Sdk 2.5 Changelogs Openfinex Documentation

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.

#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Do not publish internal trades messages for upstreams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