github.com/c9s/bbgo

Fixes

• fixed kucoin klines query ordering (from descending to ascending)
• fixed grid order cancel context

Fixes

• fixed some interaction issue
• fixed telegram token missing issue
• fixed telegram session persistence
• optimized LocalActiveOrderBook for back-testing speed
• bollmaker: collect trades before we shutdown
• bollmaker: adjust quantity to met the min notional condition before we submit

Features

• improved telegram interaction and authentication process
• added interaction for bollmaker strategy

Fixes

• fixed local active book graceful order cancel
• bollmaker: fixed uptrendSkew and downtrendSkew parameters setting on bollmaker strategy

Fixes

• xmaker: add price heart beat checker
• types: fix order book copy

Full Changelog

• #424: fix: [binance] add order rate limiter
• #432: ftx: Support LIMIT_MAKER and IOC_LIMIT order type
• types: fixed rbt orderbook
• xmaker: add price volume heartbeat protection

Fixes

• binance: fix listen key worker
• binance: adjust websocket read timeout

Fixes

• binance: fix order cancel client order id usage
• fixed pendingRemoval check
• fixed active book order removal
• strategy/support: fixed triggerEMA pointer panic
• strategy/xmaker: fixed error rate limiter, keep and check rate reservation token

Minor

• Finalizing bollmaker strategy

Minor

• Adjust minimal quantity and minimal notional threshold
• Improved position fee display for telegram

Strategy

• Added bollmaker strategy

Fixes

• Added error rate limiter for xmaker
• Fixed slack rate limit by applying rate limiter to 1 message per second
• Fixed quantity truncation and add check for min quantity n min notional for xmaker

Minor

• Improved bollpp strategy.
• Refactored websocket stream.

Fixes

• Fixed limit maker order type in back-testing
• Added market info cache expiry time
• Fixed MAX exchange authenticated event parsing

Fixes

• Fixed empty start time sync issue

Fixes

• Fixed kucoin query history order for trading data syncing.

Minor

• Avoid syncing canceled unfilled orders into db.

Fixes

• Fixed kucoin trade convert
• Fixed trade, order data sync issue
• Fixed binance withdrawal rejected record failure issue

Minor

• Print klines only when DEBUG_KLINE is enabled.

Features

• Added binance futures stream positions handler

Refactoring

• Refactored 80% kucoin api services with requestgen

Features

• Added binance.us support by env var BINANCE_US=1

Fixes

• Fixed kucoin orderTime parsing (it's nanosecond timestamp)
• Fixed kucoin order cancel issue (the missing order ID)
• Fixed kucoin order status "canceled" handling
• Fixed binance stream ping worker and listen key keep alive

Fixes

• Fixed kucoin api context issue

Full Changelog

Fixes

• Fixed pendingRemoval lock
• Fixed trailing zero formatting
• Fixed binance margin order cancel

Features

• #409: binance: add futures parser
• #408: feature: add metricsLastUpdateTimeBalance metrics
• #407: feature: update helm chart for metrics and webserver option

Fixes

• Fixed back-test concurrent read/write map issue
• Fixed back-test go routine initialization
• Fixed trade notification format - remove trade trailing zero digits
• Fixed dockerfile
• Fixed back-test kline sync issue

Refactoring

• Refactored and fixed depth buffer

Strategy

• Added rebalance strategy

Features

• Added prometheus metrics support
• Added kucoin exchange support
• Added bookTicker support to binance, okex, ftx
• Integrated net asset value recording table in db