Releases: c9s/bbgo
Releases · c9s/bbgo
BBGO v1.48.0
New Strategies
- xalign
- scmaker
Features
- v2 indicator apis
- #1197: FEATURE: [strategy] add stable coin market maker
- #1174: FEATURE: [grid2] recover with twin orders
- #1194: IMPROVE: improve hhllstop message
- #1196: FIX: [xalign] add DryRun and fix quote amount calculation
- #1195: FEATURE: [strategy] add xalign strategy
- #1192: IMPROVE: improve order executor error checking, trailing stop and indicators
- #1193: FIX: [schedule] fix quantity truncation add minBaseBalance config
- #1188: FEATURE: [indicator] add multiply operator
- #1185: FIX: [autoborrow] add max borrowable check and add more notifications
- #1189: FEATURE: [indicator] add v2 stddev indicator
- #1190: FEATURE: [indicator] add v2 pivot low indicator
- #1187: FEATURE: [indicator] add stoch v2
- #1186: FEATURE: [indicator] add v2 CMA indicator
- #1184: FEATURE: [indicator] add v2 MACD, SMA
- #1183: REFACTOR: [indicator] replace all Index(i) callers
- #1182: REFACTOR: add parameter index to the Last method
- #1181: FEATURE: [indicator] add new ATR, RMA indicators with the new API design
- #1179: FEATURE: new indicator API design
- #1180: FIX: [grid2] fix base quote investment check
- #1176: FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
- #1177: FIX: some types and operations in SeriesExtended are not supported
- #1172: FEATURE: [grid2] truncate base quantity for quote+base mode
- #1171: FEATURE: Add types.StrInt64 for decoding integer in JSON string format
- #1169: WIP: FEATURE: add bitget exchange support
- #1156: REFACTOR: pull out Fast* methods to FastOrderExecutor
- #1166: FIX: [max] replace deprecated max v3 API
- #1167: FEATURE: support binance futures trading data
BBGO v1.46.0
- #1153: FEATURE: [grid2] move metrics to defer funciton
- #1121: FEATURE: add hhllstop
- #1151: FIX: types: do not return for normal closure
- #1147: FEATURE: max get-order v3 api support client order id parameter
- #1150: FIX: interact: fix concurrent map write - add mutex on interact
- #1149: CHORE: max: add max auth authenticated log
- #1148: FIX: fix emit ready twice and add error log
- #1146: FIX: grid2: emit grid error when open grid failed
- #1145: FEATURE: add market info in-mem cache
- #1144: FIX: maxapi: fix nonce updater
- #1143: FIX: maxapi: pass context object to the requests
- #1141: REFACTOR: maxapi: refactor and add max v2 markets api test
- #1142: FIX: max: move more rate limiter to the exchange instance
- #1139: REFACTOR: [max] refactor api requests
- #1140: FIX: maxapi: improve log message
- #1138: FIX: maxapi: use sync.Once to prevent duplicated update and avoid update negative offset
- #1137: FIX: maxapi: improve nonce update with retry
- #1135: FIX: recover even though inital order id is 0
BBGO v1.45.0
- #1134: strategy: [xfunding] fix binance api and add initial setup for futures account
- #1133: FIX: end batch query if start > end
- #1132: strategy: xfunding: add profit stats and collect funding fee info
- #1131: strategy: xfunding: improve sync goroutine, add mutex lock, fix binance websocket message parsing ...
- #1127: feature: strategy: xfunding
- #1125: FEATURE: [grid2] using dnum
- #1129: strategy: fixedmaker: replenish on start
- #1126: FIX: max: move submitOrderLimiter to the exchange wide var
- #1124: FEATURE: emit grid error when failed to recover or open grid
- #1122: strategy: fixedmaker: clamp skew
- #1123: exits/trailingstop: fix typo
- #1119: FEATURE: make PinOrderMap's key from string to Pin
- #1120: REFACTOR: [grid2] pull out backoff cancel all to cancelAllOrdersUntilSuccessful
- #1117: strategy: fixedmaker: add option to use ATR to adjust spread ratio
- #1118: MINOR: use Debug config for debug log
- #1113: strategy: fixedmaker: add skew to adjust bid/ask price
- #1116: FIX: fix gracefully shutdown SaveState call for Isolation
- #1115: FIX: [grid2] fix correct price metrics
- #1114: FEATURE: verify the grids before emit filled orders
- #1112: FIX: fix wrong fee currency
- #1111: strategy: rebalance: make CreatePositions and CreateProfitStats public
BBGO v1.44.1
- #1109: FIX: rebalance: fix positions and profit stats map
- #1110: FIX: [bollmaker] MinProfitActivationRate is disabled if it's not set
- #1107: FEATURE: make MAX QueryTrades support start_time, end_time
- #1097: FEATURE: get filled orders when bbgo down
- #1104: FIX: rebalance: adjust max amount by balance
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 v1.42.0
Improvements
- added isolation context
Fixes
- fixed order executor ClosePosition for futures.
- fixed backtest order quantity check.
- fixed max kline api
- fixed optimizer limit
Strategies
- strategy/supertrend: fixed linreg baseline slope.
- strategy/drift: added more fixes and updates
- strategy/irr: added new strategy.
- strategy/harmonic: added new harmonic shark pattern strategy.
- strategy/marketcap: reduce frequency of querying data from coinmarketcap
- #987: fix: supertrend-strategy: LinReg baseline slope wrongly calculated
- #986: fix: general order executor: ClosePosition() works on futures position
- #983: fix: backtest: add order quantity check
- #982: refactor isolation context for persistence facade configuration
- #981: fix optimizer limit
- #976: strategy: add harmonic shark pattern recognition
- #977: strategy: fix irr
- #978: refactor: refactor isolation and add more tests
- #979: fix: fix max kline api
- #974: refactor persistence for isolation
- #973: refactor/feature: add isolation context support
- #972: fix/drift_stoploss
- #970: refactor: extract stoploss, fix highest/lowest in trailingExit
- #969: fix: reduce Quantity precheck, drift condition, ewo refactor
- #959: stratgy: add irr
- #968: feature: add config dump / param dump / param modify for elliottwave
- #965: binance: fix futures order conversion
- #967: fix: wrong tag in drift
- #955: feature: marketcap: reduce frequency of querying data from coinmarketcap
- #963: feature: limit how many metrics is shown by optimizer
- #964: series.Filter + drift.openPosition + modify openPosition behavior + fix consts
- #962: fix: add rate limit on telegram api and split messages by unicode
BBGO v1.41.0
Feature
- Added auto-repay to protective stop loss exit method
- Added --lightweight mode option
Improvements
- Removed the old submitOrder notification and added the new notification switches.
- Improved accumulated volume stop method
- binance: add queryTrades rate limiter
Fixes
- Fixed net asset value calculation
- Fixed telegram message error, there must be one message to send
Strategies
- drift: fixed drift minus weight, preloaded kline not enough
- trendtrader: added new trendline trader strategy.
- pivotshort: fix fast high filtering.
- pivotshort: call open position and add more position options.
- #960: improve: improve the existing notification switch settings
- #961: Feature: Add auto-repay to exit_protective_stop_loss
- #958: strategy/pivotshort: more improvements
- #957: bbgo: remove submitOrder notification
- #956: improve: bbgo: use margin asset borrowable amount to adjust the quantity
- #953: fix: drift minus weight, preloaded kline not enough
- #950: strategy/pivotshort
- #954: DOC: update slack.md
- #942: feature: add modify tg command. fix wdrift ma length
- #952: fix: fix profit stats calculation and since time field initialisation
- #951: DOC: add marketcap doc
- #920: strategy: add trend trader
- #947: improve: accumulated volume stop method
- #945: FEATURE: marketcap: get marketcap values from coinmarketcap
- #946: bbgo: fix telegram message error, there must be one message to send
- #944: fix: fix net asset calculation
- #943: FIX: fix market error
- #941: pivotshort: fix fast high filtering
- #940: pivotshort: call open position and add more position options
- #939: binance: add queryTrades rate limiter
- #938: bbgo: add lightweight mode