Releases: c9s/bbgo
Releases · c9s/bbgo
BBGO v1.55.2
BBGO v1.54.0
- #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
- #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
BBGO v1.52.0
- #1325: FIX: listenKeyExpired event sends string timestamp
- #1326: FIX: [bybit] fix bybit query trades
- #1323: FEATURE: add atrpin strategy
- #1324: FEATURE: [bybit] emit balance snapshot
- #1318: CHORE: add IsHalted method to common.Strategy for CircuitBreakRiskControl
- #1313: FIX: [grid2] only do active order update when grid is recovered
- #1320: FEATURE: add log fields support to the core
- #1319: CHORE: change websocket error to warnf
- #1317: FIX: Wait for all routines to close while streaming is reconnecting
- #1315: REFACTOR: use common strategy in fixedmaker
- #1311: FEATURE: emit regardless of whether there is an error or not on subscription.
- #1314: FEATURE: use retry query order until successful
- #1302: FEATURE: use quote quantity if there is QuoteQuantity in trade
- #1307: FEATURE: add QueryOrderTrades() for okex
- #1310: FIX: fix pending order update comparison
- #1309: FEATURE: add auth event
- #1308: FEATURE: [bybit] support market trade
- #1306: IMPROVE: Update Binance futures account api to v2
- #1304: FEATURE: [bybit] support unsubscribe
- #1301: FEATURE: add Reconnect and Resubscribe for stream
- #1305: FEATURE: refactor okex to future use
- #1303: FEATURE: set default 30d for closed order batch query
- #1299: CHORE: add time to SliceOrderBook
- #1295: FEATURE: round down executed amount to avoid insufficient balance
- #1297: FIX: reset profit stats when over given duration in circuit break risk control
- #1298: FIX: [grid2] fix active order recover, add start process delay
- #1300: FIX: fix okex bookticker bug
- #1238: TEST: add unit test for okex exchange
- #1293: FIX: [bybit] quantity in buy market order
- #1290: FEATURE: [grid2] update local active orders after re-connected
- #1291: FIX: [max] Fix QuerySpotAccount method
- #1287: FEATURE: [bybit] add kline backtest
- #1289: FIX: [bybit] fix misc
- #1285: FEATURE: [bybit] implement ExchangeOrderQueryService interface
- #1288: FIX: [deposit2transfer] call QuerySpotAccount for getting the spot balance
- #1283: IMPROVE: profitStatsTracker, Add a parameter for window to sum up trades
- #1284: FIX: [deposit2transfer] apply rate limiter on checkDeposits
- #1282: FEATURE: [bybit] add trade info event
- #1277: FEATURE: [bybit] add k line api
- #1281: FIX: [deposit2transfer] add lastAssetDepositTimes for immediate success deposits
- #1279: FEATURE: [bybit] support query account/balance api
- #1278: FEATURE: [max] update deposit states and add more fields to deposit
- #1275: FEATURE: [strategy] add deposit2transfer tool
- #1276: REFACTOR: add order event
- #1274: FEATURE: [bybit] add balance snapshot event
- #1271: REFACTOR: apply market.GreaterThanMinimalOrderQuantity on both convert and xalign
- #1273: FEATURE: [bybit] add auth func in WebSocket
- #1268: FEATURE: [bybit] implement order book streaming
- #1270: FEATURE: [strategy] Add convert strategy
- #1269: FIX: supertrend uses strconv instead of fmt
- #1265: FEATURE: [bybit] implement stream ping
- #1267: FEATURE: add custom heart beat func to StandardStream
- #1266: FIX: types: exit ping worker when error is happened
BBGO v1.51.1
- #1259: FIX: core: fix trade collector dead lock
- #1260: build(deps): bump grpcio from 1.44.0 to 1.53.0 in /python
- #1264: build(deps): bump github.com/prometheus/client_golang from 1.11.0 to 1.11.1
- #1263: build(deps): bump github.com/gin-gonic/gin from 1.7.0 to 1.9.1
- #1262: build(deps): bump underscore, @nomiclabs/hardhat-waffle and ethereum-waffle in /contracts
- #1255: FEATURE: [bybit] add query trade api
- #1257: FEATURE: [grid2] fee discounted filtering
- #1254: merge back v1.50 into main
- #1256: FIX: fix batch query trade missing time range
- #1247: FEATURE: [max] add fee_discounted to Trade struct for RESTful api
- #1252: FEATURE: [bybit] query closed order
- #1253: FIX: [max] return err on max queryClosedOrdersByLastOrderID
- #1250: FEATURE: [bybit] support cancel order
- #1249: FEATURE: [bybit] support place order
- #1248: pkg/exchange: add QueryOpenOrders API for bybit
- #1244: FEATURE: support QueryTickers API on bybit
- #1246: TEST: add httptesting pkg
- #1243: FEATURE: pkg/exchange: add query market to bybit exchange
BBGO v1.50.3
Merge pull request #1257 from c9s/c9s/max-grid2-fee-discounted FEATURE: [grid2] fee discounted filtering
BBGO v1.51.0
- #1241: FEATURE: [max] add fee discounted field support
- #1242: FIX: [max] fix MAX withdrawal address parameter name
- #1237: FEATURE: add new exchange Bybit GetAccountInfo/GetInstrumentsInfo api
- #1240: FIX: [xmaker] refactor and fix xmaker's trade recover
- #1239: FIX: [grid2] add remove duplicated pins and pull out filter price prec func
- #1236: FEATURE: add log formatter flag in chart value
- #1235: CHORE: turn off network error log
- #1234: FIX: fix infinite iterate and critical section
- #1233: FIX: [grid2] fix upper pin
- #1198: FEATURE: add ProfitStatsTracker
- #1229: REFACTOR: rewrite cci indicator into v2
- #1230: CHORE: add SMA example as a test
- #1226: REFACTOR: pull out base strategy struct
- #1228: REFACTOR: move v2 indicators to the indicator/v2 package
- #1227: FEATURE: add rsicross strategy
- #1225: FEATURE: support nested persistence
- #1224: FEATURE: add google spreadsheet service support
- #1223: FEATURE: add google spreadsheet service
- #1222: FIX: [xfunding] fix transfer clean up
- #1221: FEATURE: add triangular arbitrate strategy as an example
- #1220: REFACTOR: refactor risk control with the order executor interface and mocks
- #1219: FEATURE: [scmaker] integrate risk control
- #1218: FEATURE: [scmaker] add liquiditySkew support
- #1217: FIX: log hhllStop higher high and lower low detection instead of notify
BBGO v1.50.2
FIX: [grid2] fix upper pin
BBGO v1.50.1
- #1216: Fix: exit/hhllStop bugs
- Fixed indicator nil map issue