Releases: c9s/bbgo
Releases · c9s/bbgo
BBGO v1.62.2
BBGO v1.62.1
BBGO v1.62.0
- #1985: FEATURE: [dca2] update metrics
- #1981: FEATURE: [okx] Support syncing OKX futures account info for the queryAccount method
- #1986: FEATURE: [coinbase] Implement cancel orders by symbol (with minor fix on balances)
- #1983: FEATURE: [dca2] validate stage before we place oprn-position/take-profit orders
- #1979: FEATURE: [dca2] refactor recoverState function
- #1965: FEATURE:[okx]support okx futures order and fix examples
- #1967: FEATURE: [grid2] use UniversalCancelAllOrders
- #1973: FEATURE: [xgap] Introduce SellBelowBestAsk flag to adjust pricing logic based on market conditions
- #1946: FEATURE: [session] add SetMarkets/SetMarket method for Session to syn…
- #1954: FEATURE: [sync] sync with backoff retry
- #1951: FEATURE:[binance]Support controlling futures hedging orders through a switch
- #1948: FEATURE: [metrics] add prometheus metrics on maker market for xdepthmaker
- #1949: FEATURE: [depthmaker] add depth RESTful API fallback support
- #1942: FEATURE: make bbgo can add custom exchanges from other pkg
- #1938: FEATURE: [bbgo] pass logger as parameter into bbgo.Sync
- #1890: FEATURE: [xalign] add discrepancy warning alert
- #1882: FEATURE: [pyroscope] support profiling config
- #1879: FEATURE: [okx] add more margin api endpoint integration
- #1876: FEATURE: add isolation forest algorithm
- #1877: FEATURE: [sentinel] query historical kline data
- #1875: FEATURE: [autoborrow] add high interest rate alert
- #1874: FEATURE: [binance] margin next hourly interest rate support
- #1916: FEATURE: [coinbase] Coinbase Websocket connection
- #1913: FEATURE: [coinbase] implement message parsing for Coinbase websocket messages
- #1901: FEATURE: [exchange] new interface and field for otc
- #1889: FEATURE: [sentinel] add percentile rank
- #1992: FIX: [xmaker] uncovered position fix
- #1961: FIX: [activeorderbook] fix order tag empty
- #1990: FIX: [autoborrow] Correct error logging for max borrowable query
- #1989: FIX: [okex] Correct RestBaseURL by removing trailing slash and add logging for client creation
- #1988: FIX: [okx] Update API URLs
- #1982: REFACTOR: [xgap] quantity validation checks on adjusting position orders
- #1984: FIX: [okex] skip test when running CI
- #1977: REFACTOR: [xgap] balance checks on order forms
- #1976: REFACTOR: [dca2] rename and merge OpenPositionOrdersCancelling, OpenP…
- #1978: REFACTOR: [xgap] enable large quantity check for making spread orders
- #1966: CI: bump morphy2k/revive-action from 2.7.4 to 2.7.5
- #1968: REFACTOR: [dca2] remove PositionOpening state and merge two function into op…
- #1972: FIX: [xgap] place adjust position orders
- #1975: FIX: [bitget] change MinTradeAmount and MaxTradeAmount types to string and handle conversion error
- #1974: FIX: [xgap] prevent order placement on price collision with existing orders
- #1971: FIX: [xgap] adjust mid price (round and truncate by price precision)
- #1970: IMPROVE: [xgap] improve logging
- #1969: FIX: [logging] add more informative logging to StreamOrderBook
- #1964: FIX: [xdepthmaker] enhance context cancellation logs in strategy workers
- #1962: FIX: [metrics] remove max price spacing metrics
- #1960: IMPROVE: [bitget] improve bitget time in force support
- #1959: FIX: [metrics] fix in-range order calculation
- #1958: FIX: [metrics] connect maker book stream for xdepthmaker to receive metrics update
- #1957: FIX: [okx] fix the before id bug
- #1955: IMPROVE: [okx] improve okx market order type and margin mode checking
- #1945: FIX: [coinbase] refactor channel bridging logic and update message handling
- #1953: MINOR: [okx] decrease rate limit
- #1952: REFACTOR: [xdepthmaker] improve metric handling for StreamOrderBook
- #1950: MINOR: [sync][okx] add more log
- #1944: FIX: [coinbase] update stream subscriptions to use StandardStream.
- #1943: FEAT: [coinbase] Bridge global channels to local channels
- #1941: FIX: [coinbase] skip last match event to prevent potential duplicate trades
- #1939: FIX: [sync service] move self-trade patch after sortRecordsAscending call
- #1937: FIX: [coinbase] add trade id for match and tick message
- #1912: dep: bump morphy2k/revive-action from 2.7.1 to 2.7.4
- #1936: FIX: [sync service] inconsistency of the query conditions on existing trades
- #1935: FIX: [coinbase] typos
- #1934: FIX: correct typo in Symbols description
- #1933: FIX: fix typos in coinbase pkg
- #1931: FIX: [coinbase] file name typo
- #1930: FEAT: [coinbase] update symbol map generation script
- #1928: FIX: [coinbase] refactoring and fix order-related streaming event handling
- #1927: FIX: [coinbase] fix stream handlers and order placing logics
- #1925: chore: make function comments match function names
- #1924: FEAT: [coinbase] implement stream message handlers
- #1926: FIX: [coinbase] submit order logic
- #1923: FEAT: [coinbase] add more message parsing, enhance stream functionality
- #1922: FIX: [core] Improve order update logic and encapsulate update functionality
- #1921: FIX: [exchange] (coinbase) resolve review issues left
- #1920: FIX: [exchange] (coinbase) fill missing SubmitOrder
- #1919: FIX: [exchange] (coinbase) fix balance update
- #1918: FIX: [exchange] [coinbase] fill in dummy values for min/max quantity
- #1917: FIX: [exchange] add missing market info fields for Coinbase Exchange
- #1915: 🔧 test(coinbase): Add wait loop for order status to ensure it is open
- #1914: FIX: [exchange] fix bugs and add integration tests for Coinbase Exchange
- #1909: FIX: [exchange] fix bugs and revise Coinbase request structs
- #1903: FEATURE: Implement Coinbase exchange
- #1910: FEATURE: [core] add credit related field to balance
- #1911: refactor: using slices.Contains to simplify the code
- #1908: fix: [okx] pass client order id
- #1907: fix: [binance] remove client order id prefix
- #1906:
- #1905: minor: [bybit] refine order histories error msg
- #1904: MINOR: [util] new util function FNV64
- #1900: IMPROVE: improve memory allocation
- #1899: FIX: improve order store prune chk
- #1898: REFACTOR: refactor strint
-...
BBGO v1.61.0
Fixes
- #1751: FIX: fix OnNew event must be called before OnFilled
- #1761: FIX: [bybit] fix redundant code
- #1781: FIX: [xmaker] fix covered position field
- #1787: FIX: fix order update comparison method
- #1788: FIX: [core] remove session order store
- #1789: FIX: add slackAttachment method on Deposit
- #1790: FIX: [xmaker] check connectivity before calling updateQuote
- #1797: FIX: [liqmaker] fix stopEMA subscription
- #1802: FIX: [xmaker] truncate balances before submitting orders
- #1803: FIX: [deposit2transfer] check transfer amount before transferring
- #1809: FIX: [xalign] verify LargetAmountAlert is not nil
- #1811: FIX: [deposit2transfer] fix last deposit time checking
- #1816: FIX: [circuit breaker] separate metrics label by symbol and add panic handler
- #1817: FIX: refactor and redesign connectivity
- #1818: FIX: fix deposit time checking
- #1819: FIX: [max] use the same depth to QueryDepth
- #1827: FIX: do not reset snapshot and once in tryFetch
- #1828: FIX: [depth] fix early snapshot id checking
- #1829: FIX: depth buffer can skip old event if event.FinalUpdateID
- #1830: FIX: [xdepthmaker] fix book pricing
- #1837: FIX: upgrade go-chart from 2.1.0 to 2.1.2 to avoid CVE
- #1842: FIX: assign CircuitBreakLossThreshold to MaximumTotalLoss and delete circuitBreakEMA
- #1849: FIX: [xalign] add markets to price resolver
- #1850: FIX: [depth] fix depth buffer and tests
- #1853: FIX: If futures order is Market order use avg price replace zero price
- #1854: FIX: [dca2] update message log level
- #1865: FIX: fix AverageDepthPrice and add test TestPriceVolumeSlice_AverageDepthPrice
- #1869: FIX: [okex] add TestExchange_SubmitOrder for okx
- #1873: FIX: [max] fix query depth wrong symbol convertor
Features and Improvements
- #1872: FEATURE: [dynamic] dynamic nested metric from struct
- #1871: FEATURE: support dynamic metrics for config fields
- #1866: FEATURE: [xnav] support breakdown and improve price solving logics
- #1864: FEATURE: [core] integrate priceSolver into the session struct
- #1860: FEATURE: [max] handle and merge debt principle and interests in Stream
- #1859: FEATURE: add account margin level metrics
- #1857: FEATURE: [max] unlock depth buffer after emit
- #1858: FEATURE: [dca2] set order executor max retries from 50 to 5
- #1856: IMPROVE: [xmaker] improve quota calculation
- #1870: DEBUG: [max] add log to debug depth buffer
- #1852: IMPROVE: [xmaker] implement allowMarginHedge and its tests
- #1851: IMPROVE: [autoborrow] improve margin level alert details
- #1847: REFACTOR: [xalign] refactor detector
- #1848: DOC: fix update strategy.go reference
- #1846: IMPROVE: [xmaker] use quote, base as much as possible
- #1845: IMPROVE: [d2t] check and adjust repay amount, display hostname
- #1840: feature: add binance TRADE_LITE event
- #1843: REFACTOR: [max] generate privatechannel map with mapgen
- #1844: FEATURE: [deposit2transfer] support autoRepay
- #1841: FEATURE: [max] define channels
- #1839: FEATURE: [max] subscription filters not empty
- #1836: IMPROVE: [xmaker] add more improvements
- #1835: FEATURE: [max] new method for depth buffer to set snapshot
- #1834: REFACTOR: integrate connectivity into session
- #1832: dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1
- #1833: dep: bump codecov/codecov-action from 4 to 5
- #1831: REFACTOR: share stream book metrics labels
- #1826: FEATURE: [xmaker] allocate isolated market data stream
- #1825: IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices
- #1824: FEATURE: [xdepthmaker] add maker metrics
- #1823: IMPROVE: [xgap] customize source symbol
- #1822: IMPROVE: [tradingutil] improve UniversalCancelAllOrders by querying open orders
- #1821: FEAUTRE: [max] update buffer second
- #1820: FEATURE: add new migration script to record the net profit values
- #1815: IMPROVE: [deposit2transfer] ignore dust amount
- #1814: IMPROVE: [maxapi] update deposit info fields
- #1813: FEATURE: [binance] add update when first receive the orderbook event
- #1812: FEAUTRE: [max] reset book if receive both empty asks and bids
- #1806: dep: bump morphy2k/revive-action from 2.6.0 to 2.7.0
- #1808: IMPROVE: [deposit2transfer] add livenote support
- #1791: FEATURE: [xalign] add notification when order quote is over alert amount
- #1807: FEATURE: [livenote] object comparison, comments and mentions
- #1805: FEATURE: [dynamic] support dynamic compare
- #1804: FEATURE: add livenote support
- #1801: IMPROVE: [xalign] improve logs
- #1799: FEATURE: [liqmaker] add more metrics
- #1798: FEATURE:update binance positionRisk api to v3
- #1743: add new tag ignore to prevent printing specific field
- #1796: IMPROVE: [liqmaker] improve interval checking and tickers
- #1795: IMPROVE: add test helper for price side quantity assertion
- #1792: FEATURE: [liqmaker] add stop functions
- #1763: CHORE: solved all deprecated, comment all unused variables and functions
- #1784: FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
- #1786: FEATURE: [xalign] detect active depoit. if found, skip align
- #1785: FEATURE: [okx] support broker id
- #1782: IMPROVE: [grid2][xmaker] prune expired trades
- #1779: FEATURE: [bybit] upgrade classic account to UTA
- #1765: FEATURE: [max] use QueryDepth to build orderbook
- #1771: dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0
- #1780: FEATURE: [xmaker] support delayed hedge
- #1778: FEATURE: [bybit] use execution.fast topic
- #1777: pkg/exchange: update query open orders to latest
- #1776: pkg/exchange: update query wallet balance to latest
- #1775: FEATURE: [bybit] update query closed order to latest
- #1774: FEATURE: [bybit] move rate limiter of cancel to api level
- #1773: FEATURE: [bybit] add marketunit for submit order
- #1772: FEATURE: [bybit] use fee currency of trade
- #1770: IMPROVE: [xmaker] add more stability i...
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