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Author SHA1 Message Date
Jui-Nan Lin
19e523c1e9 fix: typo of telegram bot auth token 2021-03-10 12:31:26 +08:00
YC
b33402df24 Merge pull request #147 from c9s/ftx/query-open-orders 2021-03-08 18:50:56 +08:00
YC
1de883e148 Merge pull request #146 from c9s/ftx/orderbook-snapshot-checksum 2021-03-07 18:05:02 +08:00
ycdesu
ee8ebde12d ftx: add todo 2021-03-07 12:53:41 +08:00
ycdesu
6599f276db ftx: implement query open orders 2021-03-07 12:51:13 +08:00
ycdesu
3676450e4b ftx: convert open order 2021-03-07 12:51:13 +08:00
ycdesu
16366b09a4 ftx: rename responses.go to rest_responses.go 2021-03-07 12:51:13 +08:00
ycdesu
26963ce7ab ftx: rename balance.go to rest_balance_request.go 2021-03-07 12:51:13 +08:00
ycdesu
f6f3fcab02 ftx: orderbook snapshot checksum 2021-03-06 19:23:44 +08:00
YC
bd4168d3fc Merge pull request #145 from c9s/ftx/order-update 
feature: emit orderbook update
 2021-03-04 13:25:37 +08:00
Yo-An Lin
36dedffe3e Merge pull request #143 from Larry850806/fix/remove-unused-symbol-in-backtest 
Remove unused symbols in backtest
 2021-03-04 11:10:10 +08:00
ycdesu
be7c393fcb ftx: print orderbook update 2021-03-04 10:02:40 +08:00
ycdesu
cd6457f5c0 orderbook: extract String() from Print() 2021-03-04 08:55:33 +08:00
ycdesu
43275d08bc ftx: use pure function to convert orderbook snapshot 2021-03-03 22:36:14 +08:00
ycdesu
55b9569777 ftx: use the same struct to handle orderbook snapshot/update 2021-03-03 22:33:06 +08:00
Yo-An Lin
489449ddba Merge pull request #144 from Larry850806/larry/remove-unused-conditions 
Remove unused conditions when generating orders
 2021-03-03 16:24:43 +08:00
Larry850806
689734567a Remove unused conditions when generating orders 2021-03-03 14:55:11 +08:00
Larry850806
a77bd1d74c Remove unused symbols in backtest 2021-03-03 14:43:49 +08:00
YC
a685d9a57d Merge pull request #142 from c9s/minor/ftx/unmarshal-at-same-time 2021-03-03 10:45:55 +08:00
ycdesu
e34f68ab90 ftx: unmarshal all fields at the same time 2021-03-03 10:31:46 +08:00
Yo-An Lin
009dafd176 Merge pull request #141 from c9s/ftx/on-orderbook-snapshot 2021-03-03 09:05:08 +08:00
ycdesu
081aa17deb doc: modify comment 2021-03-03 08:38:55 +08:00
ycdesu
160f6323e8 ftx: emit orderbook snapshot 2021-03-02 22:18:41 +08:00
ycdesu
253810556e ftx: unmarshal orderbook snapshot 2021-03-02 18:33:19 +08:00
ycdesu
45528fa219 ftx: modify log 2021-03-02 18:33:19 +08:00
ycdesu
a26c0553ee cmd: raise symbol not found err 2021-03-02 18:33:19 +08:00
Yo-An Lin
30efb06b34 Merge pull request #140 from c9s/fix/orderbook-validation 
fix: fix orderbook valudation logic
 2021-03-02 10:45:09 +08:00
ycdesu
6f81b0ee17 orderbook: fix IsValid logic 
The original implementation always returns an error.
 2021-03-02 10:33:46 +08:00
Yo-An Lin
8389056e80 Merge pull request #139 from crossgate10/main 
add yaml tag for mapping basic risk control order executor.
 2021-03-01 18:42:04 +08:00
ben
40eadfeaca add yaml tag for mapping basic risk control order executor. 2021-03-01 13:44:58 +08:00
c9s
8df86d2f5b fix makefile for signing release 2021-03-01 12:17:49 +08:00
c9s
ea5554cf52 fix Makefile and update version file 2021-03-01 12:07:00 +08:00
c9s
ccdb0a9e56 add package json and ignore file for solidity module 2021-03-01 11:58:38 +08:00
Yo-An Lin
a52f487d4e Merge pull request #138 from c9s/feature/global-margin-structure 
feature: convert and parse binance margin structure into global types
 2021-02-28 16:13:48 +08:00
Yo-An Lin
592a8d87ae Merge pull request #137 from c9s/feature/scale 
feature: add exp scale and log scale formula
 2021-02-28 16:13:38 +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
b71ea867c5 ignore sync if sync service is nil 2021-02-28 15:05:49 +08:00
c9s
da79920ca9 rename scale struct name to PriceVolumeScale 2021-02-28 14:51:24 +08:00
c9s
83111c9eb9 test exponential scale with reverse range 2021-02-28 12:12:03 +08:00
c9s
3c9bcd8c9d add more margin order side effect alias 2021-02-28 12:00:51 +08:00
c9s
99f236d2e0 integrate quantity scale into support strategy and grid strategy 2021-02-28 11:57:25 +08:00
YC
4730efefa3 Merge pull request #136 from c9s/ftx/print-subscribed-message 2021-02-28 09:07:11 +08:00
c9s
bf87fbbf55 add LinearScale 2021-02-28 02:20:47 +08:00
c9s
8572df2cb3 add link to TestQuadraticScale 2021-02-28 02:07:48 +08:00
c9s
83af52c53b add QuadraticScale 2021-02-28 02:06:33 +08:00
c9s
52395fd460 add log scale graph link 2021-02-28 01:55:35 +08:00
c9s
fbb8837c5c add exp scale and log scale formula 2021-02-28 01:53:45 +08:00
ycdesu
f7ef4a8028 cmd: create orderbook command to print orderbook snapshot and updates 2021-02-27 19:28:01 +08:00
ycdesu
883b7ef028 ftx: handle message in a new struct 2021-02-27 19:27:44 +08:00