BBGO v1.16.0

New Indicators

• Added VWAP indicator, thank you @narumiruna
• Added MACD indicator, thank you @narumiruna !
• Added OBV indicator, thank you @narumiruna !!

New Features

• Added withdrawal API support to MAX

Improvements

• Improved notifier interfaces

CI

• Added GitHub Actions, thank you @jnlin

Fixes

• strategy bollgrid: skip canceling profit order on graceful exit, thank you @frankurcrazy
• fixed binance order cancel update, thank you @zenixls2 !

BBGO v1.15.5

Fixes

• Fixed grid strategy order generator error checking (we should try our best to place orders as many as we can)
• Added backtesting sync from range checking (we need more backward market data for the indicators and last prices to work)
• Fixed backtesting OnStart callback emitting.

BBGO v1.15.4

Improvements

• Included darwin-arm64 binary in the dist file.
• Updated grid usdt/twd config for backtesting, see config/grid-usdttwd.yaml.
• Added schedule config for btc and eth markets, see config/schedule.yaml.
• Updated redis to redis/v8 v8.8.0
• Improved field injections
• Improved account and balances command for multiple sessions.
• Load backtest sync-from from the config as the default value.
• Added --webserver-bind for specifying web server binding.

New Strategy

• Added schedule strategy (aka 定期定額)

Fixes

• Fixed symbol initialization issue (position not found issue)
• Do not insert trades into db when running backtests.
• Fixed max klines sync issues.
• Fixed grid strategy trade update handler registration.
• Fixed setup scripts (scripts/setup.sh)

BBGO v1.15.3

Improvements

• Added more FTX implementation, thanks @ycdesu
• Improved bollgrid order checking logics, thanks @LarryLuTW
• Use GTC time in force by default, thanks @aitjcize
• Added IOC order type support for MAX, thanks @chechiachang
• Upgraded Binance API to v2.2.1, thanks @zenixls2

Bug Fixes

• Fixed symbol column issue by extending width to 12, thanks @jnlin
• Fixed placeorder command for the price, quantity formatting.
• Fixed position accessor for empty positions.

BBGO v1.15.2

Improvements

• Improved MAX SubmitOrders method call with multi-order API
• Improved strategy instance ID for persistency

BBGO v1.14.1

Bug Fixes

• Fixed grid strategy persistence instance id for restoring. (if the parameters are changed, we should not restore)
• Adjust fee calculation to percentage numbers instead of bps.
• Show grid strategy arbitrage profit and fixed the quote currency name.
• For MAX exchange, it now loads the Vip fee from the MAX Vip level api.
• Fixed the placeorder command, done by @ycdesu

BBGO v1.14.0

Features

• Added balances command, thanks @ycdesu
• Added orderbook command, thanks @ycdesu
• Added query open orders support for FTX, thanks @ycdesu
• Added Linode StackScript for USDT/TWD grid
• Added and improved withdraws/deposits sync

Strategies

Grid

• Added persistence support
• Added price quantity scale support

Bug Fixes

• Fixed grid strategy's price calculation.
• Fixed grid strategy re-post orders issue
• Fixed reward sync issue
• Fixed order book validation, thanks @ycdesu
• Removed unused conditions, thanks @Larry850806

BBGO v1.13.0

Features

• Added quantity scales (exponential, logarithmic, linear, quadratic) to grid strategy and support strategy.
• Added more FTX exchange implementation. (Thanks @ycdesu !)
• Added reward service and reward record sync.
• Added new balances cmd for querying balances.

Improvements

• Improved data sync checking mech.
• Now QueryMarginAccount method converts and parses the Binance margin account structure into the global types.
• Added more margin order side effect alias. borrow, marginBuy and autoRepay

Bug Fixes

• Fix sync issue when database service is not configured.

BBGO v1.12.0

Features

• Added Web API for fetching sessions, assets, balances
• Added Desktop App for OS X platform
• Added a wizard interface for setting up grid strategies.
• Improved and fixed Binance margin trading API integrations.
• Added FTX skeleton (Thanks @ycdesu)
• Added Ticker API (Thanks @ychi)
• Added PnL limit option (Thanks @jnlin)
• Change Desktop app backend from lorca to webview
• Added sync progress when desktop app is started.

Strategy

• Added support strategy for finding support price

Fixes

• Fixes the kline subscription option checking (empty interval should raise error)
• Fixed grid price band issue and balance quota checking
• Fixed bollgrid balance checking, thanks @Larry850806
• Added websocket ping handler to the finance websocket connection handling.
• Fixed MAX trade side conversion, thanks @jnlin

BBGO v1.11.0

Features

• Added Web API for fetching sessions, assets, balances
• Added Desktop App for OS X platform
• Added a wizard interface for setting up grid strategies.
• Improved and fixed Binance margin trading API integrations.
• Added FTX skeleton (Thanks @ycdesu)
• Added Ticker API (Thanks @ychi)
• Added PnL limit option (Thanks @jnlin)

Strategy

• Added support strategy for finding support price

Fixes

• Fixes the kline subscription option checking (empty interval should raise error)
• Fixed grid price band issue and balance quota checking
• Fixed bollgrid balance checking, thanks @Larry850806
• Added websocket ping handler to the finance websocket connection handling.
• Fixed MAX trade side conversion, thanks @jnlin