Releases · c9s/bbgo

#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

Assets 18

19 Mar 09:01

github-actions

v1.58.0

ae859a7

BBGO v1.58.0

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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

Assets 18

27 Feb 14:26

github-actions

v1.57.0

a372899

BBGO v1.57.0

Full Changelog

#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

Assets 18

29 Jan 10:01

github-actions

v1.56.2

b898068

BBGO v1.56.2

Fixes

Added the missing debug.go files

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Assets 18

28 Jan 06:54

github-actions

v1.56.1

8d2f4fb

BBGO v1.56.1

Fixes

fixed backtest Initialize() call

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Assets 18

26 Jan 09:06

github-actions

v1.56.0

ecc0c9c

BBGO v1.56.0

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