Sdk 3.1 Changelogs Finex Documentation

Version 3.1.0-581a0ff

Released 2021-05-11

Add spread overlapping assertion

Bump master branch to 3.1

Remove sonar step from drone.yml

Use custom sonar drone plugin

Version 3.0.3

Released 2021-04-22

Connect to opendax in goroutine to prevent engine stucking

Fix 25th order publishing for buy side

Version 3.0.2

Released 2021-04-19

Add sonar analysis

Add Quick engine driver

Add market type
- Add grpc
- Add abilities endpoints

Add order type limit FOK

Feature: add type fill or kill to Bitforex Feature: local fill or kill order (#280) Feature: Opendax driver for fill or kill (#283) add order type fill or kill

Add opendax.cloud and local license scope (#275)

Add opendax.cloud and local license scope
- Check for license version 3 and allow uat.opendax.app domain
- Add unit test and update license package
- Update dev license key
- Add unit test for license version

Co-authored-by: denisfd <fedorchenko999@gmail.com> Co-authored-by: Keng Suppaseth <kengio@gmail.com>

Add aggreagted dirver

Extract orderboook updating logic
- Clear old orders on snapshot
- Add resync feature
- Publish raw orderbook in admin scope
- Add optional probes
- Fix race condition
- Prevent orderbook emptying
- Add tests for bitfinex and aggregated_change_price
- Add period config for mockserver
- Disable ticker check in bitfinex

Add ability to transfer taker fees to maker

Add CrytpoCom driver

Upstream connection interface
- Generic Upstream driver
- Add cryptocom client

Co-authored-by: Danylo Patsora <dpatsora@heliostech.fr> Co-authored-by: Tee <tee@yelllow.com>

Add websocket mockserver to functional framework

Add script to check websocket
Add websocket recorder
Example with binance
Add engine seed
Add 'verbose' flag

Add spread overlapping assertion

Add ability to configure bitfinex ws and rest URL from engine data

Bump version to 3.0.0

Bump master branch to 2.7

Create separate goroutine for engines

Enhancement: Update Kaigara version (#322)

Enhancement: update Kaigara version (#301)

Enhancement: Add public image build to the CI (#282)

Feature: Add ability to read public key from string (#294)

Fix websocket auth error

Track orderbook sequence in opendax driver

Reset sequence & reconnect if sequence mismatch
- Remove snapshot broadcasting in API

Update goci version

Version 2.6.40

Released 2021-04-16

Connect to opendax in goroutine to prevent engine stucking

Fix 25th order publishing for buy side

Version 3.0.1

Released 2021-04-09

Update goci version

Version 3.0.0

Released 2021-04-08

Add sonar analysis

Add Quick engine driver

Add market type
- Add grpc
- Add abilities endpoints

Add order type limit FOK

Feature: add type fill or kill to Bitforex Feature: local fill or kill order (#280) Feature: Opendax driver for fill or kill (#283) add order type fill or kill

Add opendax.cloud and local license scope (#275)

Add opendax.cloud and local license scope
- Check for license version 3 and allow uat.opendax.app domain
- Add unit test and update license package
- Update dev license key
- Add unit test for license version

Co-authored-by: denisfd <fedorchenko999@gmail.com> Co-authored-by: Keng Suppaseth <kengio@gmail.com>

Add aggreagted dirver

Extract orderboook updating logic
- Clear old orders on snapshot
- Add resync feature
- Publish raw orderbook in admin scope
- Add optional probes
- Fix race condition
- Prevent orderbook emptying
- Add tests for bitfinex and aggregated_change_price
- Add period config for mockserver
- Disable ticker check in bitfinex

Add ability to transfer taker fees to maker

Add CrytpoCom driver

Upstream connection interface
- Generic Upstream driver
- Add cryptocom client

Co-authored-by: Danylo Patsora <dpatsora@heliostech.fr> Co-authored-by: Tee <tee@yelllow.com>

Add websocket mockserver to functional framework

Add script to check websocket
Add websocket recorder
Example with binance
Add engine seed
Add 'verbose' flag

Add spread overlapping assertion

Add ability to configure bitfinex ws and rest URL from engine data

Bump version to 3.0.0

Bump master branch to 2.7

Create separate goroutine for engines

Enhancement: update Kaigara version (#301)

Enhancement: Add public image build to the CI (#282)

Feature: Add ability to read public key from string (#294)

Fix websocket auth error

Track orderbook sequence in opendax driver

Reset sequence & reconnect if sequence mismatch
- Remove snapshot broadcasting in API

Version 2.6.39

Released 2021-04-08

Fix 25th order publishing for buy side

Version 2.6.38

Released 2021-03-10

Add metric for amqp section duration for create orders

Version 2.6.37

Released 2021-03-02

Fix: max market name length

Pull Requests

Merge pull request #279 from openware/feature/market_name

Version 2.6.36

Released 2021-02-26

Edit API links in docs

Version 2.6.35

Released 2021-02-17

Enhancement: Add Kaigara installation to the Dockerfile (#273)

Version 2.6.34

Released 2021-02-12

Add the support of influx cleanup task to run after data rebalancing (#167)

Add the support of influx cleanup task to run after data rebalancing

Co-authored-by: denisfd <fedorchenko999@gmail.com>

Version 2.6.33

Released 2021-02-12

Enhancement: Add health checks

Version 2.6.31

Released 2021-02-06

Improve slow tests

Add volume to skip module rebuild
- Cache jwt token in orderapi tests
- Reduce sleep in bitfinex tests
- Reduce wait in functional tests
- Add retry in functional tests

Version 2.6.30

Released 2021-02-05

Define license and log as seperated pkg

Update go.mod

Update docker build

Update dependencies

Version 2.6.29

Released 2021-02-05

Add go vet to CI checks

Check formatting in CI

Version 2.6.28

Released 2021-02-04

Add default retries value

Add order by market position on plain market cache

Add documenation about functional testing framework

Add order by market position on market cache

Add a prometheus metric to monitor vault token TTL

Remove decrypt module dependency from the API
Display error in finex engine if the decrypt module init fails (not fatal)

Add blockchains height metrics to prometheus endpoint

Add grace time of 30 days for expired license

Add the support of multiple domains for one license

Add a general description of finex

Add retries to sql batcher

Add timeout to bitfinex websocket requests

Add order and trade response description for WS API

Add admin cancel bulk endpoint

Add Binance Driver

Add license

Allow admin to use bulk admin cancel endpoint regardless of the license scopes (#249)

Bump master to 2.6

Change way of hadling defaults in config package

Change WebSocket API URL to /api/v2/ws (#204)

Clear opendax book when receiving new snapshot

Do not reset sequence in opendax engine

Enhancement: Update SDK-citools version for Drone CI (#223)

Expose vault token period metric

Expose the build version and revision

Expose the build version and revision to the public endpoint /api/v2/public/version
Expose the build version and revision in metrics
Enable metrics by default (now you should disable it explicitly if needed)
Change license format to JWT

Expose wallets balance metrics

Feature: Use ika pkg to support configuration through environment (#261)

Support configuration through environment * Use openware/pkg/ika to load the config

Co-authored-by: Valentine Shatravenko <vshatravenko@heliostech.fr>

Feature: Add CI step to update the global version (#251)

Feature: Add the CI step to push to gitolite (#196)

Fix: Global version update CI (#262)

Fix to publish 25th order if PriceLevel was deleted.

Add test scenario
- Replace constant with ObSizeLimit configuration variable

Fix overlapping spread bug

Fix: change finex_engine_business_payment_addresses metric query

Fix binance driver trade created_at

Fix Segfault in GetBitfinexConnection

Fix Trade created_at format in Bitfinex engine (#205)

Fix publishing of documentation

Fix master build

Handle ticker interval in bitifnex conection

Increase timeout time in tests

Move API docs to docs/api

Opendax upstream engine (#122)

Opendax upstream engine - Add websocket client - Update websocket server - Do not prevent limiter refresh in first period - Set max message size to 1MB - Fix a race condition in websocket server - Disconnect slow ws connections - Add tool for injecting amqp messages - Use rango amqp package

Improve logger - Add ability to set log level for logger observer - Add ability to attach labels to logger

Support bitfinex orderbook update

Public endpoint to expose markets orderbook (#216)

Public endpoint to expose markets orderbook

Co-authored-by: denisfd <fedorchenko999@gmail.com>

Publish pricelevels instead of removed one

Publish events in Open Finance Protocol format

Rebase on 2-5

Refactor license expiration check

Remove GetByID bitfinex-connection method

Remove 'Publish to git.openware' CI step

Remove PlainMarketCache

Restart engine and refresh API cache on new market

Scale Orderbook Publisher (#217)

Load-balance orderbook events published to AMQP
Bitfinex websocket timeout bases on tickers
Auto-reconnect publishers to AMQP

Support optional Vault in decrypt package

Update decrypt.EngineData type

Update postbuild step

Update upstream compose config

Update structure.sql from Peatio 2.6 schema

Update incremental orderbook in bitfinex and opendax drivers

Update bitfinex logs

Update market initialization

Update SQL Business metrics

Update Kline service to prevent segfault

Update bitfinex library with reconnect fix, add some metrics Add troubleshooting doc about rejected orders Add more logs to session flow Fix websocket metrics, refactor bitfinex reconnection functions Detect bitfinex websocket connection problems Bitfinex cnx: add different locks for rest and ws

Update influx config

Upgrade to go 1.14 and dependencies

Use json response insteead of ctx.Error

Use trace log level for bitfinex connection logs

Websocket API (#120)

Main changes: - Integrate Websocket into Finex API - Add Create, Cancel, Bulk Create, Bulk Cancel methods - Support Filters, Actions RBAC and Rate limiting in websocket

Minor changes: - Add http-like Hander type and router to routing.Hub - Add helpers for msg arguments type conversions - Remove jwt package - Add short websocket documentation

Version 2.5.43

Released 2021-02-03

Add admin cancel bulk endpoint

Add timeout in markets queues

Add a queue with timeout for market
Timeout for remote markets is 5s
Timeout for local markets is 2s
Expose reject reason to websocket
Use buffered channels in observers
Add metric about orders in critical section timing

Add labeled logger with separate log level

Add support of influx username and password in config.yml

Add KLines REST API (#140)

Add KLines REST API with cache
Add a thread safe map type

Add metrics with websocket status

Add loader

Include binary tools in docker image

Add market label to order latency metric (#134)

Add market label to order latency metric
Increment trade metric

Add debug logs for bitfinex messages

Add Prometheus exporter

Add expenses message to builder observers

Add separate cache for API (no vault dependancy)

Add driver id filtering in ranger and incremental

Add test for incremental

Add data field to Market model (#101)

Add data field to Market model

Add test for decrypt pkg

Add vault documentation to create policy and application tokens (#91)

Add price filters for finex API (#89)

Add price filters for finex API
Fix unstable tests in session rate

Add avarage price calculation

Add API usage (JS)

Allow trading on hidden markets Improve error reporting during market initialization

Bitfinex upstream: Allow users to cancel an order without remote_id after 10 seconds

After 10 seconds if an order didn't receive a remote_id from the upstream this probably means that the order wasn't created. The order will be closed in the next reconcile process or if the user triggers a cancel through the API.

Bitfinex upstream reconcile process on connect (#103)

Bitfinex upstream improvements

Reconcile local orderbook with remote open orders from snapshot
Update order creation flow for bitfinex engine
Add many test cases
Use ParseInt to parse int64
Add Start to Engine interface
Check order status prefix only
Cancel order if we detect unexpected amount change

Finex changes

Shutdown finex on a new market
Clean markets response
Set locked to zero when order is fulfilled
Skip zero revenues

Bitfinex engine: Fix log level message in cancel order endpoint

Bitfinex engine: creates only one ws connection per engine

Bitfinex engine driver * order create and reject * trade events support * closing orders once fulfilled

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Create market driver interface Change market init to load orderbook Introduce pkg driver and orderbook Add blackhole driver

Disable colors in logs when stdout is not a terminal Do not enable vault token renew process for token not renewable

Do not publish internal trades messages for upstreams

Do periodic reconciling

Add reconcile metrics
- Record upstream requests
- Remove safemap

Do not reset Locked for Done orders

Enhancement: Redeploy master changes to finex.devkube.com (#87)

Ensure trades events are not processed twice in bitfinex upstream (#151)

Track trades to prevent processing one trade multiple times

Expose wallets balance metrics

Expose business metrics (#136)

Expose business metrics (deposits, withdrawals, payment_addresses)
Fetch and expose MySQL metrics

Fetch and decrypt engine config

Fix bitfinex trade execution event parsing error Use openware patched version of bitfinex library

Fix a crash in bitfinex get order API (#170)

Fix in bitfinex reconcile process (#165)

record missed trades before canceling order

Fix a crash in kline service (#159)

Fix bitfinex upstream do not add order to local orderbook if it's rejected

Fix nil pointer in findOrder helper

Change Kline log level to trace

Fix mixed business metrics

Fix average price calculation of orders partially filled (#149)

Do not set locked field to 0 when canceling orders

Fix bitfinex engine unlock calculation for buy orders

Fix remaining locked calculation for bitfinex upstream

Fix race conditions (#117)

Enable race detector in CI
Fix race condition in handleOrderSnapshot
Fix race condition in sessions

Fix unconsistent test

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Handle FOK cancel event with executed state in bitfinex engine (#192)

Handle Bitfinex reconnect

Handle periodic reconcile

Handle FOK canceled event (Bitfinex upstream) #148

Improve vault documentation

Improve Session logs

Improvements of bitfinex upstream

Shutdown finex-engine on unexpected end of ws messages
Do not use parallel calls in bitfinex upstream and use lock
Reject orders and ignore cancels if the websocket is not connected

Unify log message with the market id

Influx re-balance klines series

Influx sharding support (#160)

Add the support of influx sharding
Add a command line to rebalance influx shards
Add InfluxDB writer

Keep track of bitfinex fees in platform expenses

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Metrics: Handle wallets balance as JSON

Move API docs to docs/api

Override docs name

Publish locked on balance updates

Rebalance by chunks in influxDB to avoid high memory usage

Reject orders when a market buffer is full

A slow market won't block others markets
Orders are rejected is a market buffer is full

Reject post only orders for bitfinex engine

Requalify some metrics error log into warning

Skip warmup for non local drivers in incremental

Stop API on AMQP connection exceptions

Submit fill or kill orders for market buy on bitfinex upstream

Update Kline service to prevent segfault

Update Market data field with json type

Update schema (#92)

Update schema with engines table

Update schema

Load null price as 0 from db

Update Average price calculation

Reverts

Handle FOK cancel event with executed state in bitfinex engine (#192)

Version 2.4.5

Released 2021-02-03

Add avarage price calculation

Add API usage (JS)

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve Session logs

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Override docs name

Publish locked on balance updates

Release stable version

Shutdown finex on a new market

Stop API on AMQP connection exceptions

Update schema

Load null price as 0 from db

Update Average price calculation

Version 2.6.27

Released 2021-02-03

Update postbuild step

Version 2.6.26

Released 2021-02-01

Add default retries value

Version 2.6.25

Released 2021-01-28

Fix: Global version update CI (#262)

Version 2.6.24

Released 2021-01-28

Feature: Use ika pkg to support configuration through environment (#261)

Support configuration through environment * Use openware/pkg/ika to load the config

Co-authored-by: Valentine Shatravenko <vshatravenko@heliostech.fr>

Version 2.6.23

Released 2021-01-25

Use json response insteead of ctx.Error

Version 2.6.22

Released 2021-01-22

Expose vault token period metric

Version 2.6.21

Released 2021-01-22

Feature: Add CI step to update the global version (#251)

Version 2.6.20

Released 2021-01-20

Allow admin to use bulk admin cancel endpoint regardless of the license scopes (#249)

Version 2.6.19

Released 2021-01-19

Remove GetByID bitfinex-connection method

Version 2.6.18

Released 2021-01-19

Remove 'Publish to git.openware' CI step

Version 2.6.17

Released 2021-01-19

Update upstream compose config

Version 2.6.16

Released 2021-01-15

Remove PlainMarketCache

Version 2.6.15

Released 2021-01-15

Support optional Vault in decrypt package

Version 2.6.14

Released 2021-01-15

Change way of hadling defaults in config package

Version 2.6.13

Released 2021-01-15

Fix to publish 25th order if PriceLevel was deleted.

Add test scenario
- Replace constant with ObSizeLimit configuration variable

Refactor license expiration check

Version 2.6.12

Released 2021-01-15

Do not reset sequence in opendax engine

Version 2.6.11

Released 2021-01-15

Add order by market position on plain market cache

Version 2.6.10

Released 2021-01-15

Add documenation about functional testing framework

Version 2.6.9

Released 2021-01-14

Add order by market position on market cache

Version 2.6.8

Released 2021-01-08

Clear opendax book when receiving new snapshot

Version 2.6.7

Released 2021-01-06

Update structure.sql from Peatio 2.6 schema

Version 2.6.6

Released 2021-01-06

Fix overlapping spread bug

Version 2.6.5

Released 2020-12-29

Add a prometheus metric to monitor vault token TTL

Remove decrypt module dependency from the API
Display error in finex engine if the decrypt module init fails (not fatal)

Version 2.6.4

Released 2020-12-24

Fix: change finex_engine_business_payment_addresses metric query

Version 2.6.3

Released 2020-12-22

Enhancement: Update SDK-citools version for Drone CI (#223)

Version 2.6.2

Released 2020-12-16

Add blockchains height metrics to prometheus endpoint

Version 2.6.1

Released 2020-12-03

Add grace time of 30 days for expired license

Add the support of multiple domains for one license

Version 2.6.0

Released 2020-12-02

Add a general description of finex

Add retries to sql batcher

Add timeout to bitfinex websocket requests

Add order and trade response description for WS API

Add admin cancel bulk endpoint

Add Binance Driver

Add license

Bump master to 2.6

Change WebSocket API URL to /api/v2/ws (#204)

Expose the build version and revision

Expose the build version and revision to the public endpoint /api/v2/public/version
Expose the build version and revision in metrics
Enable metrics by default (now you should disable it explicitly if needed)
Change license format to JWT

Expose wallets balance metrics

Feature: Add the CI step to push to gitolite (#196)

Fix binance driver trade created_at

Fix Segfault in GetBitfinexConnection

Fix Trade created_at format in Bitfinex engine (#205)

Fix publishing of documentation

Fix master build

Handle ticker interval in bitifnex conection

Increase timeout time in tests

Move API docs to docs/api

Opendax upstream engine (#122)

Improve logger - Add ability to set log level for logger observer - Add ability to attach labels to logger

Support bitfinex orderbook update

Public endpoint to expose markets orderbook (#216)

Public endpoint to expose markets orderbook

Co-authored-by: denisfd <fedorchenko999@gmail.com>

Publish pricelevels instead of removed one

Publish events in Open Finance Protocol format

Rebase on 2-5

Restart engine and refresh API cache on new market

Scale Orderbook Publisher (#217)

Load-balance orderbook events published to AMQP
Bitfinex websocket timeout bases on tickers
Auto-reconnect publishers to AMQP

Update incremental orderbook in bitfinex and opendax drivers

Update bitfinex logs

Update market initialization

Update SQL Business metrics

Update Kline service to prevent segfault

Update influx config

Upgrade to go 1.14 and dependencies

Use trace log level for bitfinex connection logs

Websocket API (#120)

Main changes: - Integrate Websocket into Finex API - Add Create, Cancel, Bulk Create, Bulk Cancel methods - Support Filters, Actions RBAC and Rate limiting in websocket

Minor changes: - Add http-like Hander type and router to routing.Hub - Add helpers for msg arguments type conversions - Remove jwt package - Add short websocket documentation

Version 2.5.42

Released 2020-09-23

Update Kline service to prevent segfault

Version 2.5.41

Released 2020-09-14

Move API docs to docs/api

Version 2.5.40

Released 2020-09-07

Version 2.5.39

Released 2020-09-03

Fix bitfinex trade execution event parsing error Use openware patched version of bitfinex library

Reverts

Handle FOK cancel event with executed state in bitfinex engine (#192)

Version 2.5.38

Released 2020-09-03

Handle FOK cancel event with executed state in bitfinex engine (#192)

Version 2.5.37

Released 2020-08-20

Add admin cancel bulk endpoint

Requalify some metrics error log into warning

Version 2.5.36

Released 2020-08-12

Metrics: Handle wallets balance as JSON

Version 2.5.35

Released 2020-08-11

Expose wallets balance metrics

Version 2.5.34

Released 2020-08-10

Version 2.5.33

Released 2020-07-28

Add timeout in markets queues

Add a queue with timeout for market
Timeout for remote markets is 5s
Timeout for local markets is 2s
Expose reject reason to websocket
Use buffered channels in observers
Add metric about orders in critical section timing

Version 2.5.32

Released 2020-07-28

Add labeled logger with separate log level

Version 2.5.31

Released 2020-07-24

Handle Bitfinex reconnect

Version 2.5.30

Released 2020-07-23

Fix a crash in bitfinex get order API (#170)

Version 2.5.29

Released 2020-07-15

Fix in bitfinex reconcile process (#165)

record missed trades before canceling order

Version 2.5.28

Released 2020-07-15

Reject orders when a market buffer is full

A slow market won't block others markets
Orders are rejected is a market buffer is full

Version 2.5.27

Released 2020-07-13

Influx re-balance klines series

Rebalance by chunks in influxDB to avoid high memory usage

Version 2.5.26

Released 2020-07-10

Influx sharding support (#160)

Add the support of influx sharding
Add a command line to rebalance influx shards
Add InfluxDB writer

Version 2.5.25

Released 2020-07-09

Fix a crash in kline service (#159)

Version 2.5.24

Released 2020-07-09

Handle periodic reconcile

Version 2.5.23

Released 2020-07-08

Fix bitfinex upstream do not add order to local orderbook if it's rejected

Version 2.5.22

Released 2020-07-08

Fix nil pointer in findOrder helper

Change Kline log level to trace

Version 2.5.21

Released 2020-07-08

Fix mixed business metrics

Version 2.5.20

Released 2020-07-07

Ensure trades events are not processed twice in bitfinex upstream (#151)

Track trades to prevent processing one trade multiple times

Version 2.5.19

Released 2020-07-06

Bitfinex upstream: Allow users to cancel an order without remote_id after 10 seconds

Version 2.5.18

Released 2020-07-06

Fix average price calculation of orders partially filled (#149)

Do not set locked field to 0 when canceling orders

Version 2.5.17

Released 2020-07-06

Handle FOK canceled event (Bitfinex upstream) #148

Version 2.5.16

Released 2020-07-02

Do not publish internal trades messages for upstreams

Version 2.5.15

Released 2020-07-02

Add support of influx username and password in config.yml

Version 2.5.14

Released 2020-07-02

Do periodic reconciling

Add reconcile metrics
- Record upstream requests
- Remove safemap

Version 2.5.13

Released 2020-07-02

Add KLines REST API (#140)

Add KLines REST API with cache
Add a thread safe map type

Version 2.5.12

Released 2020-07-02

Fix bitfinex engine unlock calculation for buy orders

Version 2.5.11

Released 2020-06-26

Add metrics with websocket status

Version 2.5.10

Released 2020-06-25

Expose business metrics (#136)

Expose business metrics (deposits, withdrawals, payment_addresses)
Fetch and expose MySQL metrics

Version 2.5.9

Released 2020-06-25

Add loader

Include binary tools in docker image

Version 2.5.8

Released 2020-06-23

Add market label to order latency metric (#134)

Add market label to order latency metric
Increment trade metric

Version 2.5.7

Released 2020-06-23

Improvements of bitfinex upstream

Shutdown finex-engine on unexpected end of ws messages
Do not use parallel calls in bitfinex upstream and use lock
Reject orders and ignore cancels if the websocket is not connected

Unify log message with the market id

Version 2.5.6

Released 2020-06-17

Fix remaining locked calculation for bitfinex upstream

Version 2.5.5

Released 2020-06-16

Add debug logs for bitfinex messages

Add Prometheus exporter

Add expenses message to builder observers

Add separate cache for API (no vault dependancy)

Add driver id filtering in ranger and incremental

Add test for incremental

Add data field to Market model (#101)

Add data field to Market model

Add test for decrypt pkg

Add vault documentation to create policy and application tokens (#91)

Add price filters for finex API (#89)

Add price filters for finex API
Fix unstable tests in session rate

Add avarage price calculation

Add API usage (JS)

Allow trading on hidden markets Improve error reporting during market initialization

Bitfinex upstream reconcile process on connect (#103)

Bitfinex upstream improvements

Reconcile local orderbook with remote open orders from snapshot
Update order creation flow for bitfinex engine
Add many test cases
Use ParseInt to parse int64
Add Start to Engine interface
Check order status prefix only
Cancel order if we detect unexpected amount change

Finex changes

Shutdown finex on a new market
Clean markets response
Set locked to zero when order is fulfilled
Skip zero revenues

Bitfinex engine: Fix log level message in cancel order endpoint

Bitfinex engine: creates only one ws connection per engine

Bitfinex engine driver * order create and reject * trade events support * closing orders once fulfilled

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Create market driver interface Change market init to load orderbook Introduce pkg driver and orderbook Add blackhole driver

Disable colors in logs when stdout is not a terminal Do not enable vault token renew process for token not renewable

Do not reset Locked for Done orders

Enhancement: Redeploy master changes to finex.devkube.com (#87)

Fetch and decrypt engine config

Fix race conditions (#117)

Enable race detector in CI
Fix race condition in handleOrderSnapshot
Fix race condition in sessions

Fix unconsistent test

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve vault documentation

Improve Session logs

Keep track of bitfinex fees in platform expenses

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Publish locked on balance updates

Reject post only orders for bitfinex engine

Skip warmup for non local drivers in incremental

Stop API on AMQP connection exceptions

Submit fill or kill orders for market buy on bitfinex upstream

Update Market data field with json type

Update schema (#92)

Update schema with engines table

Update schema

Load null price as 0 from db

Update Average price calculation

Version 2.4.4

Released 2020-06-02

Add avarage price calculation

Add API usage (JS)

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve Session logs

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Publish locked on balance updates

Release stable version

Shutdown finex on a new market

Stop API on AMQP connection exceptions

Update schema

Load null price as 0 from db

Update Average price calculation

Version 2.5.4

Released 2020-06-01

Disable colors in logs when stdout is not a terminal Do not enable vault token renew process for token not renewable

Version 2.5.3

Released 2020-05-26

Do not reset Locked for Done orders

Version 2.5.2

Released 2020-05-16

Version 2.5.1

Released 2020-05-15

Add Prometheus exporter

Allow trading on hidden markets Improve error reporting during market initialization

Fix race conditions (#117)

Enable race detector in CI
Fix race condition in handleOrderSnapshot
Fix race condition in sessions

Improve vault documentation

Update Market data field with json type

Version 2.5.0-55a07e9

Released 2020-04-29

Reject post only orders for bitfinex engine

Submit fill or kill orders for market buy on bitfinex upstream

Version 2.5.0-8382376

Released 2020-04-24

Bitfinex upstream reconcile process on connect (#103)

Bitfinex upstream improvements

Reconcile local orderbook with remote open orders from snapshot
Update order creation flow for bitfinex engine
Add many test cases
Use ParseInt to parse int64
Add Start to Engine interface
Check order status prefix only
Cancel order if we detect unexpected amount change

Finex changes

Shutdown finex on a new market
Clean markets response
Set locked to zero when order is fulfilled
Skip zero revenues

Version 2.5.0-a9c2562

Released 2020-04-22

Bitfinex engine: Fix log level message in cancel order endpoint

Bitfinex engine: creates only one ws connection per engine

Fix unconsistent test

Version 2.5.0-3ff1ad3

Released 2020-04-22

Add expenses message to builder observers

Keep track of bitfinex fees in platform expenses

Version 2.5.0-b253ea1

Released 2020-04-22

Add separate cache for API (no vault dependancy)

Version 2.5.0-145e7c0

Released 2020-04-21

Skip warmup for non local drivers in incremental

Version 2.5.0-e0a70df

Released 2020-04-21

Add driver id filtering in ranger and incremental

Add test for incremental

Add data field to Market model (#101)

Add data field to Market model

Add test for decrypt pkg

Bitfinex engine driver * order create and reject * trade events support * closing orders once fulfilled

Create market driver interface Change market init to load orderbook Introduce pkg driver and orderbook Add blackhole driver

Fetch and decrypt engine config

Update schema (#92)

Update schema with engines table

Version 2.5.0-bc9d854

Released 2020-04-15

Add vault documentation to create policy and application tokens (#91)

Version 2.5.0-344a95e

Released 2020-04-15

Add price filters for finex API (#89)

Add price filters for finex API
Fix unstable tests in session rate

Add avarage price calculation

Add API usage (JS)

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Enhancement: Redeploy master changes to finex.devkube.com (#87)

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve Session logs

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Publish locked on balance updates

Stop API on AMQP connection exceptions

Update schema

Load null price as 0 from db

Update Average price calculation

Version 2.4.3

Released 2020-04-14

Add avarage price calculation

Add API usage (JS)

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve Session logs

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Publish locked on balance updates

Release stable version

Stop API on AMQP connection exceptions

Update schema

Load null price as 0 from db

Update Average price calculation

Version 2.4.0-ce2a8df

Released 2020-04-06

Enhancement: Redeploy master changes to finex.devkube.com (#87)

Version 2.4.0-5334683

Released 2020-03-31

Update schema

Load null price as 0 from db

Version 2.4.0-77e3487

Released 2020-03-26

Update Average price calculation

Version 2.4.0-0eb09ee

Released 2020-03-26

Add avarage price calculation

Add API usage (JS)

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve Session logs

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Publish locked on balance updates

Stop API on AMQP connection exceptions

Version 2.4.2

Released 2020-03-23

Add API usage (JS)

Cancel All endpoint

Admin API to cancel orders

Configure the CI to redeploy on master.devkube.com (#83)

Fix gateway rate limits (#79)

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Fix logging Empty operations (#75)

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Improve Session logs

Limit size of orderbook in incremental snapshots

Listen to Peatio Liabilities

Publish locked on balance updates

Release stable version

Stop API on AMQP connection exceptions

Admin API to cancel orders

Fix gateway rate limits
Change default api rate limits to 5 requests per second

Improve logging of empty operations
- Log UUID on order cancel
- Add logs for actions filter in orderapi

Version 2.4.1

Released 2020-03-03

Add docs about rate limiting (#68)

Add documentation of rate limits features
Add documentation of API error codes

Co-authored-by: Camille <cmeulien@heliostech.fr>

Add builds notification

Fix enabling too many requests in first period

Fix market order creation

Release stable version

Rework rate limits config (#70)

Change rate limits configuration

Co-authored-by: Camille <cmeulien@heliostech.fr>

Update order API

Use correct time format for trade publisher

Version 2.4.0-fbd6faa

Released 2020-03-02

Acquire a SQL lock on finex-engine start to ensure only one instance is running at any given time

Add balance monitor observer

Add level/role filtering

Add rate limiting per role

Add rate limiting package
- Fix session refetch on missing account

Add preventing overspending logic

Create overspending situation test

Add stage deployment hook and notification to slack

Add notes section to readme (#44)

Add a test scenario for fees with any market

Add specs for trading fees

Add Builder package

Add benchmark for builder
- Add SQLBuffer
- Add trades count
- Update structure.sql
- Update example, remove cleanUp
- Add tests
- Add injection protection

Add coverage report

Add structure.sql (#14)

Add uuid to fabricateOrder in orderbook_test

Add UUID and CreatedAt to order model

Add message, trade and market models (#10)

Remove unused transaction type

Add drone config to run tests

Add jwt package (#4)

Adding roadmap

Adding models

Adding development foundation

Build & Publish changelog to SDK

Bulk API for creating and canceling orders

Refactor orderapi
- Move test actions to yaml format
- Add short api description

Bump version to 2.4.0

Bump version using sdk-citools

Cancel order by uuid

Change order API fields to amount and type

Change decimal library to shopspring/decimal (#50)

Change decimal library to shopspring/decimal

Change keys loading logic (#34)

Load only the public key from the orderapi

Co-authored-by: Camille <cmeulien@heliostech.fr>

Create account if it doesn't exist

Drone to bump and build image

Drop precision decimal cannot hold in Scan

Enhancement: Switch the CI container registry to quay.io (#55)

Feature: Add JWT generator and improve Rate Limiter (#17)

Add JWT generator
Fetch limiter configs from ENV. Add ENV helpers to config

Feature: Run loop for matching component (#20)

Finex graceful shutdown

Fix logger initilizer

Finex integration

Add functional tests
- Handle tradeId in builder
- Fix currencies cache bug
- Fix balance locking
- Rework Order cancelation

Fix overlocking in session

Fix blocking on matching WarmUp step

Load disabled markets

Fix balance select in gateway

Fix order cancel bug
- Improve debug logs
- Do not publish empty operations
- Fix order created_at
- Insert origin_ locked and volume

Fix for Orderapi handlers (#18)

Graceful orderapi shutdown

Handle decimal precision limit gracefully

decimal.Floor failing testcase
- Safeguard for maximum precision, set the default market precision to 8

Improve docker build

Incremental observer (#32)

Incremental observer
- Fix ranger message format
- Use binary uuid
- Idle sql when there are no operations

Initial commit

Initialize markets with open orders

Add flexible precision to market
- Load market precision from database
- Update tests for matching
- Do not insert wait orders

Insert order and trade ids

Matching component (#5)

Add matching pkg
- OrderBook type contains btrees and matching engine
- Market type contains market info and orderbook
- Matching type keep the list of markets and dispatch messages to correct markets

Move api description to docs/api.md (#51)

Move pkg/cache

Move config & sql pkg. Add mq & transaction pkg (#8)

Move pkg/config
Move pkg/sql
Add pkg/mq
Add pkg/transcation

Notify about rejected orders through ranger (#45)

Scenario with a rejected market order because of not enough liquidity on market
Scenario with a rejected order being rejected because of not enough balance

Order API with create and cancel endpoints (#1)

Co-authored-by: Maksym <mnaichuk@heliostech.fr>

panic on Panic log level

Publish date as string for Influx

Publish UUID to Ranger

Publish snapshots for nonactive markets

Ranger observer

Add tests for ranger

Rework preciosion handling

Apply precision on matching input
- Load precision from database
- Handle precision in api

Stability improvements

Fix incorrect currency log
- Load timestamp from database
- Handle market state
- Update Locked for order cancel

Support of post_only order type

Test selecting Id behaviour

Trade Publisher for Influx

Update README.md

Update order api params

Update cache package

Update pkg/config to handle new config.yml format

Pull Requests

Merge pull request #6 from openware/feature/model

Pull Requests

Reverts

Reverts

Version 2.4.0-fbd6faa

Pull Requests

Who can I talk to if I have questions?

Chat with sales

Call sales

Let us contact you