Merge branch 'c9s:main' into main

chendagan · Apr 21, 2024 · 9640735 · 9640735
2 parents fe8a14f + fe53319
commit 9640735
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diff --git a/.github/workflows/go.yml b/.github/workflows/go.yml
@@ -18,8 +18,9 @@ jobs:
         redis-version:
         - "6.2"
         go-version:
-        - "1.20"
+        - "1.21"
     env:
+      GITHUB_CI: true
       MYSQL_DATABASE: bbgo
       MYSQL_USER: "root"
       MYSQL_PASSWORD: "root" # pragma: allowlist secret
@@ -57,7 +58,7 @@ jobs:
         go-version: ${{ matrix.go-version }}
 
     - name: Install Migration Tool
-      run: go install github.com/c9s/rockhopper/cmd/rockhopper@v1.2.1
+      run: go install github.com/c9s/rockhopper/v2/cmd/rockhopper@latest
 
     - name: Test Migration SQL Files For MySQL
       run: |

diff --git a/.github/workflows/golang-lint.yml b/.github/workflows/golang-lint.yml
@@ -3,20 +3,23 @@ on:
   push:
     branches: [ main ]
   pull_request:
-    branches: [ main ]
+
 permissions:
   contents: read
+  pull-requests: read
+  checks: write
 
 jobs:
   golangci:
     name: lint
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/setup-go@v4
+      - uses: actions/checkout@v4
+      - uses: actions/setup-go@v5
         with:
-          go-version: 1.21
-      - uses: actions/checkout@v3
+          go-version: '1.21'
+          cache: false
       - name: golangci-lint
-        uses: golangci/golangci-lint-action@v3
+        uses: golangci/golangci-lint-action@v4
         with:
-          version: v1.54
+          version: 'v1.54'
diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml
@@ -20,7 +20,7 @@ jobs:
       - name: Install Go
         uses: actions/setup-go@v4
         with:
-          go-version: "1.20"
+          go-version: "1.21"
       - name: Install Node
         uses: actions/setup-node@v2
         with:

diff --git a/.vscode/launch.json b/.vscode/launch.json
@@ -0,0 +1,20 @@
+{
+    // Use IntelliSense to learn about possible attributes.
+    // Hover to view descriptions of existing attributes.
+    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
+    "version": "0.2.0",
+    "configurations": [
+
+        {
+            "name": "Launch bbgo",
+            "type": "go",
+            "request": "launch",
+            "mode": "auto",
+            "program": "${workspaceFolder}/cmd/bbgo",
+            "cwd": "${workspaceFolder}",
+            "env": {},
+            "args": ["backtest", "--debug"],
+            "showLog": true
+        }
+    ]
+}
diff --git a/Dockerfile b/Dockerfile
@@ -1,5 +1,5 @@
 # First stage container
-FROM golang:1.20-alpine3.18 AS builder
+FROM golang:1.21-alpine3.18 AS builder
 RUN apk add --no-cache git ca-certificates gcc musl-dev libc-dev pkgconfig
 # gcc is for github.com/mattn/go-sqlite3
 # ADD . $GOPATH/src/github.com/c9s/bbgo

diff --git a/README.md b/README.md
@@ -412,6 +412,7 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
 - `irr` - return rate strategy.
 - `drift` - drift strategy.
 - `grid2` - the second-generation grid strategy.
+- `rebalance` - rebalances your portfolio based on target weights. [rebalance](pkg/strategy/rebalance). See [document](./doc/strategy/rebalance.md).
 
 To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example, if
 you want to run

diff --git a/config/autobuy.yaml b/config/autobuy.yaml
@@ -6,8 +6,8 @@ exchangeStrategies:
       symbol: MAXTWD
       schedule: "@every 1s"
       threshold: 200
-      # price type: buy, sell, last or mid
-      priceType: buy
+      # price type: LAST, BUY, SELL, MID, TAKER, MAKER
+      priceType: BUY
 
       # order quantity or amount
       # quantity: 100

diff --git a/config/rebalance.yaml b/config/rebalance.yaml
@@ -11,5 +11,7 @@ exchangeStrategies:
       threshold: 1%
       maxAmount: 1_000 # max amount to buy or sell per order
       orderType: LIMIT_MAKER # LIMIT, LIMIT_MAKER or MARKET
+      priceType: MAKER # LAST, MID, TAKER or MAKER
+      balanceType: TOTAL
       dryRun: true
       onStart: true
diff --git a/contracts/README.md b/contracts/README.md
@@ -12,7 +12,7 @@ Create and modify the following files in this directory, the secret key inside t
 
 ```bash
 npm i
-# if you want to develope in localhost, try to run npm run devserver separately
+# if you want to develop in localhost, try to run npm run devserver separately
 # ex: npm run devserver
 # it will give you a set of secrets and account addresses
 ```

diff --git a/doc/commands/bbgo.md b/doc/commands/bbgo.md
@@ -58,4 +58,4 @@ 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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_backtest.md b/doc/commands/bbgo_backtest.md
@@ -50,4 +50,4 @@ bbgo backtest [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_hoptimize.md b/doc/commands/bbgo_hoptimize.md
@@ -45,4 +45,4 @@ bbgo hoptimize [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_margin.md b/doc/commands/bbgo_margin.md
@@ -38,4 +38,4 @@ margin related history
 * [bbgo margin loans](bbgo_margin_loans.md)	 - query loans history
 * [bbgo margin repays](bbgo_margin_repays.md)	 - query repay history
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_margin_interests.md b/doc/commands/bbgo_margin_interests.md
@@ -41,4 +41,4 @@ bbgo margin interests --session=SESSION_NAME --asset=ASSET [flags]
 
 * [bbgo margin](bbgo_margin.md)	 - margin related history
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_margin_loans.md b/doc/commands/bbgo_margin_loans.md
@@ -41,4 +41,4 @@ bbgo margin loans --session=SESSION_NAME --asset=ASSET [flags]
 
 * [bbgo margin](bbgo_margin.md)	 - margin related history
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_margin_repays.md b/doc/commands/bbgo_margin_repays.md
@@ -41,4 +41,4 @@ bbgo margin repays --session=SESSION_NAME --asset=ASSET [flags]
 
 * [bbgo margin](bbgo_margin.md)	 - margin related history
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_optimize.md b/doc/commands/bbgo_optimize.md
@@ -44,4 +44,4 @@ bbgo optimize [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_pnl.md b/doc/commands/bbgo_pnl.md
@@ -49,4 +49,4 @@ bbgo pnl [flags]
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/commands/bbgo_submit-order.md b/doc/commands/bbgo_submit-order.md
@@ -46,4 +46,4 @@ 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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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/d
 
 * [bbgo](bbgo.md)	 - bbgo is a crypto trading bot
 
-###### Auto generated by spf13/cobra on 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
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 29-Jan-2024
+###### Auto generated by spf13/cobra on 19-Mar-2024
diff --git a/doc/configuration/envvars.md b/doc/configuration/envvars.md
@@ -10,7 +10,7 @@ MAX_QUERY_CLOSED_ORDERS_NUM_OF_PAGES=10
 
 
 # MAX_QUERY_CLOSED_ORDERS_LIMIT=[limit per query]
-# using defualt limit 1000 might cause the server response timeout, you can decrease this limit to prevent this kind of error.
+# using default limit 1000 might cause the server response timeout, you can decrease this limit to prevent this kind of error.
 # default = 1000
 MAX_QUERY_CLOSED_ORDERS_LIMIT=500