Merge branch 'c9s:main' into main

chendagan · May 1, 2022 · 2c9f6d0 · 2c9f6d0
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diff --git a/LICENSE b/LICENSE
diff --git a/README.md b/README.md
@@ -1,6 +1,6 @@
 # BBGO
 
-A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!
+A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie.
 
 ## Current Status
 
@@ -15,8 +15,19 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
 [![Telegram Taiwan](https://img.shields.io/badge/telegram-tw-blue.svg)](https://t.me/bbgocrypto)
 [![Twitter](https://img.shields.io/twitter/follow/bbgotrading?label=Follow&style=social)](https://twitter.com/bbgotrading)
 
-## Documentation and General Topics
-- Check the [documentation index](doc/README.md)
+## What You Can Do With BBGO
+
+### Trading Bot Users
+
+You can use BBGO to run the built-in strategies.
+
+### Strategy Developers
+
+You can use BBGO's trading unit and back-test unit to implement your own strategies.
+
+### Trading Unit Developers
+
+You can use BBGO's underlying common exchange API, currently it supports 4+ major exchanges, so you don't have to repeat the implementation.
 
 ## Features
 
@@ -27,8 +38,7 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
 - PnL calculation.
 - Slack/Telegram notification.
 - Back-testing: KLine-based back-testing engine. See [Back-testing](./doc/topics/back-testing.md)
-- Built-in Grid strategy.
-- Many built-in strategies.
+- Built-in Grid strategy and many other built-in strategies.
 - Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
 - Standard indicators, e.g., SMA, EMA, BOLL, VMA, MACD...
 - React-powered Web Dashboard.
@@ -49,7 +59,12 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
 - Kucoin Spot Exchange
 - MAX Spot Exchange (located in Taiwan)
 
+
+## Documentation and General Topics
+- Check the [documentation index](doc/README.md)
+
 ## BBGO Tokenomics
+
 To support the development of BBGO, we have created a bounty pool to support contributors by giving away $BBG tokens.
 Check the details in [$BBG Contract Page](contracts/README.md) and our [official website](https://bbgo.finance)
 
@@ -584,4 +599,4 @@ See [Contributing](./CONTRIBUTING.md)
 
 ## License
 
-MIT License
+AGPL License
diff --git a/config/autoborrow.yaml b/config/autoborrow.yaml
@@ -0,0 +1,24 @@
+---
+exchangeStrategies:
+- on: binance
+  autoborrow:
+    interval: 30m
+    autoRepayWhenDeposit: true
+
+    # minMarginRatio for triggering auto borrow
+    # we trigger auto borrow only when the margin ratio is above the number
+    minMarginLevel: 1.5
+
+    # maxMarginRatio for stop auto-repay
+    # if the margin ratio is high enough, we don't have the urge to repay
+    maxMarginLevel: 10.0
+
+    assets:
+    - asset: ETH
+      low: 3.0
+      maxQuantityPerBorrow: 1.0
+      maxTotalBorrow: 10.0
+    - asset: USDT
+      low: 1000.0
+      maxQuantityPerBorrow: 100.0
+      maxTotalBorrow: 10.0
diff --git a/config/ewo_dgtrd.yaml b/config/ewo_dgtrd.yaml
@@ -9,14 +9,14 @@ exchangeStrategies:
 
 - on: binance
   ewo_dgtrd:
-    symbol: NEARUSDT
-    interval: 15m
+    symbol: MATICUSDT
+    interval: 30m
     useEma: false
     useSma: false
     sigWin: 3
     stoploss: 2%
-    callback: 1%
     useHeikinAshi: true
+    disableShortStop: true
     #stops:
     #- trailingStop:
     #    callbackRate: 5.1%
@@ -33,16 +33,18 @@ sync:
     sessions:
       - binance
     symbols:
-      - NEARUSDT
+      - MATICUSDT
 
 backtest:
-  startTime: "2022-03-03"
-  endTime: "2022-04-14"
+  startTime: "2022-04-14"
+  endTime: "2022-04-28"
   symbols:
-    - NEARUSDT
+    - MATICUSDT
   sessions: [binance]
   account:
     binance:
+      makerFeeRate: 0
+      takerFeeRate: 0
       balances:
-        NEAR: 0
+        MATIC: 500
         USDT: 10000
diff --git a/config/sync.yaml b/config/sync.yaml
@@ -8,14 +8,6 @@ sessions:
     exchange: max
     envVarPrefix: max
 
-  okex:
-    exchange: okex
-    envVarPrefix: okex
-
-  kucoin:
-    exchange: kucoin
-    envVarPrefix: kucoin
-
 sync:
   # userDataStream is used to sync the trading data in real-time
   # it uses the websocket connection to insert the trades

diff --git a/doc/commands/bbgo.md b/doc/commands/bbgo.md
@@ -55,4 +55,4 @@ bbgo [flags]
 * [bbgo userdatastream](bbgo_userdatastream.md)	 - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot)
 * [bbgo version](bbgo_version.md)	 - show version name
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_account.md b/doc/commands/bbgo_account.md
@@ -41,4 +41,4 @@ bbgo account [--session SESSION] [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_backtest.md b/doc/commands/bbgo_backtest.md
@@ -47,4 +47,4 @@ bbgo backtest [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_balances.md b/doc/commands/bbgo_balances.md
@@ -40,4 +40,4 @@ bbgo balances [--session SESSION] [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_build.md b/doc/commands/bbgo_build.md
@@ -39,4 +39,4 @@ bbgo build [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_cancel-order.md b/doc/commands/bbgo_cancel-order.md
@@ -49,4 +49,4 @@ bbgo cancel-order [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_deposits.md b/doc/commands/bbgo_deposits.md
@@ -41,4 +41,4 @@ bbgo deposits [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_execute-order.md b/doc/commands/bbgo_execute-order.md
@@ -48,4 +48,4 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_get-order.md b/doc/commands/bbgo_get-order.md
@@ -42,4 +42,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_kline.md b/doc/commands/bbgo_kline.md
@@ -42,4 +42,4 @@ bbgo kline [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_list-orders.md b/doc/commands/bbgo_list-orders.md
@@ -41,4 +41,4 @@ bbgo list-orders open|closed --session SESSION --symbol SYMBOL [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_market.md b/doc/commands/bbgo_market.md
@@ -40,4 +40,4 @@ bbgo market [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_orderbook.md b/doc/commands/bbgo_orderbook.md
@@ -42,4 +42,4 @@ bbgo orderbook --session=[exchange_name] --symbol=[pair_name] [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_orderupdate.md b/doc/commands/bbgo_orderupdate.md
@@ -40,4 +40,4 @@ bbgo orderupdate [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_pnl.md b/doc/commands/bbgo_pnl.md
@@ -43,4 +43,4 @@ bbgo pnl [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_run.md b/doc/commands/bbgo_run.md
@@ -51,4 +51,4 @@ bbgo run [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_submit-order.md b/doc/commands/bbgo_submit-order.md
@@ -44,4 +44,4 @@ bbgo submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANT
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_sync.md b/doc/commands/bbgo_sync.md
@@ -42,4 +42,4 @@ bbgo sync --session=[exchange_name] --symbol=[pair_name] [--since=yyyy/mm/dd] [f
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_trades.md b/doc/commands/bbgo_trades.md
@@ -42,4 +42,4 @@ bbgo trades --session=[exchange_name] --symbol=[pair_name] [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_tradeupdate.md b/doc/commands/bbgo_tradeupdate.md
@@ -40,4 +40,4 @@ bbgo tradeupdate --session=[exchange_name] [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_transfer-history.md b/doc/commands/bbgo_transfer-history.md
@@ -42,4 +42,4 @@ bbgo transfer-history [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_userdatastream.md b/doc/commands/bbgo_userdatastream.md
@@ -40,4 +40,4 @@ bbgo userdatastream [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/commands/bbgo_version.md b/doc/commands/bbgo_version.md
@@ -39,4 +39,4 @@ bbgo version [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 17-Apr-2022
+###### Auto generated by spf13/cobra on 1-May-2022
diff --git a/doc/release/v1.31.0.md b/doc/release/v1.31.0.md
@@ -0,0 +1,23 @@
+## Fixes
+
+- Fixed and improved the trade sync.
+- Fixed MAX order history sync with the new order history api.
+
+## Features
+
+- Added more sync options for deposit history, withdraw history and reward history.
+- Added strategy controller for suspend, resume a strategy. thanks @andycheng123!
+- Added more indicators. thanks @zenixls2!
+
+## Strategy
+
+- Added autoborrow strategy (this is currently for binance only)
+- Added factorzoo strategy. thanks @austin362667!
+- Added elliott wave oscillator strategy. thhanks @zenixls2!
+
+## Internal
+
+- Upgraded rockhopper migration library for the new APIs.
+- Added mutex lock to the account object.
+- Refactored and rewrote the MAX API with requestgen.
+- Added grpc python client, thanks @narumiruna!
diff --git a/doc/release/v1.31.1.md b/doc/release/v1.31.1.md
@@ -0,0 +1,4 @@
+## Fixes
+
+- Fixed margin order/trade sync.
+- Fixed initial bollinger indicator band width setup.
diff --git a/doc/release/v2.0.0.md b/doc/release/v2.0.0.md
diff --git a/go.mod b/go.mod
@@ -8,13 +8,13 @@ require (
 	github.com/DATA-DOG/go-sqlmock v1.5.0
 	github.com/adshao/go-binance/v2 v2.3.5
 	github.com/c9s/requestgen v1.1.1-0.20211230171502-c042072e23cd
-	github.com/c9s/rockhopper v1.2.1-0.20210217093258-2661955904a9
+	github.com/c9s/rockhopper v1.2.1-0.20220426104534-f27cbb09846c
 	github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
 	github.com/fatih/color v1.13.0
 	github.com/gin-contrib/cors v1.3.1
 	github.com/gin-gonic/gin v1.7.0
 	github.com/go-redis/redis/v8 v8.8.0
-	github.com/go-sql-driver/mysql v1.5.0
+	github.com/go-sql-driver/mysql v1.6.0
 	github.com/google/uuid v1.3.0
 	github.com/gorilla/websocket v1.5.0
 	github.com/jmoiron/sqlx v1.3.4
@@ -55,7 +55,7 @@ require (
 	github.com/cockroachdb/apd v1.1.0 // indirect
 	github.com/cpuguy83/go-md2man/v2 v2.0.0 // indirect
 	github.com/davecgh/go-spew v1.1.1 // indirect
-	github.com/denisenkom/go-mssqldb v0.9.0 // indirect
+	github.com/denisenkom/go-mssqldb v0.12.0 // indirect
 	github.com/dgryski/go-rendezvous v0.0.0-20200823014737-9f7001d12a5f // indirect
 	github.com/fastly/go-utils v0.0.0-20180712184237-d95a45783239 // indirect
 	github.com/fsnotify/fsnotify v1.4.9 // indirect
@@ -64,20 +64,20 @@ require (
 	github.com/go-playground/universal-translator v0.17.0 // indirect
 	github.com/go-playground/validator/v10 v10.4.1 // indirect
 	github.com/go-test/deep v1.0.6 // indirect
-	github.com/golang-sql/civil v0.0.0-20190719163853-cb61b32ac6fe // indirect
+	github.com/golang-sql/civil v0.0.0-20220223132316-b832511892a9 // indirect
+	github.com/golang-sql/sqlexp v0.0.0-20170517235910-f1bb20e5a188 // indirect
 	github.com/golang/protobuf v1.5.2 // indirect
 	github.com/hashicorp/hcl v1.0.0 // indirect
 	github.com/inconshreveable/mousetrap v1.0.0 // indirect
 	github.com/jehiah/go-strftime v0.0.0-20171201141054-1d33003b3869 // indirect
 	github.com/json-iterator/go v1.1.11 // indirect
-	github.com/klauspost/compress v1.13.6 // indirect
 	github.com/leodido/go-urn v1.2.1 // indirect
 	github.com/lestrrat-go/strftime v1.0.0 // indirect
-	github.com/lib/pq v1.9.0 // indirect
+	github.com/lib/pq v1.10.5 // indirect
 	github.com/magiconair/properties v1.8.4 // indirect
 	github.com/mattn/go-colorable v0.1.9 // indirect
 	github.com/mattn/go-isatty v0.0.14 // indirect
-	github.com/mattn/go-sqlite3 v1.14.10 // indirect
+	github.com/mattn/go-sqlite3 v1.14.12 // indirect
 	github.com/matttproud/golang_protobuf_extensions v1.0.1 // indirect
 	github.com/mgutz/ansi v0.0.0-20200706080929-d51e80ef957d // indirect
 	github.com/mitchellh/mapstructure v1.4.1 // indirect
@@ -102,14 +102,13 @@ require (
 	go.opentelemetry.io/otel/metric v0.19.0 // indirect
 	go.opentelemetry.io/otel/trace v0.19.0 // indirect
 	go.uber.org/atomic v1.9.0 // indirect
-	golang.org/x/crypto v0.0.0-20201221181555-eec23a3978ad // indirect
+	golang.org/x/crypto v0.0.0-20220411220226-7b82a4e95df4 // indirect
 	golang.org/x/net v0.0.0-20220403103023-749bd193bc2b // indirect
-	golang.org/x/sys v0.0.0-20220406163625-3f8b81556e12 // indirect
+	golang.org/x/sys v0.0.0-20220422013727-9388b58f7150 // indirect
 	golang.org/x/term v0.0.0-20210927222741-03fcf44c2211 // indirect
 	golang.org/x/text v0.3.7 // indirect
 	golang.org/x/tools v0.1.9 // indirect
 	google.golang.org/genproto v0.0.0-20220405205423-9d709892a2bf // indirect
 	gopkg.in/ini.v1 v1.62.0 // indirect
 	gopkg.in/yaml.v2 v2.4.0 // indirect
-	nhooyr.io/websocket v1.8.7 // indirect
 )