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Releases: c9s/bbgo

BBGO v1.60.3

15 Sep 16:40
17d3097
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  • FIX: fix xmaker default price
  • #1744: call b.EmitNew() when new order is added into activeorderbook

BBGO v1.60.2

12 Sep 09:59
25a2203
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  • #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

04 Sep 07:08
f6865f6
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Fixes

  • fixed xmaker bugs
  • updated helm chart for sync cronjob
  • fixed max deposits api

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  • #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

21 Aug 06:53
48eeae0
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  • #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

20 May 10:42
4592be1
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  • #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

14 May 09:45
1d35be8
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Fixes

  • liquiditymaker: fix dust quantity orders

BBGO v1.59.0

14 May 07:20
e6ce215
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  • #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

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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