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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. | ||
- Fixed margin history sync query. | ||
- Fixed rebalance backtest | ||
- Fixed SerialMarketDataStore together with backtests. | ||
- 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 | ||
- 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 | ||
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## Strategies | ||
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- Added grid2 strategy. | ||
- Added LinReg maker strategy. | ||
- Updated supertrend config. | ||
- Improved IRR strategy. (see PRs for details) | ||
- 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. | ||
- [#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 |