c9s
6030a62cf0
change to debug level message
2021-12-29 17:28:45 +08:00
c9s
b637d46c83
adjust keep alive interval
2021-12-29 17:27:37 +08:00
c9s
eec699cbc9
binance: adjust timeout and interval
2021-12-29 15:25:59 +08:00
austin362667
d691bfa106
binance: add futures parser
2021-12-28 06:26:27 +08:00
c9s
1fa03cdfd6
xmaker: add back profit function
2021-12-27 02:59:55 +08:00
c9s
c49b9ef276
fix order status convert
2021-12-27 00:21:52 +08:00
c9s
e08b2e9a85
fix max exchange order status conversion and document the order status
2021-12-26 15:58:12 +08:00
c9s
e44390b655
kucoin: add more comment
2021-12-26 03:19:03 +08:00
c9s
9b8995acea
fix supportedIntervals map
2021-12-26 03:17:26 +08:00
c9s
8bf5c5f778
fix kline sync query
2021-12-26 03:14:19 +08:00
c9s
a5c7ffa134
kucoin: add the missing 5min kline convert
2021-12-26 03:07:49 +08:00
c9s
4c263dd205
fix batch kline sync
2021-12-26 03:04:21 +08:00
c9s
cf6da76ef0
service: add kucoin_klines to backtest insert table mapping
2021-12-26 02:40:13 +08:00
c9s
b79ab5d68d
kucoin: fix kline query param
2021-12-26 02:39:44 +08:00
c9s
1da0c8e755
kucoin: implement QueryKLines and fix interval conversion
2021-12-26 02:23:06 +08:00
c9s
e3181202db
kucoin: implement QueryTrades
2021-12-26 01:44:05 +08:00
c9s
8c03147ff4
kucoin: implement QueryClosedOrders
2021-12-26 01:34:03 +08:00
c9s
0cef2c52ef
all: improve cancel command and add uuid field to order struct
2021-12-26 01:27:22 +08:00
c9s
471d86c801
kucoin: implement order submit
2021-12-26 00:27:52 +08:00
c9s
50fac9d491
kucoin: pull out queryDepth method to exchange
2021-12-25 23:53:34 +08:00
Yo-An Lin
8aa2ae1b32
Merge pull request #397 from austin362667/refactor/futures-account
...
binance: add futures related conversion
2021-12-25 23:17:27 +08:00
c9s
5f9753b281
kucoin: convert symbol to global symbol
2021-12-25 19:35:08 +08:00
c9s
f0d4236169
all: fix and improve kucoin orderbook stream
2021-12-25 19:34:27 +08:00
c9s
3d1ca46c77
depth: remove updates assertion
2021-12-25 02:14:49 +08:00
c9s
217499528d
binance: refactor binance depthBuffer with depth query
2021-12-25 02:14:49 +08:00
c9s
7e7115b18f
replace binance.depthFrame with the extracted depth.Buffer
2021-12-25 02:14:49 +08:00
austin362667
ba972e4058
binance: add futures related conversion
...
binance: remove comments
2021-12-24 01:38:10 +08:00
c9s
c4838f5631
binance: fix depth event conversion
2021-12-23 23:55:13 +08:00
c9s
fdc5d6a54e
binance: use types.PriceVolumeSlice for depth entry
2021-12-23 23:55:02 +08:00
c9s
dae104cf9f
binance: optimize depth parsing
2021-12-23 23:54:43 +08:00
c9s
2adce6dd00
binance: return the pre-allocated err object when parsing
2021-12-23 23:54:26 +08:00
c9s
d01b9968a6
okex: format comment
2021-12-23 23:40:49 +08:00
c9s
40c4dcf2a0
okex: remove event logging
2021-12-23 23:40:10 +08:00
c9s
168e6306e7
binance: remove verbose log
2021-12-23 22:29:14 +08:00
c9s
ed6f400161
implement UnixMilli in the util package
2021-12-23 22:20:47 +08:00
c9s
d433c7f5b1
kucoin: replace UnixMilli
2021-12-23 21:09:40 +08:00
c9s
e76dd1cbc4
kucoin: fix kline parsing and subscription
2021-12-23 17:49:18 +08:00
c9s
562c287a4e
all: move publicOnly to StandardStream
2021-12-23 17:49:18 +08:00
c9s
8e834ce8fe
kucoin: convert websocket trade and order
2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d
all: change trade id to uint64
2021-12-23 17:49:18 +08:00
c9s
74b09551b5
kucoin: record kucoin json as files
2021-12-23 17:49:18 +08:00
c9s
838bc69f65
kucoin: reformat testdata json
2021-12-23 17:49:18 +08:00
c9s
6330a1845d
kucoin: connecting stream callbacks
2021-12-23 17:49:18 +08:00
c9s
449434da4c
kucoin: generate callback methods
2021-12-23 17:49:18 +08:00
TonyQ
75633dbf09
exchange/okex : implement bookticker for okex , #388
2021-12-23 12:42:13 +08:00
Yo-An Lin
98de0862a4
Merge pull request #395 from tony1223/bug/okex-maskkey
...
exchange/okex: update QueryTickers behaviour
2021-12-23 02:51:54 +08:00
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
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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
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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
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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