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[Full Changelog](https://github.com/c9s/bbgo/compare/v1.60.3...main) | ||
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## Fixes | ||
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- [#1751](https://github.com/c9s/bbgo/pull/1751): FIX: fix OnNew event must be called before OnFilled | ||
- [#1761](https://github.com/c9s/bbgo/pull/1761): FIX: [bybit] fix redundant code | ||
- [#1781](https://github.com/c9s/bbgo/pull/1781): FIX: [xmaker] fix covered position field | ||
- [#1787](https://github.com/c9s/bbgo/pull/1787): FIX: fix order update comparison method | ||
- [#1788](https://github.com/c9s/bbgo/pull/1788): FIX: [core] remove session order store | ||
- [#1789](https://github.com/c9s/bbgo/pull/1789): FIX: add slackAttachment method on Deposit | ||
- [#1790](https://github.com/c9s/bbgo/pull/1790): FIX: [xmaker] check connectivity before calling updateQuote | ||
- [#1797](https://github.com/c9s/bbgo/pull/1797): FIX: [liqmaker] fix stopEMA subscription | ||
- [#1802](https://github.com/c9s/bbgo/pull/1802): FIX: [xmaker] truncate balances before submitting orders | ||
- [#1803](https://github.com/c9s/bbgo/pull/1803): FIX: [deposit2transfer] check transfer amount before transferring | ||
- [#1809](https://github.com/c9s/bbgo/pull/1809): FIX: [xalign] verify LargetAmountAlert is not nil | ||
- [#1811](https://github.com/c9s/bbgo/pull/1811): FIX: [deposit2transfer] fix last deposit time checking | ||
- [#1816](https://github.com/c9s/bbgo/pull/1816): FIX: [circuit breaker] separate metrics label by symbol and add panic handler | ||
- [#1817](https://github.com/c9s/bbgo/pull/1817): FIX: refactor and redesign connectivity | ||
- [#1818](https://github.com/c9s/bbgo/pull/1818): FIX: fix deposit time checking | ||
- [#1819](https://github.com/c9s/bbgo/pull/1819): FIX: [max] use the same depth to QueryDepth | ||
- [#1827](https://github.com/c9s/bbgo/pull/1827): FIX: do not reset snapshot and once in tryFetch | ||
- [#1828](https://github.com/c9s/bbgo/pull/1828): FIX: [depth] fix early snapshot id checking | ||
- [#1829](https://github.com/c9s/bbgo/pull/1829): FIX: depth buffer can skip old event if event.FinalUpdateID | ||
- [#1830](https://github.com/c9s/bbgo/pull/1830): FIX: [xdepthmaker] fix book pricing | ||
- [#1837](https://github.com/c9s/bbgo/pull/1837): FIX: upgrade go-chart from 2.1.0 to 2.1.2 to avoid CVE | ||
- [#1842](https://github.com/c9s/bbgo/pull/1842): FIX: assign CircuitBreakLossThreshold to MaximumTotalLoss and delete circuitBreakEMA | ||
- [#1849](https://github.com/c9s/bbgo/pull/1849): FIX: [xalign] add markets to price resolver | ||
- [#1850](https://github.com/c9s/bbgo/pull/1850): FIX: [depth] fix depth buffer and tests | ||
- [#1853](https://github.com/c9s/bbgo/pull/1853): FIX: If futures order is Market order use avg price replace zero price | ||
- [#1854](https://github.com/c9s/bbgo/pull/1854): FIX: [dca2] update message log level | ||
- [#1865](https://github.com/c9s/bbgo/pull/1865): FIX: fix AverageDepthPrice and add test TestPriceVolumeSlice\_AverageDepthPrice | ||
- [#1869](https://github.com/c9s/bbgo/pull/1869): FIX: [okex] add TestExchange\_SubmitOrder for okx | ||
- [#1873](https://github.com/c9s/bbgo/pull/1873): FIX: [max] fix query depth wrong symbol convertor | ||
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## Features and Improvements | ||
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- [#1872](https://github.com/c9s/bbgo/pull/1872): FEATURE: [dynamic] dynamic nested metric from struct | ||
- [#1871](https://github.com/c9s/bbgo/pull/1871): FEATURE: support dynamic metrics for config fields | ||
- [#1866](https://github.com/c9s/bbgo/pull/1866): FEATURE: [xnav] support breakdown and improve price solving logics | ||
- [#1864](https://github.com/c9s/bbgo/pull/1864): FEATURE: [core] integrate priceSolver into the session struct | ||
- [#1860](https://github.com/c9s/bbgo/pull/1860): FEATURE: [max] handle and merge debt principle and interests in Stream | ||
- [#1859](https://github.com/c9s/bbgo/pull/1859): FEATURE: add account margin level metrics | ||
- [#1857](https://github.com/c9s/bbgo/pull/1857): FEATURE: [max] unlock depth buffer after emit | ||
- [#1858](https://github.com/c9s/bbgo/pull/1858): FEATURE: [dca2] set order executor max retries from 50 to 5 | ||
- [#1856](https://github.com/c9s/bbgo/pull/1856): IMPROVE: [xmaker] improve quota calculation | ||
- [#1870](https://github.com/c9s/bbgo/pull/1870): DEBUG: [max] add log to debug depth buffer | ||
- [#1852](https://github.com/c9s/bbgo/pull/1852): IMPROVE: [xmaker] implement allowMarginHedge and its tests | ||
- [#1851](https://github.com/c9s/bbgo/pull/1851): IMPROVE: [autoborrow] improve margin level alert details | ||
- [#1847](https://github.com/c9s/bbgo/pull/1847): REFACTOR: [xalign] refactor detector | ||
- [#1848](https://github.com/c9s/bbgo/pull/1848): DOC: fix update strategy.go reference | ||
- [#1846](https://github.com/c9s/bbgo/pull/1846): IMPROVE: [xmaker] use quote, base as much as possible | ||
- [#1845](https://github.com/c9s/bbgo/pull/1845): IMPROVE: [d2t] check and adjust repay amount, display hostname | ||
- [#1840](https://github.com/c9s/bbgo/pull/1840): feature: add binance TRADE_LITE event | ||
- [#1843](https://github.com/c9s/bbgo/pull/1843): REFACTOR: [max] generate privatechannel map with mapgen | ||
- [#1844](https://github.com/c9s/bbgo/pull/1844): FEATURE: [deposit2transfer] support autoRepay | ||
- [#1841](https://github.com/c9s/bbgo/pull/1841): FEATURE: [max] define channels | ||
- [#1839](https://github.com/c9s/bbgo/pull/1839): FEATURE: [max] subscription filters not empty | ||
- [#1836](https://github.com/c9s/bbgo/pull/1836): IMPROVE: [xmaker] add more improvements | ||
- [#1835](https://github.com/c9s/bbgo/pull/1835): FEATURE: [max] new method for depth buffer to set snapshot | ||
- [#1834](https://github.com/c9s/bbgo/pull/1834): REFACTOR: integrate connectivity into session | ||
- [#1832](https://github.com/c9s/bbgo/pull/1832): dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1 | ||
- [#1833](https://github.com/c9s/bbgo/pull/1833): dep: bump codecov/codecov-action from 4 to 5 | ||
- [#1831](https://github.com/c9s/bbgo/pull/1831): REFACTOR: share stream book metrics labels | ||
- [#1826](https://github.com/c9s/bbgo/pull/1826): FEATURE: [xmaker] allocate isolated market data stream | ||
- [#1825](https://github.com/c9s/bbgo/pull/1825): IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices | ||
- [#1824](https://github.com/c9s/bbgo/pull/1824): FEATURE: [xdepthmaker] add maker metrics | ||
- [#1823](https://github.com/c9s/bbgo/pull/1823): IMPROVE: [xgap] customize source symbol | ||
- [#1822](https://github.com/c9s/bbgo/pull/1822): IMPROVE: [tradingutil] improve UniversalCancelAllOrders by querying open orders | ||
- [#1821](https://github.com/c9s/bbgo/pull/1821): FEAUTRE: [max] update buffer second | ||
- [#1820](https://github.com/c9s/bbgo/pull/1820): FEATURE: add new migration script to record the net profit values | ||
- [#1815](https://github.com/c9s/bbgo/pull/1815): IMPROVE: [deposit2transfer] ignore dust amount | ||
- [#1814](https://github.com/c9s/bbgo/pull/1814): IMPROVE: [maxapi] update deposit info fields | ||
- [#1813](https://github.com/c9s/bbgo/pull/1813): FEATURE: [binance] add update when first receive the orderbook event | ||
- [#1812](https://github.com/c9s/bbgo/pull/1812): FEAUTRE: [max] reset book if receive both empty asks and bids | ||
- [#1806](https://github.com/c9s/bbgo/pull/1806): dep: bump morphy2k/revive-action from 2.6.0 to 2.7.0 | ||
- [#1808](https://github.com/c9s/bbgo/pull/1808): IMPROVE: [deposit2transfer] add livenote support | ||
- [#1791](https://github.com/c9s/bbgo/pull/1791): FEATURE: [xalign] add notification when order quote is over alert amount | ||
- [#1807](https://github.com/c9s/bbgo/pull/1807): FEATURE: [livenote] object comparison, comments and mentions | ||
- [#1805](https://github.com/c9s/bbgo/pull/1805): FEATURE: [dynamic] support dynamic compare | ||
- [#1804](https://github.com/c9s/bbgo/pull/1804): FEATURE: add livenote support | ||
- [#1801](https://github.com/c9s/bbgo/pull/1801): IMPROVE: [xalign] improve logs | ||
- [#1799](https://github.com/c9s/bbgo/pull/1799): FEATURE: [liqmaker] add more metrics | ||
- [#1798](https://github.com/c9s/bbgo/pull/1798): FEATURE:update binance positionRisk api to v3 | ||
- [#1743](https://github.com/c9s/bbgo/pull/1743): add new tag ignore to prevent printing specific field | ||
- [#1796](https://github.com/c9s/bbgo/pull/1796): IMPROVE: [liqmaker] improve interval checking and tickers | ||
- [#1795](https://github.com/c9s/bbgo/pull/1795): IMPROVE: add test helper for price side quantity assertion | ||
- [#1792](https://github.com/c9s/bbgo/pull/1792): FEATURE: [liqmaker] add stop functions | ||
- [#1763](https://github.com/c9s/bbgo/pull/1763): CHORE: solved all deprecated, comment all unused variables and functions | ||
- [#1784](https://github.com/c9s/bbgo/pull/1784): FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity | ||
- [#1786](https://github.com/c9s/bbgo/pull/1786): FEATURE: [xalign] detect active depoit. if found, skip align | ||
- [#1785](https://github.com/c9s/bbgo/pull/1785): FEATURE: [okx] support broker id | ||
- [#1782](https://github.com/c9s/bbgo/pull/1782): IMPROVE: [grid2][xmaker] prune expired trades | ||
- [#1779](https://github.com/c9s/bbgo/pull/1779): FEATURE: [bybit] upgrade classic account to UTA | ||
- [#1765](https://github.com/c9s/bbgo/pull/1765): FEATURE: [max] use QueryDepth to build orderbook | ||
- [#1771](https://github.com/c9s/bbgo/pull/1771): dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0 | ||
- [#1780](https://github.com/c9s/bbgo/pull/1780): FEATURE: [xmaker] support delayed hedge | ||
- [#1778](https://github.com/c9s/bbgo/pull/1778): FEATURE: [bybit] use execution.fast topic | ||
- [#1777](https://github.com/c9s/bbgo/pull/1777): pkg/exchange: update query open orders to latest | ||
- [#1776](https://github.com/c9s/bbgo/pull/1776): pkg/exchange: update query wallet balance to latest | ||
- [#1775](https://github.com/c9s/bbgo/pull/1775): FEATURE: [bybit] update query closed order to latest | ||
- [#1774](https://github.com/c9s/bbgo/pull/1774): FEATURE: [bybit] move rate limiter of cancel to api level | ||
- [#1773](https://github.com/c9s/bbgo/pull/1773): FEATURE: [bybit] add marketunit for submit order | ||
- [#1772](https://github.com/c9s/bbgo/pull/1772): FEATURE: [bybit] use fee currency of trade | ||
- [#1770](https://github.com/c9s/bbgo/pull/1770): IMPROVE: [xmaker] add more stability improvements and refactoring | ||
- [#1769](https://github.com/c9s/bbgo/pull/1769): FEATURE: [autobuy] check quote balance before submitting order | ||
- [#1768](https://github.com/c9s/bbgo/pull/1768): IMPROVE: [xmaker] add more improvements | ||
- [#1767](https://github.com/c9s/bbgo/pull/1767): IMPROVE: use float64 in pricesolver internally to make it more precise | ||
- [#1766](https://github.com/c9s/bbgo/pull/1766): REFACTOR: refactor account value calculator with price solver | ||
- [#1749](https://github.com/c9s/bbgo/pull/1749): Use new circuitbreaker in common strategy | ||
- [#1760](https://github.com/c9s/bbgo/pull/1760): FEATURE: [max] add QueryDepth v3 API to query orderbook | ||
- [#1762](https://github.com/c9s/bbgo/pull/1762): MINOR: [bybit] use individual rate limit on wallet-balance API | ||
- [#1759](https://github.com/c9s/bbgo/pull/1759): FEATURE: [bybit] integrate the v5 trade history | ||
- [#1757](https://github.com/c9s/bbgo/pull/1757): FEATURE: [bybit] add v5 execution request | ||
- [#1758](https://github.com/c9s/bbgo/pull/1758): FEATURE: [xmaker] add depth ratio signal | ||
- [#1755](https://github.com/c9s/bbgo/pull/1755): IMPROVE: [xdepthmaker] improve price solver integration and hedge method | ||
- [#1754](https://github.com/c9s/bbgo/pull/1754): REFACTOR: [xdepthmaker] refactor x depth maker | ||
- [#1753](https://github.com/c9s/bbgo/pull/1753): IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position | ||
- [#1746](https://github.com/c9s/bbgo/pull/1746): DOC: add the explanation on how to read/write strategy fields | ||
- [#1752](https://github.com/c9s/bbgo/pull/1752): IMPROVE: [biget] several improvements | ||
- [#1748](https://github.com/c9s/bbgo/pull/1748): IMPROVE: [db] add index on positions table |