bbgo_origin/doc/release/v1.43.0.md

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2022-12-23 05:08:06 +00:00
## 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)
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.42.0...main)
- [#1030](https://github.com/c9s/bbgo/pull/1030): strategy: grid2: recover functions.
- [#1031](https://github.com/c9s/bbgo/pull/1031): feature: push to quay.io
- [#1027](https://github.com/c9s/bbgo/pull/1027): strategy: LinReg Maker
- [#1028](https://github.com/c9s/bbgo/pull/1028): strategy: grid2: improve notification support
- [#1025](https://github.com/c9s/bbgo/pull/1025): feature: add rollbar support
- [#1024](https://github.com/c9s/bbgo/pull/1024): fix: binance my trades api
- [#1022](https://github.com/c9s/bbgo/pull/1022): strategy: grid2: more refactoring, fix bugs and add more tests
- [#1021](https://github.com/c9s/bbgo/pull/1021): strategy: grid2: add test case for aggregateOrderBaseFee
- [#1020](https://github.com/c9s/bbgo/pull/1020): strategy: grid2: run backtest in test and add more details
- [#1019](https://github.com/c9s/bbgo/pull/1019): strategy: grid2: profit spread, prune historical trades . etc
- [#1018](https://github.com/c9s/bbgo/pull/1018): strategy: grid2 [part2] -- reverse order and arb profit calculation
- [#1017](https://github.com/c9s/bbgo/pull/1017): feature: add sync_time.sh utility
- [#1006](https://github.com/c9s/bbgo/pull/1006): strategy: grid2 [part 1] - initializing grid orders
- [#1016](https://github.com/c9s/bbgo/pull/1016): doc: add series extend documentation
- [#1013](https://github.com/c9s/bbgo/pull/1013): feature: bbgo completion
- [#1014](https://github.com/c9s/bbgo/pull/1014): all: remove ftx
- [#1011](https://github.com/c9s/bbgo/pull/1011): strategy/supertrend: update supertrend config
- [#1008](https://github.com/c9s/bbgo/pull/1008): improve: speed-up live trade
- [#1009](https://github.com/c9s/bbgo/pull/1009): optimizer / hoptimizer add new object
- [#1004](https://github.com/c9s/bbgo/pull/1004): strategy: irr rollback to original nirr and consume kline
- [#989](https://github.com/c9s/bbgo/pull/989): strategy: irr: a mean reversion based on box of klines in same direction
- [#1000](https://github.com/c9s/bbgo/pull/1000): fix: rebalance: fix backtest
- [#997](https://github.com/c9s/bbgo/pull/997): fix: SerialMarketDataStore together with backtests
- [#1001](https://github.com/c9s/bbgo/pull/1001): add cancel order for exit roi take profit and loss
- [#996](https://github.com/c9s/bbgo/pull/996): fix/general-order-executor: do not check for base balance for futures
- [#995](https://github.com/c9s/bbgo/pull/995): feature: telegram notify to become async
- [#993](https://github.com/c9s/bbgo/pull/993): fix: indicator timeframe 1s
- [#994](https://github.com/c9s/bbgo/pull/994): feature: add aggTrade for binance
- [#991](https://github.com/c9s/bbgo/pull/991): fix/risk: remove balance check in CalculateBaseQuantity()
- [#990](https://github.com/c9s/bbgo/pull/990): fix: change variable names