147 Commits

Author	SHA1	Message	Date
c9s	ec6c10a96a	binance: adjust read timeout and increase read buffer size	2021-06-09 01:36:06 +08:00
c9s	f487b53d9e	binance: fix client order id checking	2021-06-07 01:07:00 +08:00
c9s	5fd0ab4cd3	skip client order id when no client order is given	2021-06-07 01:03:21 +08:00
c9s	b9584117d6	add QueryLastFundingRate api to binance exchange	2021-06-01 03:15:19 +08:00
c9s	b5c4fc3e4e	fix kline record insert fields	2021-06-01 01:39:23 +08:00
c9s	bf73def701	binance: embed fixedpoint.Value into binance Balance struct	2021-06-01 01:39:22 +08:00
c9s	e3473572e9	types: add TakerBuyBaseAssetVolume and TakerBuyQuoteAssetVolume fields to kline	2021-06-01 01:39:22 +08:00
c9s	2925a77815	binance: use fixedpoint.Value for parsing floating number string	2021-06-01 01:39:22 +08:00
c9s	7ff4051c61	binance: fix websocket handshake	2021-05-30 18:20:14 +08:00
c9s	0b935eff4f	fix connection lock call	2021-05-30 18:14:22 +08:00
c9s	d112dbb1a4	binance: check connCancel only when new context is allocated	2021-05-30 15:53:01 +08:00
c9s	f9d4068145	binance: pull out listen key from stream and reduce critical section	2021-05-30 15:51:25 +08:00
c9s	1a05f6fbd4	okex: pull read timeout and adjust to 30 seconds	2021-05-30 00:32:06 +08:00
c9s	d962dbe542	adjust read timeout	2021-05-29 20:40:47 +08:00
c9s	e11553139e	binance: make convert functions private	2021-05-29 00:26:39 +08:00
c9s	f49490f986	fix websocket ping/pong issue	2021-05-28 23:34:21 +08:00
c9s	002b28f75a	okex: implement candlestick api and improve kline console format	2021-05-28 20:51:10 +08:00
c9s	6407eab9c1	okex: convert order details into trades and orders	2021-05-28 02:21:35 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	18045bb1e7	Move ReconnectC to the StandardStream	2021-05-27 14:42:14 +08:00
c9s	016c60796d	pull out BNB currency string	2021-05-27 00:05:43 +08:00
c9s	ea78c0308b	add LocalSymbol field for exchange specific symbol	2021-05-27 00:05:43 +08:00
c9s	8842208441	okex: add market ticker api support	2021-05-27 00:05:43 +08:00
c9s	967c7e9f9d	xbalance: add withdrawal options	2021-05-26 23:24:05 +08:00
zenix	698ec9911f	Fix error formating on depth load fail	2021-05-26 00:57:35 +00:00
c9s	9c331063f4	improve depth error messages	2021-05-26 01:31:58 +08:00
c9s	06e982124b	fix depth reset	2021-05-26 01:27:42 +08:00
c9s	07ded04a9b	fix depth reset	2021-05-26 01:20:24 +08:00
c9s	44ff833c91	binance: buffer depth events	2021-05-26 01:05:12 +08:00
c9s	edeaa597f1	fix loadDepthSnapshot mutex lock issue	2021-05-26 00:58:40 +08:00
c9s	47bf7a1e03	remove time sleep for depthframe	2021-05-26 00:58:40 +08:00
c9s	686dcef2c5	binance: fix depth snapshot buffering	2021-05-25 21:36:14 +08:00
c9s	d3f06bc9d7	fix binance depth stream buffering	2021-05-25 19:13:10 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	57a78777df	move Time type to types.Time	2021-05-21 00:10:53 +08:00
c9s	e95429bbc3	binance: save newer events for later usage	2021-05-19 01:02:41 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	e636a5008d	replace Exchange field type with ExchangeName	2021-05-16 17:02:23 +08:00
c9s	5c10f8a4e2	binance: call set server time service	2021-05-16 15:03:31 +08:00
Lee	d1cef15f75	Fix: Correct the Order FILLED event on binance	2021-05-13 00:41:23 +08:00
Lee	b0e71e4258	Fix: Correct the binance executionReport parser ... Let JSON parse to be explicit for prevent Unmarshal case-insensitive issue	2021-05-12 18:45:16 +08:00
c9s	fd6fe56f32	implement withdrawal request on binance	2021-05-12 02:15:22 +08:00
c9s	d85037f9ea	add binance kline query documentation	2021-05-05 16:23:46 +08:00
c9s	8fea2022e5	adjust rate limit for backtest data syncing	2021-05-02 17:46:08 +08:00
c9s	5d2296eddd	extract client order id generation	2021-04-28 19:20:55 +08:00
zenix	2bda296194	Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time	2021-04-21 19:50:33 +09:00
Wei-Ning Huang	e7961be86a	binance: set TimeInForce to GTC by default for limit orders ... Binance does not allow submitting order without TimeInForce set for certain order types. Set TimeInforce to GTC (Good-Til-Cancel) by default.	2021-04-14 09:49:03 +08:00
c9s	8122fddd02	add exchange field to binance trades and binance orders	2021-03-24 17:51:19 +08:00
c9s	a52101b163	remove bps from the fee calc	2021-03-20 22:53:14 +08:00
ycdesu	c8447663db	refactor: use fixedpoint to store fee	2021-03-19 08:49:24 +08:00