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Releases: c9s/bbgo

BBGO v1.58.0

19 Mar 09:01
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  • #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

27 Feb 14:26
a372899
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  • #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

BBGO v1.56.2

29 Jan 10:01
b898068
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Fixes

  • Added the missing debug.go files

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BBGO v1.56.1

28 Jan 06:54
8d2f4fb
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Fixes

  • fixed backtest Initialize() call

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BBGO v1.56.0

26 Jan 09:06
ecc0c9c
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Fixes

  • fixed bollmaker indicator history kline subscription
  • fixed dca2 bug
  • fixed xgap bugs
  • fixed rebalance strategy positions
  • fixed common strategy persistence issue

Features

  • upgraded rockhopper to v2 to support multi external migration packages
  • added and improved okex exchange integration
  • added inventory skew

Full Changelog

  • #1512: FIX: [bollmaker] fix bollinger indicator history kline push
  • #1511: MINOR: compile and update migration package
  • #1509: [dca2] fix dca2 bug
  • #1510: feature: support extra migration packages
  • #1508: FIX: [okx] fix query open order time param
  • #1506: FEATURE: upgrade migration tool rockhopper to v2
  • #1505: FIX: [okx] add cash trade mode to place order param
  • #1504: FEATURE: [okx] set ping interval
  • #1502: REFACTOR: [okx] refactor order trade event by json.Unmarshal
  • #1503: FEATURE: [okx] emit balance snapshot after authenticated
  • #1501: FEATURE: [okx] fix queryTrades and queryOrderTrade api
  • #1500: FEATURE: [okx] refactor query closed order
  • #1498: FEATURE: [okx] support query open orders
  • #1497: FEATURE: [okx] generate cancel order by requestgen
  • #1494: FEATURE: [okx] generate place order request by requestgen
  • #1496: FEATURE: [okx] support Unsubscription and Resubscription
  • #1474: FEATURE: [dca2] add callbacks and shutdown function
  • #1491: DOCS: Translate the README into zh-TW
  • #1495: DOCS: fix frontend path
  • #1493: FEATURE: [okx] generate account info request by requestgen
  • #1492: FEATURE: [okx] generate ticker request by requestgen
  • #1489: REFACTOR: [okx] refactor account info
  • #1490: REFACTOR: [okx] query markets
  • #1486: FEATURE: [okx] support market trade streaming
  • #1488: FEATURE: [autoborrow] add margin repay alert
  • #1485: CHORE: [xgap] print currency when insufficient balance
  • #1487: FIX: [bitget] ignore offline symbols
  • #1477: REFACTOR: [okx] refactor book and kline
  • #1484: FEATURE: [xgap] check balance before placing orders
  • #1482: CHORE: [xgap] improve log message
  • #1483: CHORE: rename cronExpression to schedule
  • #1402: FEATURE: inventory skew
  • #1480: REFACTOR: [xgap] refactor with common strategy
  • #1481: FIX: specify the version of morphy2k/revive-action to 2.5.4
  • #1475: REFACTOR: [rebalance] refactor MultiMarketStrategy.Initialize
  • #1479: FIX: [xgap] fix order cancel error
  • #1470: FEATURE: [xnav] add cron schedule
  • #1476: CHORE: [okex] add stream test for book
  • #1456: FEATURE: [bitget] get account assets
  • #1467: WIP: feature: sync futures data and backtest with them
  • #1473: FEATURE: remove Short
  • #1468: FEATURE: add autobuy strategy
  • #1464: FEATURE: [dca2] run state machine
  • #1471: FEATURE: add DisableMarketDataStore option
  • #1472: FIX: [grid2] subscribe 1m kline only when one of the trigger price is set
  • #1463: FEATURE: [bollmaker] add emaCross signal
  • #1465: FIX: [rebalance] fix position map and profit stats map

BBGO v1.55.4

20 Dec 15:11
00c9f2e
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  • #1466: FIX: [xdepthmaker] remove shared trade collector and fix hedge
  • #1393: STRATEGY: add emacross strategy
  • #1462: FEATURE: [bollmaker] support custom quantity

BBGO v1.55.3

18 Dec 15:00
66a90c5
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  • #1461: FIX: [xdepthmaker] fix double binding
  • #1460: FIX: fix and improve session UpdatePrice method

BBGO v1.55.2

18 Dec 13:55
3ba46f9
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  • #1458: FIX: [xdepthmaker] final fix
  • #1459: FIX: move common.Strategy to Initialize
  • #1453: DOC: Fix grammatical errors
  • #1455: FIX: move Initialize() call out, call it before the LoadState

BBGO v1.54.0

20 Nov 09:49
1a0db2c
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  • #1424: IMPROVE: improve startup balance query process
  • #1408: FEATURE: [datasource] add wise rate API
  • #1423: IMPROVE: improve trade buffer memory size usage
  • #1419: FIX: [bitget] use the now - 90 days instead of return err if since is 90 days earlier
  • #1412: FEATURE: [bitget] implement order, trade user stream
  • #1417: REFACTOR: [stream] skip pong event on emitting raw message
  • #1415: FEATURE: [bitget] use v2 tickers
  • #1416: FEATURE: [bitget] add response validator
  • #1413: FEATURE: [bitget] use v2 symbols
  • #1410: FEATURE: [bitget] Add query kline
  • #1406: FEATURE: [bitget]add balance event
  • #1409: CHORE: [bybit] print fee rate log
  • #1407: FEATURE: add environment config for disabling some klines defaults
  • #1404: FEATURE: [bitget] support cancel order
  • #1400: FEATURE: [bitget] support query trades
  • #1399: FEATURE: [bitget] support submit order

BBGO v1.53.0

09 Nov 05:11
28c8fda
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  • #1401: STRATEGY: add liquidity maker
  • #1403: FEATURE: [bybit] add assertion for API response
  • #1394: FEATURE: [bitget] support query closed orders
  • #1392: FEATURE: [bitget] add query open orders
  • #1396: FEATURE: add ttl for position/grid2.profit stats persistence
  • #1395: FIX: fix skip syncing active order
  • #1398: FIX: [bybit] rm retry and add fee recover
  • #1397: FEATURE: [bybit] to periodically fetch the fee rate
  • #1391: FIX: [grid2] respect BaseGridNum and add a failing test case
  • #1390: FIX: [rebalance] fix buy quantity
  • #1380: FEATURE: [bitget] support kline subscription on stream
  • #1385: FEATURE: [bitget] add query tickers api
  • #1376: FEATURE: query trades from db page by page
  • #1386: REFACTOR: [wall] refactor wall strategy with common.Strategy
  • #1382: REFACTOR: [bitget] add rate limiter for account, ticker
  • #1384: CHORE: minor improvements on backtest cmd
  • #1381: DOC: grammatical errors in the README.md
  • #1377: REFACTOR: [rebalance] submit one order at a time
  • #1378: REFACTOR: [bitget] get symbol api
  • #1375: DOC: grammatical error in the code_of_conduct file
  • #1374: FIX: retry to get open orders only for 5 times and do not sync orders…
  • #1368: FEATURE: merge grid recover and active orders recover logic
  • #1367: DOC: fix typos in doc/development
  • #1372: FIX: [bybit][kucoin] fix negative volume, price precision
  • #1373: FEATURE: [xalign] adjust quantity by max amount
  • #1363: FEATURE: [bitget] support ping/pong
  • #1370: REFACTOR: [stream] move ping into stream level
  • #1361: FEATURE: prepare query trades funtion for new recover
  • #1365: FEATURE: [batch] add jumpIfEmpty opts to closed order batch query
  • #1364: FEATURE: [batch] add a jumpIfEmpty to batch trade option
  • #1362: DOC: Modified README.md file's language.
  • #1360: DOC: Update CONTRIBUTING.md
  • #1351: DOC: Update README.md
  • #1355: REFACTOR: rename file and variable
  • #1358: MINOR: [indicator] remove zero padding from RMA
  • #1357: FIX: Fix duplicate RMA values and add test cases
  • #1356: FIX: fix rma zero value issue
  • #1350: FEATURE: [grid2] twin orderbook
  • #1353: CHORE: go: update requestgen to v1.3.5
  • #1349: MINOR: remove profit entries from profit stats
  • #1352: DOC: Fixed a typo in README.md
  • #1347: FEATURE: [bitget] support market trade stream
  • #1344: FEATURE: [bitget] support book stream on bitget
  • #1280: FEATURE: [bitget] integrate QueryMarkets, QueryTicker and QueryAccount api
  • #1346: FIX: [xnav] skip public only session
  • #1345: FIX: [bbgo] check symbol length for injection
  • #1343: FIX: [max] remove outdated margin fields
  • #1328: FEATURE: recover active orders with open orders periodically
  • #1341: REFACTOR: [random] remove adjustQuantity from config
  • #1342: CHORE: make rightWindow possible to be set as zero
  • #1339: FEATURE: [BYBIT] support order book depth 200 on bybit
  • #1340: CHORE: update xfixedmaker config for backtest
  • #1335: FEATURE: add custom private channel support to max
  • #1338: FIX: [grid2] set max retries to 5
  • #1337: REFACTOR: rename randomtrader to random
  • #1327: FIX: Fix duplicate orders caused by position risk control
  • #1331: FEATURE: add xfixedmaker strategy
  • #1336: FEATURE: add randomtrader strategy
  • #1332: FEATURE: add supported interval for okex
  • #1232: FEATURE: add forceOrder api for binance to show liquid info
  • #1334: CHORE: [maxapi] change default http transport settings
  • #1330: REFACTOR: Make fixedmaker simpler
  • #1312: FEATURE: add QueryClosedOrders() and QueryTrades() for okex