diff --git a/doc/release/v1.43.0.md b/doc/release/v1.43.0.md new file mode 100644 index 000000000..589387b07 --- /dev/null +++ b/doc/release/v1.43.0.md @@ -0,0 +1,62 @@ +## 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