Released 2021-09-13
Bump master to 3.1
Fix gitolite publish
Fix: change 'limit_by_target_balance' to 'limit_by_source_balance' (#199)
Update opendax.rb
Released 2021-07-13
Recode binance driver in pure faraday
Released 2021-07-13
Feature: Add Finex FX service
Released 2021-07-13
Fix balance limits with forex (#196)
Released 2021-06-25
Do not clear open orders list when refreshing the list
The process is now incremental and asynchronous It is better to arke to consider a closed order as open and try to close it twice instead of missing an open order.
Released 2021-06-23
Ability to disable the balance check in copy and orderback strategies
Ability to enable limit_by_target_balance on orderback (now disabled by default)
Add the support of finex bulk messages
Add documentation about disable_balance_check param on account
Add the support of fx to circuitbraker
Bump master version to 3.0
Fix gitolite publish
Fix: change 'limit_by_target_balance' to 'limit_by_source_balance' (#200)
Fix fetch openorders logic
Kraken: raise explicit errors and supports empty balances
Multiple delays for account execution
Using mutiple delays on an account will start several action executors with different periods, they will pop actions from the execution list at a different offsets, this gives the ability to execute lower priority actions in parallel of top priorities actions.
We also added the ability to overwrite the account delays on a strategy configuration, so different strategy can execute actions at a different rate.
Support finex response for already closed order
Merge pull request #208 from openware/3-0/fix-gitolite-publish
Released 2021-06-23
Fix gitolite publish
Merge pull request #207 from openware/2-6/fix-gitolite-publish
Released 2021-06-18
Add the support of finex bulk messages
Released 2021-05-25
Add documentation about disable_balance_check param on account
Released 2021-05-25
Ability to disable the balance check in copy and orderback strategies
Released 2021-05-21
Support finex response for already closed order
Released 2021-05-10
Fix: change 'limit_by_target_balance' to 'limit_by_source_balance' (#200)
Released 2021-04-14
Released 2021-04-13
Kraken: raise explicit errors and supports empty balances
Released 2021-03-29
Ability to enable limit_by_target_balance on orderback (now disabled by default)
Released 2021-03-24
Add the support of fx to circuitbraker
Released 2021-03-23
Fix fetch openorders logic
Released 2021-03-18
Bump master version to 3.0
Multiple delays for account execution
Using mutiple delays on an account will start several action executors with different periods, they will pop actions from the execution list at a different offsets, this gives the ability to execute lower priority actions in parallel of top priorities actions.
We also added the ability to overwrite the account delays on a strategy configuration, so different strategy can execute actions at a different rate.
Released 2021-03-17
Add the support of market order in huobi
Fix orderback double orders
Fix binance market order
Fix missing dependency on Huobi Add support of market order on Huobi Add support of market order on Binance
Released 2021-03-10
Fix: Binance exchange now support tickSize param in PRICE_FILTER filter
Released 2021-03-02
Feature: balance percentage plugin (#190)
Co-authored-by: Camille Meulien <cmeulien@heliostech.fr> Co-authored-by: Jeng <jeng@yellow.com>
Released 2021-03-01
Increase default timeout to 10s on opendax and finex
Released 2021-02-26
Binance: improve error in case of missing market
Released 2021-02-25
Fix finex trying to cancel already canceled orders in loop
Released 2021-02-25
Add the support of bulk_stop_order in finex and use it in circuit braker strategy
Feature: Add Binance orderbook websocket support
Fix: missing queue_id for Circuitbraker
Released 2021-01-15
Feature: Add orderback_type by market
as default
Released 2021-01-15
Ability to configure levels_step function on all strategies
New strategy: simple-copy with orderbook generator (#163)
New strategy: simple-copy with orderbook generator
Add command to display account informations:
./bin/arke show infos
Fix on Smart scheduler: Apply fast track on cancel order when low liquidity flag is raised
Handle the SIGTERM and stop arke
Released 2021-01-13
Fix: Valr create order missing pair
Released 2020-12-23
Fix continuous integration pipeline
Fix valr market configuration
Released 2020-12-22
Enhancement: Update sdk-citools version for Drone CI (#166)
Released 2020-12-15
Update dependencies
Released 2020-12-15
Ability to pass the strategy config in STDIN
Add VALR exchange support
Add drivers opendax and finex Deprecates rubykube driver
Add Candle Sampling strategy (#154)
Candle sampling v2 (#155)
Fix: no order in target orderbook
Update dependencies
Use finex markets config endpoint
Released 2020-11-23
Bump master version to 2.5
Clean dependencies
Released 2020-04-30
Switch nonce in millisecond timestamp for Openware peatio
Released 2020-04-13
Clean README
Fix typo in logging message
Ignore pong messages in rubykube driver
Released 2020-03-23
Merge remote-tracking branch 'origin/master' into HEAD
Update for latest finex
Released 2020-03-20
Raise an error if arke tries to cancel an order with unknown id with openware/peatio target (#135)
Released 2020-03-20
Released 2020-03-20
Ability to apply a static forex change to strategies prices output
Add the support of pagination in fetch orders for openware/peatio 2.4
Add finex balances events support
Add Finex order API
Add finex support (#134)
Add the command arke order
to the cli to send order to an exchange Fix bitfinex order type to avoid error "Invalid order: not enough tradable balance"
Bump to 2.4.0
Cleanup: remove rails dependency and unused code Removed ETL
Cleanup bitfinex websocket connection
Code refactoring
Deprecate configuration market.id in favor of market_id (#116)
Do not rescue error on strategy initialization
Dynamically fetch forex rates
Enhauncement: update sdk version (#124)
FX support in order back
Feature: Start strategies document for fast copy (#133)
Feature: Start strategies document for fast copy
Fix: add space in comment, fix typo
Feature: Add one strategy example per strategy
Fix: fetch open orders up to 1000 if the header Total is missing
Fix levels_count can be 1
Fix: For Huobi exchange, force to parse response as JSON
Fix microtrade-copy strategy to receive trades from multiple markets
Fix: Apply orderback requirements after the amount check
Fix: Update the missing account error message
Fix loop of order cancels (#129)
Fix a bug on microtrade strategy random amount
Fix microtrade strategy precision
Fix order precision issue
Fix auto configuration of base and quote currencies for bitfinex markets
Fix: Tickers WS message (#110)
Huobi public websocket support
Kraken: consider balance total amount is free since we don't have the information about balance locked amounts
Kraken ws unify
Markets configuration is now automatic it fetches it through the API of every exchange
New strategy for drawing candlestick: Microtrade-Copy
Add the support of incremental orderbook to rubykube
Openware exchange: Reduce the ping delay to 53 seconds
Option to enable/disable https in dynamic forex module
Raise explicit error when driver is undefined
Support of peatio 2.3 in orderback strategy Fix a problem in orderback when the id of source and target markets are not the same Change the default orderback_grace_time to 1 second
Released 2020-03-13
Enhauncement: update sdk version (#125)
Fix: For Huobi exchange, force to parse response as JSON
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)
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:
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
Released 2019-11-13
Add documentation to Understand the copy or orderback target orderbook
Released 2019-11-11
Feature: Fetch open orders after all actions with delay
Released 2019-11-07
Fix: Ensure ActionExecutor scheduler timer is setup only once
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
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
Released 2019-10-31
Fix: support transform for several loads (#94)
Released 2019-10-30
Feature: Add public endpoints for k-line, tickers and trades
Released 2019-10-28
Feature: ETL Framework to be configured by etl.yml (#87)
Released 2019-10-25
Adding troubleshooting guide
Released 2019-10-24
Implemented vault rails and fixed controllers specs (#88)
Released 2019-10-23
Released 2019-10-23
Feature: Publish Arke to gitolite (#90)
Released 2019-10-23
Recorder (#85)
Released 2019-10-21
Improve influx usability (#83)
Released 2019-10-20
Feature: Publish Arke to gitolite
InfluxDB integration with schema and examples
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
Use linear repartition of volume in fixedprice strategy Add config checks in market
Released 2019-10-09
Migration to Rails 6 (#75)
Released 2019-10-08
Fix: update orderbook method for kraken/hitbtc/luno/okex
Released 2019-10-04
Feature: update ruby to version 2.6.5
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
Released 2019-09-30
Update documentation for arke (#69)
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
Released 2019-09-24
Prevent orders to overlap when scheduling orders refresh
Released 2019-09-23
Fix: microtrades strategy
Released 2019-09-17
Fix: check trade market before orderback (#64)
Released 2019-09-17
Limit amount of microtrades to 60% of linked strategy open orders volume
Released 2019-09-06
Feature: Add quay.io push step to drone
Merge pull request #62 from openware/feature/push_quay
Released 2019-09-04
Ability to load configuration from YAML files
Accounts API
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