c9s
98a696a7d0
all: calculate MarginTolerance
2022-04-23 12:51:07 +08:00
c9s
76733898db
binance: add QueryMarginAssetMaxBorrowable api
2022-04-23 12:51:07 +08:00
c9s
37b5d80f6f
add margin repay and borrow api
2022-04-23 12:51:07 +08:00
c9s
c2d1ef0fc8
add margin borrow endpoint
2022-04-23 12:51:07 +08:00
c9s
a8fdd8006c
binance: add transferCrossMarginAccount method
2022-04-23 12:51:07 +08:00
c9s
ecc19e1efd
binance: assign more margin fields to account
2022-04-23 12:51:07 +08:00
c9s
cf2e8c9f0a
all: extend balance field for margin
2022-04-23 12:51:07 +08:00
c9s
fbe1906e70
binance: add more fields to the balance struct
2022-04-23 12:51:07 +08:00
c9s
304cc89f68
binance: always sort trades back
2022-04-23 12:51:07 +08:00
c9s
897dc55dcf
binance: fix margin balance convert
2022-04-13 15:38:13 +08:00
c9s
680261527c
binance: fix closed order query
2022-04-11 15:39:03 +08:00
austin362667
3f3fb1fe35
binance: fix futures limit maker order type
2022-03-28 21:12:45 +08:00
Yo-An Lin
ae4a3d81fb
Merge pull request #489 from zenixls2/feature/market_trade
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feature: add market trade subscription in binance
2022-03-22 20:18:39 +08:00
zenix
abbe04fae9
fix: parse market trade as taker trade
2022-03-22 11:02:14 +09:00
austin362667
eca112e201
binance: add submit futures order ReduceOnly
2022-03-21 17:56:11 +08:00
zenix
efec21ca4b
feature: add market trade subscription in binance
2022-03-18 18:30:39 +09:00
zenix
84dbae1592
add readme content about testnet, fix code syntax
2022-03-18 14:17:06 +09:00
zenix
36a746d415
add binance paper trade endpoint
2022-03-18 14:04:56 +09:00
Yo-An Lin
bfdf4c245f
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange
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feature: add multiple exchange support in backtest
2022-03-07 14:28:20 +08:00
zenix
39572c5fe0
fix: remove maker/buyer/taker/sellerCommission
2022-03-07 14:32:00 +09:00
c9s
af2070b908
binance: add updated time field
2022-03-06 18:32:33 +08:00
c9s
0c09e6b32a
use global timeInForce type
2022-02-18 13:52:13 +08:00
zenix
b8bf2af14d
fixedpoint for exchange and indicators, some fixes in types
2022-02-15 12:01:38 +09:00
ankion
98b4495d1f
Fix: precision of futures trade data is incorrect.
2022-02-14 10:32:13 +08:00
c9s
a2a7ef4f7a
exchange: implement ExchangeOrderQueryService on max and binance
2022-02-10 17:48:53 +08:00
Yo-An Lin
d79cce30e3
Merge pull request #443 from austin362667/refactor/futures-account
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binance: add futures broker
2022-01-26 14:11:48 +08:00
c9s
e8fd1486b1
binance: fix binance closed order sync
2022-01-23 16:19:13 +08:00
austin362667
5a4adf4d72
binance: add futures broker
2022-01-23 15:26:15 +08:00
austin362667
0ab94e0884
binance: fix err handler
2022-01-15 08:28:02 +08:00
austin362667
734221028b
binance: fix parse type
2022-01-15 08:28:02 +08:00
austin362667
9a1d2cba31
binance: add account info in query account
2022-01-15 08:28:02 +08:00
austin362667
32c2f128f5
binance: add TradeFutures
2022-01-15 08:28:02 +08:00
austin362667
8130ef78c1
binance: refactor margin related conversions
2022-01-15 08:28:02 +08:00
austin362667
5404bfe7f8
binance: fix futures symbol not found from syncSession
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binance: fix query trades, closed orders futures symbol not found
binance: fix futures symbol not found
2022-01-15 08:28:02 +08:00
austin362667
0f0539fe70
binance: add futures exchange queries
2022-01-15 08:28:02 +08:00
austin362667
6071c07073
binance: add futures conversion
2022-01-15 08:28:02 +08:00
c9s
140e5638b8
binance: apply order cancel rate limiter
2022-01-15 00:52:54 +08:00
c9s
ec72a922c8
all: add subscribe depth options
2022-01-12 22:27:42 +08:00
c9s
f9e72dc79f
binance: subscribe binance depth10@100ms
2022-01-12 22:17:07 +08:00
c9s
1a61935850
add depth buffer logs
2022-01-12 21:55:26 +08:00
Yo-An Lin
30c1dd3e3d
Merge pull request #424 from tony1223/bug/binance-add-ratelimiter
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fix: [binance] add order rate limiter
2022-01-12 12:53:51 +08:00
c9s
b302adcc7e
types: add and use OrderError
2022-01-11 18:00:07 +08:00
c9s
857db529af
binance: show order info in the error
2022-01-11 17:05:36 +08:00
c9s
b56c800e12
binance: add order status to the error message
2022-01-11 16:47:55 +08:00
c9s
97422f26e7
binance: should return error when order does not contain orderID or clientOrderID
2022-01-11 16:38:02 +08:00
c9s
96ffab9cd8
binance: add details to order cancel error
2022-01-11 16:35:49 +08:00
c9s
4a8751e486
binance: fix listen key keep alive worker call
2022-01-11 14:16:35 +08:00
c9s
eefee46e9b
binance: invert if
2022-01-11 13:38:03 +08:00
c9s
cf07ca7aa0
binance: adjust listen key update interval to longer period
2022-01-11 13:37:02 +08:00
c9s
71a0604e72
use fixedpoint to parse payload directly
2022-01-11 01:41:33 +08:00
c9s
e5b4af53e6
all: clean up SubmitOrder fields
2022-01-11 01:36:19 +08:00
c9s
4b0e721580
binance: change binance debug client env var name to debug-binance-client
2022-01-10 16:37:41 +08:00
TonyQ
25801f9f63
add ratelmiter
2022-01-10 16:33:19 +08:00
c9s
6c3ee314d9
binance: fix order cancel client order id usage
2022-01-10 13:29:27 +08:00
c9s
cc0e5f71b0
clean up binance stream
2022-01-02 12:02:36 +08:00
c9s
85c14e5966
binance: fix parser tests
2022-01-02 02:44:47 +08:00
c9s
dcea623264
binance: change listen key update interval to 10 minutes
2022-01-02 02:41:58 +08:00
c9s
9d382a6b8c
binance: use sync.Once to protect the set server time calls
2022-01-02 02:14:04 +08:00
c9s
f4bfd8cc6b
all: move Reconnector to standard stream
2022-01-02 02:08:34 +08:00
c9s
6f6dac611e
refactor websocket stream into standard websocket stream
2022-01-02 01:54:47 +08:00
austin362667
9483a0d10d
binance: modify methods for registering callbacks
2021-12-31 00:11:47 +08:00
austin362667
65d37c1983
binance: add futures stream
2021-12-31 00:08:27 +08:00
austin362667
5cc768031e
binance: add FuturesPosition conversion
2021-12-31 00:08:27 +08:00
c9s
3c2704c4ae
add binance.us support
2021-12-30 23:46:43 +08:00
c9s
cfc66dc13e
bbgo: add session connection notification
2021-12-30 17:18:04 +08:00
c9s
8995ce2824
binance: adjust timeout
2021-12-30 16:51:30 +08:00
c9s
890fb5327a
rename StreamRequest to WebSocketCommand
2021-12-30 16:49:07 +08:00
c9s
35e0b1d146
binance: fix binance stream graceful shutdown
2021-12-30 16:47:39 +08:00
c9s
ff87fb007e
binance: pull out dispatchEvent
2021-12-30 16:30:02 +08:00
c9s
bae7df806f
binance: pull out getEndpointUrl
2021-12-30 16:22:29 +08:00
c9s
d72d57526c
binance: add DEBUG_BINANCE_STREAM env var
2021-12-30 16:20:32 +08:00
c9s
a2931da92c
move math rand
2021-12-30 16:18:32 +08:00
c9s
e73866a232
tmp
2021-12-30 16:17:26 +08:00
c9s
3b9a191c95
binance: refactor binance stream handlers
2021-12-30 14:02:36 +08:00
c9s
8f97ee7787
binance: add isolated margin flag
2021-12-29 17:36:08 +08:00
c9s
2ef4d713f8
binance: fix margin order cancel
2021-12-29 17:35:27 +08:00
c9s
1a820936c4
binance: change log level from info to debug
2021-12-29 17:30:04 +08:00
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
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
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binance: add futures related conversion
2021-12-25 23:17:27 +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
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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
168e6306e7
binance: remove verbose log
2021-12-23 22:29:14 +08:00
c9s
562c287a4e
all: move publicOnly to StandardStream
2021-12-23 17:49:18 +08:00
c9s
cfd68fdd1d
all: change trade id to uint64
2021-12-23 17:49:18 +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
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binance
2021-12-22 21:01:11 +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
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
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