BBGO v1.19.1

Fixes

• Upgraded go modules for fixing security issues

BBGO v1.19.0

Minor

• Added different time format support for back-testing. time.RFC3339, time.RFC822, 2006-01-02T15:04:05, 2006-01-02
• Avoid recording trades in backtest by default. Introduced a backtest.RecordTrades option
• Disabled trade marking for grid strategy.

BBGO v1.18.5

Fixes

• Fixed backtest concurrency issues for orders, trades and matchingBooks

Minor

• Added --output option for generating backtest report in a directory (JSON files)

BBGO v1.18.4

Fixes

backtest:

• Adjusted default rate to DefaultFeeRate 0.075% (535bc58)
• Fixed backtest fee rate calculation (e3e5268)
• Fixed matching book lock issue: call matchingBooksMutex when assigning matching book (fe9a76d)

BBGO v1.18.3

Compiled binaries with go 1.16.6

BBGO v1.18.1

Fixes

• Fixed the query ticker tests
• Fixed the PnL calculation with the Position calculator
• Replaced Travis CI with GitHub actions
• Fixed taker_buy_base_volume out of range issue #288
• Fixed telegram notification setup issue
• Added mutex lock protection for backtesting #282
• Fixed EWMA calculation
• Fixed binance http request timeout issue - override binance default http client timeout instead of zero timeout (6749625)

Minor

• Added --force flag to the backtest comand, thanks @tony1223
• Added GitBook to supporter
• Added CODE_OF_CONDUCT.md
• Added CONTRIBUTING.md
• Added telegram broadcast support
• Added BBG token contract on Polygon
• Refactored grid strategy state loading/saving

BBGO v1.18.0

TODO: Fill changes in this Release

• First Change
• Second Change

BBGO v1.17.1

Fixes

• Fixed binance withdrawal API calls.
• Updated go-binance package to the latest v2.

BBGO v1.17.0

Fixes

• Fixed FTX exchange issues, thanks @jnlin !
• Fixed Binance depth snapshot handling
• Fixed schedule strategy notification

Features

• Added Okex exchange support

Minor

• Improved fixed-point parsing, support percentage parsing.

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 !