1003 Commits

Author	SHA1	Message	Date
c9s	c4c8bca72f	binance: re-implement deposit history query	2022-06-08 15:49:44 +08:00
c9s	d7f9742360	binance: revert the start time filtering	2022-06-07 00:50:07 +08:00
c9s	53e74b6262	fix timezone issue for sqlite and mysql	2022-06-07 00:48:13 +08:00
c9s	a6d18a87f5	fix: batch query exit issue ... - remove errC case (this channel is closed earlier) - add empty data range test case for finding missing time range	2022-06-06 13:25:11 +08:00
ankion	d90cf43d5a	fix futures QuoteQuantity incorrect.	2022-06-05 16:33:08 +08:00
c9s	9083881442	refactor exchange factory and solve the incorrect pkg import dependency from ftx	2022-06-04 11:47:55 +08:00
c9s	6ceb54679a	add websocket log prefix	2022-06-04 00:39:24 +08:00
c9s	3428aeba03	apply default exchange fee rate ... fixes #566	2022-06-03 03:24:34 +08:00
c9s	75bd5ffe32	ftx: fix kline time range check	2022-06-03 02:05:06 +08:00
c9s	b1419a6f8b	ftx: add balance poller	2022-06-02 22:01:03 +08:00
c9s	3eb3a1f367	fix: ftx: add limit to ftx kline query	2022-06-02 21:51:22 +08:00
c9s	824951c3d5	batch: add remote query profiler	2022-06-02 16:52:34 +08:00
c9s	02a8bf4c8c	remove general rate limiter from batch query since it's already handled in the exchange	2022-06-02 16:52:33 +08:00
c9s	a878f35ca1	improve and fix kline sync	2022-06-02 16:52:33 +08:00
zenix	5faab1d55c	fix: change from local timezone to UTC when do syncing	2022-06-02 17:12:17 +09:00
c9s	5d98674ab5	fix withdraw sync and improve withdraw string format	2022-06-02 13:56:24 +08:00
c9s	813166dd92	add TestWithdrawBatchQuery test	2022-06-02 13:56:24 +08:00
c9s	b36be80fd7	implement withdraw batch query	2022-06-02 13:56:23 +08:00
c9s	5527b3c48a	rename Withdrawal to Withdraw since it's a noun	2022-06-02 11:42:03 +08:00
c9s	c0f5c1963e	refactor and clean up withdraw history query method	2022-06-02 11:40:05 +08:00
c9s	e5ca6504f5	binance: add get_withdraw_history_request	2022-06-02 11:32:21 +08:00
c9s	165b4fdb20	binance: remove loop from the withdraw history api	2022-06-02 02:31:46 +08:00
c9s	8aec251a62	max: fix v3 loan/repay api path	2022-06-02 01:41:41 +08:00
c9s	ae8625da31	max: net asset should substract debt	2022-06-02 01:34:14 +08:00
c9s	92882f68f4	max: add borrow and repay todo	2022-06-02 01:28:33 +08:00
c9s	78f9c7d569	improve autoborrow checks	2022-06-02 01:27:04 +08:00
c9s	4e666dee98	max: implement margin borrow and repay service on max	2022-06-01 20:44:24 +08:00
c9s	01822eee28	max: use v3 order api to submit orders	2022-06-01 20:34:20 +08:00
c9s	50accc5a2c	max: fix QueryAccount for margin	2022-06-01 19:56:10 +08:00
c9s	5bb98734fb	batch: set jump if empty field	2022-06-01 19:40:29 +08:00
c9s	484fc62892	batch: set jump if empty field	2022-06-01 19:40:29 +08:00
c9s	5eaa4706f0	binance: set exchange field for margin records	2022-06-01 19:40:29 +08:00
c9s	bf92e28461	service: implement margin service for syncing margin related data	2022-05-31 17:43:17 +08:00
c9s	c3f2c9eb4a	batch: add margin loan/repay/interest batch query	2022-05-31 01:19:38 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
c9s	d72b56f51f	binance: refine liquidation history api	2022-05-30 18:08:54 +08:00
c9s	61a53947ee	binance: re-organize convert functions	2022-05-29 12:03:21 +08:00
c9s	11075b0d1a	cmd: add marginInterestsCmd	2022-05-29 12:01:20 +08:00
c9s	70f0dccb9f	binance: convert loans and repays to global types	2022-05-29 11:52:25 +08:00
c9s	409ad9b75c	binance: adjust margin history interface	2022-05-29 01:42:08 +08:00
c9s	f58f44ffd8	binance: refactor query methods	2022-05-29 01:21:43 +08:00
c9s	4c30fce917	binance: add GetMarginInterestHistoryRequest api	2022-05-29 01:13:33 +08:00
c9s	e72f8bcd15	binance: fix and rename margin liquidation history request	2022-05-29 00:57:46 +08:00
c9s	1ab10eb574	binance: fix and add loan/repay history test	2022-05-29 00:52:22 +08:00
c9s	4f0ac41850	max: generate missing files	2022-05-28 16:52:02 +08:00
c9s	fcdf0f8168	max: rename methods	2022-05-28 16:48:51 +08:00
c9s	753d7a8d5e	max: rename requests	2022-05-28 16:47:41 +08:00
c9s	cef002ccb6	move type alias	2022-05-28 16:06:16 +08:00
c9s	887fe09b44	max: add margin level info the account	2022-05-27 19:48:03 +08:00
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
c9s	d792f3b83b	max: drop unused url ref vars	2022-05-27 16:46:56 +08:00
c9s	60d65a390f	max: add margin api (liquidation history and interest history)	2022-05-27 16:40:56 +08:00
c9s	410a9610c9	max: add margin api (loan, repay, ad ratio)	2022-05-27 16:13:01 +08:00
c9s	37ef5c4b97	max: add margin api (liquidation history and interest history)	2022-05-27 15:04:47 +08:00
c9s	8721679f74	max: update market struct fields	2022-05-26 20:32:25 +08:00
c9s	d9e10b7fcd	max: integrate v3 orders api	2022-05-26 19:52:38 +08:00
c9s	6ca71cf9f1	max: simplify constructor	2022-05-26 18:49:50 +08:00
c9s	2d20083244	max: pull out http transport and register order service v3	2022-05-26 18:49:18 +08:00
c9s	c1ba270d76	max: log max.DebtEvent	2022-05-26 18:07:17 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
c9s	459d839c1a	max: parse debt	2022-05-25 20:12:16 +08:00
c9s	2ffbb2ed82	max: add ad_ratio_update type	2022-05-25 20:06:51 +08:00
c9s	a74ad31ea0	max: parse ADRatio message	2022-05-25 20:06:17 +08:00
c9s	83abf14f3b	max: add updateTime field parse	2022-05-25 19:52:29 +08:00
c9s	f65821d4fd	max: add mwallet message type to parser	2022-05-25 14:42:45 +08:00
c9s	9f0d975b57	max: add filters when margin is on	2022-05-25 14:40:43 +08:00
c9s	e5e505d65e	max: apply margin settings struct	2022-05-25 14:38:09 +08:00
c9s	eccee460ca	max: add filters field to the auth message	2022-05-25 13:51:24 +08:00
c9s	0ee23e0ce4	max: refactor order sort method into the types package	2022-05-24 18:07:34 +08:00
c9s	680231e0c5	max: drop legacy queryAllClosedOrders method	2022-05-24 18:04:33 +08:00
c9s	9d459612a4	maxapi: add wallet type validation	2022-05-24 18:00:52 +08:00
c9s	79893f4b88	define wallet type and separate wallet order api	2022-05-24 17:48:08 +08:00
c9s	c6ede883ce	add max v3 api	2022-05-24 17:40:00 +08:00
c9s	a66bae47fe	add v3 order endpoint	2022-05-23 18:34:08 +08:00
c9s	d88e41c20c	remove unused client field	2022-05-23 15:48:44 +08:00
c9s	35375c84c1	use requestgen.BaseAPIClient	2022-05-23 14:28:28 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
Zenix	356ec71570	Merge pull request #610 from zenixls2/feature/liveSLTP ... feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…	2022-05-16 20:41:15 +09:00
Yo-An Lin	f37e407f99	Merge pull request #614 from jessy1092/ftx-support-interval ... ftx: Let FTX support 4hr interval	2022-05-16 01:43:17 +08:00
Lee	8797e18959	ftx: Let FTX support 4hr interval	2022-05-16 01:23:38 +08:00
zenix	71fe6c2d26	feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message	2022-05-12 19:43:04 +09:00
zenix	c81af9ce91	fix: binance futures sync issue	2022-05-09 15:04:51 +09:00
c9s	3af08abef2	ftx: fix ftx api get markets request	2022-05-08 18:36:25 +08:00
Yo-An Lin	c3c35c2240	Merge pull request #575 from c9s/feature/binance-margin-load-api ... feature: binance: add get deposit address request	2022-05-06 11:53:50 +08:00
c9s	019e6a2a88	improve legacy state handling and move fnv	2022-05-05 14:39:29 +08:00
c9s	f65ecbdbb5	max: add net asset field to max's balance	2022-05-04 21:43:59 +08:00
c9s	c4e1cd9480	binanceapi: add GetForceLiquidationRecordRequest api	2022-05-04 16:27:28 +08:00
c9s	2008f179a2	binance: add GetDepositHistoryRequest	2022-05-04 16:27:28 +08:00
c9s	ed8ff89f34	binance: add type alias from github.com/adshao/go-binance/v2	2022-05-04 16:27:28 +08:00
c9s	434434c8d9	binanceapi: add withdraw request	2022-05-04 16:27:28 +08:00
c9s	0fd560d699	binance: add NewGetDepositAddressRequest api	2022-05-04 16:27:28 +08:00
c9s	c3c1666154	binance: add get deposit address request	2022-05-04 16:27:28 +08:00
Yo-An Lin	81ce9218b5	Merge pull request #580 from c9s/fix/okex-rate-limit ... fix: fix okex rate limit	2022-05-03 12:40:46 +08:00
c9s	eb10889d35	okex: fix okex rate limit	2022-05-03 12:11:50 +08:00
c9s	b611a42bd9	kucoin: fix kucoin rate limit	2022-05-03 12:11:02 +08:00
c9s	d742aea633	okex: fix kline query	2022-05-03 11:14:53 +08:00
Yo-An Lin	a954f0e595	use time.UTC instead of time.Local	2022-04-29 14:06:22 +08:00
c9s	1f736d1f5e	binance: update stream order fields	2022-04-27 14:43:39 +08:00
c9s	ce6fd387be	remove unused ConvertTrades	2022-04-27 14:29:58 +08:00
c9s	23dd60728e	binance: fix error check	2022-04-26 16:51:41 +08:00
c9s	6c29e10caf	binance: improve binary error check	2022-04-26 16:43:40 +08:00
c9s	cbec4ac199	binance: improve query trades conditions for start time and end time	2022-04-26 15:58:12 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	76012f0b71	max: deposit request currency field is optional	2022-04-25 16:27:07 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
c9s	a1c9bd7ec8	all: add AccountTypeIsolatedMargin	2022-04-23 12:51:07 +08:00
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	2f5f02523f	fix typpo	2022-04-23 00:10:27 +08:00
c9s	9e06053c3b	max: rewrite and rename private trade request	2022-04-21 14:56:20 +08:00
c9s	f9908f2931	rewrite private trade request	2022-04-21 14:52:44 +08:00
c9s	8e2a993370	max: improve max closed orders syncing	2022-04-21 14:11:49 +08:00
c9s	93b10f20ac	maxapi: fix fromID to uint64	2022-04-21 13:18:00 +08:00
c9s	e754b68cdf	maxapi: fix http timeout	2022-04-21 13:17:43 +08:00
c9s	0410ef1305	maxapi: refactor rewards api	2022-04-21 00:18:34 +08:00
c9s	8b9383ecfa	maxapi: refactor withdrawal request	2022-04-20 16:38:08 +08:00
c9s	72ea9f7e24	maxapi: add deposit request tests and withdrawal request tests	2022-04-20 14:01:18 +08:00
c9s	f3eafd5cd8	remove unused get trades method	2022-04-20 13:49:06 +08:00
c9s	387c0bfb8b	maxapi: rewrite vip level request	2022-04-20 13:35:17 +08:00
c9s	68abeb826b	maxapi: add account service tests	2022-04-20 13:28:39 +08:00
c9s	f9df65a2f8	maxapi: add generated files	2022-04-20 13:20:54 +08:00
c9s	ff7f1a8bc8	maxapi: always merge params into the payload for signing	2022-04-20 12:18:35 +08:00
c9s	4d8997a8d5	max: pass context background to the request	2022-04-20 12:18:35 +08:00
c9s	5cba6a6133	maxapi: use requestgen to query and submit orders	2022-04-20 12:18:35 +08:00
c9s	93b19faa3a	refactor newAuthenticatedRequest	2022-04-20 12:18:35 +08:00
c9s	bf4a0169bd	max: update client api	2022-04-20 12:18:35 +08:00
kfrico	bd4a932571	fix ftx pollKines bug	2022-04-19 21:29:45 +08:00
c9s	897dc55dcf	binance: fix margin balance convert	2022-04-13 15:38:13 +08:00
c9s	ea47e54318	kucoin: fix query parameter issues	2022-04-12 23:45:11 +08:00
c9s	6972838c34	add query attribute	2022-04-12 23:26:48 +08:00
c9s	a34dbf12e2	kucoin: fix trades sync	2022-04-12 23:25:56 +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
c9s	0511a0fde3	kucoin: convert limit maker to limit order type with postOnly	2022-03-28 17:09:00 +08:00
zenix	cb66f18b54	feature: add ftx market trade implementation	2022-03-23 19:12:49 +09:00
Yo-An Lin	ae4a3d81fb	Merge pull request #489 from zenixls2/feature/market_trade ... 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
Yo-An Lin	53b1eef4fc	kucoin: adjust rate limiter	2022-03-21 15:36:31 +08:00
c9s	6c201d1868	kucoin: adjust rate limit to req/3sec	2022-03-18 17:43:14 +08:00
c9s	9757ca290b	kucoin: add trades, orders rate limiter	2022-03-18 17:33:10 +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
c9s	d1f4c0a225	max: fix kline parse	2022-03-15 16:07:19 +08:00
Yo-An Lin	bfdf4c245f	Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange ... feature: add multiple exchange support in backtest	2022-03-07 14:28:20 +08:00
c9s	fcbdf8162a	max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT	2022-03-07 13:56:20 +08:00
zenix	39572c5fe0	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +09:00
c9s	e23232c3e7	max: fix timeInForce conversion	2022-03-06 18:37:34 +08:00
c9s	586013d9f2	max: fix order update message	2022-03-06 18:33:21 +08:00
c9s	af2070b908	binance: add updated time field	2022-03-06 18:32:33 +08:00
c9s	b8f54ed4b9	ftx: print result directly	2022-03-03 15:04:53 +08:00
c9s	86af4d2b40	ftx: rewrite order cancel handling	2022-03-03 14:52:24 +08:00
c9s	dd76cfafa4	ftx: remove legacy orderRequest from the legacy rest	2022-03-03 12:33:44 +08:00
c9s	c9f2027a38	ftx: remove the legacy orderRequest	2022-03-03 11:55:00 +08:00
c9s	5ea01c8d80	regenerate symbol map	2022-03-03 11:44:01 +08:00
c9s	eaa81f1313	ftx: remove legacy balances method	2022-03-03 11:43:15 +08:00
c9s	270ae51c9b	ftx: remove legacy PlaceOrderPayload	2022-03-03 11:42:57 +08:00
c9s	2510f14d53	ftx: remove legacy place order request method	2022-03-03 11:42:40 +08:00
c9s	5bbb796e94	ftx: clean up imports	2022-03-03 11:42:25 +08:00
c9s	37db477ece	ftx: remove legacy method CancelOrderByClientID	2022-03-03 11:42:13 +08:00
c9s	60ad6bc901	ftx: remove legacy CancelOrderByOrderID method	2022-03-03 11:41:51 +08:00
c9s	064da7f938	ftx: remove legacy open orders method	2022-03-03 11:40:23 +08:00
c9s	a47924d1c9	ftx: remove legacy order history method	2022-03-03 11:40:03 +08:00
c9s	6ae588575a	ftx: remove legacy market api method	2022-03-03 11:39:11 +08:00
c9s	2845e03100	ftx: fix ftx test cases	2022-03-03 01:47:19 +08:00
c9s	3f8f17b1de	ftx: reimplement submit order api	2022-03-03 00:30:52 +08:00
c9s	3b601d73ce	ftx: remove legacy fills requests	2022-03-03 00:30:52 +08:00
c9s	4321cab557	ftx: drop the legacy unused account request	2022-03-03 00:30:52 +08:00
c9s	688445d7e7	cmd: add get-order cmd	2022-03-03 00:30:52 +08:00
c9s	95daa004aa	ftx: implement get order status api	2022-03-03 00:30:52 +08:00
c9s	14bcc780a4	ftxapi: add cancel order by client order id	2022-03-03 00:30:52 +08:00
c9s	07dd2e8d9c	ftx: improve order cancel by client order id	2022-03-03 00:30:52 +08:00
c9s	5cfc266d7a	ftx: simplify and replace the order history query	2022-03-03 00:30:52 +08:00
c9s	5c8997e293	ftx: fix ftx order status isWorking	2022-03-03 00:30:52 +08:00
c9s	66700016e4	ftx: add toGlobalOrderNew to convert new order structure	2022-03-03 00:30:52 +08:00
c9s	e9e1127d3e	ftx: replace query markets api	2022-03-03 00:30:52 +08:00
c9s	883f0ed83a	ftxapi: replace fill implementation	2022-03-03 00:30:52 +08:00
c9s	833354e553	ftx: replace QueryTrades implementation	2022-03-03 00:30:52 +08:00
c9s	9c371425f6	ftx: replace QueryAccount implementation	2022-03-03 00:30:52 +08:00
c9s	84bc170a2e	ftxapi: use order types	2022-03-03 00:30:52 +08:00
c9s	03f0305b3d	ftxapi: add fills request	2022-03-03 00:30:52 +08:00
c9s	14a49989fe	ftxapi: define types	2022-03-03 00:30:52 +08:00
c9s	cd0ac71b99	ftxapi: separate request files	2022-03-03 00:30:52 +08:00
c9s	abc425d820	ftx: fix ftx api client	2022-03-03 00:30:52 +08:00
c9s	93992801f9	ftxapi: add order history request	2022-03-03 00:30:52 +08:00
c9s	9e350afed5	ftxapi: add get coins api	2022-03-03 00:30:52 +08:00
c9s	3601edab84	ftxapi: add get single market api	2022-03-03 00:30:52 +08:00
c9s	2a6310c5f5	ftxapi: add get markets api	2022-03-03 00:30:52 +08:00
c9s	94ee46787e	ftxapi: add generated files	2022-03-03 00:30:52 +08:00
c9s	7ed2e352d9	ftx: rewrite ftxapi	2022-03-03 00:30:52 +08:00