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| 1 | +[Full Changelog](https://github.com/c9s/bbgo/compare/v1.62.2...main) |
| 2 | + |
| 3 | + - [#2094](https://github.com/c9s/bbgo/pull/2094): FIX: fix trade map key for self trade protection |
| 4 | + - [#2093](https://github.com/c9s/bbgo/pull/2093): FIX: [coinbase] add executed quantity and update time to global order conversion |
| 5 | + - [#2092](https://github.com/c9s/bbgo/pull/2092): FIX: [coinbase] fix trades history pagination and update tests |
| 6 | + - [#2091](https://github.com/c9s/bbgo/pull/2091): IMPROVE: [tradingdesk] add fallback setup and validation |
| 7 | + - [#2088](https://github.com/c9s/bbgo/pull/2088): FIX: [coinbase] allow empty asset parameter for transfer history queries and update tests |
| 8 | + - [#2090](https://github.com/c9s/bbgo/pull/2090): IMPROVE: [tradingdesk] improve persistence, minimal quantity adjustment |
| 9 | + - [#2089](https://github.com/c9s/bbgo/pull/2089): FIX: [sync] Add logging for order and trade sync failures |
| 10 | + - [#2086](https://github.com/c9s/bbgo/pull/2086): FEATURE: [coinbase] implement transfer history query service |
| 11 | + - [#2087](https://github.com/c9s/bbgo/pull/2087): IMPROVE: [tradingdesk] improve position load and calculation |
| 12 | + - [#2085](https://github.com/c9s/bbgo/pull/2085): FEATURE: [tradingdesk] a basic working example |
| 13 | + - [#2084](https://github.com/c9s/bbgo/pull/2084): FEATURE: [Coinbase] Implement ExchangeTradeHistoryService and Fix Pagination |
| 14 | + - [#2081](https://github.com/c9s/bbgo/pull/2081): REFACTOR: [tradingdesk] refactor with TradingManager |
| 15 | + - [#2083](https://github.com/c9s/bbgo/pull/2083): FIX:[okx] fix okx symbols convert |
| 16 | + - [#2057](https://github.com/c9s/bbgo/pull/2057): dep: bump morphy2k/revive-action from 2.7.6 to 2.7.7 |
| 17 | + - [#2082](https://github.com/c9s/bbgo/pull/2082): CHORE: [tradingdesk] configure binance features |
| 18 | + - [#2080](https://github.com/c9s/bbgo/pull/2080): FEATURE: [core] Add slack upload api support |
| 19 | + - [#2079](https://github.com/c9s/bbgo/pull/2079): FIX: [xmaker] continue spread maker check even if uncovered position is zero |
| 20 | + - [#2078](https://github.com/c9s/bbgo/pull/2078): FIX: [xmaker] fix spreadmaker order canceling |
| 21 | + - [#2077](https://github.com/c9s/bbgo/pull/2077): FIX:[docs] twitter social network name and link replaced |
| 22 | + - [#2076](https://github.com/c9s/bbgo/pull/2076): STRATEGY: init commit of tradingdesk strategy |
| 23 | + - [#2075](https://github.com/c9s/bbgo/pull/2075): chore: fix problematic comment |
| 24 | + - [#2073](https://github.com/c9s/bbgo/pull/2073): feature: add risk management VaR by MonteCarlo |
| 25 | + - [#2072](https://github.com/c9s/bbgo/pull/2072): IMPROVE: [xmaker] adjust hedge market price by taker fee automatically |
| 26 | + - [#2074](https://github.com/c9s/bbgo/pull/2074): FIX: only when there is no OrderID and ClientOrderID for order with G… |
| 27 | + - [#2069](https://github.com/c9s/bbgo/pull/2069): REFACTOR: pull out exchange session config |
| 28 | + - [#2071](https://github.com/c9s/bbgo/pull/2071): IMPROVE: [xmaker] support hedge market persistence |
| 29 | + - [#2070](https://github.com/c9s/bbgo/pull/2070): IMPROVE: [xmaker] synthetic hedge gracefully shutdown and test improvements |
| 30 | + - [#2068](https://github.com/c9s/bbgo/pull/2068): FIX: fix okx margin level calculation |
| 31 | + - [#2060](https://github.com/c9s/bbgo/pull/2060): feature: add Marked Hawkes Process implementation |
| 32 | + - [#2067](https://github.com/c9s/bbgo/pull/2067): FEAT: [indicatorset] add SMA to IndicatorSet |
| 33 | + - [#2061](https://github.com/c9s/bbgo/pull/2061): FEATURE: [xmaker] custom hedge method support |
| 34 | + - [#2066](https://github.com/c9s/bbgo/pull/2066): feature: add np.random functions to generate rand arrays |
| 35 | + - [#2064](https://github.com/c9s/bbgo/pull/2064): FIX: [metrics] fix kline metrics register |
| 36 | + - [#2065](https://github.com/c9s/bbgo/pull/2065): IMPROVE: improve object slack format (concise format) |
| 37 | + - [#2063](https://github.com/c9s/bbgo/pull/2063): FEATURE: [metrics] add kline data metrics |
| 38 | + - [#2051](https://github.com/c9s/bbgo/pull/2051): FEATURE: [xmaker] support fiat synthetic hedge |
| 39 | + - [#2059](https://github.com/c9s/bbgo/pull/2059): FEATURE: [xmaker] implement trade conversion for synthetic hedging |
| 40 | + - [#2058](https://github.com/c9s/bbgo/pull/2058): FEATURE: [indicatorv2] Premium Steam |
| 41 | + - [#2056](https://github.com/c9s/bbgo/pull/2056): FIX: [dca2][grid2] not initialize when clean up |
| 42 | + - [#2041](https://github.com/c9s/bbgo/pull/2041): refactor: use slices.Contains to simplify code |
| 43 | + - [#2055](https://github.com/c9s/bbgo/pull/2055): FIX: [xmaker] when strategy is halted, cancel the spread maker order |
| 44 | + - [#2042](https://github.com/c9s/bbgo/pull/2042): FEATURE: [grid2][dca2] lock before submit/cancel orders |
| 45 | + - [#2052](https://github.com/c9s/bbgo/pull/2052): FIX: [okex] fix possible concurrent error |
| 46 | + - [#2047](https://github.com/c9s/bbgo/pull/2047): REFACTOR: [types] introduce UUID to OrderQuery |
| 47 | + - [#2050](https://github.com/c9s/bbgo/pull/2050): IMPROVE: improve Queue write speed |
| 48 | + - [#2048](https://github.com/c9s/bbgo/pull/2048): FEATURE: [xmaker][exchange] support mock exchange for hedging |
| 49 | + - [#2046](https://github.com/c9s/bbgo/pull/2046): FIX: [okx] fix okx position risk convert |
| 50 | + - [#2038](https://github.com/c9s/bbgo/pull/2038): MINOR: [types] define Initialier interface |
| 51 | + - [#2044](https://github.com/c9s/bbgo/pull/2044): FIX: [okex] set default margin level to okex |
| 52 | + - [#2039](https://github.com/c9s/bbgo/pull/2039): FIX: [okex] add notice event type handling in WebSocket events |
| 53 | + - [#2037](https://github.com/c9s/bbgo/pull/2037): FIX: [sync] handle MySQL duplicate entry errors during record insertion |
| 54 | + - [#2031](https://github.com/c9s/bbgo/pull/2031): FEATURE: [coinbase] integrate TickKLineDriver with kline stream subscription |
| 55 | + - [#2036](https://github.com/c9s/bbgo/pull/2036): FIX: [okex] fix instrument type set for bbgo margin mode |
| 56 | + - [#2035](https://github.com/c9s/bbgo/pull/2035): FEATURE: implement apikey rotator |
| 57 | + - [#2025](https://github.com/c9s/bbgo/pull/2025): FEATURE: [okx] support global order quantity convert to okx contract size |
| 58 | + - [#2033](https://github.com/c9s/bbgo/pull/2033): FIX: [binance] fix binance risk position side convert to global |
| 59 | + - [#2034](https://github.com/c9s/bbgo/pull/2034): IMPROVE: [xalign] improve price subscription, improve failure handling |
| 60 | + - [#2024](https://github.com/c9s/bbgo/pull/2024): FEATURE: [core] KLineBuilder and tick-based kline driver |
| 61 | + - [#2022](https://github.com/c9s/bbgo/pull/2022): FEATURE: [okx] support okx futures channel subscribe |
| 62 | + - [#2029](https://github.com/c9s/bbgo/pull/2029): IMPROVE: [exchange] improve risk service query positionRisk support fliter symbols |
| 63 | + - [#2030](https://github.com/c9s/bbgo/pull/2030): REVERT:[sync] Merge pull request #2028 from c9s/dboy/hotfix-sync-upsert-symbols |
| 64 | + - [#2026](https://github.com/c9s/bbgo/pull/2026): FIX: [xdepthmaker] Update price range metrics to support multiple ranges |
| 65 | + - [#1902](https://github.com/c9s/bbgo/pull/1902): FEATURE: [depth] support binance futures orderbook depth buffer |
| 66 | + - [#1991](https://github.com/c9s/bbgo/pull/1991): dep: bump morphy2k/revive-action from 2.7.5 to 2.7.6 |
| 67 | + - [#2016](https://github.com/c9s/bbgo/pull/2016): refactor: use the built-in max/min to simplify the code |
| 68 | + - [#2020](https://github.com/c9s/bbgo/pull/2020): FEATURE: [coinbase] construct kline events by market trades |
| 69 | + - [#2009](https://github.com/c9s/bbgo/pull/2009): FIX: [binance] apply new ws endpoint and use ed25519 authentication for spot trading |
| 70 | + - [#2017](https://github.com/c9s/bbgo/pull/2017): REFACTOR: (coinbase) wrapping connection logics into methods for better maintainability. |
| 71 | + - [#2023](https://github.com/c9s/bbgo/pull/2023): IMPROVE: [okex] improve okex margin support |
| 72 | + - [#2021](https://github.com/c9s/bbgo/pull/2021): FIX: [okx] fix okx query klines and query markets |
| 73 | + - [#2019](https://github.com/c9s/bbgo/pull/2019): REFACTOR: [types] move `MarketDataStore`/`SerialMarketDataStore` to `types` module |
| 74 | + - [#2012](https://github.com/c9s/bbgo/pull/2012): FIX: [coinbase] Emit auth notification on success connection establishment for the user data stream |
| 75 | + - [#2013](https://github.com/c9s/bbgo/pull/2013): FIX: [coinbase] Update PlatformFeeCurrency |
| 76 | + - [#2015](https://github.com/c9s/bbgo/pull/2015): FIX: [coinbase] initialize lastSequenceMsgMap and workingOrdersMap in NewStream |
| 77 | + - [#2014](https://github.com/c9s/bbgo/pull/2014): FIX:[coinbase] convert private symbols to local symbols when connecting user data stream |
| 78 | + - [#2011](https://github.com/c9s/bbgo/pull/2011): FEATURE: [exchange] support exchange risk service |
| 79 | + - [#2007](https://github.com/c9s/bbgo/pull/2007): FEATURE: [okx] Support updating the local cache of symbols when calling QueryMarkets |
| 80 | + - [#2008](https://github.com/c9s/bbgo/pull/2008): FIX: [coinbase] Add request limiter on public market APIs |
| 81 | + - [#2005](https://github.com/c9s/bbgo/pull/2005): FIX: [SerialMarketDataStore] Add symbol check in handleMarketTrade to ensure correct trade processing |
| 82 | + - [#2004](https://github.com/c9s/bbgo/pull/2004): REFACTOR: [bbgo] Change symbol flag of `bbgo kline` to accept multiple symbols |
| 83 | + - [#2001](https://github.com/c9s/bbgo/pull/2001): FIX: [xdepthmaker] Update hedge symbol in QueryDepth call for accurate depth querying |
| 84 | + - [#1987](https://github.com/c9s/bbgo/pull/1987): REFACTOR: [coinbase] Revise User/Market data stream connection logic |
| 85 | + - [#2000](https://github.com/c9s/bbgo/pull/2000): FIX: [exchange] MaxExchange - Update QueryDepth to use local symbol for market requests |
| 86 | + - [#1998](https://github.com/c9s/bbgo/pull/1998): REFACTOR: [xdepthmaker] Comment out debug stream bindings for source and maker books |
| 87 | + - [#1997](https://github.com/c9s/bbgo/pull/1997): FIX: [xdepthmaker] fix depth query service (use hedge session) |
| 88 | + - [#1995](https://github.com/c9s/bbgo/pull/1995): REFACTOR: drop legacy stream executor |
| 89 | + - [#1996](https://github.com/c9s/bbgo/pull/1996): FIX: [run] Add README for `Run` command with flow details and modes |
| 90 | + - [#1993](https://github.com/c9s/bbgo/pull/1993): REFACTOR: [session] Refactor max borrowable update |
| 91 | + - [#1994](https://github.com/c9s/bbgo/pull/1994): FIX: [sync] Remove logging of trade ID |
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