:00
edwin	0d690c3d91	pkg/exchange: add tests for query markets	2024-03-05 15:59:04 +08:00
c9s	88a55793b5	Merge pull request #1540 from c9s/kbearXD/dca2/monitor-metrics	2024-03-05 10:09:14 +08:00
edwin	a392d8d579	pkg: add more logs	2024-03-04 22:40:25 +08:00
kbearXD	8e224739de	sync active orders and send metrics of order nums	2024-03-04 20:53:15 +08:00
edwin	933ba31b05	pkg/exchange: rm redundant codes	2024-03-01 13:52:38 +08:00
c9s	4f57c5b842	Merge pull request #1545 from c9s/feat/add-universal-cancel-all-orders ... FEATURE: add universal cancel all orders api helper	2024-02-27 22:12:16 +08:00
edwin	1e35432e21	pkg/exchange: refactor log	2024-02-26 11:40:13 +08:00
c9s	24013a82ab	Merge pull request #1546 from c9s/feat/add-exchange-field-to-market ... FEATURE: add exchange field to types.Market	2024-02-23 18:49:31 +08:00
c9s	4aca676b4d	all: add exchange field to types.Market	2024-02-23 18:36:52 +08:00
c9s	3b8a3bed5f	add universal cancel all orders api helper	2024-02-23 16:56:30 +08:00
bailantaotao	d0ed34c4e1	Merge pull request #1544 from c9s/edwin/bitget/batch-subscribe ... FIX: [bitget] batch subscribe channel	2024-02-23 16:07:49 +08:00
edwin	3a18edd5ab	pkg/exchange: batch subscribe channel	2024-02-23 15:48:57 +08:00
edwin	5c7509523b	pkg/exchange: use new size instead of size	2024-02-23 14:08:35 +08:00
c9s	06c533f3d7	Merge pull request #1531 from c9s/c9s/improve-deposit2transfer-logs ... improve: [deposit2transfer] improve deposit logging	2024-02-22 22:47:17 +08:00
c9s	0f001a9151	Merge pull request #1534 from c9s/edwin/okx/refine-rate-limit ... FIX: [okx] refine okx rate limiter	2024-02-22 22:46:43 +08:00
c9s	75cb5dd09c	check order pointer	2024-02-22 14:26:01 +08:00
edwin	f135b6dcc4	pkg/exchange: refine okx rate limiter	2024-02-22 09:21:04 +08:00
c9s	3cee573dbd	Merge pull request #1538 from c9s/c9s/fix-and-improve-query-order-until-filled ... FIX: [retry] fix and improve QueryOrderUntilFilled status check	2024-02-21 17:09:02 +08:00
c9s	c68832459d	retry: fix and improve QueryOrderUntilFilled status check	2024-02-21 16:56:11 +08:00
edwin	b6261c2516	pkg/exchange: add limit maker type to place order	2024-02-20 18:20:07 +08:00
edwin	516c5e8137	pkg/exchange: print more logs	2024-02-20 17:55:47 +08:00
edwin	3bd2d90e3c	pkg/exchange: allow char in place order	2024-02-20 15:14:09 +08:00
c9s	c6db392a26	deposit2transfer: improve deposit logging	2024-02-15 11:43:59 +08:00
edwin	262c05f83c	pkg/exchange: fix trade id	2024-02-08 01:37:35 +08:00
c9s	d015670d63	binance: add TestClient_GetDepth test	2024-02-06 15:33:55 +08:00
c9s	0cf028d192	binance: define more event types	2024-02-06 15:28:56 +08:00
c9s	5206ec98c8	binance: make util functions private	2024-02-06 15:28:56 +08:00
c9s	e031acca13	binance: support partial depth event parsing	2024-02-06 15:28:56 +08:00
c9s	87364d0ca7	binance: refine the IsBookTicker checker written by tonyq	2024-02-06 15:28:56 +08:00
c9s	fce603064f	binance: define event types and add partial depth detection	2024-02-06 15:28:56 +08:00
c9s	97b922a8b2	binance: remove debug code	2024-02-06 15:28:56 +08:00
c9s	f734c699bc	add LastUpdateId to the SliceOrderBook struct	2024-02-06 15:28:55 +08:00
c9s	b3ef66dff4	binance: set snapshot.Time to now()	2024-02-06 15:28:55 +08:00
c9s	7e5d25a7e0	binance: implement GetDepthRequest with requestgen	2024-02-06 15:28:55 +08:00
c9s	24952581fe	Merge pull request #1526 from c9s/c9s/simplify-booksignal-struct ... FIX: simplify booksignal struct	2024-02-06 13:02:25 +08:00
bailantaotao	1c98e603b1	Merge pull request #1525 from c9s/edwin/binance-update-api-changes-3 ... FEATURE: [binance] add margin request	2024-02-06 10:02:38 +08:00
edwin	836f1f9490	pkg/exchange: use fixedpoint as value	2024-02-06 09:37:04 +08:00
c9s	24e465e5b6	binance: fix parser parsebytes	2024-02-06 00:36:49 +08:00
c9s	eea4c43619	binance: use predecl return vars	2024-02-06 00:36:49 +08:00
c9s	75a2abeeab	max: reduce kline parsing cost	2024-02-06 00:36:49 +08:00
c9s	f64b0e7a9f	binance: pre-allocate PriceVolumeSlice memory	2024-02-06 00:36:48 +08:00
c9s	2ec01e3d28	binance: use fastjson parser pool	2024-02-06 00:36:48 +08:00
edwin	54784f8c54	pkg/exchange: rm timestamp	2024-02-05 17:02:46 +08:00
edwin	c73fc65c6d	pkg/exchange: add margin transfer request	2024-02-05 17:00:57 +08:00
c9s	565cdef54f	Merge pull request #1524 from c9s/edwin/binance-update-api-changes-2 ... MINOR: [binance] update borrow/repay api changes	2024-02-05 15:08:44 +08:00
edwin	f77d03d270	pkg/exchange: update borrow/repay api changes	2024-02-05 12:11:36 +08:00
c9s	aad3f89492	Merge pull request #1523 from c9s/edwin/binance/update-api-changes ... MAJOR: [binance] replace margin/transfer to asset/transfer	2024-02-05 11:42:25 +08:00
edwin	b6717f2fcf	pkg/exchange: replace /sapi/v1/margin/transfer to /sapi/v1/asset/transfer	2024-02-05 11:18:40 +08:00
edwin	3846b2aead	pkg/exchange: add response validation func	2024-02-01 14:40:59 +08:00
Edwin	f0ad014837	pkg/exchange: support kline subscriptions	2024-01-30 12:17:50 +08:00
Edwin	429036985c	pkg/exchange: add new kline stream	2024-01-30 10:23:10 +08:00
Edwin	d2b45f5d58	pkg/exchange: refactor kline api	2024-01-29 20:59:53 +08:00
c9s	c1484771ea	binance: make the error message clear	2024-01-24 18:22:35 +08:00
c9s	3aa6b0c13c	max: remove unused parseBookEntries function	2024-01-24 17:56:04 +08:00
c9s	18ccc78d83	binance: apply DefaultDepthLimit to 5000	2024-01-24 17:53:04 +08:00
c9s	07eb723da4	binance: support more depth level	2024-01-24 17:51:02 +08:00
c9s	6cf5300650	max: preallocate fastjson array object var memory	2024-01-24 16:58:42 +08:00
c9s	e67155d6cc	max: optimize book parsing	2024-01-24 16:58:42 +08:00
c9s	fcd367b8c2	max: pre-allocate price volume slice memory	2024-01-24 16:58:42 +08:00
c9s	e6f911380d	max: set max websocket book default level	2024-01-24 13:52:49 +08:00
Edwin	7841813fe0	pkg/exchange: fix okx query open order time param	2024-01-23 14:26:40 +08:00
Edwin	ac649b3bd4	pkg/exchange: add cash trade mode to place order req	2024-01-18 14:13:38 +08:00
bailantaotao	8ceadd80f3	Merge pull request #1504 from c9s/edwin/okx/implement-ping-interval ... FEATURE: [okx] set ping interval	2024-01-18 09:17:08 +08:00
bailantaotao	62c19b4d99	Merge pull request #1502 from c9s/edwin/okx/order-trade-event ... REFACTOR: [okx] refactor order trade event by json.Unmarshal	2024-01-17 16:20:17 +08:00
Edwin	80d8c000bc	pkg/exchange: set ping interval	2024-01-17 15:58:54 +08:00
Edwin	c5d2047605	pkg/exchange: emit balance snapshot after authed	2024-01-17 14:15:44 +08:00
Edwin	91913f021c	pkg/exchange: refactor order trade event by json.Unmarshal	2024-01-16 15:36:51 +08:00
Edwin	11506fb605	pkg/exchange: fix queryTrades and queryOrderTrade api	2024-01-16 09:10:33 +08:00
Edwin	fa145a3622	pkg/exchange: refactor query closed order	2024-01-15 11:41:17 +08:00
Edwin	b352ae855f	pkg/exchange: add query open orders	2024-01-14 15:52:54 +08:00
c9s	c01be14c70	max: remove unused var	2024-01-11 15:20:38 +08:00
c9s	68be0badca	max: improve depth parsing speed	2024-01-11 15:20:19 +08:00
c9s	905148a34f	maxapi: use fastjson parser pool	2024-01-11 15:20:06 +08:00
Edwin	373242d306	pkg/exchange: generate cancel order by requestgen	2024-01-11 11:29:04 +08:00
bailantaotao	8eb555619f	Merge pull request #1494 from c9s/edwin/okx/place-order ... FEATURE: [okx] generate place order request by requestgen	2024-01-11 10:33:31 +08:00
Edwin	260eef3b0c	pkg/exchange: generate place order request by requestgen	2024-01-10 16:17:13 +08:00
Edwin	a7aa34c396	pkg/exchange: add comment	2024-01-10 14:07:25 +08:00
Edwin	1dedd32f42	pkg/exchange: support unsubscribe and resubscribe	2024-01-10 13:56:17 +08:00
Edwin	9297293a46	pkg/exchange: refactor query account balance	2024-01-09 15:59:05 +08:00
Edwin	a463c02183	pkg/exchange: generate account by requestgen	2024-01-09 15:58:42 +08:00
bailantaotao	c2e3fed6d3	Merge pull request #1492 from c9s/edwin/okx/refactor-tickers ... FEATURE: [okx] generate ticker request by requestgen	2024-01-09 15:38:28 +08:00
bailantaotao	0bf1e4ed59	Merge pull request #1489 from c9s/edwin/okx/refactor-account-info ... REFACTOR: [okx] refactor account info	2024-01-09 14:45:17 +08:00
Edwin	188b781116	pkg/exchange: add rate limiter to ticker/tickers	2024-01-09 13:57:19 +08:00
Edwin	6d7a01ffae	pkg/exchange: generate ticker request by requestgen	2024-01-09 13:57:03 +08:00
Edwin	caef31d760	pkg/exchange: early return if error	2024-01-09 11:58:43 +08:00
Edwin	6e160e7a36	pkg/exchange: add rate limiter to QueryMarkets	2024-01-09 11:56:10 +08:00
Edwin	ba5882f7b6	pkg/exchange: generate instrument request by requestgen	2024-01-09 11:55:49 +08:00
Edwin	147b31d81d	pkg/exchange: refactor account stream	2024-01-09 10:59:35 +08:00
bailantaotao	a680df2938	Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream ... FEATURE: [okx] support market trade streaming	2024-01-09 10:58:24 +08:00
Edwin	2e34f7840a	pkg/exchange: support market trade streaming	2024-01-08 21:27:26 +08:00
c9s	11309ac8c8	Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols ... FIX: [bitget] ignore offline symbols	2024-01-08 18:19:01 +08:00
c9s	e358da10dd	bitget: log symbol status	2024-01-08 18:13:26 +08:00
c9s	cfe3b6466c	update bitget v2 get_symbols_request_requestgen	2024-01-08 17:47:52 +08:00
c9s	33deaea6e5	bitget: bitget ignore offline symbols	2024-01-08 17:46:09 +08:00
Edwin	0b906606fe	pkg/exchange: refactor book and kline	2024-01-08 10:30:11 +08:00
c9s	6e03626b36	Merge pull request #1476 from c9s/edwin/okx/add-streaming-test ... CHORE: [okex] add stream test for book	2024-01-03 16:37:12 +08:00
bailantaotao	769d3ce2d8	Merge pull request #1456 from c9s/edwin/bitget/get-account-assets ... FEATURE: [bitget] get account assets	2024-01-03 13:01:35 +08:00
Edwin	b5ff066aa2	pkg/exchange: print symbol	2024-01-03 11:30:50 +08:00
Edwin	30164acdcf	pkg/exchange: use v2 get account asset api	2024-01-03 11:25:46 +08:00
Edwin	9ad94aa7e0	pkg/exchange: add stream test for book	2024-01-02 12:02:33 +08:00
chiahung.lin	bfd9c8ac64	FEATURE: run state machine ... FEATURE: support recover FEATURE: add order into orderStore and recover position recover position/budget FEATURE: support recover budget	2023-12-20 16:02:37 +08:00
c9s	841229518a	bitget: add more debug logs for orderEvent and tradeEvent	2023-12-18 16:31:04 +08:00
c9s	038d180711	bitget: check bitget websocket trade id and order status	2023-12-18 14:44:33 +08:00
Edwin	c5decf9bf8	pkg/exchange: support v2 get asset api	2023-12-18 12:17:49 +08:00
c9s	2c7e42922b	Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only	2023-12-13 18:50:19 +08:00
Edwin	29550f0013	pkg/exchange: we don't need the fee rate in the public stream	2023-12-13 13:53:58 +08:00
c9s	6cbb17fb76	all: refactor log formatter functions	2023-12-13 09:47:18 +08:00
c9s	f3ce4c2cc6	bitget: refactor debug function tool	2023-12-13 09:28:34 +08:00
c9s	b022a6119f	bitget: add bitget log prefix	2023-12-13 09:28:34 +08:00
Edwin	c2724c4f62	pkg/exchange: fix price is zero when order not executed	2023-12-12 17:30:51 +08:00
c9s	c5282a8f9b	bitget: add more debug logs	2023-12-12 16:37:43 +08:00
c9s	b9c4002704	bitget: handle order type limit maker	2023-12-08 15:18:34 +08:00
c9s	214f9fe75e	bitget: improve bitget websocket depth subscription	2023-12-07 17:38:57 +08:00
c9s	96f6f9e0d0	exchange/retry: add QueryOrderUntilCancelled	2023-12-07 16:18:23 +08:00
chiahung.lin	c67737a6d6	use retry package	2023-12-06 16:16:17 +08:00
chiahung.lin	c906d6a74d	rename variable	2023-12-06 11:27:06 +08:00
chiahung.lin	d54b7365dd	FEATURE: use types.OrderMap to avoid missing and duplicated orders	2023-12-05 20:10:37 +08:00
chiahung	a1d98e25c6	FEATURE: use max v3 new open orders api	2023-12-05 19:57:00 +08:00
chiahung.lin	165e788c3d	fix	2023-12-05 16:59:26 +08:00
chiahung.lin	9fab37a284	use getLaunchDate	2023-12-05 15:34:31 +08:00