#Version 2.3.30

Released 2020-03-13

Enhauncement: update sdk version (#125)

Fix: For Huobi exchange, force to parse response as JSON

#Version 2.3.29

Released 2019-11-29

Add Websockets for k-line and tickers

Add circuitbraker strategy

Add volume to cache gems in drone pipeline

Changed smart scheduler priorities to balance the liquidity and do less changes Add documentation about max_amount_per_order new parameter

Enhancement: Update sdk image

Feature: add docs generated and slack notifying step (#104)

Feature: Add a CI step to push images to Openware Registry (#105)

  • Deprecate the second GCR CI push

Feature: Introduce Smart Scheduler (#99)

Change default scheduler to SmartScheduler Actions are prioritized in the following groups: 1- if any existing orders are behonds desired orderbook limits they are canceled in top priority 2- adjust levels liquidity, levels with biggest difference of liquidity between desired and current orderbook goes first 3- finally we cancel orders that are behonds the price points (far in the orderbook)

If we are short in liquidity (more than 120% of limit specified in orderbook), the priority of canceling group 3 becomes higher than group 2 actions until enough liquidity is available or no more orders are in group 3.

Technical changes:

  • Implement lazy logger to improve performances
  • Introduce PricePoint model (TODO: to use everywhere)
  • Use BigDecimal in orderbook

Feature: Update the CI to use SDK for version bumps (#100)

Fix stable drone build

Fix: Respect the account delay between API calls of the same strategy

Fix: apply spread on price proints

Fix: Action Executor create one queue per strategy to make quaranty action of each strategy will be executed

Fix rubykube exchange raise error in fetch_openorders when server is not accessible

Fix command show balances: skip missconfigured accounts Fix keepalive websocket connection with rubykube exchanges

Implement lazy logger to improve performances

Prepare 2.3 stable release

  • Add tests for copy strategy
  • Removed strategy1 legacy
  • Moved fixtures files to standard rails conventions
  • Minor logs improvements

#Version 2.3.28

Released 2019-11-13

Add documentation to Understand the copy or orderback target orderbook

#Version 2.3.27

Released 2019-11-11

Feature: Fetch open orders after all actions with delay

#Version 2.3.26

Released 2019-11-07

Fix: Ensure ActionExecutor scheduler timer is setup only once

#Version 2.3.25

Released 2019-11-04

ETL: Generic AMQP extract and load (#93)

  • ETL: Generic AMQP extract and load to forward a specific list of events from one exchange to another

  • ETL: Add the support of start method on load classes

#Version 2.3.24

Released 2019-11-01

Fix: apply spread for copy, update balances before running strategies… (#96)

  • Fix: apply spread for copy, update balances before running strategies, allow to seed balance

  • Fix: fake_balances to forced_balances

#Version 2.3.23

Released 2019-10-31

Fix: support transform for several loads (#94)

#Version 2.3.22

Released 2019-10-30

Feature: Add public endpoints for k-line, tickers and trades

#Version 2.3.21

Released 2019-10-28

Feature: ETL Framework to be configured by etl.yml (#87)

#Version 2.3.20

Released 2019-10-25

Adding troubleshooting guide

#Version 2.3.19

Released 2019-10-24

Implemented vault rails and fixed controllers specs (#88)

#Version 2.3.18

Released 2019-10-23

#Version 2.3.17

Released 2019-10-23

Feature: Publish Arke to gitolite (#90)

#Version 2.3.16

Released 2019-10-23

Recorder (#85)

  • First version of Recorder
  • Introduce Flags to enable features on need for markets and exchanges / accounts

#Version 2.3.15

Released 2019-10-21

Improve influx usability (#83)

#Version 2.3.14

Released 2019-10-20

Feature: Publish Arke to gitolite

InfluxDB integration with schema and examples

#Version 2.3.13

Released 2019-10-14

Add tests and fixes Add init checks for microtrades and fixedprice strategies

Changed aggregation logic - Makes sure we have always the expected number of orders - Provides the min amount information to orderbook aggregate method

TODO: Assert min_ask_amount and min_bid_amount parameters are set for the target exchange (we can create them by fetching peatio markets config)

Fix Fixedprice orders amount

Fix commands arke show balances,deposit_addresses

Introduce Market class - Market stores strategies markets infos, including orderbooks

Split mocked context and remove duplicates

Rubykube websocket reconnection mechanism

  • Disable the strategy until the websocket is connected
  • Disable linked strategies until the websocket is connected

Use linear repartition of volume in fixedprice strategy Add config checks in market

#Version 2.3.12

Released 2019-10-09

Migration to Rails 6 (#75)

#Version 2.3.11

Released 2019-10-08

Fix: update orderbook method for kraken/hitbtc/luno/okex

#Version 2.3.10

Released 2019-10-04

Feature: update ruby to version 2.6.5

#Version 2.3.9

Released 2019-10-01

Feature: rename 'strategy1' to 'orderback' (#70)

  • Feature: rename 'strategy1' to 'orderback'

  • Feature: move orderback function to orderback strategy

  • Feature: move params for orderback to orderback strategy

  • Feature: update documentation and add some tests for min order back amount

#Version 2.3.8

Released 2019-09-30

Update documentation for arke (#69)

  • Update documentation for arke

#Version 2.3.7

Released 2019-09-25

Prevent orders to overlap with exact same price when scheduling orders refresh

Schedule refuse to create a wrong orderbook

Simplify the orderbook update by recreating orders with the exact same price

#Version 2.3.6

Released 2019-09-24

Prevent orders to overlap when scheduling orders refresh

#Version 2.3.5

Released 2019-09-23

Fix: microtrades strategy

#Version 2.3.4

Released 2019-09-17

Fix: check trade market before orderback (#64)

  • Fix: check trade market before orderback

#Version 2.3.3

Released 2019-09-17

Limit amount of microtrades to 60% of linked strategy open orders volume

  • Feature: limit amount of microtrades to 60% of linked strategy open orders volume

#Version 2.3.2

Released 2019-09-06

Feature: Add quay.io push step to drone

Pull Requests

Merge pull request #62 from openware/feature/push_quay

#Version 2.3.1

Released 2019-09-04

Ability to load configuration from YAML files

Accounts API

  • Add service for managing apikeys
    • Update account model

Add a rubocop config

Add CRUD for strategies

Add exchanges URLs

Add db:seeds task loading data from seeds.yml

Adding drone bump system

Adding Strategies

Adding Markets

rails g scaffold market exchange:references name:string base:string quote:string base_precision:integer quote_precision:integer state:string

Adding user table

Adding rspec

Compacting database and import task

Copy arke library

Factories for User example with spec

Fix: disable developer seeds and update gems

GET APIs for trades, balances, exchanges, markets, tickers

Improve Action Executor exceptions handling

Integrate JWT authenticator (#44)

  • Integrate JWT authenticator

  • Ability to get current user

Load strategies from db

Market tickers

Microtrades cancel orders after 100ms to act as a stupid fill or kill order type (fok) Stores order id in Order class

rails g scaffold balance credential:references currency:string amount:decimal available:decimal locked:decimal

rails g scaffold credential user:references exchange:references name:string

rails g scaffold exchange name:string url:string rest:string ws:string rate:decimal

rails new --api --skip-test --skip-system-test --database=mysql arke

Removing commands and fixing lib/arke specs

Rename credentials to accounts

Strategy worker

Trade model

Updating with latest master

commit 045fb6e2d8df47d04f2f0d9301043f9d26688fdb Fri Aug 30 15:26:44 2019

Feature: allow microtrades only on one side, configurable price difference

Updating seeds markets

Updating schema

Using robox:1.0.1