Files
arbitrade/CHANGELOG.md
T

1.3 KiB

[Unreleased] - 2026-06-01

Added

  • Added stop-condition risk controls for abnormal source/apply latency and repeated execution failures.
  • Added a new stop-conditions guard and integration in market feed processing.

Changed

  • Live execution path now auto-activates the kill switch when configured stop conditions are breached.
  • Added configuration env keys for stop-condition thresholds.

Removed

  • None.

Fixed

  • Added/expanded unit coverage for risk limits and kill-switch enforcement, including stop-condition scenarios.
  • Added partial-fill recovery logic that cancels open orders when possible and hedges residual exposure on timeout or failure.
  • Added deterministic order idempotency via Kraken userref plus reconciliation helpers for Kraken order history responses.
  • Added execution journaling for trades, orders, and estimated P&L, plus a DuckDB startup fallback when the default file path is unavailable.
  • Added a mocked execution integration test that drives the triangular sequencer through the execution journal and DuckDB persistence.
  • Added a DuckDB-backed performance metrics calculator for realized P&L, win rate, trade duration, opportunities/min, fill rate, and latency percentiles.
  • Added dashboard page plus HTMX metrics fragment and SSE metrics stream.