v1.8.5

Bug Fixes

• TradingEngine: Lost filled order status updates in markets with slow price movements (Marlon Paulse)

v1.8.4

Features

• Market: Candle information and events #13 (Marlon Paulse)
• Market: Market-specific API keys and secrets (Marlon Paulse)

Bug Fixes

• Market: Add order time-in-force value to BUY and SELL log messages (Marlon Paulse)
• Market: Provide time-in-force value in full order details (Marlon Paulse)
• Binance: Increase API call rate limits (Marlon Paulse)
• VALR: Increase API call rate limit (Marlon Paulse)
• TradingEngine: Orphaned cache entries after abrupt service termination (Marlon Paulse)

v1.7.3

Features

• Strategy: Provide TradingAlgos access to the engine name, engine ID and shared cache (Marlon Paulse)
• SharedCache: Allow TradingAlgos access to the map put and get operations via the SharedCacheDataAccessor (Marlon Paulse)
• SharedCache: Entry deletion via the SharedCacheDataAccessor (Marlon Paulse)
• Market: Limit order time in force (Marlon Paulse)
• Market: Filled order fee information (Marlon Paulse)

Bug Fixes

• Delayed order status update events for taker orders (Marlon Paulse)
• No order status update events for non-pending cancelled orders (Marlon Paulse)
• No order status update events when attempting to cancel non-pending filled orders (Marlon Paulse)
• Unnecessary order information retrieval after order placement (Marlon Paulse)
• Market: Double order status update events (Marlon Paulse)
• VALR: Expired IOC limit orders regarded as pending (Marlon Paulse)

v1.5.2

Features

• VALR: Improved order placement and cancellation with v2 API #12 (Marlon Paulse)

Bug Fixes

• VALR: Race condition when placing and cancelling order in quick succession (Marlon Paulse)
• VALR: Order placement error codes not handled (Marlon Paulse)

v1.4.0

Features

• Support multiple Moonship services per process #11 (Marlon Paulse)
• SharedCache: Abstracted application-level data access behind a reusable interface #11 (Marlon Paulse)
• Monitor: Added monitor service supporting email alerts based on configurable trigger conditions #11 (Marlon Paulse)

Bug Fixes

• Event loop closed error on exit (Marlon Paulse)
• Monitor: Remove "UTC" text suffix from alert time in email messages (Marlon Paulse)

Documentation

• API: Better endpoint titles (Marlon Paulse)

Chores

• Upgrade to Python 3.12 #11 (Marlon Paulse)

v1.3.0

Features

• SharedCache: Use Redis namespace convention for data keys (Marlon Paulse)
• SharedCache: List-based operations (Marlon Paulse)
• SharedCache: Retrieve list head and tail (Marlon Paulse)
• SharedCache: Support multiple engines with the same name to handle service cycling/restarts #8 (Marlon Paulse)
• API: Support strategy add, update and remove operations #9 (Marlon Paulse)

Bug Fixes

• Engine: ValueError raised during stop command for unknown strategy (Marlon Paulse)

Documentation

• API documentation #10 (Marlon Paulse)
• README: Link to API documentation (Marlon Paulse)

v1.2.4

Features

• API: Configurable idle session expiry time (Marlon Paulse)
• API: Filter GET strategies result using query parameters (Marlon Paulse)

Bug Fixes

• API: Session not deleted after logout (Marlon Paulse)
• Strategy: Long start-up time delaying other strategies' start times (Marlon Paulse)

Documentation

• README: Architectural design and usage/configuration information (Marlon Paulse)

v1.2.0

Features

• API: HTTP API service backed by a Redis shared cache and message bus #6 (Marlon Paulse)
• API: Retrieve engines and strategy information (Marlon Paulse)
• Market: Configurable maximum size of the recent trade list (Marlon Paulse)
• API: Configurable access log format (Marlon Paulse)
• API: Retrieve strategy information (Marlon Paulse)
• API: Start and stop strategy #7 (Marlon Paulse)

Bug Fixes

• TradingEngine: Shared cache property not found in TradingEngine when no redis configuration specified. #6 (Marlon Paulse)
• Strategy: Incorrect configuration object handed to TradingAlgo implementations. #6 (Marlon Paulse)
• Strategy: Trading algo no longer stopping correctly (Marlon Paulse)
• Strategy: Redis connection failure causing algo to stall (Marlon Paulse)
• Binance: timeInForce parameter sent when not needed (Marlon Paulse)
• engine: Increase the maximum size of the recent trade list to 1000000 (Marlon Paulse)
• engine: Decrease the maximum size of the recent trade list to 100000 (Marlon Paulse)
• Redis: Initialize the Redis connection asynchronously (Marlon Paulse)

Chores

• Update build environment to Python 3.10. #6 (Marlon Paulse)
• Update build environment to Python 3.10. (Marlon Paulse)
• Replace aioredis with redis (Marlon Paulse)
• Update github build workflow to python 3.11 (Marlon Paulse)
• Update pipenv python version to 3.11 (Marlon Paulse)

v1.1.5

Bug Fixes

• VALR: Wait 1 second before confirming order placement (Marlon Paulse)

v1.1.4

Features

• VALR: Order placement and basic market info retrieval. #5 (Marlon Paulse)
• VALR: Websocket data stream processing #5 (Marlon Paulse)
• VALR: Handle post-only order failures. (Marlon Paulse)
• VALR: Insufficient balance errors and graceful shutdown of websocket ping tasks. (Marlon Paulse)
• MarketClient: Use common terminology for the API key and secret across market client implementations. (Marlon Paulse)

Bug Fixes

• Luno: Limit API calls to 300 per minute. (Marlon Paulse)
• Binance: Limit order API calls to 50 every 10 seconds. (Marlon Paulse)
• VALR: Signature header calculation and order book stream events #5 (Marlon Paulse)
• VALR: Invalid Order error when retrieving order details immediately after order has been placed (Marlon Paulse)

Documentation

• README: Added supported cryptocurrency exchanges (Marlon Paulse)
• Removed references to the term "forex". (Marlon Paulse)