Edwin
|
80d8c000bc
|
pkg/exchange: set ping interval
|
2024-01-17 15:58:54 +08:00 |
|
Edwin
|
c5d2047605
|
pkg/exchange: emit balance snapshot after authed
|
2024-01-17 14:15:44 +08:00 |
|
Edwin
|
91913f021c
|
pkg/exchange: refactor order trade event by json.Unmarshal
|
2024-01-16 15:36:51 +08:00 |
|
Edwin
|
11506fb605
|
pkg/exchange: fix queryTrades and queryOrderTrade api
|
2024-01-16 09:10:33 +08:00 |
|
Edwin
|
fa145a3622
|
pkg/exchange: refactor query closed order
|
2024-01-15 11:41:17 +08:00 |
|
Edwin
|
b352ae855f
|
pkg/exchange: add query open orders
|
2024-01-14 15:52:54 +08:00 |
|
c9s
|
c01be14c70
|
max: remove unused var
|
2024-01-11 15:20:38 +08:00 |
|
c9s
|
68be0badca
|
max: improve depth parsing speed
|
2024-01-11 15:20:19 +08:00 |
|
c9s
|
905148a34f
|
maxapi: use fastjson parser pool
|
2024-01-11 15:20:06 +08:00 |
|
Edwin
|
373242d306
|
pkg/exchange: generate cancel order by requestgen
|
2024-01-11 11:29:04 +08:00 |
|
bailantaotao
|
8eb555619f
|
Merge pull request #1494 from c9s/edwin/okx/place-order
FEATURE: [okx] generate place order request by requestgen
|
2024-01-11 10:33:31 +08:00 |
|
Edwin
|
260eef3b0c
|
pkg/exchange: generate place order request by requestgen
|
2024-01-10 16:17:13 +08:00 |
|
Edwin
|
a7aa34c396
|
pkg/exchange: add comment
|
2024-01-10 14:07:25 +08:00 |
|
Edwin
|
1dedd32f42
|
pkg/exchange: support unsubscribe and resubscribe
|
2024-01-10 13:56:17 +08:00 |
|
Edwin
|
9297293a46
|
pkg/exchange: refactor query account balance
|
2024-01-09 15:59:05 +08:00 |
|
Edwin
|
a463c02183
|
pkg/exchange: generate account by requestgen
|
2024-01-09 15:58:42 +08:00 |
|
bailantaotao
|
c2e3fed6d3
|
Merge pull request #1492 from c9s/edwin/okx/refactor-tickers
FEATURE: [okx] generate ticker request by requestgen
|
2024-01-09 15:38:28 +08:00 |
|
bailantaotao
|
0bf1e4ed59
|
Merge pull request #1489 from c9s/edwin/okx/refactor-account-info
REFACTOR: [okx] refactor account info
|
2024-01-09 14:45:17 +08:00 |
|
Edwin
|
188b781116
|
pkg/exchange: add rate limiter to ticker/tickers
|
2024-01-09 13:57:19 +08:00 |
|
Edwin
|
6d7a01ffae
|
pkg/exchange: generate ticker request by requestgen
|
2024-01-09 13:57:03 +08:00 |
|
Edwin
|
caef31d760
|
pkg/exchange: early return if error
|
2024-01-09 11:58:43 +08:00 |
|
Edwin
|
6e160e7a36
|
pkg/exchange: add rate limiter to QueryMarkets
|
2024-01-09 11:56:10 +08:00 |
|
Edwin
|
ba5882f7b6
|
pkg/exchange: generate instrument request by requestgen
|
2024-01-09 11:55:49 +08:00 |
|
Edwin
|
147b31d81d
|
pkg/exchange: refactor account stream
|
2024-01-09 10:59:35 +08:00 |
|
bailantaotao
|
a680df2938
|
Merge pull request #1486 from c9s/edwin/okx/add-market-trade-stream
FEATURE: [okx] support market trade streaming
|
2024-01-09 10:58:24 +08:00 |
|
Edwin
|
2e34f7840a
|
pkg/exchange: support market trade streaming
|
2024-01-08 21:27:26 +08:00 |
|
c9s
|
11309ac8c8
|
Merge pull request #1487 from c9s/c9s/bitget-ignore-offline-symbols
FIX: [bitget] ignore offline symbols
|
2024-01-08 18:19:01 +08:00 |
|
c9s
|
e358da10dd
|
bitget: log symbol status
|
2024-01-08 18:13:26 +08:00 |
|
c9s
|
cfe3b6466c
|
update bitget v2 get_symbols_request_requestgen
|
2024-01-08 17:47:52 +08:00 |
|
c9s
|
33deaea6e5
|
bitget: bitget ignore offline symbols
|
2024-01-08 17:46:09 +08:00 |
|
Edwin
|
0b906606fe
|
pkg/exchange: refactor book and kline
|
2024-01-08 10:30:11 +08:00 |
|
c9s
|
6e03626b36
|
Merge pull request #1476 from c9s/edwin/okx/add-streaming-test
CHORE: [okex] add stream test for book
|
2024-01-03 16:37:12 +08:00 |
|
bailantaotao
|
769d3ce2d8
|
Merge pull request #1456 from c9s/edwin/bitget/get-account-assets
FEATURE: [bitget] get account assets
|
2024-01-03 13:01:35 +08:00 |
|
Edwin
|
b5ff066aa2
|
pkg/exchange: print symbol
|
2024-01-03 11:30:50 +08:00 |
|
Edwin
|
30164acdcf
|
pkg/exchange: use v2 get account asset api
|
2024-01-03 11:25:46 +08:00 |
|
Edwin
|
9ad94aa7e0
|
pkg/exchange: add stream test for book
|
2024-01-02 12:02:33 +08:00 |
|
chiahung.lin
|
bfd9c8ac64
|
FEATURE: run state machine
FEATURE: support recover
FEATURE: add order into orderStore and recover position
recover position/budget
FEATURE: support recover budget
|
2023-12-20 16:02:37 +08:00 |
|
c9s
|
841229518a
|
bitget: add more debug logs for orderEvent and tradeEvent
|
2023-12-18 16:31:04 +08:00 |
|
c9s
|
038d180711
|
bitget: check bitget websocket trade id and order status
|
2023-12-18 14:44:33 +08:00 |
|
Edwin
|
c5decf9bf8
|
pkg/exchange: support v2 get asset api
|
2023-12-18 12:17:49 +08:00 |
|
c9s
|
2c7e42922b
|
Merge pull request #1429 from c9s/edwin/bybit/get-fee-rate-on-private-stream-only
|
2023-12-13 18:50:19 +08:00 |
|
Edwin
|
29550f0013
|
pkg/exchange: we don't need the fee rate in the public stream
|
2023-12-13 13:53:58 +08:00 |
|
c9s
|
6cbb17fb76
|
all: refactor log formatter functions
|
2023-12-13 09:47:18 +08:00 |
|
c9s
|
f3ce4c2cc6
|
bitget: refactor debug function tool
|
2023-12-13 09:28:34 +08:00 |
|
c9s
|
b022a6119f
|
bitget: add bitget log prefix
|
2023-12-13 09:28:34 +08:00 |
|
Edwin
|
c2724c4f62
|
pkg/exchange: fix price is zero when order not executed
|
2023-12-12 17:30:51 +08:00 |
|
c9s
|
c5282a8f9b
|
bitget: add more debug logs
|
2023-12-12 16:37:43 +08:00 |
|
c9s
|
b9c4002704
|
bitget: handle order type limit maker
|
2023-12-08 15:18:34 +08:00 |
|
c9s
|
214f9fe75e
|
bitget: improve bitget websocket depth subscription
|
2023-12-07 17:38:57 +08:00 |
|
c9s
|
96f6f9e0d0
|
exchange/retry: add QueryOrderUntilCancelled
|
2023-12-07 16:18:23 +08:00 |
|
chiahung.lin
|
c67737a6d6
|
use retry package
|
2023-12-06 16:16:17 +08:00 |
|
chiahung.lin
|
c906d6a74d
|
rename variable
|
2023-12-06 11:27:06 +08:00 |
|
chiahung.lin
|
d54b7365dd
|
FEATURE: use types.OrderMap to avoid missing and duplicated orders
|
2023-12-05 20:10:37 +08:00 |
|
chiahung
|
a1d98e25c6
|
FEATURE: use max v3 new open orders api
|
2023-12-05 19:57:00 +08:00 |
|
chiahung.lin
|
165e788c3d
|
fix
|
2023-12-05 16:59:26 +08:00 |
|
chiahung.lin
|
9fab37a284
|
use getLaunchDate
|
2023-12-05 15:34:31 +08:00 |
|
chiahung.lin
|
21c037a877
|
FIX: fix list closed orders api limit
|
2023-12-04 20:01:54 +08:00 |
|
chiahung.lin
|
800148b271
|
remain only template part
|
2023-11-23 16:45:28 +08:00 |
|
kbearXD
|
9722c3eb49
|
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders
FEATURE: use new max v3 api to query closed orders by timestamp
|
2023-11-23 12:46:30 +08:00 |
|
Edwin
|
87d763598f
|
pkg/exchange: use backoff retry
|
2023-11-21 18:01:21 +08:00 |
|
Edwin
|
51718b6eb2
|
pkg/exchnage: add log rate limiter to stream event
|
2023-11-21 18:01:18 +08:00 |
|
chiahung
|
7cb8da08cd
|
use asc as order by to query closed orders
|
2023-11-21 17:14:33 +08:00 |
|
c9s
|
c360c6045c
|
bbgo: call retry.QueryAccountUntilSuccessful in the startup time
|
2023-11-20 16:20:39 +08:00 |
|
chiahung.lin
|
ce76ad3c03
|
use OrderByType
|
2023-11-20 15:32:04 +08:00 |
|
c9s
|
5795a71111
|
binance,max: store original order status into the order struct
|
2023-11-17 17:14:52 +08:00 |
|
c9s
|
3cfc810f8d
|
max: group the request building statement
|
2023-11-17 16:57:47 +08:00 |
|
c9s
|
f223703247
|
max: force type check on max.Exchange
|
2023-11-17 16:57:47 +08:00 |
|
chiahung.lin
|
592cdede66
|
FEATURE: use new max v3 api to query closed orders by timestamp
|
2023-11-17 16:21:20 +08:00 |
|
Edwin
|
4f224c1c2a
|
*: fix comments
|
2023-11-17 12:24:04 +08:00 |
|
Edwin
|
5eb1ddb49a
|
pkg/exchange: fix out-of-index
|
2023-11-16 13:33:42 +08:00 |
|
Edwin
|
93f8b79b69
|
pkg/exchange: use GTC if time-in-force empty
|
2023-11-16 13:33:17 +08:00 |
|
Edwin
|
6d39c9a5d1
|
pkg/exchange: use the now - 90 days instead of return err if since is 90 days earlier
|
2023-11-15 22:22:55 +08:00 |
|
Edwin
|
687ffe985c
|
pkg/exchange: use time.Time instead of int64 to represent time
|
2023-11-15 22:20:26 +08:00 |
|
Edwin
|
cf527a6f05
|
pkg/exchange: make the CTime and UTime to qualified name
|
2023-11-15 17:16:07 +08:00 |
|
Edwin
|
4f94f7acc0
|
pkg/exchange: implement order trade user stream
|
2023-11-15 17:16:05 +08:00 |
|
bailantaotao
|
580c6d2030
|
Merge pull request #1417 from c9s/edwin/skip-ping-pong-event
REFACTOR: [stream] skip pong event on emitting raw message
|
2023-11-14 20:49:13 +08:00 |
|
bailantaotao
|
43c50b46a6
|
Merge pull request #1415 from c9s/edwin/bitget/use-v2-tickers
FEATURE: [bitget] use v2 tickers
|
2023-11-14 20:48:52 +08:00 |
|
Edwin
|
562f85af75
|
pkg/exchange: rename v2Client -> v2client
|
2023-11-14 20:42:11 +08:00 |
|
Edwin
|
5808e0184b
|
pkg/types: skip pong event on emitting raw message
|
2023-11-14 20:41:07 +08:00 |
|
bailantaotao
|
8ca8e4c946
|
Merge pull request #1416 from c9s/edwin/bitget/add-restful-api-validator
FEATURE: [bitget] add response validator
|
2023-11-14 20:38:15 +08:00 |
|
Edwin
|
53bce6d5c1
|
pkg/exchange: use v2 query ticker
|
2023-11-14 15:40:45 +08:00 |
|
Edwin
|
737f2fc86d
|
pkg/exchange: add response validator
|
2023-11-14 15:26:07 +08:00 |
|
Edwin
|
5e5b8e1388
|
pkg/exchange: use v2 symbols
|
2023-11-14 14:35:16 +08:00 |
|
Edwin
|
eb04eaeea4
|
pkg/exchange: types.kline end time should -1 time.Millisecond
|
2023-11-14 14:21:31 +08:00 |
|
Edwin
|
755ea5e427
|
pkg/exchange: implement query kline api
|
2023-11-14 14:21:29 +08:00 |
|
bailantaotao
|
784030821e
|
Merge pull request #1406 from c9s/edwin/bitget/add-balance-event
FEATURE: [bitget]add balance event
|
2023-11-14 11:12:41 +08:00 |
|
bailantaotao
|
594ad89c67
|
Merge pull request #1409 from c9s/edwin/bybit/pint-log
CHORE: [bybit] print fee rate log
|
2023-11-13 12:28:55 +08:00 |
|
Edwin
|
ef280077cd
|
pkg/exchange: print fee rate log
|
2023-11-13 11:53:41 +08:00 |
|
c9s
|
38507f4dd1
|
bitget: add channel api code
|
2023-11-11 07:59:44 +08:00 |
|
Edwin
|
f49b14ac45
|
pkg/exchange: add balance event
|
2023-11-10 22:35:39 +08:00 |
|
Edwin
|
6c96d12d99
|
pkg/exchange: add login method
|
2023-11-10 21:56:18 +08:00 |
|
Edwin
|
639947c8b7
|
pkg/exchange: support cancel order
|
2023-11-10 16:41:42 +08:00 |
|
Edwin
|
a26b158230
|
pkg/exchange: support query trades
|
2023-11-10 16:31:15 +08:00 |
|
bailantaotao
|
58a810ecc9
|
Merge pull request #1399 from c9s/edwin/bitget/submit-orders
FEATURE: [bitget] support submit order
|
2023-11-10 16:02:59 +08:00 |
|
Edwin
|
cb5e305fed
|
pkg/exchange: support submit order
|
2023-11-10 15:47:44 +08:00 |
|
c9s
|
610de4c10c
|
Merge pull request #1403 from c9s/edwin/upgrade-requestgen
|
2023-11-09 11:11:34 +08:00 |
|
Edwin
|
3978fca27d
|
pkg/exchange: support query closed orders
|
2023-11-09 09:26:59 +08:00 |
|
bailantaotao
|
e70c04cb65
|
Merge pull request #1392 from c9s/edwin/bitget/QueryOpenOrders
FEATURE: [bitget] add query open orders
|
2023-11-09 09:11:32 +08:00 |
|
Edwin
|
2c072281d7
|
pkg/exchange: add assertion for api response
|
2023-11-08 22:43:01 +08:00 |
|
Edwin
|
2d650cd1d9
|
pkg/exchange: add defensive program to ensure the order length is expected
|
2023-11-08 22:08:21 +08:00 |
|
Edwin
|
b41f4712d7
|
pkg/exchange: add fee recover
|
2023-11-07 17:17:38 +08:00 |
|
Edwin
|
2049e71cf6
|
pkg/exchange: rm the retry
|
2023-11-07 14:53:00 +08:00 |
|
Edwin
|
f595cc9cc0
|
pkg/exchange: add query open orders
|
2023-11-06 23:40:22 +08:00 |
|
Edwin
|
82ac8f184f
|
pkg/exchange: to periodically fetch the fee rate
|
2023-11-06 22:17:29 +08:00 |
|
bailantaotao
|
d758efc9ff
|
Merge pull request #1380 from bailantaotao/edwin/bitget/add-kline
FEATURE: [bitget] support kline subscription on stream
|
2023-11-01 19:32:14 +08:00 |
|
Edwin
|
00d4805321
|
pkg/exchange: add query tickers api
|
2023-11-01 16:14:21 +08:00 |
|
Edwin
|
2cea089404
|
pkg/exchange: add rate limiter for query ticker, account
|
2023-11-01 13:20:46 +08:00 |
|
Edwin
|
102b662f7c
|
pkg/exchange: support kline subscription on stream
|
2023-11-01 11:56:58 +08:00 |
|
Edwin
|
4bc177f21b
|
pkg/exchange: refactor get symbol api
|
2023-10-31 14:48:40 +08:00 |
|
chiahung
|
d33240ec83
|
rename and simplify import
|
2023-10-30 17:17:36 +08:00 |
|
chiahung
|
671772a767
|
FIX: retry to get open orders only for 5 times and do not sync orders updated in 3 min
|
2023-10-30 16:28:34 +08:00 |
|
c9s
|
dcd837f0f9
|
Merge pull request #1372 from bailantaotao/edwin/fix-precision
FIX: [bybit][kucoin] fix negative volume, price precision
|
2023-10-28 08:09:51 +08:00 |
|
Edwin
|
39c3d23da3
|
pkg/exchange: support ping/pong
|
2023-10-27 16:45:41 +08:00 |
|
Edwin
|
d07b766939
|
pkg/exchange: Use the same conn to avoid concurrent write issues.
|
2023-10-27 16:03:03 +08:00 |
|
Edwin
|
ba7e26c800
|
pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem
|
2023-10-27 15:28:35 +08:00 |
|
Edwin
|
2a85bbebf0
|
pkg/exchange: fix precision
|
2023-10-27 12:52:36 +08:00 |
|
Edwin
|
55d444d86a
|
pkg/exchange: add jumpIfEmpty opts to closed order batch query
|
2023-10-26 09:31:25 +08:00 |
|
Edwin
|
881db49b70
|
pkg/exchange: rename tradeRateLimiter to queryOrderTradeRateLimiter
|
2023-10-25 21:36:26 +08:00 |
|
Edwin
|
c611cfe73b
|
pkg/exchange: add a jumpIfEmpty to batch trade option
|
2023-10-25 21:30:54 +08:00 |
|
Edwin
|
a18b1be44e
|
pkg/exchange: support market trade stream on bitget
|
2023-10-20 16:42:09 +08:00 |
|
bailantaotao
|
f8c47f72bf
|
Merge pull request #1344 from bailantaotao/edwin/bitget/public-stream-book
FEATURE: [bitget] support book stream on bitget
|
2023-10-20 14:22:42 +08:00 |
|
c9s
|
eb404a5f9b
|
Merge pull request #1280 from c9s/feature/bitget
FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
|
2023-10-20 13:36:07 +08:00 |
|
Edwin
|
51d86ca059
|
pkg/exchange, types: support book stream on bitget
|
2023-10-19 15:40:32 +08:00 |
|
gx578007
|
10daeab1cb
|
FIX: [max] remove outdated margin fields
|
2023-10-17 16:11:34 +08:00 |
|
bailantaotao
|
fb110a1d5b
|
Merge pull request #1339 from bailantaotao/edwin/support-200-depth
FEATURE: [BYBIT] support order book depth 200 on bybit
|
2023-10-12 21:16:56 -05:00 |
|
c9s
|
20df2ef3c8
|
Merge pull request #1335 from c9s/c9s/feature/private-channels
FEATURE: add custom private channel support to max
|
2023-10-12 17:20:06 +08:00 |
|
Edwin
|
ef582f6e52
|
pkg/exchange: support order book depth 200 on bybit
|
2023-10-12 11:11:26 +08:00 |
|
c9s
|
a13c65ef1d
|
Merge pull request #1332 from MengShue/add_supported_interval
FEATURE: add supported interval for okex
|
2023-10-05 21:47:51 +08:00 |
|
c9s
|
e01d89d619
|
Merge pull request #1232 from zenixls2/feature/forceOrder
feature: add forceOrder api for binance to show liquid info
|
2023-10-05 21:46:49 +08:00 |
|
zenix
|
590e1648eb
|
fix: use MillisecondTimestamp instead
|
2023-10-05 16:16:27 +09:00 |
|
c9s
|
78ea940569
|
max: support private channel setter
|
2023-10-04 18:02:18 +08:00 |
|
Alan.sung
|
2309bbdee8
|
print local interval in error message
|
2023-10-04 16:24:32 +08:00 |
|
c9s
|
42d2ffd502
|
Merge pull request #1334 from c9s/c9s/max-http-transport
CHORE: [maxapi] change default http transport settings
|
2023-10-04 15:28:18 +08:00 |
|
c9s
|
4700e754a8
|
maxapi: change default http transport settings
|
2023-10-04 15:17:22 +08:00 |
|
Alan.sung
|
3b793b79b6
|
turn ToGlobalInterval to ToLocalInterval, use Map to turn to local interval
|
2023-10-04 14:23:13 +08:00 |
|
Alan.sung
|
0b5ce231ff
|
fix lint and rename i with in
|
2023-10-04 12:39:30 +08:00 |
|
Alan.sung
|
a83335817e
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use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc] and add unit test
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2023-10-04 12:39:30 +08:00 |
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Alan.sung
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d200232c13
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add supported interval for okex
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2023-10-04 12:38:59 +08:00 |
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c9s
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32b8ca9a41
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Merge pull request #1312 from MengShue/add_two_new_receiver_for_okex
FEATURE: add QueryClosedOrders() and QueryTrades() for okex
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2023-10-04 12:14:32 +08:00 |
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Alan.sung
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b1c6e01e45
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use types.StrInt64 for billID and add more comment for QueryTrades() and comment out personal unit test
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2023-10-03 15:14:49 +08:00 |
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Alan.sung
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cc55d67eeb
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use default limit if not pass AND add more unit test
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2023-10-03 12:29:30 +08:00 |
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Alan.sung
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648b82ead3
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use NewGetTransactionHistoryRequest for QueryTrades and use billID for pagination
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2023-10-02 18:47:05 +08:00 |
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Alan.sung
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6fd86fefda
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add unit test for QueryTrade()
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2023-10-02 10:49:33 +08:00 |
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c9s
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2058ce808b
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Merge pull request #1325 from zenixls2/fix/listenkeyexpired
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2023-09-27 22:46:44 +08:00 |
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bailantaotao
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d37682e22c
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Merge pull request #1326 from bailantaotao/ediwn/fix-bybit-query-trades
FIX: [bybit] fix bybit query trades
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2023-09-27 15:28:34 +08:00 |
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Edwin
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add1c73656
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pkg/exchange: support pagination
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2023-09-27 14:56:46 +08:00 |
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zenix
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08dad1c497
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fix: replace json.Number with MillisecondTimestamp in types
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2023-09-27 15:52:02 +09:00 |
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Edwin
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9a05357350
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pkg/exchange: remove the limitation of query range due to bybit support the query
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2023-09-27 14:44:11 +08:00 |
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Alan.sung
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3b63858d23
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handle pagenation for QueryTrade
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2023-09-27 11:06:41 +08:00 |
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zenix
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2e4336a604
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fix: listenKeyExpired event sends string timestamp
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2023-09-26 18:41:15 +09:00 |
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