4124 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
c9s	d792f3b83b	max: drop unused url ref vars	2022-05-27 16:46:56 +08:00
c9s	60d65a390f	max: add margin api (liquidation history and interest history)	2022-05-27 16:40:56 +08:00
c9s	410a9610c9	max: add margin api (loan, repay, ad ratio)	2022-05-27 16:13:01 +08:00
c9s	37ef5c4b97	max: add margin api (liquidation history and interest history)	2022-05-27 15:04:47 +08:00
c9s	8721679f74	max: update market struct fields	2022-05-26 20:32:25 +08:00
c9s	d9e10b7fcd	max: integrate v3 orders api	2022-05-26 19:52:38 +08:00
c9s	6ca71cf9f1	max: simplify constructor	2022-05-26 18:49:50 +08:00
c9s	2d20083244	max: pull out http transport and register order service v3	2022-05-26 18:49:18 +08:00
c9s	c1ba270d76	max: log max.DebtEvent	2022-05-26 18:07:17 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
c9s	459d839c1a	max: parse debt	2022-05-25 20:12:16 +08:00
c9s	2ffbb2ed82	max: add ad_ratio_update type	2022-05-25 20:06:51 +08:00
c9s	a74ad31ea0	max: parse ADRatio message	2022-05-25 20:06:17 +08:00
c9s	83abf14f3b	max: add updateTime field parse	2022-05-25 19:52:29 +08:00
c9s	f65821d4fd	max: add mwallet message type to parser	2022-05-25 14:42:45 +08:00
c9s	9f0d975b57	max: add filters when margin is on	2022-05-25 14:40:43 +08:00
c9s	e5e505d65e	max: apply margin settings struct	2022-05-25 14:38:09 +08:00
c9s	eccee460ca	max: add filters field to the auth message	2022-05-25 13:51:24 +08:00
c9s	0ee23e0ce4	max: refactor order sort method into the types package	2022-05-24 18:07:34 +08:00
c9s	680231e0c5	max: drop legacy queryAllClosedOrders method	2022-05-24 18:04:33 +08:00
c9s	9d459612a4	maxapi: add wallet type validation	2022-05-24 18:00:52 +08:00
c9s	79893f4b88	define wallet type and separate wallet order api	2022-05-24 17:48:08 +08:00
c9s	c6ede883ce	add max v3 api	2022-05-24 17:40:00 +08:00
c9s	a66bae47fe	add v3 order endpoint	2022-05-23 18:34:08 +08:00
c9s	dd30501615	add notice	2022-05-23 18:13:57 +08:00
c9s	46da8d94f1	update readme	2022-05-23 15:52:13 +08:00
c9s	0b082e5fe1	migrate javascript to typescript	2022-05-23 15:48:44 +08:00
c9s	d88e41c20c	remove unused client field	2022-05-23 15:48:44 +08:00
Yo-An Lin	9414b02fba	Update adding-new-exchange.md	2022-05-23 15:05:55 +08:00
c9s	35375c84c1	use requestgen.BaseAPIClient	2022-05-23 14:28:28 +08:00
c9s	42daf48fa6	backtest report: fix default interval issue	2022-05-22 03:07:31 +08:00
c9s	01d1ef2255	update grid config for testing	2022-05-22 02:40:52 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	adc2216e1f	add backtest report screenshot	2022-05-20 19:37:32 +08:00
Yo-An Lin	7c98fdfb31	Merge pull request #630 from c9s/fix/kline-sync ... fix: fix duplicated kline sync issue and add unique index for kline tables	2022-05-20 19:05:10 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	62de3a43ed	ci: add backtest sync test to ci flow	2022-05-20 18:07:58 +08:00
c9s	728190a78f	compile and update migration package	2022-05-20 16:36:38 +08:00
c9s	04f552b169	add unique index for sqlite	2022-05-20 16:36:25 +08:00
c9s	f9dd76d4cb	add migration script to add unique index for kline tables	2022-05-20 16:30:29 +08:00
c9s	d70a5d79b5	compile and update migration package	2022-05-20 16:29:45 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	5c92bc5d66	use UTC time for position	2022-05-20 01:27:05 +08:00
c9s	9b10f87b97	types: use UTC time for order tsv	2022-05-20 01:27:05 +08:00
Yo-An Lin	f38d165960	Merge pull request #628 from c9s/feature/optimizer ... fix: fix summary report intervals	2022-05-20 00:55:53 +08:00