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BBGO v1.61.0

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@github-actions github-actions released this 23 Dec 06:28
9e862e1

Full Changelog

Fixes

  • #1751: FIX: fix OnNew event must be called before OnFilled
  • #1761: FIX: [bybit] fix redundant code
  • #1781: FIX: [xmaker] fix covered position field
  • #1787: FIX: fix order update comparison method
  • #1788: FIX: [core] remove session order store
  • #1789: FIX: add slackAttachment method on Deposit
  • #1790: FIX: [xmaker] check connectivity before calling updateQuote
  • #1797: FIX: [liqmaker] fix stopEMA subscription
  • #1802: FIX: [xmaker] truncate balances before submitting orders
  • #1803: FIX: [deposit2transfer] check transfer amount before transferring
  • #1809: FIX: [xalign] verify LargetAmountAlert is not nil
  • #1811: FIX: [deposit2transfer] fix last deposit time checking
  • #1816: FIX: [circuit breaker] separate metrics label by symbol and add panic handler
  • #1817: FIX: refactor and redesign connectivity
  • #1818: FIX: fix deposit time checking
  • #1819: FIX: [max] use the same depth to QueryDepth
  • #1827: FIX: do not reset snapshot and once in tryFetch
  • #1828: FIX: [depth] fix early snapshot id checking
  • #1829: FIX: depth buffer can skip old event if event.FinalUpdateID
  • #1830: FIX: [xdepthmaker] fix book pricing
  • #1837: FIX: upgrade go-chart from 2.1.0 to 2.1.2 to avoid CVE
  • #1842: FIX: assign CircuitBreakLossThreshold to MaximumTotalLoss and delete circuitBreakEMA
  • #1849: FIX: [xalign] add markets to price resolver
  • #1850: FIX: [depth] fix depth buffer and tests
  • #1853: FIX: If futures order is Market order use avg price replace zero price
  • #1854: FIX: [dca2] update message log level
  • #1865: FIX: fix AverageDepthPrice and add test TestPriceVolumeSlice_AverageDepthPrice
  • #1869: FIX: [okex] add TestExchange_SubmitOrder for okx
  • #1873: FIX: [max] fix query depth wrong symbol convertor

Features and Improvements

  • #1872: FEATURE: [dynamic] dynamic nested metric from struct
  • #1871: FEATURE: support dynamic metrics for config fields
  • #1866: FEATURE: [xnav] support breakdown and improve price solving logics
  • #1864: FEATURE: [core] integrate priceSolver into the session struct
  • #1860: FEATURE: [max] handle and merge debt principle and interests in Stream
  • #1859: FEATURE: add account margin level metrics
  • #1857: FEATURE: [max] unlock depth buffer after emit
  • #1858: FEATURE: [dca2] set order executor max retries from 50 to 5
  • #1856: IMPROVE: [xmaker] improve quota calculation
  • #1870: DEBUG: [max] add log to debug depth buffer
  • #1852: IMPROVE: [xmaker] implement allowMarginHedge and its tests
  • #1851: IMPROVE: [autoborrow] improve margin level alert details
  • #1847: REFACTOR: [xalign] refactor detector
  • #1848: DOC: fix update strategy.go reference
  • #1846: IMPROVE: [xmaker] use quote, base as much as possible
  • #1845: IMPROVE: [d2t] check and adjust repay amount, display hostname
  • #1840: feature: add binance TRADE_LITE event
  • #1843: REFACTOR: [max] generate privatechannel map with mapgen
  • #1844: FEATURE: [deposit2transfer] support autoRepay
  • #1841: FEATURE: [max] define channels
  • #1839: FEATURE: [max] subscription filters not empty
  • #1836: IMPROVE: [xmaker] add more improvements
  • #1835: FEATURE: [max] new method for depth buffer to set snapshot
  • #1834: REFACTOR: integrate connectivity into session
  • #1832: dep: bump morphy2k/revive-action from 2.7.0 to 2.7.1
  • #1833: dep: bump codecov/codecov-action from 4 to 5
  • #1831: REFACTOR: share stream book metrics labels
  • #1826: FEATURE: [xmaker] allocate isolated market data stream
  • #1825: IMPROVE: [metrics] make the metrics name consistent and update best ask/bid prices
  • #1824: FEATURE: [xdepthmaker] add maker metrics
  • #1823: IMPROVE: [xgap] customize source symbol
  • #1822: IMPROVE: [tradingutil] improve UniversalCancelAllOrders by querying open orders
  • #1821: FEAUTRE: [max] update buffer second
  • #1820: FEATURE: add new migration script to record the net profit values
  • #1815: IMPROVE: [deposit2transfer] ignore dust amount
  • #1814: IMPROVE: [maxapi] update deposit info fields
  • #1813: FEATURE: [binance] add update when first receive the orderbook event
  • #1812: FEAUTRE: [max] reset book if receive both empty asks and bids
  • #1806: dep: bump morphy2k/revive-action from 2.6.0 to 2.7.0
  • #1808: IMPROVE: [deposit2transfer] add livenote support
  • #1791: FEATURE: [xalign] add notification when order quote is over alert amount
  • #1807: FEATURE: [livenote] object comparison, comments and mentions
  • #1805: FEATURE: [dynamic] support dynamic compare
  • #1804: FEATURE: add livenote support
  • #1801: IMPROVE: [xalign] improve logs
  • #1799: FEATURE: [liqmaker] add more metrics
  • #1798: FEATURE:update binance positionRisk api to v3
  • #1743: add new tag ignore to prevent printing specific field
  • #1796: IMPROVE: [liqmaker] improve interval checking and tickers
  • #1795: IMPROVE: add test helper for price side quantity assertion
  • #1792: FEATURE: [liqmaker] add stop functions
  • #1763: CHORE: solved all deprecated, comment all unused variables and functions
  • #1784: FEATURE: no use MAX(quantity, minQuantity) to avoid sufficient quantity
  • #1786: FEATURE: [xalign] detect active depoit. if found, skip align
  • #1785: FEATURE: [okx] support broker id
  • #1782: IMPROVE: [grid2][xmaker] prune expired trades
  • #1779: FEATURE: [bybit] upgrade classic account to UTA
  • #1765: FEATURE: [max] use QueryDepth to build orderbook
  • #1771: dep: bump morphy2k/revive-action from 2.5.10 to 2.6.0
  • #1780: FEATURE: [xmaker] support delayed hedge
  • #1778: FEATURE: [bybit] use execution.fast topic
  • #1777: pkg/exchange: update query open orders to latest
  • #1776: pkg/exchange: update query wallet balance to latest
  • #1775: FEATURE: [bybit] update query closed order to latest
  • #1774: FEATURE: [bybit] move rate limiter of cancel to api level
  • #1773: FEATURE: [bybit] add marketunit for submit order
  • #1772: FEATURE: [bybit] use fee currency of trade
  • #1770: IMPROVE: [xmaker] add more stability improvements and refactoring
  • #1769: FEATURE: [autobuy] check quote balance before submitting order
  • #1768: IMPROVE: [xmaker] add more improvements
  • #1767: IMPROVE: use float64 in pricesolver internally to make it more precise
  • #1766: REFACTOR: refactor account value calculator with price solver
  • #1749: Use new circuitbreaker in common strategy
  • #1760: FEATURE: [max] add QueryDepth v3 API to query orderbook
  • #1762: MINOR: [bybit] use individual rate limit on wallet-balance API
  • #1759: FEATURE: [bybit] integrate the v5 trade history
  • #1757: FEATURE: [bybit] add v5 execution request
  • #1758: FEATURE: [xmaker] add depth ratio signal
  • #1755: IMPROVE: [xdepthmaker] improve price solver integration and hedge method
  • #1754: REFACTOR: [xdepthmaker] refactor x depth maker
  • #1753: IMPROVE: [xdepthmaker] use order query to update the canceled order, fix depth price, fix symbol column lengths, fix covered position
  • #1746: DOC: add the explanation on how to read/write strategy fields
  • #1752: IMPROVE: [biget] several improvements
  • #1748: IMPROVE: [db] add index on positions table