Commit Graph

221 Commits

Author SHA1 Message Date
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