152 Commits

Author	SHA1	Message	Date
ycdesu	83ae943a4f	ftx: calculate commission	2021-03-18 23:58:28 +08:00
c9s	4d3b1ec938	fix QueryWithdrawHistory and QueryDepositHistory	2021-03-14 11:18:22 +08:00
c9s	3f0290479b	binance: update withdraw and deposit types	2021-03-14 11:18:22 +08:00
c9s	3e616c5fac	convert and parse binance margin account structure	2021-02-28 15:06:20 +08:00
c9s	32c2780b16	convert binance margin account data into the global structure	2021-02-28 15:06:20 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	0ba595bd55	Fix trade sync for self trades ... MAX uses one single trade for presenting self trade. BINANCE uses two trade records for presenting self trade. the trade creation time are the same.	2021-02-18 17:37:49 +08:00
c9s	c3dbb1b204	avoid using last trade id for syncing data	2021-02-18 16:40:47 +08:00
c9s	29bbd03836	add binance single ticker query method and fix quantity formating	2021-02-18 16:17:40 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
ycchen	7a67083fbe	Address review feedbacks	2021-02-07 22:58:30 +01:00
ycchen	5fed7b81de	QueryTicker	2021-02-06 18:35:23 +01:00
ycchen	fa20df487e	feat: ticker api for types.Exchange	2021-02-06 14:05:26 +01:00
c9s	0e99d9bdcb	move time.Sleep to batch processor to avoid rate limit	2021-01-20 02:32:55 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	7520430b52	support margin api for query trades	2021-01-20 01:27:27 +08:00
c9s	1d8b7dc657	handle trade and order margin field	2021-01-20 01:24:29 +08:00
c9s	2c1c9a046b	tmp	2021-01-19 23:31:04 +08:00
c9s	677f4b93e6	add margin mode support to QueryOpenOrders	2021-01-19 23:31:04 +08:00
c9s	ad4226f35b	support margin order creation	2021-01-19 23:31:04 +08:00
c9s	3eda64641e	use exchange's margin option	2021-01-19 23:31:04 +08:00
c9s	7235100140	integrate submitMarginOrder api	2021-01-19 23:31:04 +08:00
c9s	5cab37488b	move MarginSettings struct to a file	2021-01-19 23:31:04 +08:00
c9s	48083151aa	turning margin mode	2021-01-19 23:31:04 +08:00
c9s	c3db6db590	add margin option	2021-01-19 23:31:04 +08:00
c9s	50cd6f7d68	change go-binance to github.com/adshao/go-binance/v2	2021-01-11 13:36:49 +08:00
c9s	70479bfd16	binance: assign Isolated field	2020-12-29 17:26:22 +08:00
c9s	4f399ebb9f	fix stop price formating	2020-12-03 09:25:47 +08:00
c9s	edb22383c7	fix ToGlobalOrder call	2020-12-02 22:44:57 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	b13a2deec5	emit klines and setup account balances	2020-11-07 03:18:05 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	a4555a2b7b	implement QueryClosedOrders	2020-11-05 11:14:14 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	145264aae4	cancel orders and re-submit maker orders	2020-10-26 00:26:17 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	2020-10-25 19:22:22 +08:00
c9s	fa30f6b52a	Support binance order update execution type convertion	2020-10-25 19:22:22 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	73e17730d7	move account type into types package	2020-10-18 11:30:37 +08:00
c9s	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00
c9s	c58375f57e	max: extend max exchange market information	2020-10-14 10:53:18 +08:00
c9s	88461396f1	rearrange market config fields	2020-10-14 10:39:14 +08:00
c9s	2b41f76082	add maxPrice, minPrice and tickSize config	2020-10-14 10:34:33 +08:00
c9s	64c2170cd5	implement QueryMarkets on binance	2020-10-14 10:16:59 +08:00
c9s	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	4ce716d6ad	binance: make asset parameter optional	2020-10-12 17:15:33 +08:00
c9s	ea7b501c26	add transfer history command for calculating baseline and show transfer records	2020-10-11 20:08:54 +08:00
c9s	2d246c3f71	move deposit type to global type and add max deposit history support	2020-10-11 17:35:59 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00