bbgo_origin/doc/release/v1.43.0.md

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

• #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