Version 5.1.2

Changes:

• Fix reverse orderbook math (when performing buy orders)
• Avoid executing depth caches with an invalid NaN update time
• Much more accurate logging of expected and observed execution quantities
• View depth cache used for calculations via TRACE logging
• View individual depth cache ages via DEBUG logging
• Pre-checks for optimization ticks

Version 5.1.1

Changes:

• Check valid spread for each ticker being optimized
• Ensure all symbols are watched when using a small white list
• Trace level logging for symbols that have not emitted a depth cache update

Version 5.1.0

Changes:

• Use server timestamp for calculating order book age
• Prevent double execution when running with high age thresholds

Breaking Changes:

• New config property TRADING.TAKER_FEE and documentation (#29)

Version 5.0.0

Changes:

• Linear execution inter-trade recalculation
• Speed test (ping)
• Address insufficient balance error (#37)
• Address too many trades per second issue (#44)
• Relationship count pre-check
• Base asset balance pre-check
• Market execution logging
• Quick exit after execution limit is reached
• Better adherence to execution limits when trading in high frequency
• Ensure parallel execution doesn't watch inactive tickers
• More accurate post-execution asset reporting
• General code maintenance

Config Changes:

• Added TRADING.EXECUTION_TEMPLATE

Version 4.4.5

Changes:

• Ensure two positions with the same symbol are not executed in tandem
• Improve protection against the 10 trades per second rate limit (#44)
• Add protection against the 10,000 trades per day rate limit

Version 4.4.4

Bug Fixes:

• Configuration pre-check logic fix as described in #38
• Additional configuration pre-check debug logging
• Fix configuration pre-check error for execution strategies

Version 4.4.3

Changes:

• Reverts removal of mirrored trade relationships to ensure all opportunities are calculated
• Fix Issue #35

Version 4.4.2

Changes:

• Removed mirrored trade relationships resulting in twice the performance!
• Fix Issue #30

Version 4.4.1

Changes:

• Finally fix all issues with logging balance deltas
• Remove trace level logging for profit and age thresholds

Technical Changes:

• Remove "this" context usage
• Wrap order execution decision for better code readability
• Remove unused variables tracking dust in the calculation cycle
• Remove duplicate definition of trade id

Version 4.4.0

Changes:

• JSON Configuration
• Improved startup logging
• New configuration readme

Bug Fixes:

• Issue #27

Breaking Changes:

• Ummmm the whole configuration system is now json so...