Releases: c9s/bbgo
Releases · c9s/bbgo
BBGO v1.60.3
- FIX: fix xmaker default price
- #1744: call b.EmitNew() when new order is added into activeorderbook
BBGO v1.60.2
- #1739: FEATURE: [dca2] set exchange fee rate for round position
- #1738: FEATURE: [okx] update symbols to latest
- #1737: FEATURE: [xmaker] implement tryArbitrage
- #1730: FEATURE: [xmaker] add market trade signal
- #1734: REFACTOR: [xmaker] refactor for supporting ioc arb [part1]
- #1736: MINOR: [session] remove environment nil validation log
- #1742: FIX: types/stream: change errorf to warnf
- #1741: FIX: upgrade github.com/c9s/requestgen to 1.4.3
- #1740: FIX: upgrade requestgen and re-generate max cancel order request files
- #1726: dep: bump morphy2k/revive-action from 2.5.9 to 2.5.10
- #1735: FIX: configure environment
- #1724: FIX: fix slice init length
- #1733: FIX: [bbgo] fix the defaults / initialize steps
- #1732: FIX: fix env name
- #1728: FIX: [core] fix memory leak
- #1731: FIX: fix json tag
BBGO v1.60.1
Fixes
- fixed xmaker bugs
- updated helm chart for sync cronjob
- fixed max deposits api
- #1727: FIX: update timeInForce for binance margin order
- #1729: FIX: [max] fix v3 deposit state conversion
- #1723: FIX: [xmaker] avoid calculate margin from 0.0 signal
- #1721: FIX: [xmaker] fix aggregatePrice method
- #1725: IMPROVE: [xmaker] improve hedge margin account leverage calculation
- #1722: FEATURE: [xmaker] add signals
- #1720: FEATURE: [xmaker] margin credit improvement
- #1718: FEATURE: [xmaker] add more config metrics
- #1719: IMPROVE: [xmaker] fix bollinger band price calculation
- #1709: IMPROVE: [xmaker] improve profit stats ticker and integrate rate limiter
- #1708: FEATURE: [xmaker] integrate circuit breaker
- #1712: FEATURE: [xmaker] add profit fixer
- #1710: IMPROVE: [xmaker] improve stability
- #1717: REFACTOR: [xmaker] refactor hedge worker and quote worker
- #1716: FIX: [xmaker] profit object can be nil
- #1707: FIX: [xmaker] position metrics missing label
- #1715: UPGRADE: [go] upgrade packages that are too old
- #1713: FEATURE: [chart] add env vars section
- #1711: FEATURE: [binance] add new margin order side effect AUTO_BORROW_REPAY
- #1705: FIX: [k8s] fix sync.enabled option
- #1704: FEATURE: [k8s] add cronjob for sync
- #1700: Fix: [autobuy] fix error when bollinger settings is not set
- #1703: FEATURE: [core] add position metrics
- #1702: IMPROVE: improve balance related metrics
- #1699: REFACTOR: [twap] upgrade twap command and add optional order update rate limiter
- #1701: RELEASE: v1.60.0
- #1714: dep: bump actions/setup-node from 2 to 4
BBGO v1.60.0
- #1683: dep: bump codecov/codecov-action from 3 to 4
- #1680: dep: bump docker/setup-buildx-action from 1 to 3
- #1684: dep: bump docker/metadata-action from 3 to 5
- #1681: dep: bump actions/checkout from 2 to 4
- #1689: FIX: fix float64 series use mean or stdev function result is zero
- #1697: FEATURE: redesign and refactor twap order executor
- #1698: FEATURE: update get trades api
- #1692: DELETE: delete python
- #1693: FIX: fix binance exchange query futures order
- #1696: FIX: [core] setting.InitializeConverter could return a nil converter object
- #1695: FIX: [max] fix GetDepositHistoryRequest
- #1694: FIX: [max] fix max withdrawal api parameters
- #1691: FEATURE: [bitget] upgrade public websocket to v2
- #1690: FEATURE: improve trade/order converter
- #1688: FEATURE: [xdepthmaker] separate hedge symbol
- #1685: IMPROVE: [xalign] improve notification
- #1679: FIX: [xalign] fix max withdraw history api query
- #1671: dep: bump morphy2k/revive-action from 2.5.4 to 2.5.9
- #1672: dep: bump docker/login-action from 1 to 3
- #1674: dep: bump docker/setup-qemu-action from 1 to 3
- #1676: dep: bump docker/build-push-action from 2 to 6
- #1677: dep: bump golangci/golangci-lint-action from 4 to 6
- #1678: FEATURE: [xalign] add withdraw detection
- #1673: dep: bump actions/setup-go from 4 to 5
- #1675: dep: bump actions/cache from 2 to 4
- #1670: CI: Create .github/dependabot.yml
- #1669: FEATURE: [max] update max api url
- #1668: REFACTOR: support custom order by column
- #1663: FIX: [rebalance] round down quantity
- #1667: FIX: [common] fix profit fixer batch query
- #1666: FEATURE: [liqmaker] add profit fixer support
- #1665: IMPROVE: improve price volume slice parsing
- #1664: FEATURE: update max api to latest version
- #1383: FEATURE: merge recover logic and run periodically
- #1656: REFACTOR: [autobuy] replace threshold with minBaseBalance
- #1644: REFACTOR: Extract and move FeeBudget from xgap
- #1662: FIX: [atrpin] fix position quantity
- #1661: IMPROVE: [batch] improve trade batch query
- #1648: FEATURE: [atrpin] take profit by expected base balance
- #1660: FIX: fix trade insertion for inserted_at field
- #1659: FEATURE: [core] add syncBufferPeriod config and set default to -30 mins
- #1657: MINOR: compile and update migration package for trades.inserted_at
- #1646: MINOR: add inserted_at column to trades
- #1655: FEATURE: [xgap] add dailyTargetVolume option
- #1645: FEATURE: [dca2] make the take-profit order of round from order to orders
- #1654: FIX: [types] improve AdjustQuantityByMinNotional
- #1653: FIX: [xgap] make sourceBook optional
- #1652: FIX: [xgap] fix empty source book pricing issue
- #1649: FEATURE: add BasicCircuitBreaker
- #1650: FIX: [okex] fix order book subscription channels
- #1651: FEATURE: [okx] add conn info event
- #1647: FIX: [retry] add initialAttempts to the order trades query backoff
- #1637: CHORE: [atrpin] add symbol and window log fields
- #1643: FIX: [binance] implement query trade for binance margin trading
- #1640: FEATURE: [dca2] change state recovery logic
- #1642: Refactor: add average depth price method
- #1641: FEATURE: [dca2] new flag UniversalCancelAllOrdersWhenClose to decide …
- #1638: FEATURE: [dca2] store price quantity pairs of the open-position order…
- #1639: REFACTOR: move maker tools
- #1625: CHORE: fix function names in comment
BBGO v1.59.2
- #1636: fix: tg order decimal
- #1633: FIX: fix strategy initialization
- #1634: FIX: [dca2] fix triggerNextState loop side effect
- #1635: FIX: [okx] update okx symbols
- #1632: FIX: disable bbgo.sync in common strategy to fix xgap
- fixed liquiditymaker book subscription
- added retry backoff to deposit2transfer
BBGO v1.59.1
BBGO v1.59.0
- #1629: REFACTOR: [dca2] refactor dca2 strategy to make it can back testing
- #1630: FIX: [liquiditymaker] fix cancel all orders
- #1628: FIX: [atrpin] sync position to redis
- #1627: FEATURE: [grid2] use feeProcessing field to make sure the trading fee…
- #1626: FEATURE: [dca2] make QueryOrderTradesUntilsuccessful take feeProcessi…
- #1618: CHORE: [atrpin] add submitting log
- #1619: chore: fix some comments
- #1620: REFACTOR: move logErr to util
- #1622: FEATURE: [dca2] emit position after recovery and refactor
- #1623: FEATURE: [liquiditymaker] limit adjustment order quantity
- #1621: FEATURE: [dca2] add position callback
- #1617: MINOR: [dca2] refactor and make open-position interval longer
- #1616: FEATURE: [dca2] recollect position before placing the take-profit order
- #1609: FEATURE: emit position when position updated and reset
- #1615: FIX: fix dca2 panic problem
- #1612: FIX: [grid2] fix issue when recovering with finalizing orders
- #1614: FEATURE: [max] add fee processing field
- #1611: FEATURE: [dca2] new flag EnableQuoteInvestmentReallocate to decide if…
- #1605: support Binance paper trading for sync sub-command
- #1606: FIX: issue #1037, get-order command error
- #1608: FIX: [xalign] fix buy side max amount
- #1599: FEATURE: [dca2] when all open-position orders are filled, place the t…
- #1601: add vscode launch setting for easier run / debug
- #1595: REFACTOR: [max] simplify max query ticker
- #1602: DOC: add rebalance doc
- #1604: FEATURE:[indicator] add adx indicator
- #1603: consistent config param for all sub-commands
- #1596:
- #1600: update default value for config param of backtest cmd to have same value with root cmd
- #1597: FEATURE: close short positions with ClosePosition
BBGO v1.58.0
- #1593: FIX: [xalign] add more complex test case for xalign strategy
- #1594: FIX: [dca2] fix order group id not set issue
- #1589: FEATURE: [dca2] add ttl for persistence and nextRoundPaused flag
- #1592: FIX: [xalign] correct the base/quote currency balance name when it's reversed
- #1591: FIX: [okx] update okx url
- #1586: IMPROVE: [dca2] new struct RoundCollector for testing and use flag to decide re…
- #1587: FIX: [xtri] remove repetitive words
- #1582: Fix: Restore parameters when update active order book
- #1588: FIX: [xalign] check if the quote balance will be used up and below the expected balance
- #1585: FIX: [xalign] fix reversed market
- #1584: MINOR: [dca2] use GeneralBackoff not GeneralLiteBackoff
- #1583: FEATURE: [okx] query recent trades
- #1580: FIX: [dca2] must calculate and emit profit at the end of the round
- #1581: MINOR: [okx][bitget] remove the query after place order
- #1579: CHORE: [xgap] subscribe to level 5 book
- #1575: FEATURE: [bbgo] add ExchangePublic
- #1578: FIX: [okx] remove the query after place order
- #1577: FIX: [bitget] fix post only order
- #1576: MINOR: [dca2] add more log and retry
- #1574: MINOR: [dca2] remove debug log
- #1572: TEST: [bitget] add test to query trades, cancel orders, closed orders
- #1573: CHORE: [max] adjust max order limiter
- #1569: FIX: fix some typos
- #1571: FIX: [rebalance] fix cannot lock fund
- #1570: MINOR: add log when there is error at calculating and emit profit
- #1568: FIX: [xfunding] add many fixes and improvements
- #1563: TEST: [bitget] add market/limit maker tests for place order
- #1567: REFACTOR: refactor profit fixer
- #1565: TEST: [bitget] add more tests for query open orders
- #1566: FIX: [xdepthmaker] fix crash
- #1564: FIX: [xdepthmaker] fix use of uninitialized vars
- #1561: FIX: [bitget] support market order on bitget unfilled order conversion
- #1562: FIX: [xdepthmaker] add disableHedge option and put profix fixer before Initialize()
- #1560: TEST: [bitget] add tests for query account, place order
- #1559: FEATURE: [xdepthmaker] add profit fixer
- #1558: TEST: [bitget] add test for kline and ticker
- #1556: TEST: [bitget] add tests for query markets
- #1540: MINOR: [dca2] add metrics for dca2
- #1555: FIX: [bbgo] use origin order if error occurred
- #1554: MINOR: [bbgo] add more logs
- #1549: FIX: [exit] Use configuration instead of kine fixed interval
- #1550: FEATURE: [rebalance] add balance type
- #1552: FIX: [dca2] all the profit will use in the first order of the next round
- #1553: FEAT: Add SMMA indicator
- #1551: DELETE: [okx] rm redundant codes
- #1545: FEATURE: add universal cancel all orders api helper
BBGO v1.57.0
- #1548: MINOR: [bitget] refactor log
- #1541: FEATURE: [rebalance] add price type
- #1547: REFACTOR: move trading related utility functions to the tradingutil package
- #1546: FEATURE: add exchange field to types.Market
- #1544: FIX: [bitget] batch subscribe channel
- #1542: FIX: [bitget] use new size instead of size
- #1531: improve: [deposit2transfer] improve deposit logging
- #1534: FIX: [okx] refine okx rate limiter
- #1539: FIX: add check for order pointer
- #1538: FIX: [retry] fix and improve QueryOrderUntilFilled status check
- #1537: FIX: [slacknotifier] handle slack.Attachment pointer
- #1536: MINOR: [okx] print more logs
- #1535: FIX: [okx] allow char in place order
- #1533: DOC: update indicator documents for v2
- #1530: FIX: [okx] fix trade id
- #1529: CHORE: [atrpin] modify log again
- #1528: REFACTOR: [binance] rewrite binance depth requestgen
- #1527: CHORE: [atrpin] modify position log
- #1526: FIX: simplify booksignal struct
- #1525: FEATURE: [binance] add margin request
- #1515: [dca2] add dev mode field for dev
- #1524: MINOR: [binance] update borrow/repay api changes
- #1523: MAJOR: [binance] replace margin/transfer to asset/transfer
- #1520: FEATURE: [okx] add response validation func
- #1522: FEATURE: [INDICATOR] keltner channel
- #1521: FIX: [telegram] prevent sending error to telegram for the case of no opened position
- #1519: FEATURE: [okx] support kline subscriptions
- #1514: FEATURE: [okx] add new kline stream
- #1507: REFACTOR: [okx] refactor kline api