zwitschi
93f4f62d42
- Add IdempotencyKeyFactory for generating unique user references based on execution legs. - Introduce OrderReconciler to reconcile order statuses with historical data. - Implement PartialFillRecovery to handle partial fills by canceling orders and placing hedges. - Create TriangularExecutionSequencer for executing triangular arbitrage strategies. - Enhance storage with new tables for trades, orders, and PnL events. - Develop AsyncExecutionWriter for asynchronous writing of execution records to the database. - Add unit tests for execution persistence, sequencer behavior, fill monitoring, and idempotency checks. - Update KrakenRestClient to ensure proper payloads for order placement and querying.
24 lines
1.1 KiB
Markdown
24 lines
1.1 KiB
Markdown
## [Unreleased] - 2026-06-01
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### Added
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- Added stop-condition risk controls for abnormal source/apply latency and repeated execution failures.
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- Added a new stop-conditions guard and integration in market feed processing.
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### Changed
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- Live execution path now auto-activates the kill switch when configured stop conditions are breached.
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- Added configuration env keys for stop-condition thresholds.
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### Removed
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- None.
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### Fixed
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- Added/expanded unit coverage for risk limits and kill-switch enforcement, including stop-condition scenarios.
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- Added partial-fill recovery logic that cancels open orders when possible and hedges residual exposure on timeout or failure.
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- Added deterministic order idempotency via Kraken userref plus reconciliation helpers for Kraken order history responses.
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- Added execution journaling for trades, orders, and estimated P&L, plus a DuckDB startup fallback when the default file path is unavailable.
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- Added a mocked execution integration test that drives the triangular sequencer through the execution journal and DuckDB persistence.
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