Current

Add: utils.token_extra_data to load additional trading pair data
Add: load_extra_metadata to load buy and sell tax for given trading pairs
Add: CandleUniverse(autoheal_pair_limit) and reworked how to mitigate MEV issues on pricing data
Add: heal_anomalies to get rid of MEV anomalies, second attempt - handles anomalies detection and smoothing out better
Add: GroupedCandleUniverse.calculate_returns to easily get returns of each trading pair
Add: Client.fetch_tvl_by_pair_ids(query_type=OHLCVCandleType.tvl_v2) option to load /WETH quoted TVL data for Uniswap v3
Change: Use orjson to faster serialisation of some data

0.24.4

Add: wrangle.normalise_volume to deal with different volume formats of Uniswap v2 and v3
Add: Support for Coingecko data loading and metadata cross referencing. See tradingstrategy.alternative_data.coingecko.
Add: tradingstrategy.alternative_data.coingecko.categorise_pairs() to tag trading pair data with their CoinGecko category
Add: deduplicate_pairs_by_volume() to make it easier to construct trading pair baskets from open-ended universes
Add: Client.fetch_top_pairs(TopPairMethod.by_token_addresses) - query the best trading pairs and token tax for given token addresses

0.24.3

Fix: Allow to run without Jupyter notebook/IPython installed. Make sure you use Client.create_live_client() instead of Client.create_jupyter_client()
Fix: Python version pindown <3.13 instead of <=3.12 as the pip did not allow minor versions like 3.12.7

0.24.2

Fix: Bad import line in tradingstrategty.utils.wrangle making the library not to import properly

0.24.1

Add: Client.fetch_top_pairs() - create a helper function to create always expanding trading universe for external signal providers
Add: forward_fill(forward_fill_until). The default behavior is to forward fill gaps between first and last candle. However the last candle might not be updated if we load live sparse data and there has been no trades (no candles). Force the forward fill to go until a certain timestamp.
Fix: Remove eth_defi imports, an optional dependency, in the core library

0.24

Dependencies: Upgrade to Pandas 2.x. NumPy 2.x is still incompatible.
Add: aggregate_ohlcv_across_pairs(): Aggregate volumen-weighted open/high/low/close/volume/liquidity across multiple trading pairs to create unified view of volume and liquidity for a single base token
Add: Client.fetch_tvl_by_pair_ids() to allow TVL/liquidity data loading for selected trading pairs
Add: examine_price_between_time_anomalies()- anomaly examination if open/close between days is a strange value
Add: fix_prices_in_between_time_frames()- to heal broken open/close entries caused by MEV bots
Add: remove_min_max_price(): Remove candles where open value is outside the floating point range
Add: Client.fetch_clmm_liquidity_provision_candles_by_pair_ids() - CLMM candle fetching, needed for Demeter based LP backtests

0.23

Add: fix_dex_price_data for wrangling DEX price feeds and separate reusable wrangle module
Add: resample_dataframe utility function. Useful for resampling dataframes with multiple columns that are not candlestick data
Add: fix_bad_wicks(bad_open_close_threshold) to massage the data - There are ~60 broken open price data points for U/ni v3 price feeds, cause unknown
Add: filter_for_blacklisted_tokens
Add: DEXPair.from_series helper
Add: filter_pairs_default() that will remove known bad tokens from the trading pair universe with multiple heurestics rules
Add: build_liquidity_summary() for creating trading universes based on the available liquidity
Internal change: Move trading pair filtering logic to its own module

0.22.14

Fix: Fix for inconcistencies in lending data downloads

0.22.13

Update: Having pd.MultiIndex instead of per-pair pd.DateTimeIndex on candles slows down price access on backtesting considerably
Update: Binance progress bar now shows individual progress for each pair when there are less than 5 pairs

0.22.12

Update fetch_all_spot_symbols API call to Binance
Add: LendingReserveUniverse.limit_to_protocol()
Fix: If there is an API key error when saving exchange universe, abort the operation with an exception

0.22.11

Add support for Aave v2 dataset

0.22.10

Change pyarrow schemas of Candle and XYLiquidityto use double precision (float64) instead of float32
Add GroupedCandleUniverse(forward_fill) option to the constructor
Add PandasPairUniverse.iterate_tokens()
Add get_prior_timestamp(series: pd.Series, ts: pd.Timestamp) as a separate utility function
Add resample_candles(shift) argument
Add format_price(decimals) argument
Add Universe.get_default_chain() method
Add resample_price_series() function
Fix Binance data using local timezone
Fix Binance multipair data resampling not working correctly

0.22.9

Add remove_zero_candles() function
Add DEXPair.exchange_name is set if PandasPairUniverse(exchange_universe) is given
Add ChainId.centralised_exchange = -1 id that is used now for Binance loaded data

0.22.8

Add fee argument to generate_pairs_for_binance()

0.22.7

Fix for Binance lending data, change daily rates to annual

0.22.6

Add PairNotFound(description) to have better error messages on pair look-up failures
Stricter input type checks for exchanges when creating Universe
Add UniswapV2MockClient.clear_caches for compatibility with Client in unit testing

0.22.5

Add PandasPairUniverse.get_token_by_symbol()
Add PandasPairUniverse.get_token(chain_id) argument

0.22.4

Update error message for Binance symbols

0.22.3

Add more Binance data sideloading related utility functions to tradingstrategy.binance.utils

0.22.2

Updates to BinanceDownloader

Add BinanceDownloader.fetch_approx_asset_trading_start_date() to figure out when asset was listed on Binance
Change BinanceDownloader.fetch_candlestick_data() and BinanceDownloader.fetch_lending_rates() to accept multiple pairs at once
Add progress bars
Add symbol validation

0.22.1

Fix get_by_chain_and_factory() was returning ExchangeNotFoundError instead of raising it

0.22

Binance data downloading added. Python 3.11, Python 3.12 and Pandas 2.x compatibility fixes.

Add: BinanceDownloader.fetch_approx_asset_trading_start_date() to figure out when asset was listed on Binance
Fix: BinanceDownloader timestamps to be UTC
Add: Example script how to download Binance data for multiple assets and write in a single Parquet file
Upgrade to support Python 3.12 with breaking datetime.datetime.utcnow() changes
Upgrade to support Pandas 2.x with breaking pd.Timestamp.utcnow() changes
Upgrade to web3-ethereum-defi latest with Python 3.12 compatibilty
Upgrade to pyarrow 14.0 for Python 3.12 compatibility
datetime.datetime.utcnow() and datetime.datetime.utcfromtimestamp workarounds - we do not need timezones that unnecessarily bloat data size
Add naive_utcnow for Python 3.12 compatibility
Add naive_utcfromtimestamp for Python 3.12 compatibility
Change from pd.Timestamp.utcfromtimestamp() to pd.Timestamp.utcfromtimestamp().tz_localize(None) when needed

0.21.1

Fix estimate_accrued_interest crashing when there are gaps in data
Fix resample_candles to retain pair_id column if one is present in data

0.21

Add functionality for downloading and manipulating Binance candle and lending data to have alternative datasets to benchmark the strategies for overfit and data quality issues
Add resample_series() method to work for single column pd.Series price data
Fix CandleUniverse.get_candles_by_pair() (add return value)
Fix resample_candles() method

0.20.18

API update: CandleUniverse.get_candles_by_pair() accepts DEXPair besides pair_id as an argument
forward_fill() can handle volume column

0.20.17

Fix: DataFrame copy warning in estimate_accrued_interest
Add: get_price_with_tolerance(pair_name_hint) to have better exception messages
Fix: CandleSampleUnavailable exception message was tuple instead of newline separated string

0.20.16

Add LendingMetricUniverse.estimate_accrued_interest so we can estimate the position cost and interest profit in backtesting

0.20.15

Update candle mappings so volume doesn't get set to None

0.20.14

Internal change: move make_clickable to module level, so it can be reused

0.20.13

API change: Client.create_live_client(settings_file_path) argument allows to disable and reading of settings file, to avoid any confusion in Dockerised environments
Internal change: Unit tests do not try to poke settings file anymore

0.20.12

Internal change: Use parquet.read_table(memory_map=True) to decrease RAM usage

0.20.11

Add: LendingReserveUniverse.limit_to_assets()
Add: filter_for_trading_fee(pairs_dataframe)
Internal change: Add more asserts to Universe creation to catch human mistakes early
API change: get_by_chain_and_symbol() raises UnknownLendingReserve instead of returning None
Add more asserts to Universe creation to catch human mistakes early

0.20.10

Remove duplicate timestamp label on visualisation

0.20.9

Add: DEXPair.get_link() to get a direct link to the trading pair page
Add: LendingReserve.get_link() to get a direct link to the trading pair page
Add: DEXPair.is_tradeable() for quick checks if a pair has decent volume
Add: PandasPairUniverse.get_exchange_for_pair()
Add: LendingMetricUniverse.get_single_value()
Add: Aave Ghost (GHST) stablecoin
Add: Jarvis Synthetic Euro (jEUR) stablecoin
Add: format_links_for_html_output() helper to work with DataFrame objects
API update: get_pair_by_human_description() can have exchange slug set to None matching the best trading pair across with the lowest fee across all DEXes
API update: get_closest_pair(pair) can now now take DEXPair instead of a primary key as a lookup parameter and also display the pair name in error message
Various exception message improvements
Remove duplicate timestamp from candle labels

0.20.8

Add: Progress bar to lending rate download
Fix: JSONL download progress bar was missing the last refresh, leaving the progress bar a bit under 100%
Use tqdm_loggable package everywhere to have more control over progress bars

0.20.6

Multiple API changes to make working with lending easier
Lending universe construction examples
Add: filter_for_base_tokens()
Add: filter_for_chain()
Add: DEXPair.get_base_token() and DEXPair.get_quote_token()
Add: LendingReserveUniverse.can_leverage(token)
Add: LendingReserveUniverse.limit_to_chain()
API update: Make all Universe members optional, as we can have lending only universes
API update: get_rates_by_reserve() can take a lending reserve object as an argument
API update: Universe checks constructor argument types are correct
Deprecate: Useless methods on Universe

0.20.5

Add concurrent write control to CachedHTTPTransport to allow multiple processes to write the same cached download file on the same system
Enable parallel tests

0.20.4

Rename UniswapV2MockClient.initialise_mock_data to be more descriptive

0.20.3

Refactor some common code from GenericMockClient and UniswapV2MockClient into MockClient. Note: GenericMockClient resides in tradeexecutor due to its reliance on certain imports
More lending data points

0.20.2

Add vToken details to Aave lending reserves
Add liquidation threshold and such denormalised information to Aave lending reserves

0.20.1

Fix: Lending rates cache bug - different datasets were using the same cache filename

0.20

Add lending reserves and candles universe. Now you can easily download and explore Aave v3 lending rates with functions available in tradingstrategy.lending module

0.19

Change PandasPairUniverse.get_pair_by_human_description() signature to be easier to use
More user friendly data not available / 404 error handling for lending candles

0.18.2

Add exchange_universe argument to get_pair()

0.18.1

GroupedCandleUniverse.create_from_single_pair_dataframe(time_bucket) parameter added
TimeBucket.from_pandas_timedelta() added

0.18

Add support for fetching lending candle data with fetch_lending_candles_by_reserve_id()
Rename fetch_all_lending_protocol_reserves() to fetch_all_lending_reserves()
Delete summarydataframe.py and its dependents. This includes backtrader.py and the TradeSummary.to_dataframe method. Backtrader has been unmaintained for a while.

0.17.6

Add loaded trading pair data preprocesing and working around Parquet data problems
Add DataDecodeFailed(Exception) that gives more context information if there is something wrong with the trading pair

0.17.5

Fix test warnings by changing function calls from create_single_pair_universe() to create_pair_universe()
Add PairNotFoundError and ExchangeNotFoundError for more helpful error messages
Add last_supposed_candle_at data to fetch_trading_data_availability()

0.17.4

Fix fetch_trading_data_availability() using wrong format for pair id array

0.17.3

get_one_pair_from_pandas_universe(exchange) support

0.17.2

Bump web3-ethereum-defi to version 0.21

0.17.1

Add candle_decimals parameter make_candle_labels() that defaults to showing 4 decimal places on candlestick charts

0.17

Optimisation: get_price_with_tolerance(): candle price lookup is much faster with sparse data match
Added trading_strategy.utils.forward_fill module for dealing with sparse data

0.16.1

Optimisation: get_price_with_tolerance(): candle price lookup is 40x faster for exact timestamp matches

0.16

API change: Now get_single_pair_data() raises NoDataAvailable instead of returning an empty data frame by default if there is not enough data at source
Fix unnecessary upper() in is_stablecoin_like
Fix Anvil chain id not fitting to Parquet data frame (assumed 16 bit uint for chain id)

0.15.2

Add more stablecoins
Add DEXPair.volume_30d shortcut
Add DEXPair.from_row shortcut

0.15.1

Fix: Better error messages when fetch_trading_data_availability() cannot process input

0.15

Add DEXPair.fee_tier to get the trading pair fee as 0..1 float
Add PandasPairUniverse.create_pair_universe
Deprecate PandasPairUniverse.create_single_pair_universe
Deprecate PandasPairUniverse.create_limited_pair_universe
Add USDT.e and USDC.e bridged stablecoins on Avalanche

0.14.1

Add: caching to get_candles_by_pair() and get_single() methods. This can result in backtesting time being more than halved.
Fix: Bad wick filtering code crashed on empty dataframes

0.14

Add: tradingstrategy.utils.groupeduniverse.fix_bad_wicks to deal with candle data where high and low values are abnormal due to various price manipulation issues.
Update: Automatically filter bad wicks when creating a candle universe
Add a shortcut function tradingstrategy.pair.generate_address_columns() to generate base_token_address and quote_token_address columns
Update API: resolve_pairs_based_on_ticker() supports HumanReadableTradingPairDescription
Fix: Some error message polish

0.13.18

Have classical Candle.volume field as buy volume and sell volume cannot be separated for Uniswap v3

0.13.17

change resample_candles() to use timedelta instead of timebucket

0.13.16

Fix JSON data loading for Uni v3 exchanges that lack trade count

0.13.15

Add fee_tier option to get_one_pair_from_pandas_universe() and get_pair_by_human_description()

0.13.14

Bump max pairs to load over JSONL to 75

0.13.13

Chart visualization fixes
- remove price_chart_rel_size and subplot_rel_size options (will all be specified in relative_sizing)
- refactor and clean code in tradingstrategy/charting/candle_chart.py

0.13.12

Fix SyntaxError caused by a typo

0.13.11

We have now tradingstrategey.client.BaseClient as the base class for different client implementations
Adding UniswapV2MockClient implementation that mimics Client, but reads all data from an EVM test backend. Makes live trading tests much easier.
Small improvements to PairUniverse

0.13.10

Fix detached indicator charting bugs for different volume_bar_modes
Adds support for different subtitle font sizes
Adds tests to make to catch charting bugs earlier in the future

0.13.9

Bump depenedncies
Add ChainId.anvil
Add support for detached technical indicators
Web3 6.0 fixes

0.13.8

Match dependencies and Python version pindowns with Web3.py 6.0
Adding Ethereum Tester chain id

0.13.7

Silence pandas warning in PairGroupedUniverse.get_pair_ids()
Rename "Binance Smart Chain" to "BNB Smart Chain"

0.13.6

Add a new method Client.fetch_all_lending_protocol_reserves() for fetching data on supported decentralized lending protocols (only AAVE v3 at present).
Improve validate_ohclv_dataframe() to check for date/timestamp index as well as column

0.13.5

Fixes for filtering by chain_id in ExchangeUniverse

0.13.4

Improve resolve_pairs_based_on_ticker() to be able to filter pairs with specified fee. Change default sorting criteria buy_volume_all_time to be function argument for more flexible filtering

0.13.3

Add GroupedCandleUniverse.get_last_entries_by_pair_and_timestamp(pair_id, timestamp) for simplified candle data access
Add PandasPairUniverse.get_pair(chain_id, exchange_id, base_token, quote_token) for simplified pair access
Support passing exchange_universe in PandasPairUniverse construction, so we have all metadata needed to look up pairs
Fixes to various token data accessor

0.13.2

Same as 0.13.1 - fixing broken release

0.13.1

Support Arbitrum L2 in ChainId class

0.13.1

A large impact optimisation update.

Optimise PandasPairUniver.get_pair_by_id to cache full DEXPair objects to speed up strategies using large number of trading pairs
Make DEXPair Python __slots__ based to make the object property access faster
Added ResampledLiquidityUniverse for faster backtesting with luidity data
Allow different granularity of OHLCV and liquidity data in Universe

0.13

Release failed

0.12.5

Add LiquidityUniverse.get_liquidity_with_tolerance

0.12.4

Quick fix on get_pair_by_human_description error message

0.12.3

Improve CandleSampleUnavailable error messge further to offer friendly advises how to fix
Improve ExchangeUniverse interface with more helpful shorthand methods

0.12.2

Add ExchangeUniverse.from_collection()
Pass ExchangeUniverse instance as a part of Universe.exchange_universe instead just raw array of of univer.exchanges

0.12.1

Better multipair lookup when typing out pair names by hand
Add tradingstrategy.pair.HumanReadableTradingPairDescription
Add PandasPairUniverse.get_pair_by_human_description

0.12

Add default HTTP request retry policy to Client
Add default HTTP user agent to Client
More direct data feed infrastructure
Fix create_requests_client(add_exception_hook=True) not working correctly
Add GroupedCandleUniverse.create_from_multiple_candle_datafarames

0.11.1

Add: Make DEXPair hashable
Fix: Historical candle download for JSONL endpoint - make time ranges to work correctly
Change: Make JSONL cache filenames more descriptive

0.11

Adding Client.fetch_trading_data_availability API
Moved types.py to properly Python 3.10 TypeAlias system

0.10.2

Add TradeSummary.show to simplify usage in notebooks

0.10.1

Fix missing dependencies because web3-ethereum-defi data extras
Fix make_candle_labels not working correctly if some keys were not present in the OHCLV DataFrame
Add VolumeBarMode option to visualise_ohlcv to allow different rendering modes for volume bars, in-chart or outside chart
More implementation of direct-to-blockchain node data feeds

0.10.0

Add the initial implementation for direct-to-blockchain node data feeds

0.9.1

Add support for average duration statistic to be expressed in terms of bars
Framework for direct, real-time, date feeds directly from a blockchain node
Add uniswap_v2_incompatible exchange type

0.9.0

Make the default behavior not to return the current candle if asked by timestamp

0.8.8

Switch to tqdm-loggable to have better download status behavior on headless configurations
Fine tune visualise_ohlcv label configuration

0.8.7

Fix spelling visualise_ohlcv

0.8.6

Add candle charts with visualise_ohclv

0.8.5

Optimize groupeduniverse class, specifically get_timestamp_range() method
Optimize get pair speed
Remove the "no Content-Length header" warning if HTTP response lacks file size information
Fix get_token() not returning symbol information

0.8.4

Added Client.close() and CachedHTTPTransport.close() for explicit closing of streams
Fix JUPYTER_PLATFORM_DIRS warning when importing
Fixed bunch of Pandas warnings
Add pytest -Werror to ensure the lib does not raise any warnings

0.8.3

Escape hatch for interactive API key setup loop
Added Candle.generate_synthetic_sample for mocking test data
Added GroupedCandleUniverse.get_price_with_tolerance to safely get the latest price in backtesting

0.8.2

Make matplotlib optional in Client.setup_notebook
Added DEXPair.exchange_type to support Uniswap v3 pairs

0.8.1

Change: List requests as an explicit dependency for the client (Might have been causing issues with Pyodide builds)

0.8.0

Change: Remove a lot of dependencies and cleaning up old code. The package with its dependencies should be now much more compact. Any old Backtrader or QSTrader code is behind an extra dependency in the Python package definition. There is no longer dependency to Ethereum or crypto packages that had C and were problematic install.
Change: preparing for Pyodide support.
Change: Bumped Python 3.10 because 3.10 is minimum for Pyodide

0.7.2

Fix: PairGroupedUniverse did not have OHLCV data sorted by timestamp, but instead of was pair_id, timestamp causing some failures of managing expectations when accessing data.
Fix: Update tests to reflect new datasets from Trading Strategy API
Added Client.fetch_candles_by_pair_ids that loads trading data for certain pairs
data over JSONL endpoint and avoids loading large Parquest candle and liquidity files. This makes it possible to run backtests on low memory environments.
Added Client.fetch_candle_dataset and read_parquest(filters) to filter Parquest files when loading candle datasets to optimise memory usage. (At the moment this path is not used outside the tests.)
Change ChainId base class to IntEnum instead of Enum for better type hinting
Change PandasPairUniverse.build_index to use Pandas DataFrame frame transpose, greatly speeding up the creation of the index
Fix: get_closest_price gets a closest price even if the timestamp and
and time bucket are not in the same internal
Added environment/jupyterlite for the upcoming WebAssembly integration

0.7.1

Added is_candle_green(), is_candle_red() helpers
Added TimeBucket.to_pandas_timedelta() helper
Added upsample_candles() helper
Added unknown and osmosis blockchains

0.7

Add Token presentation
Add get_single_pair_data shortcut
Add PandasPairUniverse.get_by_symbols shortcut
Add PandasPairUniverse.get_all_tokens shortcut
Add get_exchange_by_id shortcut
Add summarydata.as_duration Pandas summary table cell formatter
Fix filter_for_quote_tokens to be more strict (was checking either side of the pair, not quote token)
API change create_single_pair_universe now to accept pick_by_highest_vol
API change: Rename Universe.time_frame -> Universe.time_bucket to be consistent
Make download progress bars more human friendly

0.6.9

Add check_schema option when creating PyArrow table exports for trading pairs
Fix type hint for token1_decimals
Better error message for get_one_pair_from_pandas_universe
Make token0_symbol and token1_symbol optional as not all tokens have a symbol

0.6.8

Patch the previous release to token0_decimals and token1_decimals instead of base_token_decimals to be more aligned with the other Uniswap pair data
Cleaning up API and API documentation

0.6.7

Export base_token_decimals and quote_token_decimals in trading pair datasets

0.6.6

New time points for the time buckets

0.6.5

Add exchange_address as a part of trading pair datasets
Add get_by_chain_and_factory() to decentralised exchange universe

0.6.4

Add buy_tax, transfer_tax, sell_tax to trading pair datasets

0.6.3

Fix download retries in live trading
Add stablecoin module for upcoming stablecoin support fuctions
Add DEXPair.convert_to_dataframe
Add filter_for_stablecoins

0.6.2

Fix broken build

0.6.1

Fix Macbook M1, macOS, arm64 compatibility. Updated Scipy, Pyarrow and Numpy dependencies.

0.6

Renaming the package tradingstrategy -> trading-strategy to be consistent with the package naming practices. See the new Github repository.

0.5.3

Fix download responses being buffered in CLI
Test for get_trading_pair_page_url() in the downloaded dataset
Added support for Ganacher tester chain

0.5.2

Added Client.create_live_client for live trading
More helper functions to help unit testing
tradingstrategy.utils.time to check for incompatible pandas.Timestamp formats
Added tradingstrategy.pair.filter_for_quote_tokens
Added get_all_samples_by_range, iterate_samples_by_pair_range shortcuts to consume trading pair data in strategies
Added get_prior_timestamp to calibrate your clock with the existing time index
Added Client.clear_caches to ensure fresh data downloads
Added DEXPair.exchange_slug and DEXPair.pair_slug so we can point to web page URLs
Renamed Sushiswap -> Sushi as per their branding

0.5.1

Adding chain id 61 for Ethereum Classic / Ethereum Tester
Adding GroupedCandleUniverse.create_empty() and GroupedLiquidityUniverse.create_empty()

0.5.0

This is a release to get Trading Strategy client towards live trading.

Created tradingstrategy.universe.Universe helper class to encapsulate trading universe
Added convenience method PairUniverse.create_from_pyarrow_table_with_filters so creating different trading universes is less lines of code
Added convenience method tradingstrategy.utils.groupeduniverse.filter_for_pairs_on_exchanges
Added helper methods to construct single trading pair universe, see PandasPairUniverse.create_single_pair_universe
Separate QSTrader to an optional dependency. Please install as pip install tradingstrategy[qstrader]. This is because QSTrader depends on Seaborn that depends on SciPy that does not work so good on Apple M1 macs.
Add the default connection and read timeout 15 seconds to all client downloads

0.4.0

Reworked how QSTrader framework integration works. QSTrader was originally designed for stock markets, so it required few changes to make it more suitable for 24/7 cryptomarkets. Warning: QSTrader and its integration are both in beta. More work is needed to be done e.g. in fee calculations to make the integration smooth. See example on PancakeSwap momentum trading algorithm.
Added portfolioanalyzer to make timeline of portfolio construction over the time. See example on PancakeSwap momentum trading algorithm.
Include seaborn as a dependency as it is required for qstrader plot output, otherwise qstrader was crashing.
PairUniverse supports indexed lookups to deal with the high pair count.
More convenience methods for candle and liquidity manipulation.

0.3.4

Adding the preliminaty price impact analysis. See the example notebook. Read the blog post about the liquidity formation.

0.3.3

Make fastquant dependency optional, as it was causing installation issues with its ccxt dependency

0.3.2

Updated inline interactive setup from within Jupyter notebook

0.3.1

Polish README, release process and docs

0.3.0

Multiple changes to make the multichain backtesting possible.
The documentation code examples will be updated to reflect multichain support over time and may work incorrectly at the moment. Getting Started tutorial is already updated.
This is a major release deprecating activity flags in the trading pair universe. The multichain trading pair data is too big to include inactivate trading pairs (800k+ total trading pairs). Thus, the pair universe set only contains active trading pairs after this release, making the trading pair universe less than 100k trading pairs again, making it more feasible to download the data.
ExchangeUniverse.get_by_chain_and_slug() is now canonical way to refer to an exchange
PairUniverse.get_pair_by_ticker_by_exchange() is now canonical way to refer to a trading pair
Clarify primary keys may not be stable and should no longer referred permanently
Exchange.homepage and Exchange.active_pair_count fields added

0.2.14

Make ChainId database more deterministic by loading all supported chains once and only once

0.2.13

Add chain_name output field for exchange data

0.2.12

Adding slug lookups for chains

0.2.11

Add Binance Smart Chain and Polygon logos

0.2.10

Fix the default API endpoint URL

0.2.9

Adding embedded chain list repository
Adding support for Binance Smart Chain

0.2.8

Adding more metadata information on ChainId objects

0.2.7

Adding exchange_slug and chain_slug on the Exchange object

0.2.6

Allow to customise color range for the trade success distribution diagram

0.2.5

Added custom DEXTrader base class, as the default logic with Backtrader was a bit insufficient
Added trade analysis support for Backtrader strategies (earlier was QSTrader only)
Reworked trade analysis summaries and views
Added advanced example for Double 7 trading strategy

0.2.4

Polish API key welcome setup

0.2.3

Fixed not reading settings file from Google Drive

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