github.com/c9s/bbgo

add v1.64.2 release note

Since 1.64.0 pipeline failed to publish the release, This is a re-generated release version for 1.64.0.

Full Changelog

• #2451: FEATURE: [binance] add query method for funding rates and its info
• #2450: REFACTOR: remove obsolete //+build comments
• #2445: FEATURE: [strategy] export strategy summary stats
• #2449: FIX: [backtest] fix backtest service initialization order
• #2160: FEATURE: csvsource backtest (algo-boyz)
• #2447: FEATURE: [types] add trade frequency stats
• #2446: REFACTOR: [xmaker] pull out trade ring buffer
• #2444: FIX: [max] add exchange field for the kline convert
• #2442: DEP: bump codecov/codecov-action from 5 to 6
• #2156: FEATURE: add more trade stats to report (algo-boyz)
• #2443: FIX: [backtest] fix trades stats
• #2441: FIX: eliminate flaky TestHedgeMarket_startAndHedge race condition
• #2440: CHORE: [grid2] remove unneeded methods and minor refactoring
• #2439: FIX: [backtest] preparation phase for simple price matching
• #2436: FIX: [binance] fix dual futures position side
• #2438: FIX: [orderbook] add session name to StreamBookHealthCheck logging
• #2437: FIX: [orderbook] add logging for StreamBookHealthCheck initialization
• #2435: REFACTOR: [orderbook] rename checkInterval
• #2434: FEATURE: stream order book health check component
• #2433: FEATURE: [orderbook] add component use for StreamOrderBook
• #2427: FEATURE: [indicatorv2] add FixedWindowVP method to IndicatorSet
• #2431: FIX: [backtest] export of trades to TSV file
• #2428: FEATURE: [indicatorv2] TTM Squeeze
• #2430: FEATURE: [chart] TTM-Squeeze visualization
• #2429: FIX: [chart] correct typo in drawAtrChart function name
• #2426: FEATURE: [indicatorv2] include accumulated kline in volume profile callbacks
• #2425: FEATURE: [indicator] TradeStream with subscriber callbacks and backfill support
• #2424: FEATURE: [indicatorv2] add FixedWindowVolumeProfile
• #2398: FEATURE: [xalign] retry align order once if failed
• #2404: FEATURE: [chart] kline charts
• #2422: FEATURE: [chart] Indicator Chart
• #2365: FEATURE: [indicator] porting SuperTrend to indicatorv2
• #2364: FEATURE: [indicator] implement Chandelier-Stop indicator
• #2279: FEATURE: new strategy XVS
• #2418: dep: bump docker/build-push-action from 6 to 7
• #2416: dep: bump docker/setup-buildx-action from 3 to 4
• #2417: dep: bump docker/login-action from 3 to 4
• #2415: dep: bump docker/metadata-action from 5 to 6
• #2421: FIX: [xmaker] update quote quantity metrics calculation
• #2420: FIX: [xmaker] update position metrics after applying profit fixer
• #2419: FIX: [xmaker] add authTimeout field with default value
• #2414: FIX: [activeorderbook] fix activeorderbook emit filled by algo order finished
• #2413: FIX: [migration] update order_uuid column type in trades
• #2412: FEATURE: [util] add util script which loads trades into DB
• #2411: FIX: [dynamic] enhance IterateFieldsByTag to support value-type embeding
• #2410: FIX: [environment] change the semantic of sync symbols with prefix
• #2409: FIX: [logging] revise logging for profit fixer, xmaker and sync
• #2375: FIX: [indicatorv2] liquidity demand with SMA smoothing
• #2408: FIX: [doc] add note for building bbgo with web interface
• #2395: FEATURE: [exchange] add latency metrics tracking for MAX API requests
• #2406: refactor: omit unnecessary reassignment
• #2399: MIGRATION: [max] migration to v3 API
• #2407: FIX: [xmaker] add RedispatchUncoveredPosition for redispatching uncovered position
• #2405: FIX: [backtest] fix nil-dereference error
• #2403: REFACTOR: [risk] rename fields of error breaker
• #2402: REFACTOR: [risk] ErrorBreaker to track errors within a time window
• #2400: FIX: fix indicator Clone, fix description and add checks on the edge cases
• #2401: TEST: [max] add tests for v3 API
• #2397: FIX: [max] replacing v2 client with v3 client
• #2396: FIX: [max] update withdrawal handling to use v3 API
• #2394: FIX: [binance] suppport binance ws algo order event update
• #2393: FIX: [xalign] enhance cbd comments with start time
• #2392: FEATURE: [xmaker] hedge with bestprice
• #2389: MINOR: move mutex from MemoryStore to MemoryService to avoid concurre…
• #2391: FIX: [exchange] okex update symbols
• #2390: MIGRATION: include symbol in the unique key for positions table
• #2388: FEAT: [risk] error window for ErrorBreaker
• #2385: FEATURE: [xmaker] integrate balance weight quoting
• #2387: FIX: [exchange] retains amount field even when quote currency is empty
• #2386: FEATURE: (xalign): add help message for interactive orders
• #2384: FIX: [xalign] correct typo in InteractiveOrderConfig
• #2382: FEATURE: [xalign] add interactive order minimum amount
• #2383: FEATURE: (risk): add enabled flag to ErrorBreaker
• #2278: dep: bump actions/setup-node from 5 to 6
• #2378: FEATURE: [circuitbreaker] implement ErrorBreaker
• #2381: REFACTOR: [order] extract amount field logic and add it to order slack notification
• #2380: FEATURE: [xpremium] add closePositionOnStart
• #2379: CHORE: [order] fix ID slack field
• #2377: CHORE: [order] remove "fill ratio" from the slack notification
• #2374: FEATURE: [order] add fields to Slack attachment
• #2289: FEATURE: [binance] listen token support for margin trading
• #2376: FIX: [xalign] update notification message to reflect created order
• #2372: FEATURE: implement skiplist
• #2371: FEATURE: [xmaker] balance weight quote
• #2373: FIX: [xmaker] fix extreme signal values including NaN and ±Inf
• #2370: FIX: [xalign] include created order id in thread reply
• #2368: FIX: [xalign] reset fault balance records on order submission
• #2369: FIX: [xalign] add user info and timestamp in slack message
• #2367: FIX: [xalign] interactive order enable flag
• #2366: FIX: [interact] improve logging for interation dispatching
• #2360: FEATURE: [xalign] interactive submit order
• #2363: FIX: [binance] adapt to binance api algo orders
• #2362: FIX: [xalign] remove redundant order book addition
• #2361: FEATURE: [xpremium] integrate xmaker signals
• #2359: FIX: [xalign] notify disabled by notify instead of logging
• #2351: FEATURE: refactor debt quota calculation as a session worker
• #2358: FEATURE: [xalign] add 'disabled' flag
• #2357: FEATURE: [xalign] add InstantAlignAmount for small amount adjustments
• #2356: REFACTOR: [xalign] dynamically adjust detection duration
• #2353: dep: bump actions/cache from 4 to 5
• #2355: REFACTOR: [xalign] simplify interval switching logic
• #2352: REFACTOR: [xalign] dynamically adjust checking interval
• #2354: TEST: [xalign] extend mock exchange and add unit test for .align()
• #2317:
• #2350: MAJOR: upgrade go to 1.25
• #2344: CHORE: [types] standard stream test
• #2349:
• #2340: FIX: grid2 bot may stuck due to wirteLock and mu lock
• #2348: HOTFIX: [position] resolve deadlock in UnrealizedProfit
• #2347: CHORE: [profit_fixer] add logging for trade processing and record clearing
• #2345: REFACTOR: [service] add timeout support for database operations on profit and position
• #2346: REFACTOR: [service] remove unused scanRows functions
• #2343: FEATURE: [binance] add more metrics tracking latency and req counter
• #2342:
• #2341: REFACTOR: [max] remove unused max v2 api and clean up unused code
• #2339:
• #2244: FIX: [maxapi] improve GET request parameter passing
• #2337: FEATURE: Add PnL metrics
• #2336: dep: bump actions/checkout from 5 to 6
• #2328: FEATURE: [profit_fixer] profit fixer revision and enable fixing for xdepthmaker
• #2338: FIX: fix market info cache key
• #2333: IMPROVE: [binanceapi] observe binance used weight
• #2334: FIX: [binance] fix binance price precision conversion
• #2332: FIX: [coinbase] add LastTradeID options support
• #2330: FEATURE: [profit_fixer] extra target symbols
• #2331:
• #2329: FIX: [xmaker] includes all exchange sessions for profit fixing
• #2327: FIX: [deposit2transfer] change error log to warning when balance not found
• #2325: REFACTOR: [xmaker] profit fixing with last fix tracking
• #2316: chore: fix a large number of spelling issues
• #2326: FIX: [xmaker] fix AdjustHedgeQuantityWithAvailableBalance
• #2324:
• #2320: REFACTOR: [pofit_fixer] integrate price resolver for fee price
• #2323: FIX: [migration] update profits table unique key trade_id
• #2322: IMPROVE: [xmaker] pre-check max hedge quantity and redispatch to parent hedger
• #2321: FIX: [xalign] provide active transfer window option and extend the default to 48 hours
• #2319:
• #2318: FIX: fix max QueryTrades out of range exception
• #2315: FIX: [coinbase] include zero volume in order book update
• #2314:
• #2313: REFACTOR: [environment] remove RecordProfit method, not used anymore
• #2312:
• #2304: REFACTOR: [profit-fixer] revise profit fix by trade records in DB
• #2311: FIX: [core] fix applyTrade trigger
• #2308: FIX: check s.Conn is not nil before WriteMessage
• #2310: IMPROVE: [xpremium] use depth quoting
• #2309: FIX: [activeorderbook] fix deadlock issue
• #2307: IMPROVE: [xpremium] add metrics for monitoring
• #2306: FIX: [xpremium] load open orders when restart
• #2305: FIX: [xpremium] add pivot stop price validation
• #2303: FIX: [xmaker] fix fluky tests
• #2302: IMPROVE: [xpremium] improve futures trading compatibility
• #2300: FIX: [binance] change log level from Warn to Debug for TradeQueryOptions
• #2126:
• #2299: FIX: [backtest] fix stop market order matching
• #2293: FIX: [sync] Improve performance of query trades by leveraging the last trade id
• #2298: FIX: [bitfinex] fix fee amount conversion
• #2297: IMPROVE: [maxapi] cache api slug regexp objects
• #2295: REVERT: [exchange] revert trade query options priority for max exchange
• #2294:
• #2292: HOTFIX: [deposit2transfer] update checkDeposits to handle zero balance
• #2291: REFACTOR: [TradeQueryOptions] Prioritize start time/end time over last trade id in trades APIs
• #2226: chore: remove unused min/max func
• #2290: FIX: [okx] align spot move behavior with the table
• #2288: REFACTOR: [binance] replace legacy adshao binance api for spot/margin account
• #2287:
• #2286:
• #2285: PERF: [rbtree] optimize allocation
• #2277: PERF: [rbtree] use sync pool instead of heap
• #2284: FIX: [exchange] fix created order time in force on MAX
• #2282: FIX: [coinbase] support query order which is canceled by the server
• #2283: FEATURE: [session] enable exchange initializer
• #2280: FEATURE: [dca3] not only check active orders in OrderExecutor but also check…
• #2281: FIX: [coinbase] Add balance polling in Stream connection
• #2276: IMPROVE: [rbtree] improve memory allocation
• #2275: CHORE: [rbtree] add rbtree stress test
• #2274: CHORE: [bbgo] log warning when order map size is larger than expected
• #2273: FIX: activeorderbook: add mutex lock for operations
• #2268: FEATURE: add the validate state function for StateTakeProfitReached
• #2272: FEATURE: [coinbase] active order management and retrieve active order in message conversion
• #2271: FIX: [coinbase] Fix hard-coded fee currency in match message trade conversion
• #2270: FIX: [coinbase] exchange/ws order and trade convert
• #2267: FIX: [coinbase] order submission
• #2266: FIX: [bitfinex] fix symbol convert
• #2260: FEATURE: [profit_fixer] profit fixing by trade records in DB
• #2264: IMPROVE: [xmaker] refactor margin info updater and query max borrowable to adjust maker side quantities
• #2234: FEATURE: [bybit] add futures position and leverage api
• #2265: FEATURE: [xmaker] pull out StopHedgeBaseBalance config for both spot and margin
• #2263: FIX: [binance] fix addRiskBalance setter
• #2256: UPDATE (ProfitFixerConfig): equality check method
• #2258: FIX: [coinbase] handle "not found" error when cancelling orders
• #2262: FIX: [xmaker] fix hedge market position redispatch
• #2257: IMPROVE: [xmaker] add pricing mode, and support more quoting methods
• #2253: FIX: fix session set last price bug
• #2254: FEATURE: [ProfitFixerConfig] profit fixing patch support
• #2252:
• #2251: FIX: [deposit2transfer] remove watching deposit if the balance is insufficient
• #2250: FIX: [bbgo] concurrently call shutdown handlers
• #2249: FIX: [xmaker] handle NaN liquidity demand signal
• #2248: FIX: [coinbase] improve error handling and logging for order cancellations
• #2247: FIX: [ProfitFixer] warning on no trades and update position notification string
• #2246:
• #2245:
• #2149: FIX: [bybit] remove UUID from order struct
• #2243: FIX: [xmaker] fix hedge market hedge behavior
• #2239: FEATURE: add warn first logger for dca3
• #2242: FIX: [xmaker] fix hedge condition (dust checking)
• #2237: FEATURE: [xmake] Add PremiumSignal provider
• #2241:
• #2240:
• #2238: FIX: [xmaker] minor fixes
• #2235: FIX: [xmaker] fix spread maker delta
• #2236: FIX: [xmaker] fix frequently repay issue, reduce get account api calls
• #2233:
• #2232: FIX: [xalign] fix moq checking
• #2229: FIX: [xmaker] always call hedge() even if uncoverPosition is dust
• #2228: IMPROVE: [xmaker] store metrics instance to lower the update overhead
• #2227: FIX: [xmaker] fix market trade stream setter call
• #2225: REFACTOR: [deposit2transfer] transaction mutex and stop retrying after transfer attempts
• #2224: FIX: [max] expose SelectApiKey for ws authentication
• #2220: FEATURE: [deposit2transfer] last deposit scanning and transfer on restart
• #2161: dep: bump actions/checkout from 4 to 5
• #2222: REFACTOR: [bbgo] move http transport and default http client to bbgo core package
• #2221: IMPROVE: [max] improve max api nonce generation
• #2223: IMPROVE: [xalign] always call UpdateAccount() to get the latest status of account
• #2200: dep: bump actions/setup-go from 5 to 6
• #2217: REFACTOR: [xalign] moving transfer-detection codes to separate module
• #2216: UPDATE: [xalign] implement metrics tracking for balance deltas
• #2213: FEATURE: [xmake] Add Liquidity Demand Signal
• #2054: FEATURE: [indicatorv2] LiquidityDemandStream
• #2212: REFACTOR: [coinbase] renaming variable (channel2LocalIdsMap) for clarity and update logging messages
• #2206: FIX: [retry] handle context deadline exceeded in queries
• #2208:
• #2205: FIX: [binance] maintain and update risk balances from stream
• #2203: IMPROVE: [xmaker] improve hedge market margin rebalance
• #2202: FIX: [coinbase] fix IsBuyer for RESTful
• #2197: FEATURE: [xmaker] support split hedge
• #2199: FIX: [bitfinex] fix order status parsing for IOC canceled with previous status
• #2198: FIX: [streamorderbook] cache Prometheus metrics to prevent performance issue
• #2196: FIX: [bitfinex] fix ioc status parsing
• #2195: FEATURE: [fixedpoint] add expirable value wrapper
• #2194: FIX: [xmaker] fix flaky test
• #2191: FEATURE: [max] sub-account api
• #2192: chore: remove redundant word in comment
• #2193: FIX: [bitfinex] handle time in force conversion
• #2186: IMPROVE: [xmaker] dynamic signal registration
• #2190: FEATURE: [xdepthmaker] add dry run mode
• #2189: REFACTOR: [max] rename pkg max to maxapi
• #2182: IMPROVE: [order executor] improve batch place orders
• #2188: UPDATE: [doc] update README to include details on exchangetest command and Stream modes
• #2185:
• #2187: PATCH: [bitifinex] stream trade side matches created order
• #2183:
• #2184: MINOR: not all the error with error log
• #2181: IMPROVE: [bitfinex] refactor event structures, add more test cases
• #2111: FEATURE: new strategy dca3
• #2179: FIX: [xalign] ensure notify date is truncated to the start of the day
• #2177:
• #2176: FIX: [xmaker] check and handle eof error
• #2180: PATCH: [max] update error handling for recoverOrder
• #2178: PATCH: [max] EOF recovery
• #2175: FIX: [xalign] fix date string calculation
• #2174: FIX: [xnav] add check to prevent division by zero
• #2173:
• #2171:
• #2172:
• #2170:
• #2168: FEATURE: [bitfinex] private websocket message parser
• #2169: FIX: [coinbase] subscribe balance update for user data stream
• #2155: UPDATE: [coinbase] update test and add static test data files
• #2167: TEST: [coinbase] add order api test static data
• #2166: TEST: [coinbase] add stream static test data (book, market, full, level2, balance and user trades)
• #2165: TEST: [coinbase] stream static test data (status, match, ticker)
• #2164: TEST: [coinbase] add exchange account api static test data
• #2163: TEST: [coinbase] add exchange market api static test data
• #2162: TEST: [coinbase] add exchange trade api static test data
• #2153:
• #2152: FEATURE: [bitfinex] public websocket message parser
• #2151:
• #2146: FEATURE: [bitfinex] exchange methods
• #2147: FIX: [xalign] add side to cbd alert
• #2150: FEATURE: [bitfinex] api updates
• #2148: FIX: [coinbase] reverse side when user is the taker
• #2145:
• #2144: FEATURE: [bitfinex] order, order history, order trades apis
• #2143: FEATURE: add httptest recorder support
• #2142: FEATURE: [bitfinex] add place order api
• #2140: Feature: [bitfinex] get pair config api
• #2139: FEATURE: [bitfinex] get candles api
• #2138: FEATURE: [bitfinex] add get tickers api
• #2141: FIX: [retry] update error message
• #2137: FEATURE: [bitfinex] add get wallets api
• #2136: FEATURE: [bitfinex] rewrite nonce generator
• #2135: FEATURE: [bitfinex] add ticker request
• #2128: FIX: [binance] remove unused code
• #2133:
• #2134: FIX: [core] change log warnings to errors for operations with OrderID 0
• #2132: FIX: [coinbase] FNV64 hash of UUID as OrderID
• #2131: UPDATE: [xalign] add hostname field in slack notification
• #2130: FIX: [xalign] update Slack mentions in live note alerts
• #2129: UPDATE: [xalign] implement tests for cbd alert
• #2127: FEATURE: [xalign] live note support for critical balance discrepancy alert
• #2125:
• #2124: FIX: [orderService] update order query to accommodate the binary UUID
• #2123: FIX: [tradeService] update trade query to accommodate the binary order UUID
• #2121: FEATURE: [max] replace v2 vip_level api with v3 user_info api
• #2119: TEST: add NewClientOrderID test case
• #2122:
• #2120: FIX: [xnav] add session name in the error msg
• #2118: IMPROVE: BatchPlaceOrder method and update xmaker logger usage
• #2116: FIX: [sync] handle empty UUIDs in order and trade insertions
• #2117: IMPROVE: [max] add more log info for the order cancel error
• #2115: FEATURE: [max] migrate to v3 api and drop v2 api
• #2112:
• #2113: REFACTOR: [coinbase] update order status handling
• #2110: FIX: [coinbase] clarify handling of order book snapshot timestamp
• #2108: FEATURE: [coinbase] Add order execution metrics for submission and cancellation tracking
• #2107: FEATURE: [migrations] Add order uuid column in orders and trades tables
• #2106: FIX: [exchange/max] try to recover order when server responds 502 errors
• #2104: IMPROVE: improve activeorderbook logging
• #2103: FIX: [session] fix last price concurrent read and write error
• #2102: FEATURE: [tradingdesk] add slack blocks and fix ClosePosition conversion
• #2099: REFACTOR: [xmaker] improve TradeVolumeWindowSignal memory usage
• #2101: FIX: [tradingdesk] restore open orders back to the order executor
• #2100: FIX: [coinbase] trade symbol conversion
• #2098: FEATURE: [xmaker] add position exposure metrics
• #2097: FIX: [coinbase] ensure klineCtx is only created on first connection
• #2096: FIX: [core] remove panic for kline driver running twice
• #2095: FEATURE: [tradingdesk] store expiryTime when ttl is defined and create close trigger

upgrade github.com/mattn/go-sqlite3

udpate release workflow

Full Changelog

• #2451: FEATURE: [binance] add query method for funding rates and its info
• #2450: REFACTOR: remove obsolete //+build comments
• #2445: FEATURE: [strategy] export strategy summary stats
• #2449: FIX: [backtest] fix backtest service initialization order
• #2160: FEATURE: csvsource backtest (algo-boyz)
• #2447: FEATURE: [types] add trade frequency stats
• #2446: REFACTOR: [xmaker] pull out trade ring buffer
• #2444: FIX: [max] add exchange field for the kline convert
• #2442: DEP: bump codecov/codecov-action from 5 to 6
• #2156: FEATURE: add more trade stats to report (algo-boyz)
• #2443: FIX: [backtest] fix trades stats
• #2441: FIX: eliminate flaky TestHedgeMarket_startAndHedge race condition
• #2440: CHORE: [grid2] remove unneeded methods and minor refactoring
• #2439: FIX: [backtest] preparation phase for simple price matching
• #2436: FIX: [binance] fix dual futures position side
• #2438: FIX: [orderbook] add session name to StreamBookHealthCheck logging
• #2437: FIX: [orderbook] add logging for StreamBookHealthCheck initialization
• #2435: REFACTOR: [orderbook] rename checkInterval
• #2434: FEATURE: stream order book health check component
• #2433: FEATURE: [orderbook] add component use for StreamOrderBook
• #2427: FEATURE: [indicatorv2] add FixedWindowVP method to IndicatorSet
• #2431: FIX: [backtest] export of trades to TSV file
• #2428: FEATURE: [indicatorv2] TTM Squeeze
• #2430: FEATURE: [chart] TTM-Squeeze visualization
• #2429: FIX: [chart] correct typo in drawAtrChart function name
• #2426: FEATURE: [indicatorv2] include accumulated kline in volume profile callbacks
• #2425: FEATURE: [indicator] TradeStream with subscriber callbacks and backfill support
• #2424: FEATURE: [indicatorv2] add FixedWindowVolumeProfile
• #2398: FEATURE: [xalign] retry align order once if failed
• #2404: FEATURE: [chart] kline charts
• #2422: FEATURE: [chart] Indicator Chart
• #2365: FEATURE: [indicator] porting SuperTrend to indicatorv2
• #2364: FEATURE: [indicator] implement Chandelier-Stop indicator
• #2279: FEATURE: new strategy XVS
• #2418: dep: bump docker/build-push-action from 6 to 7
• #2416: dep: bump docker/setup-buildx-action from 3 to 4
• #2417: dep: bump docker/login-action from 3 to 4
• #2415: dep: bump docker/metadata-action from 5 to 6
• #2421: FIX: [xmaker] update quote quantity metrics calculation
• #2420: FIX: [xmaker] update position metrics after applying profit fixer
• #2419: FIX: [xmaker] add authTimeout field with default value
• #2414: FIX: [activeorderbook] fix activeorderbook emit filled by algo order finished
• #2413: FIX: [migration] update order_uuid column type in trades
• #2412: FEATURE: [util] add util script which loads trades into DB
• #2411: FIX: [dynamic] enhance IterateFieldsByTag to support value-type embeding
• #2410: FIX: [environment] change the semantic of sync symbols with prefix
• #2409: FIX: [logging] revise logging for profit fixer, xmaker and sync
• #2375: FIX: [indicatorv2] liquidity demand with SMA smoothing
• #2408: FIX: [doc] add note for building bbgo with web interface
• #2395: FEATURE: [exchange] add latency metrics tracking for MAX API requests
• #2406: refactor: omit unnecessary reassignment
• #2399: MIGRATION: [max] migration to v3 API
• #2407: FIX: [xmaker] add RedispatchUncoveredPosition for redispatching uncovered position
• #2405: FIX: [backtest] fix nil-dereference error
• #2403: REFACTOR: [risk] rename fields of error breaker
• #2402: REFACTOR: [risk] ErrorBreaker to track errors within a time window
• #2400: FIX: fix indicator Clone, fix description and add checks on the edge cases
• #2401: TEST: [max] add tests for v3 API
• #2397: FIX: [max] replacing v2 client with v3 client
• #2396: FIX: [max] update withdrawal handling to use v3 API
• #2394: FIX: [binance] suppport binance ws algo order event update
• #2393: FIX: [xalign] enhance cbd comments with start time
• #2392: FEATURE: [xmaker] hedge with bestprice
• #2389: MINOR: move mutex from MemoryStore to MemoryService to avoid concurre…
• #2391: FIX: [exchange] okex update symbols
• #2390: MIGRATION: include symbol in the unique key for positions table
• #2388: FEAT: [risk] error window for ErrorBreaker
• #2385: FEATURE: [xmaker] integrate balance weight quoting
• #2387: FIX: [exchange] retains amount field even when quote currency is empty
• #2386: FEATURE: (xalign): add help message for interactive orders
• #2384: FIX: [xalign] correct typo in InteractiveOrderConfig
• #2382: FEATURE: [xalign] add interactive order minimum amount
• #2383: FEATURE: (risk): add enabled flag to ErrorBreaker
• #2278: dep: bump actions/setup-node from 5 to 6
• #2378: FEATURE: [circuitbreaker] implement ErrorBreaker
• #2381: REFACTOR: [order] extract amount field logic and add it to order slack notification
• #2380: FEATURE: [xpremium] add closePositionOnStart
• #2379: CHORE: [order] fix ID slack field
• #2377: CHORE: [order] remove "fill ratio" from the slack notification
• #2374: FEATURE: [order] add fields to Slack attachment
• #2289: FEATURE: [binance] listen token support for margin trading
• #2376: FIX: [xalign] update notification message to reflect created order
• #2372: FEATURE: implement skiplist
• #2371: FEATURE: [xmaker] balance weight quote
• #2373: FIX: [xmaker] fix extreme signal values including NaN and ±Inf
• #2370: FIX: [xalign] include created order id in thread reply
• #2368: FIX: [xalign] reset fault balance records on order submission
• #2369: FIX: [xalign] add user info and timestamp in slack message
• #2367: FIX: [xalign] interactive order enable flag
• #2366: FIX: [interact] improve logging for interation dispatching
• #2360: FEATURE: [xalign] interactive submit order
• #2363: FIX: [binance] adapt to binance api algo orders
• #2362: FIX: [xalign] remove redundant order book addition
• #2361: FEATURE: [xpremium] integrate xmaker signals
• #2359: FIX: [xalign] notify disabled by notify instead of logging
• #2351: FEATURE: refactor debt quota calculation as a session worker
• #2358: FEATURE: [xalign] add 'disabled' flag
• #2357: FEATURE: [xalign] add InstantAlignAmount for small amount adjustments
• #2356: REFACTOR: [xalign] dynamically adjust detection duration
• #2353: dep: bump actions/cache from 4 to 5
• #2355: REFACTOR: [xalign] simplify interval switching logic
• #2352: REFACTOR: [xalign] dynamically adjust checking interval
• #2354: TEST: [xalign] extend mock exchange and add unit test for .align()
• #2317:
• #2350: MAJOR: upgrade go to 1.25
• #2344: CHORE: [types] standard stream test
• #2349:
• #2340: FIX: grid2 bot may stuck due to wirteLock and mu lock
• #2348: HOTFIX: [position] resolve deadlock in UnrealizedProfit
• #2347: CHORE: [profit_fixer] add logging for trade processing and record clearing
• #2345: REFACTOR: [service] add timeout support for database operations on profit and position
• #2346: REFACTOR: [service] remove unused scanRows functions
• #2343: FEATURE: [binance] add more metrics tracking latency and req counter
• #2342:
• #2341: REFACTOR: [max] remove unused max v2 api and clean up unused code
• #2339:
• #2244: FIX: [maxapi] improve GET request parameter passing
• #2337: FEATURE: Add PnL metrics
• #2336: dep: bump actions/checkout from 5 to 6
• #2328: FEATURE: [profit_fixer] profit fixer revision and enable fixing for xdepthmaker
• #2338: FIX: fix market info cache key
• #2333: IMPROVE: [binanceapi] observe binance used weight
• #2334: FIX: [binance] fix binance price precision conversion
• #2332: FIX: [coinbase] add LastTradeID options support
• #2330: FEATURE: [profit_fixer] extra target symbols
• #2331:
• #2329: FIX: [xmaker] includes all exchange sessions for profit fixing
• #2327: FIX: [deposit2transfer] change error log to warning when balance not found
• #2325: REFACTOR: [xmaker] profit fixing with last fix tracking
• #2316: chore: fix a large number of spelling issues
• #2326: FIX: [xmaker] fix AdjustHedgeQuantityWithAvailableBalance
• #2324:
• #2320: REFACTOR: [pofit_fixer] integrate price resolver for fee price
• #2323: FIX: [migration] update profits table unique key trade_id
• #2322: IMPROVE: [xmaker] pre-check max hedge quantity and redispatch to parent hedger
• #2321: FIX: [xalign] provide active transfer window option and extend the default to 48 hours
• #2319:
• #2318: FIX: fix max QueryTrades out of range exception
• #2315: FIX: [coinbase] include zero volume in order book update
• #2314:
• #2313: REFACTOR: [environment] remove RecordProfit method, not used anymore
• #2312:
• #2304: REFACTOR: [profit-fixer] revise profit fix by trade records in DB
• #2311: FIX: [core] fix applyTrade trigger
• #2308: FIX: check s.Conn is not nil before WriteMessage
• #2310: IMPROVE: [xpremium] use depth quoting
• #2309: FIX: [activeorderbook] fix deadlock issue
• #2307: IMPROVE: [xpremium] add metrics for monitoring
• #2306: FIX: [xpremium] load open orders when restart
• #2305: FIX: [xpremium] add pivot stop price validation
• #2303: FIX: [xmaker] fix fluky tests
• #2302: IMPROVE: [xpremium] improve futures trading compatibility
• #2300: FIX: [binance] change log level from Warn to Debug for TradeQueryOptions
• #2126:
• #2299: FIX: [backtest] fix stop market order matching
• #2293: FIX: [sync] Improve performance of query trades by leveraging the last trade id
• #2298: FIX: [bitfinex] fix fee amount conversion
• #2297: IMPROVE: [maxapi] cache api slug regexp objects
• #2295: REVERT: [exchange] revert trade query options priority for max exchange
• #2294:
• #2292: HOTFIX: [deposit2transfer] update checkDeposits to handle zero balance
• #2291: REFACTOR: [TradeQueryOptions] Prioritize start time/end time over last trade id in trades APIs
• #2226: chore: remove unused min/max func
• #2290: FIX: [okx] align spot move behavior with the table
• #2288: REFACTOR: [binance] replace legacy adshao binance api for spot/margin account
• #2287:
• #2286:
• #2285: PERF: [rbtree] optimize allocation
• #2277: PERF: [rbtree] use sync pool instead of heap
• #2284: FIX: [exchange] fix created order time in force on MAX
• #2282: FIX: [coinbase] support query order which is canceled by the server
• #2283: FEATURE: [session] enable exchange initializer
• #2280: FEATURE: [dca3] not only check active orders in OrderExecutor but also check…
• #2281: FIX: [coinbase] Add balance polling in Stream connection
• #2276: IMPROVE: [rbtree] improve memory allocation
• #2275: CHORE: [rbtree] add rbtree stress test
• #2274: CHORE: [bbgo] log warning when order map size is larger than expected
• #2273: FIX: activeorderbook: add mutex lock for operations
• #2268: FEATURE: add the validate state function for StateTakeProfitReached
• #2272: FEATURE: [coinbase] active order management and retrieve active order in message conversion
• #2271: FIX: [coinbase] Fix hard-coded fee currency in match message trade conversion
• #2270: FIX: [coinbase] exchange/ws order and trade convert
• #2267: FIX: [coinbase] order submission
• #2266: FIX: [bitfinex] fix symbol convert
• #2260: FEATURE: [profit_fixer] profit fixing by trade records in DB
• #2264: IMPROVE: [xmaker] refactor margin info updater and query max borrowable to adjust maker side quantities
• #2234: FEATURE: [bybit] add futures position and leverage api
• #2265: FEATURE: [xmaker] pull out StopHedgeBaseBalance config for both spot and margin
• #2263: FIX: [binance] fix addRiskBalance setter
• #2256: UPDATE (ProfitFixerConfig): equality check method
• #2258: FIX: [coinbase] handle "not found" error when cancelling orders
• #2262: FIX: [xmaker] fix hedge market position redispatch
• #2257: IMPROVE: [xmaker] add pricing mode, and support more quoting methods
• #2253: FIX: fix session set last price bug
• #2254: FEATURE: [ProfitFixerConfig] profit fixing patch support
• #2252:
• #2251: FIX: [deposit2transfer] remove watching deposit if the balance is insufficient
• #2250: FIX: [bbgo] concurrently call shutdown handlers
• #2249: FIX: [xmaker] handle NaN liquidity demand signal
• #2248: FIX: [coinbase] improve error handling and logging for order cancellations
• #2247: FIX: [ProfitFixer] warning on no trades and update position notification string
• #2246:
• #2245:
• #2149: FIX: [bybit] remove UUID from order struct
• #2243: FIX: [xmaker] fix hedge market hedge behavior
• #2239: FEATURE: add warn first logger for dca3
• #2242: FIX: [xmaker] fix hedge condition (dust checking)
• #2237: FEATURE: [xmake] Add PremiumSignal provider
• #2241:
• #2240:
• #2238: FIX: [xmaker] minor fixes
• #2235: FIX: [xmaker] fix spread maker delta
• #2236: FIX: [xmaker] fix frequently repay issue, reduce get account api calls
• #2233:
• #2232: FIX: [xalign] fix moq checking
• #2229: FIX: [xmaker] always call hedge() even if uncoverPosition is dust
• #2228: IMPROVE: [xmaker] store metrics instance to lower the update overhead
• #2227: FIX: [xmaker] fix market trade stream setter call
• #2225: REFACTOR: [deposit2transfer] transaction mutex and stop retrying after transfer attempts
• #2224: FIX: [max] expose SelectApiKey for ws authentication
• #2220: FEATURE: [deposit2transfer] last deposit scanning and transfer on restart
• #2161: dep: bump actions/checkout from 4 to 5
• #2222: REFACTOR: [bbgo] move http transport and default http client to bbgo core package
• #2221: IMPROVE: [max] improve max api nonce generation
• #2223: IMPROVE: [xalign] always call UpdateAccount() to get the latest status of account
• #2200: dep: bump actions/setup-go from 5 to 6
• #2217: REFACTOR: [xalign] moving transfer-detection codes to separate module
• #2216: UPDATE: [xalign] implement metrics tracking for balance deltas
• #2213: FEATURE: [xmake] Add Liquidity Demand Signal
• #2054: FEATURE: [indicatorv2] LiquidityDemandStream
• #2212: REFACTOR: [coinbase] renaming variable (channel2LocalIdsMap) for clarity and update logging messages
• #2206: FIX: [retry] handle context deadline exceeded in queries
• #2208:
• #2205: FIX: [binance] maintain and update risk balances from stream
• #2203: IMPROVE: [xmaker] improve hedge market margin rebalance
• #2202: FIX: [coinbase] fix IsBuyer for RESTful
• #2197: FEATURE: [xmaker] support split hedge
• #2199: FIX: [bitfinex] fix order status parsing for IOC canceled with previous status
• #2198: FIX: [streamorderbook] cache Prometheus metrics to prevent performance issue
• #2196: FIX: [bitfinex] fix ioc status parsing
• #2195: FEATURE: [fixedpoint] add expirable value wrapper
• #2194: FIX: [xmaker] fix flaky test
• #2191: FEATURE: [max] sub-account api
• #2192: chore: remove redundant word in comment
• #2193: FIX: [bitfinex] handle time in force conversion
• #2186: IMPROVE: [xmaker] dynamic signal registration
• #2190: FEATURE: [xdepthmaker] add dry run mode
• #2189: REFACTOR: [max] rename pkg max to maxapi
• #2182: IMPROVE: [order executor] improve batch place orders
• #2188: UPDATE: [doc] update README to include details on exchangetest command and Stream modes
• #2185:
• #2187: PATCH: [bitifinex] stream trade side matches created order
• #2183:
• #2184: MINOR: not all the error with error log
• #2181: IMPROVE: [bitfinex] refactor event structures, add more test cases
• #2111: FEATURE: new strategy dca3
• #2179: FIX: [xalign] ensure notify date is truncated to the start of the day
• #2177:
• #2176: FIX: [xmaker] check and handle eof error
• #2180: PATCH: [max] update error handling for recoverOrder
• #2178: PATCH: [max] EOF recovery
• #2175: FIX: [xalign] fix date string calculation
• #2174: FIX: [xnav] add check to prevent division by zero
• #2173:
• #2171:
• #2172:
• #2170:
• #2168: FEATURE: [bitfinex] private websocket message parser
• #2169: FIX: [coinbase] subscribe balance update for user data stream
• #2155: UPDATE: [coinbase] update test and add static test data files
• #2167: TEST: [coinbase] add order api test static data
• #2166: TEST: [coinbase] add stream static test data (book, market, full, level2, balance and user trades)
• #2165: TEST: [coinbase] stream static test data (status, match, ticker)
• #2164: TEST: [coinbase] add exchange account api static test data
• #2163: TEST: [coinbase] add exchange market api static test data
• #2162: TEST: [coinbase] add exchange trade api static test data
• #2153:
• #2152: FEATURE: [bitfinex] public websocket message parser
• #2151:
• #2146: FEATURE: [bitfinex] exchange methods
• #2147: FIX: [xalign] add side to cbd alert
• #2150: FEATURE: [bitfinex] api updates
• #2148: FIX: [coinbase] reverse side when user is the taker
• #2145:
• #2144: FEATURE: [bitfinex] order, order history, order trades apis
• #2143: FEATURE: add httptest recorder support
• #2142: FEATURE: [bitfinex] add place order api
• #2140: Feature: [bitfinex] get pair config api
• #2139: FEATURE: [bitfinex] get candles api
• #2138: FEATURE: [bitfinex] add get tickers api
• #2141: FIX: [retry] update error message
• #2137: FEATURE: [bitfinex] add get wallets api
• #2136: FEATURE: [bitfinex] rewrite nonce generator
• #2135: FEATURE: [bitfinex] add ticker request
• #2128: FIX: [binance] remove unused code
• #2133:
• #2134: FIX: [core] change log warnings to errors for operations with OrderID 0
• #2132: FIX: [coinbase] FNV64 hash of UUID as OrderID
• #2131: UPDATE: [xalign] add hostname field in slack notification
• #2130: FIX: [xalign] update Slack mentions in live note alerts
• #2129: UPDATE: [xalign] implement tests for cbd alert
• #2127: FEATURE: [xalign] live note support for critical balance discrepancy alert
• #2125:
• #2124: FIX: [orderService] update order query to accommodate the binary UUID
• #2123: FIX: [tradeService] update trade query to accommodate the binary order UUID
• #2121: FEATURE: [max] replace v2 vip_level api with v3 user_info api
• #2119: TEST: add NewClientOrderID test case
• #2122:
• #2120: FIX: [xnav] add session name in the error msg
• #2118: IMPROVE: BatchPlaceOrder method and update xmaker logger usage
• #2116: FIX: [sync] handle empty UUIDs in order and trade insertions
• #2117: IMPROVE: [max] add more log info for the order cancel error
• #2115: FEATURE: [max] migrate to v3 api and drop v2 api
• #2112:
• #2113: REFACTOR: [coinbase] update order status handling
• #2110: FIX: [coinbase] clarify handling of order book snapshot timestamp
• #2108: FEATURE: [coinbase] Add order execution metrics for submission and cancellation tracking
• #2107: FEATURE: [migrations] Add order uuid column in orders and trades tables
• #2106: FIX: [exchange/max] try to recover order when server responds 502 errors
• #2104: IMPROVE: improve activeorderbook logging
• #2103: FIX: [session] fix last price concurrent read and write error
• #2102: FEATURE: [tradingdesk] add slack blocks and fix ClosePosition conversion
• #2099: REFACTOR: [xmaker] improve TradeVolumeWindowSignal memory usage
• #2101: FIX: [tradingdesk] restore open orders back to the order executor
• #2100: FIX: [coinbase] trade symbol conversion
• #2098: FEATURE: [xmaker] add position exposure metrics
• #2097: FIX: [coinbase] ensure klineCtx is only created on first connection
• #2096: FIX: [core] remove panic for kline driver running twice
• #2095: FEATURE: [tradingdesk] store expiryTime when ttl is defined and create close trigger