1.13.0 - Hummingbot
URL: https://hummingbot.org/release-notes/1.13.0/
Contents:
- Release Notes - Version 1.13.0¶
- Directional Framework¶
- Custom OHLCV Candles¶
- New Gateway Standalone Repo and Docs¶
- New Script Examples¶
- New CEX Connector: btc-markets¶
- Other Updates¶
- Hummingbot¶
- Gateway¶
Released on February 28, 2023
We are very excited to ship the February 2023 release of Hummingbot (v1.13.0) today! This release introduces new standalone open source repositories for the gateway DEX connector module, the community-maintained /brokers multi-bot orchestration module, and a new deploy-examples repo.
See below for what's new this month!
This release adds the first components of the Directional Framework mentioned in our 2023 Technical Roadmap:
Execution bot: Bot that receives signals that based on local rules, create a new position and control three barriers: (1) stop loss, (2) take profit and (3) time limit. After execution, the bot can send trading status and history to other destinations.
6026 added the PositionExecutor smart component. This component receives as input the strategy and the PositionConfig, which is a new data type that includes the information needed to start a directional position on a perpetuals exchange that utilizes the triple barrier method popularized in Advances in Financial Machine Learning by Martin Prado.
For now, the component is controlled by the strategy by calling the method control position every tick, but is going to be improved by creating an async task that is going to execute this process until the executor is done.
Watch our monthly developer call for an explanation of the directional framework.
Our 2023 technical roadmap post also mentioned a project to help users generate custom indicators using exchange data:
Many of the traders and Hummingbot developers are interested in add indicators to their strategies.
Currently, the only way to do this with Hummingbot right now is using trailing indicators (per-tick price data collected by the bot), but this solution is not suitable for candlestick indicators, since you have to get historical data to construct the OHLCs needed.
That’s why one of the projects will be the OHLC Generator, that will allow users to initialize their strategies with multiple OHLCs (time or volume based). In addition, we plan to support third-party library like ta-lib so that users can compute and create various indicators.
6046 added a candles data feed for binance and binance-perpetual. This "signal factory" component allows users to generate custom OHLCV candles using both historical and live Websocket data, allowing traders to use technical indicators to code directional strategies.
A base class is provided to add more candle providers and a CandlesFactory is also included to simplify the creation of the candles. We encourage community members to add data feeds for other exchanges.
Gateway is now a standalone repository: https://github.com/hummingbot/gateway. It has a similar license, folder structure, and contribution process to Hummingbot. In addition, the Gateway DockerHub is located at: https://hub.docker.com/repository/docker/hummingbot/gateway.
In addition, we have significantly updated the Gateway installation process. Now, users can install Gateway from source or via Docker, similarly to Hummingbot. The newly updated Gateway documentation show you how to install and use Gateway with Hummingbot.
In addition, the /deploy-examples repo shows you how to set up Hummingbot and Gateway with Docker Compose.
See our January developer call for an explanation of the two directional scripts above, as well as this video from Sasha Stoikov in which he discusses the microprice indicator and runs Hummingbot.
Per PRP-6052, we are happy to welcome the btc-markets connector back to the Hummingbot codebase!
BTC Markets is a centralized cryptocurrency exchange established in Australia, and is available for local residents only. BTC Markets aims to provide clients with an efficient, secure, and reliable trading platform. Its services are available to individuals, organizations, and Self-Managed Super Funds. See the btc-markets connector documentation for more information.
Thanks to vdmerweandre for this contribution! 🙏
URL: https://hummingbot.org/dashboard/portfolio.png