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Code Issues Actions 2 Packages Projects Releases Wiki Activity
5,396 Commits 62 Branches 138 Tags 188 MiB
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Commit Graph

174 Commits

Author SHA1 Message Date
c9s
b6fff482a4 binance: fix withdrawal time parsing 2021-09-03 14:21:59 +08:00
c9s
35ec9ae7b6 binance: fix binance withdrawal api 2021-09-02 00:27:57 +08:00
c9s
f177860450 binance: fix withdrawal service 2021-09-02 00:21:56 +08:00
c9s
f487b53d9e binance: fix client order id checking 2021-06-07 01:07:00 +08:00
c9s
5fd0ab4cd3 skip client order id when no client order is given 2021-06-07 01:03:21 +08:00
c9s
b9584117d6 add QueryLastFundingRate api to binance exchange 2021-06-01 03:15:19 +08:00
c9s
b5c4fc3e4e fix kline record insert fields 2021-06-01 01:39:23 +08:00
c9s
e11553139e binance: make convert functions private 2021-05-29 00:26:39 +08:00
c9s
002b28f75a okex: implement candlestick api and improve kline console format 2021-05-28 20:51:10 +08:00
c9s
016c60796d pull out BNB currency string 2021-05-27 00:05:43 +08:00
c9s
ea78c0308b add LocalSymbol field for exchange specific symbol 2021-05-27 00:05:43 +08:00
c9s
967c7e9f9d xbalance: add withdrawal options 2021-05-26 23:24:05 +08:00
c9s
57a78777df move Time type to types.Time 2021-05-21 00:10:53 +08:00
c9s
5c10f8a4e2 binance: call set server time service 2021-05-16 15:03:31 +08:00
c9s
fd6fe56f32 implement withdrawal request on binance 2021-05-12 02:15:22 +08:00
c9s
d85037f9ea add binance kline query documentation 2021-05-05 16:23:46 +08:00
c9s
8fea2022e5 adjust rate limit for backtest data syncing 2021-05-02 17:46:08 +08:00
c9s
5d2296eddd extract client order id generation 2021-04-28 19:20:55 +08:00
zenix
2bda296194 Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time 2021-04-21 19:50:33 +09:00
Wei-Ning Huang
e7961be86a binance: set TimeInForce to GTC by default for limit orders 
Binance does not allow submitting order without TimeInForce set for
certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by
default.
 2021-04-14 09:49:03 +08:00
c9s
a52101b163 remove bps from the fee calc 2021-03-20 22:53:14 +08:00
ycdesu
c8447663db refactor: use fixedpoint to store fee 2021-03-19 08:49:24 +08:00
ycdesu
83ae943a4f ftx: calculate commission 2021-03-18 23:58:28 +08:00
c9s
4d3b1ec938 fix QueryWithdrawHistory and QueryDepositHistory 2021-03-14 11:18:22 +08:00
c9s
3f0290479b binance: update withdraw and deposit types 2021-03-14 11:18:22 +08:00
c9s
3e616c5fac convert and parse binance margin account structure 2021-02-28 15:06:20 +08:00
c9s
32c2780b16 convert binance margin account data into the global structure 2021-02-28 15:06:20 +08:00
c9s
3a89b0a714 improve trade sync 2021-02-18 18:20:18 +08:00
c9s
0ba595bd55 Fix trade sync for self trades 
MAX uses one single trade for presenting self trade.

BINANCE uses two trade records for presenting self trade. the trade
creation time are the same.
 2021-02-18 17:37:49 +08:00
c9s
c3dbb1b204 avoid using last trade id for syncing data 2021-02-18 16:40:47 +08:00
c9s
29bbd03836 add binance single ticker query method and fix quantity formating 2021-02-18 16:17:40 +08:00
c9s
ffa001fc29 fix quantity format 2021-02-11 00:21:56 +08:00
ycchen
7a67083fbe Address review feedbacks 2021-02-07 22:58:30 +01:00
ycchen
5fed7b81de QueryTicker 2021-02-06 18:35:23 +01:00
ycchen
fa20df487e feat: ticker api for types.Exchange 2021-02-06 14:05:26 +01:00
c9s
0e99d9bdcb move time.Sleep to batch processor to avoid rate limit 2021-01-20 02:32:55 +08:00
c9s
c79c7d1b11 fix margin order/trade sync 2021-01-20 02:09:12 +08:00
c9s
7520430b52 support margin api for query trades 2021-01-20 01:27:27 +08:00
c9s
1d8b7dc657 handle trade and order margin field 2021-01-20 01:24:29 +08:00
c9s
2c1c9a046b tmp 2021-01-19 23:31:04 +08:00
c9s
677f4b93e6 add margin mode support to QueryOpenOrders 2021-01-19 23:31:04 +08:00
c9s
ad4226f35b support margin order creation 2021-01-19 23:31:04 +08:00
c9s
3eda64641e use exchange's margin option 2021-01-19 23:31:04 +08:00
c9s
7235100140 integrate submitMarginOrder api 2021-01-19 23:31:04 +08:00
c9s
5cab37488b move MarginSettings struct to a file 2021-01-19 23:31:04 +08:00
c9s
48083151aa turning margin mode 2021-01-19 23:31:04 +08:00
c9s
c3db6db590 add margin option 2021-01-19 23:31:04 +08:00
c9s
50cd6f7d68 change go-binance to github.com/adshao/go-binance/v2 2021-01-11 13:36:49 +08:00
c9s
70479bfd16 binance: assign Isolated field 2020-12-29 17:26:22 +08:00
c9s
4f399ebb9f fix stop price formating 2020-12-03 09:25:47 +08:00
c9s
edb22383c7 fix ToGlobalOrder call 2020-12-02 22:44:57 +08:00
c9s
23c19c5968 use fixedpoint for balances 2020-11-10 14:19:33 +08:00
c9s
b13a2deec5 emit klines and setup account balances 2020-11-07 03:18:05 +08:00
c9s
8823a39fc2 support backtesting kline verification 2020-11-07 00:49:17 +08:00
c9s
555fe57341 implement kline sync function from command 2020-11-06 21:40:48 +08:00
c9s
7fab2e24de improve order persistence and support order data sync 2020-11-05 11:14:14 +08:00
c9s
a4555a2b7b implement QueryClosedOrders 2020-11-05 11:14:14 +08:00
c9s
14abe3fb7e pull out active order book to the types package 2020-10-31 20:38:20 +08:00
c9s
e2df24f31c support standard indicatorset 2020-10-28 09:43:19 +08:00
c9s
145264aae4 cancel orders and re-submit maker orders 2020-10-26 00:26:17 +08:00
c9s
de11ef10f5 return created order objects from SubmitOrders method 2020-10-25 19:22:22 +08:00
c9s
fa30f6b52a Support binance order update execution type convertion 2020-10-25 19:22:22 +08:00
c9s
308427416a Add more exchange order features 
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
 2020-10-25 19:22:22 +08:00
c9s
73e17730d7 move account type into types package 2020-10-18 11:30:37 +08:00
c9s
ee86a71ebb split files 2020-10-16 10:14:36 +08:00
c9s
c58375f57e max: extend max exchange market information 2020-10-14 10:53:18 +08:00
c9s
88461396f1 rearrange market config fields 2020-10-14 10:39:14 +08:00
c9s
2b41f76082 add maxPrice, minPrice and tickSize config 2020-10-14 10:34:33 +08:00
c9s
64c2170cd5 implement QueryMarkets on binance 2020-10-14 10:16:59 +08:00
c9s
a91f851ac7 pass types.SubmitOrder by value 2020-10-13 18:08:02 +08:00
c9s
4ce716d6ad binance: make asset parameter optional 2020-10-12 17:15:33 +08:00
c9s
ea7b501c26 add transfer history command for calculating baseline and show transfer records 2020-10-11 20:08:54 +08:00
c9s
2d246c3f71 move deposit type to global type and add max deposit history support 2020-10-11 17:35:59 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00