1.7 KiB
1.7 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.
- Added dashboard live overview panel for status, balances, open trades, realized P&L, and opportunity feed with HTMX refresh and SSE updates.
- Added dashboard controls for start/stop, config edits, and manual kill-switch triggering via HTMX POST forms.
- Added Alpine.js interactivity and a Chart.js opportunity trend panel to the dashboard.
- Added optional HTTP Basic authentication for dashboard routes, fragments, streams, and control endpoints.