mirror of
https://github.com/c9s/bbgo.git
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63 lines
3.5 KiB
Markdown
63 lines
3.5 KiB
Markdown
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## All
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- Removed FTX code.
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## Fixes
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- Fixed binance websocket execution report message parsing.
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- Fixed margin history sync query.
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- Fixed rebalance backtest
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- Fixed SerialMarketDataStore together with backtests.
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- Fixed order executor for avoid checking base balance for futures.
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## Features
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- Added cancel order for exit roi take profit and loss
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- Added rollbar support.
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- Added docker image to quay.io.
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- Added FastSubmitOrders method to order exeuctor.
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- Added new optimizer / hoptimizer object types.
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- Added aggTrade for binance
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## Strategies
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- Added grid2 strategy.
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- Added LinReg maker strategy.
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- Updated supertrend config.
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- Improved IRR strategy. (see PRs for details)
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- Improved Drift strategy. (see PRs for details)
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[Full Changelog](https://github.com/c9s/bbgo/compare/v1.42.0...main)
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- [#1030](https://github.com/c9s/bbgo/pull/1030): strategy: grid2: recover functions.
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- [#1031](https://github.com/c9s/bbgo/pull/1031): feature: push to quay.io
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- [#1027](https://github.com/c9s/bbgo/pull/1027): strategy: LinReg Maker
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- [#1028](https://github.com/c9s/bbgo/pull/1028): strategy: grid2: improve notification support
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- [#1025](https://github.com/c9s/bbgo/pull/1025): feature: add rollbar support
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- [#1024](https://github.com/c9s/bbgo/pull/1024): fix: binance my trades api
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- [#1022](https://github.com/c9s/bbgo/pull/1022): strategy: grid2: more refactoring, fix bugs and add more tests
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- [#1021](https://github.com/c9s/bbgo/pull/1021): strategy: grid2: add test case for aggregateOrderBaseFee
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- [#1020](https://github.com/c9s/bbgo/pull/1020): strategy: grid2: run backtest in test and add more details
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- [#1019](https://github.com/c9s/bbgo/pull/1019): strategy: grid2: profit spread, prune historical trades . etc
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- [#1018](https://github.com/c9s/bbgo/pull/1018): strategy: grid2 [part2] -- reverse order and arb profit calculation
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- [#1017](https://github.com/c9s/bbgo/pull/1017): feature: add sync_time.sh utility
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- [#1006](https://github.com/c9s/bbgo/pull/1006): strategy: grid2 [part 1] - initializing grid orders
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- [#1016](https://github.com/c9s/bbgo/pull/1016): doc: add series extend documentation
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- [#1013](https://github.com/c9s/bbgo/pull/1013): feature: bbgo completion
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- [#1014](https://github.com/c9s/bbgo/pull/1014): all: remove ftx
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- [#1011](https://github.com/c9s/bbgo/pull/1011): strategy/supertrend: update supertrend config
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- [#1008](https://github.com/c9s/bbgo/pull/1008): improve: speed-up live trade
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- [#1009](https://github.com/c9s/bbgo/pull/1009): optimizer / hoptimizer add new object
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- [#1004](https://github.com/c9s/bbgo/pull/1004): strategy: irr rollback to original nirr and consume kline
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- [#989](https://github.com/c9s/bbgo/pull/989): strategy: irr: a mean reversion based on box of klines in same direction
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- [#1000](https://github.com/c9s/bbgo/pull/1000): fix: rebalance: fix backtest
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- [#997](https://github.com/c9s/bbgo/pull/997): fix: SerialMarketDataStore together with backtests
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- [#1001](https://github.com/c9s/bbgo/pull/1001): add cancel order for exit roi take profit and loss
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- [#996](https://github.com/c9s/bbgo/pull/996): fix/general-order-executor: do not check for base balance for futures
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- [#995](https://github.com/c9s/bbgo/pull/995): feature: telegram notify to become async
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- [#993](https://github.com/c9s/bbgo/pull/993): fix: indicator timeframe 1s
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- [#994](https://github.com/c9s/bbgo/pull/994): feature: add aggTrade for binance
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- [#991](https://github.com/c9s/bbgo/pull/991): fix/risk: remove balance check in CalculateBaseQuantity()
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- [#990](https://github.com/c9s/bbgo/pull/990): fix: change variable names
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