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2,758 Commits 59 Branches 138 Tags 188 MiB
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Commit Graph

544 Commits

Author SHA1 Message Date
c9s
911574d8d6 kucoin: parse websocket messages 2021-12-23 02:50:56 +08:00
c9s
cec4b3dd1e add websocket message parser 2021-12-23 02:50:56 +08:00
c9s
3fb2e12c24 kucoin: add websocket types 2021-12-23 02:50:56 +08:00
c9s
1a3f9ed4b2 kucoin: use returned ping interval instead of default 2021-12-23 02:50:56 +08:00
c9s
730ce31e67 kucoin: implement NewStream 2021-12-23 02:50:56 +08:00
c9s
0a9575aaca kucoin: pull out ping worker 2021-12-23 02:50:56 +08:00
c9s
92076878cd kucoin: refactor ping worker 2021-12-23 02:50:56 +08:00
c9s
b0d4688528 kucoin: implement getEndpoint method 2021-12-23 02:50:56 +08:00
c9s
a4c9aea6c6 kucoin: refactor bullet url code 2021-12-23 02:50:56 +08:00
c9s
6cbccc9a3f kucoin: add websocket command 2021-12-23 02:50:56 +08:00
c9s
4303342841 kucoin: export ApiClient interface methods 2021-12-23 02:50:56 +08:00
c9s
c390bbc31d add generated files 2021-12-23 02:50:56 +08:00
c9s
2230b484a8 kucoin: add bullet service 2021-12-23 02:50:56 +08:00
c9s
7f92588883 kucoinapi: refactor api client 2021-12-23 02:50:56 +08:00
c9s
c8dd02335b kucoin: refactor and clean up 2021-12-23 02:50:56 +08:00
TonyQ
5645161403 exchange/okex: update QueryTickers behaviour 2021-12-23 01:29:43 +08:00
TonyQ
d7ac645253 exchange: update maskkey handling 2021-12-23 01:18:36 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and 
binance
 2021-12-22 21:01:11 +08:00
c9s
388cfe0854 kucoin: fix go 1.17 compatibility issue 2021-12-22 01:45:07 +08:00
c9s
3b5015e1ca kucoin: integrate list tickers 2021-12-22 01:34:24 +08:00
c9s
0b6e66348e kucoin: implement query tickers 2021-12-22 01:28:16 +08:00
c9s
c32f3ab2f3 add generate_symbol_map.go generator 2021-12-22 01:28:16 +08:00
c9s
fce71cb37e implement QueryAccounts and QueryMarkets 2021-12-22 01:28:16 +08:00
c9s
62fa6dd274 implement get fills request 2021-12-22 01:28:16 +08:00
c9s
bace225470 binance: fix, call set time service only when key and secret is given 2021-12-22 01:27:25 +08:00
TonyQ
740989ca64 exchange/ftx: add more guard condition 2021-12-21 20:46:40 +08:00
TonyQ
3e45035ab1 database: sqlite3 issue fix 
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
 2021-12-15 14:34:31 +08:00
TonyQ
c0b9cc0f0b exchange: make ftx kline event more reliable 2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f Merge pull request #368 from tony1223/feature/355-update-sync 
backtest : auto sync
 2021-12-15 01:39:19 +08:00
TonyQ
16933555b8 backtest : auto sync missing range 2021-12-15 01:26:05 +08:00
austin362667
ccd607ba28 binance: remove unsupported comments 2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde binance: add multierr 2021-12-15 01:01:05 +08:00
austin362667
bb592663ab binance: removed unsupport isolated futures trade 2021-12-15 01:01:05 +08:00
austin362667
a0130affe4 binance: add query orders & trades 2021-12-15 01:01:05 +08:00
TonyQ
20b03fe4a5 exchange: fix ftx for wrong last kline issue 2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8 binance: remove comments cuz not support isolated futures 2021-12-14 20:41:55 +08:00
Yo-An Lin
6c6eb252cc Merge pull request #363 from tony1223/feature/355-ftx-backtest 2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82 fix backtest (with review) 2021-12-14 16:02:54 +08:00
TonyQ
51e23b6a0c Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review 2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae account: add nav_history_details and account_service for #302 2021-12-14 08:09:18 +08:00
austin362667
d3526b2c71 binance: add SubmitFuturesOrder and related conversions 2021-12-13 23:19:14 +08:00
c9s
74811abb36 okex: rewrite okex api request with requestgen 2021-12-13 14:55:44 +08:00
c9s
e2937acb28 apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 14:55:44 +08:00
Yo-An Lin
d847d223e3 Merge pull request #356 from c9s/feature/kucoin 
refactor: apply requestgen
 2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31 Merge pull request #354 from austin362667/order-trade 
binance: parse OrderTrade event stream & add futures client connection
 2021-12-13 02:12:19 +08:00
c9s
34c2b342ba apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 02:08:18 +08:00
c9s
c28833fba0 kucoinapi: use requestgen for list orders request 2021-12-13 01:53:00 +08:00
c9s
97b63f45d5 kucoin: rename receiver to r 2021-12-13 01:14:52 +08:00
c9s
22972953d0 use requestgen to generate the accessor methods 2021-12-13 01:11:15 +08:00
austin362667
04919e0fa4 binance: add futures exchange stream connection 2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10 binance: add user stream event parser & toGlobalType converter 2021-12-12 15:39:06 +08:00
TonyQ
6915a0e573 ftx: update kline event handling for #318 2021-12-12 14:29:48 +08:00
c9s
de80a14715 kucoin: add cancel order command 2021-12-11 20:07:32 +08:00
c9s
95ecaa7a66 rename orderResponse to apiResponse 2021-12-11 20:02:35 +08:00
c9s
8a00509987 kucoin: check data pointer and return error 2021-12-11 19:44:07 +08:00
c9s
0c854a8a85 kucoin: add place order and list orders command 2021-12-11 19:40:53 +08:00
c9s
a9bc02ef3d kucoin: implement order placement and cancel api 2021-12-11 18:33:30 +08:00
c9s
4d57967664 kucoin: add orderbook api 2021-12-11 18:33:30 +08:00
c9s
18653aca7e kucoin: implement all ticker and get ticker api 2021-12-11 18:33:30 +08:00
c9s
50b79cb742 implement ListSymbols api 2021-12-11 18:33:30 +08:00
c9s
be7e9f551a add GetAccount api 2021-12-11 18:33:30 +08:00
c9s
c8ba3f7c1b kucoin: add query accounts api 2021-12-11 18:33:30 +08:00
c9s
cd69994647 kucoin: implement api client 2021-12-11 18:33:30 +08:00
Yo-An Lin
0cf72de21d Merge pull request #335 from tony1223/bug/334-ftx-ratelimit 
ftx : fix #334 rate limit
 2021-12-10 23:24:42 +08:00
TonyQ
5259bba5fe ftx : fix #334 rate limit 2021-12-10 23:08:26 +08:00
c9s
fe9b604d79 update ftx market mapping 2021-12-09 15:57:44 +08:00
c9s
ca85aa69e6 pull out global premium index type and funding rate type 2021-12-09 00:10:18 +08:00
c9s
71e043e4b2 move convertPremiumIndex to convert.go 2021-12-09 00:08:25 +08:00
c9s
fbae368e6c make getLaunchDate as a simple function 2021-12-09 00:06:46 +08:00
c9s
078c79d73f binance: refactor QueryMarkets 2021-12-09 00:05:36 +08:00
c9s
48612e2b13 reformat import lines and add fixme note 2021-12-09 00:01:33 +08:00
c9s
2223ef088c add ftx, okex to the public exchange factory for backtest 2021-12-08 23:27:01 +08:00
TonyQ
3dff1acd79 finetune ftx for #318 2021-12-08 19:36:37 +08:00
c9s
35da3ba3a0 check env vars for query related tests 2021-12-05 01:11:47 +08:00
c9s
062f9243c6 max: fix query ticker tests 2021-12-05 01:08:50 +08:00
c9s
715363298f fix query ticker tests 2021-12-05 00:58:01 +08:00
c9s
4bde40f2db override binance default http client timeout instead of zero timeout 2021-11-23 10:54:43 +08:00
Austin
c5d1a70a61 add Continuous Contract Kline/Candlestick Streams 2021-11-16 14:26:27 +08:00
Austin
a36739f119 add MarkPriceUpdateEvent 2021-11-16 01:24:36 +08:00
c9s
aceca1b49f adjust listen key keep alive to 30 min 2021-11-07 23:40:13 +08:00
c9s
a2c2646a16 binance: adjust rate limiter bucket 2021-11-05 01:25:16 +08:00
c9s
82d859a43d binance: fix binance order rate limiter 2021-11-05 01:21:58 +08:00
c9s
1a861c98a1 binance: add order rate limiter for binance 2021-11-04 12:50:32 +08:00
c9s
6cb593cd90 techsignal: use realtime funding rate 2021-10-20 14:01:19 +08:00
c9s
16fca0150d implement futures PremiumIndex support 2021-10-19 15:54:16 +08:00
c9s
1e6692ec8d rename funding rate query method name 2021-10-19 15:29:55 +08:00
c9s
e3431ef970 binance: fix binance order type for limit maker 2021-10-18 00:41:41 +08:00
c9s
4523135012 techsignal: add funding rate checker 2021-10-14 23:01:10 +08:00
c9s
7016d24fad import types.FuturesSettings into binance exchange 2021-10-07 21:29:52 +08:00
Jui-Nan Lin
feca628319 fix(ftx): array length should > 0 2021-09-03 15:38:02 +08:00
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
zebra
2e1400d594 add transfer function 2021-08-07 15:30:51 +08:00
sincoew
4f2b1d975a fix type change on max api 2021-07-15 17:51:14 +08:00
c9s
a8048703b3 max: fix order delete refurl 2021-06-27 11:33:00 +08:00
c9s
3fdcf466bf max: set reqcount for nonce by default 1 2021-06-27 11:32:54 +08:00
c9s
fd2928fc82 types: add maker/taker fee rate fields to the account struct 2021-06-16 13:04:23 +08:00
c9s
657e1dc9bf maxapi: pre-parse relative url and cache them 2021-06-16 13:04:05 +08:00
c9s
cbd0180939 maxapi: remove extra user agent header 2021-06-16 13:04:05 +08:00