3.5 KiB
3.5 KiB
All
- Removed FTX code.
Fixes
- Fixed binance websocket execution report message parsing.
- Fixed margin history sync query.
- Fixed rebalance backtest
- Fixed SerialMarketDataStore together with backtests.
- Fixed order executor for avoid checking base balance for futures.
Features
- Added cancel order for exit roi take profit and loss
- Added rollbar support.
- Added docker image to quay.io.
- Added FastSubmitOrders method to order exeuctor.
- Added new optimizer / hoptimizer object types.
- Added aggTrade for binance
Strategies
- Added grid2 strategy.
- Added LinReg maker strategy.
- Updated supertrend config.
- Improved IRR strategy. (see PRs for details)
- Improved Drift strategy. (see PRs for details)
- #1030: strategy: grid2: recover functions.
- #1031: feature: push to quay.io
- #1027: strategy: LinReg Maker
- #1028: strategy: grid2: improve notification support
- #1025: feature: add rollbar support
- #1024: fix: binance my trades api
- #1022: strategy: grid2: more refactoring, fix bugs and add more tests
- #1021: strategy: grid2: add test case for aggregateOrderBaseFee
- #1020: strategy: grid2: run backtest in test and add more details
- #1019: strategy: grid2: profit spread, prune historical trades . etc
- #1018: strategy: grid2 [part2] -- reverse order and arb profit calculation
- #1017: feature: add sync_time.sh utility
- #1006: strategy: grid2 [part 1] - initializing grid orders
- #1016: doc: add series extend documentation
- #1013: feature: bbgo completion
- #1014: all: remove ftx
- #1011: strategy/supertrend: update supertrend config
- #1008: improve: speed-up live trade
- #1009: optimizer / hoptimizer add new object
- #1004: strategy: irr rollback to original nirr and consume kline
- #989: strategy: irr: a mean reversion based on box of klines in same direction
- #1000: fix: rebalance: fix backtest
- #997: fix: SerialMarketDataStore together with backtests
- #1001: add cancel order for exit roi take profit and loss
- #996: fix/general-order-executor: do not check for base balance for futures
- #995: feature: telegram notify to become async
- #993: fix: indicator timeframe 1s
- #994: feature: add aggTrade for binance
- #991: fix/risk: remove balance check in CalculateBaseQuantity()
- #990: fix: change variable names