BBGO v1.43.0

github-actions released this 23 Dec 05:33

3e87cbb

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)

#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

Assets 18