Commit Graph

3186 Commits

Author SHA1 Message Date
c9s
ccaa8c5c86 bbgo: implement parseCommand 2022-01-13 11:43:33 +08:00
c9s
7053802041 basic interaction parser 2022-01-13 11:43:33 +08:00
c9s
10ed50fbe2 add v1.25.4 release note 2022-01-13 11:33:30 +08:00
c9s
7daa82ff9e bump version to v1.25.4 2022-01-13 11:33:30 +08:00
c9s
dc6d60216b types: fix order book copy 2022-01-13 11:09:50 +08:00
c9s
98247385f9 xmaker: use GracefulCancel to cancel active orders 2022-01-13 11:01:46 +08:00
c9s
e91dc5a518 types: use mod 3 and mod 7 for test 2022-01-13 10:59:03 +08:00
c9s
e573c18a5c types: add more detailed rbtree tests 2022-01-13 10:56:57 +08:00
c9s
cb9d9137a6 depth: add details to the depth error message 2022-01-13 00:14:15 +08:00
c9s
8b56c47f65 add doc-comment for PriceHeartBeat 2022-01-13 00:01:20 +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
5cc3a88911 xmaker: show order book last update time 2022-01-12 22:11:28 +08:00
c9s
2aeb9e870c types: add lastUpdateTime field 2022-01-12 22:07:52 +08:00
c9s
915f2c7476 types: add last update time field to orderbook 2022-01-12 22:06:08 +08:00
c9s
09592755cc cmd: add dump-update option to orderbook cmd 2022-01-12 22:00:29 +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
c9s
b3b1161ecc depth: add SetUpdateTimeout 2022-01-12 14:49:01 +08:00
c9s
0c7710c91b types: avoid using copy node for rbtree 2022-01-12 14:45:05 +08:00
c9s
c3356fa694 types: add test for PriceHeartBeat 2022-01-12 14:42:11 +08:00
c9s
5755c44845 move PriceHeartBeat to types 2022-01-12 14:33:55 +08:00
c9s
8c5096dad6 add v1.25.3 release note 2022-01-12 12:56:15 +08:00
c9s
f28bfbf0c9 bump version to v1.25.3 2022-01-12 12:56:15 +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
c9s
e44a2c1cac service: check redis client and show proper error 2022-01-12 12:42:39 +08:00
c9s
420e221f5b xmaker: pull out PriceHeartBeat 2022-01-12 12:14:51 +08:00
c9s
7195c6ed27 xmaker: add price quoting protection 2022-01-12 11:55:45 +08:00
c9s
0e927a9a06 types: avoid using nil in rbt 2022-01-12 11:45:08 +08:00
c9s
6ee831e678 add trade logger 2022-01-12 11:19:41 +08:00
c9s
db8a74238e notifier/telegramnotifier: remove debug log 2022-01-12 11:18:36 +08:00
Lee
523d9b3071 ftx: Support LIMIT_MAKER and IOC_LIMIT order type 2022-01-12 03:47:12 +08:00
c9s
848d36f90b add trade exchange back 2022-01-11 22:50:38 +08:00
c9s
940c675cae xmaker: add rate limit hit alert 2022-01-11 22:48:28 +08:00
c9s
081a143ec0 xmaker: add DepthQuantity 2022-01-11 22:47:40 +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
31461f1720 add v1.25.2 release note 2022-01-11 14:20:06 +08:00
c9s
c59d82900b bump version to v1.25.2 2022-01-11 14:20:06 +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
43818e95b6 types: move channels to a single file 2022-01-11 01:25:39 +08:00
c9s
e12178b51a stream: make ping method private 2022-01-11 01:24:34 +08:00