Commit Graph

385 Commits

Author SHA1 Message Date
c9s
75a2abeeab
max: reduce kline parsing cost 2024-02-06 00:36:49 +08:00
c9s
3aa6b0c13c
max: remove unused parseBookEntries function 2024-01-24 17:56:04 +08:00
c9s
6cf5300650
max: preallocate fastjson array object var memory 2024-01-24 16:58:42 +08:00
c9s
e67155d6cc
max: optimize book parsing 2024-01-24 16:58:42 +08:00
c9s
fcd367b8c2
max: pre-allocate price volume slice memory 2024-01-24 16:58:42 +08:00
c9s
e6f911380d
max: set max websocket book default level 2024-01-24 13:52:49 +08:00
c9s
c01be14c70
max: remove unused var 2024-01-11 15:20:38 +08:00
c9s
68be0badca
max: improve depth parsing speed 2024-01-11 15:20:19 +08:00
c9s
905148a34f
maxapi: use fastjson parser pool 2024-01-11 15:20:06 +08:00
chiahung.lin
bfd9c8ac64 FEATURE: run state machine
FEATURE: support recover

FEATURE: add order into orderStore and recover position

recover position/budget

FEATURE: support recover budget
2023-12-20 16:02:37 +08:00
chiahung.lin
c906d6a74d rename variable 2023-12-06 11:27:06 +08:00
chiahung.lin
d54b7365dd FEATURE: use types.OrderMap to avoid missing and duplicated orders 2023-12-05 20:10:37 +08:00
chiahung
a1d98e25c6 FEATURE: use max v3 new open orders api 2023-12-05 19:57:00 +08:00
chiahung.lin
165e788c3d fix 2023-12-05 16:59:26 +08:00
chiahung.lin
9fab37a284 use getLaunchDate 2023-12-05 15:34:31 +08:00
chiahung.lin
21c037a877 FIX: fix list closed orders api limit 2023-12-04 20:01:54 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
kbearXD
9722c3eb49
Merge pull request #1421 from c9s/feature/maxapi/get-closed-orders
FEATURE: use new max v3 api to query closed orders by timestamp
2023-11-23 12:46:30 +08:00
chiahung
7cb8da08cd use asc as order by to query closed orders 2023-11-21 17:14:33 +08:00
chiahung.lin
ce76ad3c03 use OrderByType 2023-11-20 15:32:04 +08:00
c9s
5795a71111
binance,max: store original order status into the order struct 2023-11-17 17:14:52 +08:00
c9s
3cfc810f8d
max: group the request building statement 2023-11-17 16:57:47 +08:00
c9s
f223703247
max: force type check on max.Exchange 2023-11-17 16:57:47 +08:00
chiahung.lin
592cdede66 FEATURE: use new max v3 api to query closed orders by timestamp 2023-11-17 16:21:20 +08:00
gx578007
10daeab1cb FIX: [max] remove outdated margin fields 2023-10-17 16:11:34 +08:00
c9s
78ea940569
max: support private channel setter 2023-10-04 18:02:18 +08:00
c9s
4700e754a8
maxapi: change default http transport settings 2023-10-04 15:17:22 +08:00
kbearXD
6d0c266513
Merge pull request #1302 from c9s/feature/grid2/use-quote-quantity
FEATURE: use quote quantity if there is QuoteQuantity in trade
2023-09-19 10:41:34 +08:00
c9s
542944b4cc
max: use websocket update time (TU) field 2023-09-17 18:29:14 +08:00
Edwin
e56d8d1607 pkg/exchange: emit auth in each exchange 2023-09-14 12:01:20 +09:00
chiahung
db376f8483 FEATURE: use quote quantity if there is QuoteQuantity in trade 2023-09-05 18:28:10 +08:00
bailantaotao
7461b60b6b
Merge pull request #1299 from bailantaotao/edwin/add-server-time
pkg/exchange: add time to SliceOrderBook
2023-09-05 16:36:20 +08:00
Edwin
50bfd8ee0e pkg/exchange: add time to SliceOrderBook 2023-09-01 17:54:40 +08:00
c9s
ed948b2642
max: fix QuerySpotAccount method return value 2023-08-17 17:42:54 +08:00
c9s
252f4fbccc
deposit2transfer: call QuerySpotAccount for getting the spot balance 2023-08-16 12:02:18 +08:00
c9s
4ed402b775
max: update deposit states and add more fields to deposit 2023-08-08 20:51:48 +08:00
c9s
25298720d0
max: implement TransferMarginAccountAsset on max 2023-08-08 13:16:11 +08:00
c9s
5460ebdbf4
max: add margin transfer request 2023-08-08 12:49:05 +08:00
c9s
54e0e1024c
Merge pull request #1254 from c9s/v1.50
merge back v1.50 into main
2023-07-31 20:24:00 +08:00
Edwin
f25ab567eb pkg/exhcange: return err on max queryClosedOrdersByLastOrderID 2023-07-27 18:35:58 +08:00
c9s
b02ac837ea
max: handle SelfTradeBidFeeDiscounted 2023-07-27 16:28:54 +08:00
c9s
cddb7874ce
maxapi: set user agent 2023-07-26 14:35:33 +08:00
c9s
fcca3f6432
types: add fee discounted field to the global trade struct 2023-07-25 14:57:10 +08:00
c9s
4de82ccdff
max: use types.MillisecondTimestamp for UpdateTime field 2023-07-25 13:37:31 +08:00
c9s
f5feb72355
max: add fee_discounted to Trade struct for RESTful api 2023-07-25 13:35:08 +08:00
c9s
afc5dbb951
Merge remote-tracking branch 'origin/v1.50' 2023-07-24 17:02:08 +08:00
c9s
16c62bbcba
maxapi: fix max withdrawal api 2023-07-24 15:28:11 +08:00
c9s
9c20215f41
max: use fixedpoint.Value for field parsing 2023-07-24 15:00:03 +08:00
c9s
5f2ead4ffd
maxapi: parse fd field and optimize trade snapshot parsing 2023-07-24 14:57:50 +08:00
c9s
0bb697bc1e
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file 2023-05-18 18:26:03 +08:00