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308 Commits

Author SHA1 Message Date
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
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
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
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
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
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
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
cc0e5f71b0 clean up binance stream 2022-01-02 12:02:36 +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
9d382a6b8c binance: use sync.Once to protect the set server time calls 2022-01-02 02:14:04 +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
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
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
3b9a191c95 binance: refactor binance stream handlers 2021-12-30 14:02:36 +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
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
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
168e6306e7 binance: remove verbose log 2021-12-23 22:29:14 +08:00
c9s
562c287a4e all: move publicOnly to StandardStream 2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d all: change trade id to uint64 2021-12-23 17:49:18 +08:00
TonyQ
d7ac645253 exchange: update maskkey handling 2021-12-23 01:18:36 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and 
binance
 2021-12-22 21:01:11 +08:00
c9s
bace225470 binance: fix, call set time service only when key and secret is given 2021-12-22 01:27:25 +08:00
TonyQ
3e45035ab1 database: sqlite3 issue fix 
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
 2021-12-15 14:34:31 +08:00
Yo-An Lin
05323f211f Merge pull request #368 from tony1223/feature/355-update-sync 
backtest : auto sync
 2021-12-15 01:39:19 +08:00
austin362667
ccd607ba28 binance: remove unsupported comments 2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde binance: add multierr 2021-12-15 01:01:05 +08:00
austin362667
bb592663ab binance: removed unsupport isolated futures trade 2021-12-15 01:01:05 +08:00
austin362667
a0130affe4 binance: add query orders & trades 2021-12-15 01:01:05 +08:00
TonyQ
20b03fe4a5 exchange: fix ftx for wrong last kline issue 2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8 binance: remove comments cuz not support isolated futures 2021-12-14 20:41:55 +08:00
austin362667
d3526b2c71 binance: add SubmitFuturesOrder and related conversions 2021-12-13 23:19:14 +08:00
austin362667
04919e0fa4 binance: add futures exchange stream connection 2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10 binance: add user stream event parser & toGlobalType converter 2021-12-12 15:39:06 +08:00
c9s
ca85aa69e6 pull out global premium index type and funding rate type 2021-12-09 00:10:18 +08:00
c9s
71e043e4b2 move convertPremiumIndex to convert.go 2021-12-09 00:08:25 +08:00
c9s
fbae368e6c make getLaunchDate as a simple function 2021-12-09 00:06:46 +08:00
c9s
078c79d73f binance: refactor QueryMarkets 2021-12-09 00:05:36 +08:00
c9s
48612e2b13 reformat import lines and add fixme note 2021-12-09 00:01:33 +08:00
c9s
35da3ba3a0 check env vars for query related tests 2021-12-05 01:11:47 +08:00
c9s
715363298f fix query ticker tests 2021-12-05 00:58:01 +08:00
c9s
4bde40f2db override binance default http client timeout instead of zero timeout 2021-11-23 10:54:43 +08:00
Austin
c5d1a70a61 add Continuous Contract Kline/Candlestick Streams 2021-11-16 14:26:27 +08:00
Austin
a36739f119 add MarkPriceUpdateEvent 2021-11-16 01:24:36 +08:00
c9s
aceca1b49f adjust listen key keep alive to 30 min 2021-11-07 23:40:13 +08:00
c9s
a2c2646a16 binance: adjust rate limiter bucket 2021-11-05 01:25:16 +08:00
c9s
82d859a43d binance: fix binance order rate limiter 2021-11-05 01:21:58 +08:00
c9s
1a861c98a1 binance: add order rate limiter for binance 2021-11-04 12:50:32 +08:00