Releases: andycheng123/bbgo
Releases · andycheng123/bbgo
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 v1.50.1
- #1216: Fix: exit/hhllStop bugs
- Fixed indicator nil map issue
BBGO v1.44.0
- #1105: IMPROVE: [grid2]: use newClientOrderID only for max
- #1052: IMPROVE: strategy: linregmaker minprofit
- #1100: FIX: [grid2] specify client order id explicitly
- #1098: FIX: fix format string float point issue
- #1103: strategy: rebalance: graceful cancel
- #1102: FIX: strategy: fix fixedmaker
- #1101: strategy: add fixedmaker
- #1099: FIX: [grid2] avoid handling one orderID twice
- #1090: fix/scale: fix LinearScale calculation
- #1096: FEATURE: [grid2] add ClearDuplicatedPriceOpenOrders option
- #1087: FEATURE: recover grids with open orders by querying trades process an…
- #1095: FIX: filter wrong order id from self-trade trades
- #1094: FIX: use
updated_atinstead ofcreated_atto convert MAX order to typ… - #1093: strategy: rebalance: add positions and profit stats
- #1092: FEATURE: [grid2] add more metrics and fix metric-related issues
- #1091: FEATURE: split self trades when use MAX RESTful API to query trades
- #1089: IMPROVE: exit: show symbol in trailing stop triggered message
- #1088: FIX: [grid2] fix isCompleteGrid condition
- #1086: FIX: [grid2] round down quoteQuantity/baseQuantity after the fee reduction
- #1085: FIX: [grid2] group id should be bound by MaxInt32
- #1080: strategy: marketcap: add orderType parameter
- #1083: FIX: add group id on submit order API
- #1084: FIX: [grid2] avoid initializing metrics twice
- #1082: FIX: add mutex in memory store
- #1081: FIX: [grid2] fix active orderbook at recovering
- #1079: FIX: [grid2]: add write context for submitting orders
- #1078: FIX: [grid2]: improve the onStart callback and the cancel loop
- #1077: FEATURE: save expiring data to redis
- #1076: FIX: [grid2]: quantity fee reduction for quote currency
- #1069: DOC: add private strategy demo trading-gpt
- #1075: FEATURE: add persistence service to environment
- #1074: strategy: rebalance: add order type parameter
- #1073: FIX: fix fixedpoint rounding
- #1072: FIX: [grid2]: calculate grid profit only when the reverse order is placed
- #1070: FIX: add context, exponential backoff and max retry limit
- #1071: FEATURE: [grid2]: use UseCancelAllOrdersApiWhenClose
- #1066: FIX: [grid2]: fix fee reduction by rounding
- #1065: FEATURE: submit order backoff
- #1064: FIX: emit order update handler from the pending maker order
- #1063: IMPROVE: [grid2]: improve logging
- #1062: FIX: [grid2]: fix recover sorting
- #1061: FIX: [grid2] fix quote accumulation
- #1060: FIX: process pending order update for active order book
- #1059: FIX: [grid2]: emit grid ready once the grid is recovered
- #1058: FIX: [grid2]: fix grid order recover
- #1057: FIX: [grid2]: fix HasPrice
- #1056: FIX: [grid2]: fix upper price error
- #1053: FEATURE: get historical public trades from binance
- #1023: implement indicators from phemex
- #1050: FEATURE: New indicators
- #1051: FIX: [grid2]: fix grid num calculation
- #1049: FEATURE: [grid2]: make OpenGrid, CloseGrid api public
- #1048: FEATURE: [grid2]: integrate prometheus metrics
- #1047: FEATURE: add RSI to StandardIndicatorSet
- #1043: FEATURE: service: add redis namespace support
- #1036: FIX: create log dir to avoid error
- #1035: FEATURE: strategy: [grid2] add grid callbacks
- #1034: FEATURE: strategy: [grid2]: use initial order ID to query closed order history to recover grid
- #1033: FEATURE: strategy: [grid2]: improve recovering process [part 3]
BBGO v1.43.1
BBGO v1.43.0
All
- Removed FTX code.
Fixes
- Fixed binance websocket execution report message parsing.
- Fixed margin history sync query.
- Fixed rebalance backtest
- Fixed SerialMarketDataStore together with backtests.
- Fixed order executor for avoid checking base balance for futures.
Features
- Added cancel order for exit roi take profit and loss
- Added rollbar support.
- Added docker image to quay.io.
- Added FastSubmitOrders method to order exeuctor.
- Added new optimizer / hoptimizer object types.
- Added aggTrade for binance
Strategies
- Added grid2 strategy.
- Added LinReg maker strategy.
- Updated supertrend config.
- Improved IRR strategy. (see PRs for details)
- Improved Drift strategy. (see PRs for details)
- #1030: strategy: grid2: recover functions.
- #1031: feature: push to quay.io
- #1027: strategy: LinReg Maker
- #1028: strategy: grid2: improve notification support
- #1025: feature: add rollbar support
- #1024: fix: binance my trades api
- #1022: strategy: grid2: more refactoring, fix bugs and add more tests
- #1021: strategy: grid2: add test case for aggregateOrderBaseFee
- #1020: strategy: grid2: run backtest in test and add more details
- #1019: strategy: grid2: profit spread, prune historical trades . etc
- #1018: strategy: grid2 [part2] -- reverse order and arb profit calculation
- #1017: feature: add sync_time.sh utility
- #1006: strategy: grid2 [part 1] - initializing grid orders
- #1016: doc: add series extend documentation
- #1013: feature: bbgo completion
- #1014: all: remove ftx
- #1011: strategy/supertrend: update supertrend config
- #1008: improve: speed-up live trade
- #1009: optimizer / hoptimizer add new object
- #1004: strategy: irr rollback to original nirr and consume kline
- #989: strategy: irr: a mean reversion based on box of klines in same direction
- #1000: fix: rebalance: fix backtest
- #997: fix: SerialMarketDataStore together with backtests
- #1001: add cancel order for exit roi take profit and loss
- #996: fix/general-order-executor: do not check for base balance for futures
- #995: feature: telegram notify to become async
- #993: fix: indicator timeframe 1s
- #994: feature: add aggTrade for binance
- #991: fix/risk: remove balance check in CalculateBaseQuantity()
- #990: fix: change variable names
BBGO v1.39.2
Fixes
- fixed backtest non-closed kline filtering.
- fixed margin order sync issue.
Minor
- added sortino ratio.
- added strategy config printing support.
BBGO v1.39.1
BBGO v1.39.0
- #882: strategy/autoborrow: add debt re-balancing
- #877: strategy/supertrend: update example config
- #878: Drift rebase
- #875: pivotshort: trendema add initial date
- #876: Fix: risk.AvailableQuote() should use Net() to get net value
- #874: Fix binance futures
- #872: fix: trailing stop properly works on both long and short positions
- #873: improve: generalorderexecutor retries submit/cancel order once
- #871: improve: improve maxapi, add v2 order api back
- #869: Revert "feature: add smart cancel to drift"
- #853: feature: add smart cancel to drift
- #860: exchange: order fee-amount protection
- #865: fix: protectivestoploss not working on long position
- #868: fix: many minor fixes
- #867: strategy: factorzoo: upgrade indicators and add comments
- #862: Improve: supertrend strategy
- #863: types: rbtree: resolve neel reusing problem
- #852: feature: PositionModifier
- #861: strategy/supertrend: re-organize exits part of config
- #855: optimizeex: hyperparameter optimization tool
- #856: exchange: FTX default fee
- #857: optimizer: calculate equity diff from whole assets instead of first symbol
- #854: fix: added SideEffectTypeAutoRepay to pivotshort take-profit order