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CHANGELOG.md

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v1.1

  • implement max_delta_ms_to_create_order
  • implement buy/sell order change
  • do not create new orders on wave change direction

v1.2

  • aim just above/below min_price/max_price
  • balance watching should print total balance in USD
  • balance watching should stop complete operation on configurable low limit

v1.3

  • websocket order placement and cancel

v1.4

  • collect trade waves data for ML analysis

v1.5

  • ML predicting with catboost
  • restabilizing changing waves
  • datacollect on changing waves

v1.6

  • bookkeeper tracking fulfilled orders

v1.7

  • collect last N waves' prices

v1.8

  • use recv_window for far order
  • cancel only near order

v1.9

  • stream orderbook, calculate gasp
  • use gasp for prediction
  • models trained at score 161 (MAPE) and 291 (RMSE)