|
| 1 | +## All |
| 2 | + |
| 3 | +- Removed FTX code. |
| 4 | + |
| 5 | +## Fixes |
| 6 | + |
| 7 | +- Fixed binance websocket execution report message parsing. |
| 8 | +- Fixed margin history sync query. |
| 9 | +- Fixed rebalance backtest |
| 10 | +- Fixed SerialMarketDataStore together with backtests. |
| 11 | +- Fixed order executor for avoid checking base balance for futures. |
| 12 | + |
| 13 | +## Features |
| 14 | + |
| 15 | +- Added cancel order for exit roi take profit and loss |
| 16 | +- Added rollbar support. |
| 17 | +- Added docker image to quay.io. |
| 18 | +- Added FastSubmitOrders method to order exeuctor. |
| 19 | +- Added new optimizer / hoptimizer object types. |
| 20 | +- Added aggTrade for binance |
| 21 | + |
| 22 | +## Strategies |
| 23 | + |
| 24 | +- Added grid2 strategy. |
| 25 | +- Added LinReg maker strategy. |
| 26 | +- Updated supertrend config. |
| 27 | +- Improved IRR strategy. (see PRs for details) |
| 28 | +- Improved Drift strategy. (see PRs for details) |
| 29 | + |
| 30 | + |
| 31 | +[Full Changelog](https://github.com/c9s/bbgo/compare/v1.42.0...main) |
| 32 | + |
| 33 | + - [#1030](https://github.com/c9s/bbgo/pull/1030): strategy: grid2: recover functions. |
| 34 | + - [#1031](https://github.com/c9s/bbgo/pull/1031): feature: push to quay.io |
| 35 | + - [#1027](https://github.com/c9s/bbgo/pull/1027): strategy: LinReg Maker |
| 36 | + - [#1028](https://github.com/c9s/bbgo/pull/1028): strategy: grid2: improve notification support |
| 37 | + - [#1025](https://github.com/c9s/bbgo/pull/1025): feature: add rollbar support |
| 38 | + - [#1024](https://github.com/c9s/bbgo/pull/1024): fix: binance my trades api |
| 39 | + - [#1022](https://github.com/c9s/bbgo/pull/1022): strategy: grid2: more refactoring, fix bugs and add more tests |
| 40 | + - [#1021](https://github.com/c9s/bbgo/pull/1021): strategy: grid2: add test case for aggregateOrderBaseFee |
| 41 | + - [#1020](https://github.com/c9s/bbgo/pull/1020): strategy: grid2: run backtest in test and add more details |
| 42 | + - [#1019](https://github.com/c9s/bbgo/pull/1019): strategy: grid2: profit spread, prune historical trades . etc |
| 43 | + - [#1018](https://github.com/c9s/bbgo/pull/1018): strategy: grid2 [part2] -- reverse order and arb profit calculation |
| 44 | + - [#1017](https://github.com/c9s/bbgo/pull/1017): feature: add sync_time.sh utility |
| 45 | + - [#1006](https://github.com/c9s/bbgo/pull/1006): strategy: grid2 [part 1] - initializing grid orders |
| 46 | + - [#1016](https://github.com/c9s/bbgo/pull/1016): doc: add series extend documentation |
| 47 | + - [#1013](https://github.com/c9s/bbgo/pull/1013): feature: bbgo completion |
| 48 | + - [#1014](https://github.com/c9s/bbgo/pull/1014): all: remove ftx |
| 49 | + - [#1011](https://github.com/c9s/bbgo/pull/1011): strategy/supertrend: update supertrend config |
| 50 | + - [#1008](https://github.com/c9s/bbgo/pull/1008): improve: speed-up live trade |
| 51 | + - [#1009](https://github.com/c9s/bbgo/pull/1009): optimizer / hoptimizer add new object |
| 52 | + - [#1004](https://github.com/c9s/bbgo/pull/1004): strategy: irr rollback to original nirr and consume kline |
| 53 | + - [#989](https://github.com/c9s/bbgo/pull/989): strategy: irr: a mean reversion based on box of klines in same direction |
| 54 | + - [#1000](https://github.com/c9s/bbgo/pull/1000): fix: rebalance: fix backtest |
| 55 | + - [#997](https://github.com/c9s/bbgo/pull/997): fix: SerialMarketDataStore together with backtests |
| 56 | + - [#1001](https://github.com/c9s/bbgo/pull/1001): add cancel order for exit roi take profit and loss |
| 57 | + - [#996](https://github.com/c9s/bbgo/pull/996): fix/general-order-executor: do not check for base balance for futures |
| 58 | + - [#995](https://github.com/c9s/bbgo/pull/995): feature: telegram notify to become async |
| 59 | + - [#993](https://github.com/c9s/bbgo/pull/993): fix: indicator timeframe 1s |
| 60 | + - [#994](https://github.com/c9s/bbgo/pull/994): feature: add aggTrade for binance |
| 61 | + - [#991](https://github.com/c9s/bbgo/pull/991): fix/risk: remove balance check in CalculateBaseQuantity() |
| 62 | + - [#990](https://github.com/c9s/bbgo/pull/990): fix: change variable names |
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