martin-binance/CHANGELOG.md at master · Lucblue2004/martin-binance

3.1.1 - 2026-03-08

🔧 fix(executor.py): Refactor import statements and update method arguments for better readability and consistency

3.1.0 - 2026-03-08

This patch introduces several significant changes to the martin_binance trading bot, primarily focused on enhancing its trading capabilities, improving stability, and refining its internal logic.

Here's a breakdown of the key business logic changes:

Introduction of Trade Control (TRADE_CONTROL): A new feature, "Trade Control," has been implemented. This system, controlled by TRADE_CONTROL = True, aims to delay the start of trading cycles during periods of negative market trends. This is achieved by analyzing directional index (DI) data using pymannkendall and APScheduler, introducing a more cautious approach to entering trades.
Enhanced Scheduling with APScheduler: The schedule library has been replaced with APScheduler for managing recurring tasks. This provides more robust and flexible scheduling capabilities, including cron-like job scheduling, which is now used for events like event_update_tp and event_export_operational_status.
Improved Balance Tracking: New functionality has been added to track the started_balance_detail (base, quote, and rate) at the beginning of a trading cycle. This allows for better monitoring of balance changes and profitability over time, with a new get_started_balance_diff method to report these differences.
Asynchronous Operations: Several core methods have been converted to async, including event_get_external_command, event_report, event_processing, event_update_tp, event_grid_only_release, restore_strategy_state, start, collect_assets, grid_handler, convert_tp, reverse_after_grid_ending, cancel_grid, grid_update, after_filled_tp, place_profit_order, transfer_to, on_new_ticker, on_balance_update_ex, on_new_funds, on_order_update_ex, on_place_order_success, on_place_order_error, on_cancel_order_success, on_cancel_order_error_string, and on_funds_update_handler. This transition to asynchronous programming is crucial for handling concurrent operations efficiently, especially in a high-frequency trading environment.
Refined Order Management: The logic for handling order cancellations and updates has been refined, with more specific error handling and clearer state management for various order types (grid, TP, etc.). The cancel_order method is now asynchronous and handles bulk cancellations more robustly.
Data Persistence and Initialization: Changes in db_utils.py indicate potential improvements in how data is managed and initialized in the SQLite database, including a DELETE FROM t_orders operation, possibly for clearing stale order data.
Dependency Updates: Several dependencies have been updated, including exchanges-wrapper to 2.1.47, and new ones like apscheduler and pymannkendall have been added. These updates likely bring performance improvements, bug fixes, and new functionalities to the underlying libraries.
Backtesting Enhancements: Minor adjustments were made to the backtesting modules (OoTSP.py, VCoSEL.py), including a change in the default number of trials for optimization and a correction in the server run command.
Parameter Additions: New parameters have been introduced related to the "Trade Control" feature, such as TRADE_CONTROL, TC_ADX_DATA_LIMIT, TC_ADX_PERIOD, TC_DI_DIFF, and TC_K, allowing for fine-tuning of this new trading logic.

In summary, this patch represents a significant evolution of the martin_binance bot, moving towards a more intelligent, robust, and asynchronous trading system with enhanced risk management capabilities through the new "Trade Control" feature and improved scheduling.

3.0.38 - 2026-01-29

🔧 chore(pyproject.toml): update requires-python to require Python 3.12 for compatibility.
🐳 chore(Dockerfile): switch base image to Python 3.12 and update paths accordingly.

3.0.37 - 2026-01-29

🔧 fix(dependencies): update exchanges-wrapper, numpy, optuna, orjson, pandas, prometheus-client, psutil, pyarrow, scikit-learn, and scipy versions in pyproject.toml and requirements.txt for compatibility.

3.0.36 - 2025-12-04 Release

📦 fix(dependencies): update package versions in pyproject.toml and requirements.txt for compatibility
🔧 fix(logging): improve logger configuration in martin_binance/lib.py and martin_binance/strategy_base.py
✨ feat(executor): add malloc_trim method for memory management optimization in martin_binance/executor.py
🐛 fix(client): enhance logging setup in martin_binance/client.py for better traceability

3.0.36 - 2025-10-16

🔧 fix(versions): update exchanges-wrapper to version 2.1.42 in pyproject.toml and requirements.txt
📦 fix(dependencies): upgrade ujson to version 5.11.0 in pyproject.toml and requirements.txt
📖 docs(changelog): update date for version 3.0.36 in CHANGELOG.md
🔧 fix(strategy_base): adjust reset_backtest_vars logic for better initialization in martin_binance/strategy_base.py
🔧 fix(executor): add delta to initial_first and initial_second in martin_binance/executor.py
🔧 fix(client): update version to 3.0.36 in martin_binance/client.py 🚀 feat(lib): enhance task naming in tasks_manage for better traceability 🔧 fix(strategy_base): improve asset management by clearing lists instead of reinitializing 🐛 fix(strategy_base): correctly handle task cancellation in wss_init 🔄 refactor(executor): streamline grid orders logic based on reverse hold status ✨ feat(client): add restart_session method for session management 🛠️ fix(exch_srv): ensure client removal logic uses ID instead of name 🧹 refactor(web_sockets): safeguard websocket closure with existence check

Key Changes & Rationale

1. Grid-Only Restart Logic Optimization

Change:
- Added self.grid_only_restart = 0 in the constructor of Executor in executor.py and in collect_assets().
- Modified event_grid_only_release() to use self.get_time() > self.grid_only_restart for timing checks.
- Introduced active_orders condition in grid_update() to prevent unnecessary restarts.
Rationale:
- Prevents premature or incorrect grid restarts by ensuring the restart delay (GRID_ONLY_DELAY) is respected.
- Ensures the grid is only restarted when all funds are used and no active orders exist, avoiding rapid or redundant cycles.
- Resets the restart timer to 0 after initiating a restart, preventing repeated triggers.

2. Type Hinting Improvements

Change:
- Replaced () with tuple in method return types (e.g., get_free_assets(), calculate_profit_amounts()).
Rationale:
- Enhances code clarity and IDE support by explicitly stating that these methods return tuples of Decimal values.
- Aligns with Python 3.10+ type hinting standards (e.g., tuple[Decimal, Decimal]).

3. API Update for Terminal Control

Change:
- Replaced window.attached_pane with window.active_pane in relaunch.py.
Rationale:
- Adapts to potential deprecations or changes in the terminal control library (e.g., tmux or screen bindings).
- Ensures commands are sent to the correct active terminal pane for session relaunch.

4. Garbage Collection Monitoring

Change:
- Added gc.collect(generation=2) logging in collect_assets().
Rationale:
- Monitors memory usage and garbage collection efficiency, aiding in performance debugging.
- Helps identify potential memory leaks or excessive object creation.

5. Version & Copyright Updates

Change:
- Updated __version__ to 3.0.36b and 3.0.36 in __init__.py and relaunch.py.
- Extended __copyright__ year to 2021-2025.
Rationale:
- Standard practice for version control and legal compliance.
- Reflects ongoing maintenance and new features/fixes in the release.

Impact on System Behavior

Stability:
- Grid restarts now occur only after the required delay and under correct conditions, reducing the risk of infinite loops or redundant trades.
Maintainability:
- Improved type hints and clearer method signatures make the codebase easier to navigate and extend.
Performance:
- Garbage collection logging provides insights into memory management, enabling proactive optimization.
Compatibility:
- Updated API calls ensure compatibility with newer versions of dependencies (e.g., terminal control libraries).

3.0.35 - 2025-08-02

✨ feat(executor.py): update buy/sell order placement logic to use best_price 🛠️ fix(executor.py): adjust restore state message from "replace" to "create" 🛠️ fix(executor.py): add cancel_order_id and tp_hold reset on error handling

3.0.34 - 2025-07-02

🛠️ fix(client.py): remove redundant else in register_client method
🛠️ fix(strategy_base.py): adjust indentation and structure in fetch_order method
🛠️ fix(exchange_simulator.py): update return type and error handling in methods

3.0.33 - 2025-06-21

Version Updates:

The version number has been updated to 3.0.33 in all relevant files (__init__.py, client.py, strategy.py, etc.).

Error Handling:

Removed redundant error handling for asyncio.CancelledError. This exception is generally not needed because it indicates the task was cancelled, and further action is typically unnecessary.

Asynchronous File Operations:

Replaced synchronous file operations with asynchronous ones using aiofiles in several places to improve performance:
- Reading and writing JSON files.
- Writing CSV files.

Input Handling:

Converted blocking input calls into non-blocking ones using asyncio.to_thread to prevent the event loop from being blocked during user interaction.

Exception Logging:

Added more descriptive logging for exceptions, such as when failing to get a command from the Telegram proxy or encountering other issues that might affect the operation of the bot.

Code Refactoring:

Improved code readability and maintainability by removing unnecessary comments and restructuring some sections of the code.

CSV Writing:

Updated CSV writing logic to use AsyncWriter from aiofiles for asynchronous writing, ensuring that file operations do not block the event loop.

3.0.32 - 2025-05-30

🔧 fix(executor): adjust conditions for currency deposits with GRID_ONLY logic

3.0.31 - 2025-05-27

🔧 fix(executor): correct handling of delta in conditional for initial_first and initial_second updates

3.0.30 - 2025-05-25

✨ feat(executor): refactor grid_update method and simplify TP order handling logic for clarity and efficiency.
🔧 fix(executor): ensure grid orders placement when no open grid orders exist.

3.0.29 - 2025-05-25

✨ refactor(lib.py): simplify convert_from_minute using intervals for improved readability and maintainability
🔧 fix(executor.py): change type check to isinstance for self.start_collect in event_exec_command
🔧 fix(executor.py): streamline condition checks in on_new_ticker for better clarity and performance

3.0.28 - 2025-05-12

🔧 chore(dependencies): update exchanges-wrapper to version 2.1.37 in pyproject.toml and requirements.txt
🔧 fix(strategy): simplify create_order_handler method in strategy_base.py

3.0.27 - 2025-04-25

🔧 chore(dependencies): bump exchanges-wrapper version to 2.1.36 in pyproject.toml and requirements.txt
🔧 refactor(lib): update function return types to dict and list in martin_binance/lib.py
🔧 refactor(strategy_base): update function return types to list in martin_binance/strategy_base.py

3.0.26 - 2025-04-24

🔒 fix(tlg_client, tlg_proxy): set minimum SSL/TLS version to 1.2 for enhanced security
🔧 chore(init): bump version to 3.0.26 in __init__.py

3.0.25 - 2025-04-24

🔧 fix(pyproject.toml, requirements.txt): update exchanges-wrapper version to 2.1.35 for compatibility
📝 docs(README.md): update configuration instructions for exchanges-wrapper to version 3.0.25
🔄 chore(README.md): change HUOBI to HTX and OKEX to OKX in referral links

Update

✨ UPDATE: Bump dependencies and version.

3.0.23 - 2025-03-10

Fix

restore_strategy_state: Logical error when processing orders that were sent before shutdown and no response was received
on_balance_update_ex: doubling the adjustment of the initial balance with a positive replenishment in the opposite coin

Update

Added trade_id to debug output
Bump requirements
grafana.json template
Some minor improvements

3.0.22 - 2025-02-20

Update

Bump requirements

3.0.21 - 2025-02-07

Update

Some minor improvements

3.0.20 - 2025-02-06

Update

Bybit: checking for the minimum/maximum Buy/Sell orders price is excluded
Bump requirements
Some minor improvements

3.0.19 - 2025-01-27

Fix

on_balance_update_ex: calculating initial balance for opposite coin in Reverse cycle

Update

funds_rate_exporter.py: optimized current price queries on coinmarketcap
Functions for placing and canceling orders have been optimized
Bump requirements

3.0.18 - 2025-01-18

Update

Change dependency model for exchanges-wrapper
Up requirements for exchanges-wrapper>=2.1.26

3.0.17 - 2025-01-16

Fix

Restored reverse_price value if it is omitted
GRID_ONLY mode: incorrect check of minimum trading volume
Erroneous correction of the opposite coin when withdrawing in a reverse cycle is excluded
Restarting a session in case of network failures when sharing a client between pairs
Interaction with the Telegram service, consolidation of messages and distribution of commands through a centralized proxy service, default use tlg_proxy service disabled

Added new features

funds_rate_exporter.py: add export data to IPv6 interface

Update

Bump requirements
Moving control and updating MAX_QUEUE_SIZE for on_*_update loops to server side

3.0.16 - 2024-11-01

Fix

Unnecessary restart when updating assets
Add parameter SAVE_ASSET, to selectively suppress this feature

3.0.15 - 2024-09-14

Update

Up requirements for exchanges-wrapper==2.1.20
Add betterproto to requirements

3.0.14 - 2024-09-13

Fix

pyproject.toml

3.0.13post1 - 2024-09-13

Fix

deepsource found style issue

3.0.13 - 2024-09-13

Fix

Sometimes get error from backtesting on Exit #81

Added new features

(3.0.13b4) Handling missed asset update events of GRID_ONLY and USE_ALL_FUND modes

Update

Up requirements for exchanges-wrapper==2.1.18
Dependency
Some minor improvement

3.0.12 - 2024-08-13

Fix

Calculatingself.reverse_price before immediately starting Reverse cycle also. It can be used later in on_balance_update_ex
on_balance_update_ex: initial balance update logic

3.0.11 - 2024-07-13

Added new features

Maintaining a supply of BNB in sub-account to pay fees

3.0.10 - 2024-07-07

Fix

on_balance_update_ex: excessive recalculation of income when withdrawing funds

Update

Processing account replenishment in all states with increasing turnover
Dependency

3.0.9 - 2024-07-07

Added new features

Updated APY profit rating Grafana report, used data from selected time range for APY calculation
Processing account replenishment in all states with increasing turnover

3.0.8 - 2024-06-26

Fix

Version compatibility

Added new features

Continue interrupted grid update cycle after restart

Update

Dependency

3.0.7 - 2024-05-02

Fix

Docker: server-client deployment functionality restored (exchanges-wrapper and martin-binance), also for Windows

Update

RATE_LIMITER initial settings changed
Up requirements for exchanges-wrapper==2.1.12

3.0.6 - 2024-04-19

Fix

Unattended cancelling keepalive tasks

Added new features

The total income includes withdrawn funds

Update

Up requirements for exchanges-wrapper==2.1.11
Refine handling backtest process

3.0.5 - 2024-04-16

Update

Up requirements for exchanges-wrapper==2.1.10
Import from params module
Some issues Mismatch between signature and use of an overridden method

3.0.4 - 2024-04-14

Fix

Creating and manage asynchronous tasks

Update

Up requirements for exchanges-wrapper==2.1.9
'Backtesting': some minor improvements
Remove cross-version updates

3.0.3 - 2024-04-08

Update

Refine templates handling
Backtesting: extract trial parameters into /home/ubuntu/.MartinBinance/trial_params.json, detail here.
Backtesting: add logging importance parameters rating for each optimisation cycle
Up requirements for exchanges-wrapper==2.1.8

3.0.2 - 2024-04-03

Fix

Backtesting: updating the balances at slippage
class PrivateTrade: convert trade_id to int()
Backtest control: orjson.JSONDecodeError: unexpected character: line 1 column 1 (char 0)

Update

Up requirements for exchanges-wrapper==2.1.7
Some minor improvement

3.0.1 - 2024-03-31

Refined and added new features

Project architecture
🚀 Cyclic Backtesting workflow with update base trade parameters
🚀 Backtesting: handling of partially filling events
🚀 Migrate gRPC from grpcio to grpclib + python-betterproto
Logging improvement
Analytics: Refine unload and processing assets data
Refactoring processing periodically events based on schedule
New strategy mode: Keeping level of first asset

Update

Up requirements for exchanges-wrapper==2.1.6

3.0.1rc7 - 2024-03-26

Update

Refactoring processing periodically events
Up requirements for exchanges-wrapper==2.1.5

3.0.1rc3 - 2024-03-21

Added for new features

🚀 Backtesting: handling of partially filling events

Update

Up requirements for exchanges-wrapper==2.1.3

3.0.1rc1 - 2024-03-19

Fix

Cyclic Backtesting workflow

Update

Up requirements for exchanges-wrapper==2.1.2

3.0.0rc22 - 2024-03-13

Fix

Analytics: Refine unload and processing assets data

Update

Up requirements for exchanges-wrapper==2.1.0

3.0.0rc20 - 2024-03-12

Fix

cancel_order_call(): incorrect using asyncio.wait_for()

Update

logging improvement
fee settings and handling

3.0.0rc19 - 2024-03-11

Update

Replaced checking price when calculating TP vs updating price based on order book if error occurred
Don't unload assets on test accounts for avoid overload limited coinmarketcap API
Startup sequence optimization
Up requirements for exchanges-wrapper==2.0.1

3.0.0rc18 - 2024-03-10

Update

Added price check when calculating TP in relation to the average filling price of the last grid order. Relevant for extreme volatility, was noticed on the test network.

3.0.0rc17 - 2024-03-10

Update

Refine grid orders control

Added for new features

Backtesting: save session collected date to session_root/raw_bak.zip

3.0.0rc14 - 2024-03-09

Update

Up requirements for exchanges-wrapper==2.0.0
Refined logging

3.0.0rc8 - 2024-03-08

Fix

logging for Simulate mode

Update

🚀 Migrate gRPC from grpcio to grpclib + python-betterproto
Binance: handling EXPIRED_IN_MATCH
WSS: check and restart

3.0.0rc1 - 2024-03-02

on_balance_update_ex(): don't update direct initial asset values in Reverse cycle
Partially filled TP in Hold reverse cycle

Update

Project architecture

2.1.5 - 2024-02-25

Fix

ModuleNotFoundError: No module named 'optimizer' #73

Update

Do not send orders if it was getting 'FAILED_PRECONDITION' response
Do not start Telegram control process for Simulate mode or if bot id is not setting
Do not start DB control process for Simulate mode
Changed initialization sequence during recovery from saved state

2.1.4 - 2024-02-22

Fix

on_new_funds()

Update

Refine initialization backtesting
Up requirements for exchanges-wrapper==1.4.15

2.1.3 - 2024-02-20

Fix

calc_profit_order(): rounding for target_amount_first
restore_strategy_state(): Tlg control thread

Update

Some minor updates
Up requirements for exchanges-wrapper==1.4.14
Running *_utils.py modules as daemon

2.1.2 - 2024-02-17

Fix

Create limit order error handler
Start simulate mode from saved state

2.1.1 - 2024-02-16

Fix

check_min_amount()
restore_strategy_state()
Fix issue with csv empty lines on windows (#71)

2.1.0 - 2024-02-16

Added for new features

🚀 Complete cyclic optimization of strategy parameters based on optuna framework For reference see Parameters optimization

Update

cancel_order_call: added timeout handler
Utilised partially filled TP amount during grid update
create_limit_order: Supress call strategy handler for grpc.StatusCode.FAILED_PRECONDITION exception, fire tlg message only. As a result, there are no attempts to re-place the order with incorrect condition.

2.1.0rc36 - 2024-02-11

Fix

on_order_update_handler: refine

Update

Up requirements for exchanges-wrapper==1.4.12

2.1.0rc33 - 2024-02-11

Update

Some minor updates

2.1.0rc32 - 2024-02-11

Fix

Event updates arrived before the saved state was restored

2.1.0rc31 - 2024-02-11

Fix

check_min_amount(): self.tp_amount

Update

Up requirements for exchanges-wrapper==1.4.11

2.1.0rc29 - 2024-02-09

Update

check_min_amount(): refine check min trade amount for SELL cycle
Up requirements for exchanges-wrapper==1.4.10

2.1.0rc28 - 2024-02-07

Update

Up requirements for exchanges-wrapper==1.4.9

2.1.0rc27 - 2024-02-07

Update

'relaunch.py': improved
Up requirements for exchanges-wrapper==1.4.9b5 (test grpc 1.60.1)

2.1.0rc25 - 2024-02-02

Update

Up requirements for exchanges-wrapper==1.4.8

2.1.0rc20 - 2024-01-27

Fix

An order that was PARTIALLY FILLED at the time of creation was counted as FILLED

Update

margin_wrapper.buffered_funds(): some minor improvements
executor.get_free_assets(): for "free" mode the volume of the utilized deposit is taken into account when not TP
rollback saving/restore trades history, but used for it specified file in /last_state/X_AAABBB.csv
executor: remove parameters SAVE_TRADE_HISTORY and SAVED_STATE, already use for saving/restore trade events
comprehensive improvement of the internal accounting and recovery system
Up requirements for exchanges-wrapper==1.4.7
Dependency: Up requirements for Python>=3.9

Added for new features

Per 10 mins update trade rules for pair
If new trade rules prevent the grid from placing orders, then the grid will be forced to be re-set
Add parameterSELF_OPTIMIZATION = True # Cyclic self-optimization of parameters, together with MODE == 'TC'

2.1.0rc1 - 2024-01-05

Update

SAVE_TRADE_HISTORY = False set default
calculation over price for Reverse cycle : checking result on true positive, correction it if needed
For backtesting change format saved data from Pickle to Feather #64
- Change format to Apache Parquet
- Restrictions on the size of RAM have been removed due to write/read buffering
- Use orjson for de/serialize stream data
replacing json with ujson to improve performance

2.0.7 - 2023-12-13

Update

Up requirements for exchanges-wrapper==1.4.4

2.0.6 - 2023-12-12

Update

Up requirements for exchanges-wrapper==1.4.3 fixed #42

2.0.5 - 2023-12-11

Update

Refining restoration of grid orders after their execution during the grid shift process
Up requirements for exchanges-wrapper==1.4.2
Some minor changes

2.0.4 - 2023-12-08

Update

funds_rate_exporter.py: average CPU load present as percent value at 1 minute period
solve(), calc_grid(): use scipy.optimize.minimize for calculation Reverse cycle over price
optimize CPU loads at last_state_update()
convert_tp(): clear start_hold state and initialize restore grid orders
Up requirements for exchanges-wrapper==1.4.1

2.0.3 - 2023-12-01

Fix

Backtesting, Simulation mode

Update

solve(): The limit of attempts has been increased
calc_over_price(): The range of changes in the number of orders has been expanded

2.0.2 - 2023-11-26

Fix

Version tags

2.0.1 - 2023-11-26

Fix

"Groggy" state after start canceling grid before update it

Update

Improved calc_over_price()

2.0.0.post2 - 2023-11-24

Fix

Exception buffered_orders: 'NoneType' object is not subscriptable #68

2.0.0.post1 - 2023-11-23

Fix

Fix issue detected by SonarCloud

2.0.0 - 2023-11-23

Fix

Order price must be higher than the minimum price #67

Update

Up requirements for exchanges-wrapper==1.4.0
Some minor improvements

2.0.0rc8 - 2023-11-16

Fix

Handling of partially filled TP when Reverse hold
Part filled TP and part filled grid orders, unnecessary adjustment sum_amount_

Update

Refine cli_X_AAABBB.py
Remove db support to module
Remove Telegram support to module
README.md updated
Clear from margin code fragments compatibility
decimal.Decimal calculation for all modules was implemented
Up requirements for exchanges-wrapper==1.4.0rc6

2.0.0rc1 - 2023-11-01

Added for new features

Bybit exchange V5 API support implemented. Supported account type is Unified Trading Account, for main and sub-accounts. Spot Trading only.

Update

Lost compatibility with margin.de terminal. Scripts developed for use with the terminal can be run as executable modules, but not the other way around.
The logic and implementation of monitoring exceptional situations when placing and deleting orders has been updated.
Improved gRPC outage exception handling
Up requirements

1.3.7.post3 - 2023-10-09

Fix

calc_profit_order(): rounding issue when correction tp amount on step_size

Update

Up requirements for exchanges-wrapper==1.3.7.post4

1.3.7.post2 - 2023-10-05

Fix

Fix: Refine exception handling when deleting a grid of orders, one of which is partially filled

Update

Up requirements for exchanges-wrapper==1.3.7.post3

1.3.7.post1 - 2023-09-30

Fix

Sonarcloud issues

1.3.7 - 2023-09-30

Update

Up requirements for exchanges-wrapper==1.3.7.post2

1.3.7b1 2023-09-26

Added for new features

Save trading (filling orders) and transfer asset history into a file ~/.MartinBinance/log/X_AAABBB.csv

headers:

"TRADE","transaction_time","side","order_id","client_order_id","trade_id","order_quantity","order_price","cumulative_filled_quantity","quote_asset_transacted","last_executed
"TRANSFER","event_time","asset","balance_delta"

data:

"TRADE","1695745010026","SELL","9850221","4815001","1716764","0.00539700","26193.86000000","0.00539700","141.36826242","0.00539700","26193.86000000" 
"TRANSFER","1695745010027","LTC","-0.001"

1.3.6.post1 2023-09-25

Update

Limit for grid updates, updated when:
- For Original cycle: the amount of free deposit not involved in the turnover more than 35%
- For Reverse cycle: the amount of free deposit not involved in the turnover more than 65%

1.3.6 2023-09-24

Fix

Due to a rounding error, the order status was incorrectly fetched if it was partially completed

Update

Up requirements for exchanges-wrapper==1.3.7.post1

Added for new features

To boost trade in case of low market volatility: TP order is updated once every 15 minutes, and in Reverse cycle grid update once an hour

1.3.5-1.dev1

Fix: Error getting internal id while re-placing grid order

1.3.5-1.dev0

Update: On-the-fly update assets with withdrawal and deposit operations also for Reverse cycle

1.3.5 2023-09-19

Fix

Fix: Incorrect calculated depo volume for grid update, not include held grid orders volume
Up requirements for exchanges-wrapper to 1.3.7

Update

Restored MS_ORDERS, convert from list to dict (inter-version compatibility), clear

1.3.4rc5-1 2023-08-24

Update

relaunch.py: update deprecation method for libtmux==0.22.1

Fix

Windows path can't contain ':' symbol #65

1.3.4rc5 2023-08-20

Fix

Up requirements for exchanges-wrapper to 1.3.6b7

1.3.4rc4-5 2023-08-19

Fix

Up requirements for exchanges-wrapper to 1.3.6b6
Up other requirements
Some minor improvements

1.3.4rc4-4

Fix

Handling additional TP filled by market after placed additional grid after filled grid after filled ordinary TP

v1.3.4rc2 2023-08-10

Info

Starting with version martin-binance 1.3.4, compatibility with margin will be lost, since some new parts of the code are no longer supported by implemented Python 3.7. I'm focused on Python 3.10. I won't rid the code of numerous compatibility elements yet, so if the margin team will update its version, everything should work.

v1.3.4rc1 2023-08-09

Fix

Processing of the situation when at bulk cancel of the grid orders and one or more of orders are FILLED.
- cancel loop is interrupted
- orders with received CANCELED status are restored
- status is requested for unconfirmed orders and processing is performed: recovery if status is CANCELED,
- normal processing in case of filling in
Processing of the situation when after partially filled TP one or some or all grids are filled
executor.get_free_assets(mode='free'): incorrect balance for opposite asset (always 0), as a result - a negative value of free funds
margin_wrapper.restore_state_before_backtesting(): tmp upgrade issue - convert cls.orders to dict

Added for new features

OoTSP.py: add interactive option Get parameters for specific trial

Update

Backtesting: 100% repeatability of test and initial sessions at the same parameters is achieved. Ticker history includes fulfillment events that may not be in the original stream. I.e. the order was executed at price P, and there was no such price in the stream at a given time period. This led to a divergence of the test session against the original (reference).

README.md: some design correction
Remove parameter ex.EXTRA_CHECK_ORDER_STATE and the corresponding function
Up requirements for grpcio to 1.56.0
Up requirements for exchanges-wrapper to 1.3.4

v1.3.3 2023-07-04

Added for new features

Send alarm (to db) if exist unreleased grid orders or hold TP
Up requirements for exchanges-wrapper to 1.3.3

v1.3.2-3 2023-07-02

Fix

fetch_order(): fixed status for archived order (remove it from StrategyBase.orders)

Update

get_free_assets() added 'available' mode for initial funds check

v1.3.2-2 2023-07-01

Fix

Incorrect internal accounting of active orders
Changed StrategyBase.orders from list to dict
Some improvements in save/restore

v1.3.2 2023-06-29

Fix

buffered_orders() was try fetch orders and generate event on stopped strategy, full refactoring restore from saved state

Update

remove all_trades and all_orders class variables from StrategyBase as redundant
Up requirements for exchanges-wrapper to 1.3.2

v1.3.1-2 2023-06-28

Update

funds_rate_exporter: optimized response rate to free balance change
client session id changed from uuid to shortuuid

Added for new features

optuna: add visualization contour_plot and slice_plot

v1.3.1-1 2023-06-22

Fix

BACKTEST "S" mode: Restore an TP from a saved state, was missing

Added for new features

BACKTEST "S" mode: add progress bar
BACKTEST "S" mode: supress logging

v1.3.1 2023-06-21

Update

Up requirements for exchanges-wrapper to 1.3.1
Refactoring the deployment process

v1.3.0-4 2023-06-20

Fix

get_free_assets(mode='free', backtest=True) return incorrect value for backtest Reverse cycle

Update

Sometimes Tmux terminal after reboot not restore work path to /exch_srv.py For working case: in relaunch.py was changed './exch_srv.py' to 'exch_srv.py' and path ~/.local/lib/python3.10/site-packages/exchanges_wrapper must be added to system PATH

For Ubuntu at end of ~/.bashrc add the string

export PATH=$PATH:~/.local/lib/python3.10/site-packages/exchanges_wrapper

and refresh bash source ~/.bashrc

v1.3.0-3 2023-06-10

Fix

Change ast.literal_eval() to eval() for trusted source

v1.3.0-2 2023-06-19

Added for new features

Ability to start backtesting from saved state, including in Reverse mode

Update

Monitoring memory usage including swap
up requirements for exchanges-wrapper to 1.3.0-2

v1.3.0-1 2023-06-10

Fix

Some minor improvements

v1.3.0 2023-06-09

Added for new features

Backtesting capabilities
Based on optuna framework search for optimal trading parameters
Visual comparison of the results of the initial and trial trading sessions

Update

Doc migrate from readme to wiki

v1.3.0b22-23 2023-06-08

Fix

correct funding check in start()

v1.3.0b18-21 2023-06-06

Fix

Update

Sync record/play
Add SAVE_DS = True # Save session result snapshot (ticker, orders) for compare
up requirements for exchanges-wrapper to 1.3.0-1
refactoring class StrategyBase
- backtest_data_control()

v1.3.0b12 2023-06-02

Fix

deepsource issues

v1.3.0b11 2023-06-01

Fix

Bitfinex: rename test pair from AAABBB to TESTBTCTESTUSDT, update template

Update

protobuf format for CreateLimitOrder() method. Not compatible with earlier versions
for some situation (shift grid, cancel grid after filled TP and so on) changed cancel order method from "one by one" to bulk mode

v1.2.18-8 2023-06-xx not released

Fix

collect_assets() incorrect convert small decimal.Decimal values to str

Update

For STANDALONE mode refactoring call environment for place_limit_order(), avoid unnecessary Decimal -> float conversions
Add error handling for atr()
Some minor improvements

v1.2.18-4 2023-05-18

Added for new features

Use ATR (Average True Range with 14 period x 15 min) indicator when calculate first grid order volume

Update

Grafana template: Consolidated asset valuation - Assets by place: group by exchange name instead of account name
Halved the amount of buffer data to save memory (KLINES_LIM, ALL_TRADES_LIST_LIMIT, TRADES_LIST_LIMIT)

v1.2.18-1 - 2023-05-07

Fix

#58 A failed optimization of martin_binance/margin_wrapper.buffered_orders() was in version 1.2.16

v1.2.18 - 2023-05-06

Fix

Correct ending GRID ONLY cycle if USE_ALL_FUND = False

Update

Refactoring set_profit() for precision calculate TP order price
Parameter PROFIT_K excluded
README.md

v1.2.16-1-HotFix - 2023-04-12

Fix

Binance: REST API update for endpoint: GET /api/v3/exchangeInfo was changed MIN_NOTIONAL filter

Update

up requirements for exchanges-wrapper to 1.2.10-6

v1.2.16 2023-04-05

Fixed

Handling missed order event after restore from current state
Exception [<class 'decimal.DivisionByZero'>] if PROFIT_MAX is not setting
Some minor improvements

Update

up requirements for exchanges-wrapper to 1.2.10-5

v1.2.15-2 2023-03-31

Fixed

Bitfinex: was changed balance update order #56

v1.2.15-1 2023-03-13

Added for new features

Refactoring and updated auto-convert possibilities Grid only mode

Update

up requirements for exchanges-wrapper to 1.2.10-4

v1.2.14-1 2023-02-24

Added for new features

Periodically checking WSS status for active trade by client side. This correctly stops the server-side service in the event of an abnormal client shutdown and guarantees the service for an active trading session.

v1.2.14 2023-02-22

Fixed

Fixed #53

Added for new features

Transfer free assets to main account, resolve #54

v1.2.13-6 2023-02-04

Fixed

Update

Some minor improvements
up requirements for exchanges-wrapper to 1.2.9-2

v1.2.13-5 2023-01-23

Added for new features

Restart option for Telegram remote control from last saved state

Update

Some minor improvements
up requirements for exchanges-wrapper to 1.2.9-1

v1.2.13-3 2023-01-11

Fixed

Optimized numerical solution of grid parameters in Reverse cycle to avoid rare cases of calculation failure
- search for a solution with the specified or maximum possible accuracy
- effectively finding possible accuracy, as a result, reducing the number of iterations by about 4 times
- forced displacement of the starting point during looping allows to find a solution with possible accuracy, if it exists under given conditions

Update

Config templates
Removing FTX smell
Add cumulative Free assets chart into Grafana template
up requirements for exchanges-wrapper to 1.2.9

v1.2.12 2023-01-01

Added for new features

Add connection to Binance US (binance.us)

Update

up requirements for exchanges-wrapper to 1.2.8

v1.2.11 2022-12-20

Fixed

fix #43, import error in margin mode under Windows

v1.2.10-8 2022-12-15

Fixed

fix #42

Update

up requirements for exchanges-wrapper to 1.2.7-7

v1.2.10-7 2022-12-14

Fixed

fix #39, fix #40, fix #41
grid_handler: No grid orders after part filled TP, fixed additional order params and part code refactoring

v1.2.10-6 2022-12-08

Update

up requirements for exchanges-wrapper to 1.2.7-6
Some minor improvements

v1.2.10-5 2022-12-04

Update

OKX: adding delay in place_limit_order() for avoid exceeding the rate limit (60 orders / 2s)
Some minor improvements
up requirements for exchanges-wrapper to 1.2.7-5

v1.2.10-4 2022-11-25

Update

up requirements for exchanges-wrapper to 1.2.7-4

v1.2.10-3 2022-11-25

Fixed

saving the state for partially executed orders as float() instead of Decimal() causes an error when restarting from the saved state if the last snapshot contains partial execution data.

v1.2.10-2 2022-11-25

Fixed

save/restore internal order_id

v1.2.10-1 2022-11-24

Update

up requirements for exchanges-wrapper to 1.2.7-3

v1.2.10 2022-11-23

Update

internal numbering for orders
Processing of partial order execution events is linked to a specific order number. Previously, events were processed sequentially, which led to an error when the order of receiving events was violated.

v1.2.9-18 2022-11-21

Update

Dependency to exchanges-wrapper 1.2.7-1

v1.2.9-18 2022-11-21

Fixed

v1.2.9-14 2022-11-11

Fixed

After restart from saved state incorrect value for first_run may cause incorrect data to be saved for the start deposit. Because of this, the control of initial balances may not work correctly.
Calculate parameters for grid. Adding price limitation based on PERCENT_PRICE filter. Without such limit, the task of finding grid parameters for a given volume has several solutions, including in the area of negative price values. This is an unlikely event that could have been within the Reverse buy cycle and high volatility

Update

Changed logic for place order error handling. Before - save to hold uncompleted order and wait event from exchange. Now - resend order after timeout.
Refactoring place_grid() and calc_grid()

Added for new features

Before start of cycle and in periodically report are showed free assets' data, what volume of coins does not participate in the turnover

19/10 22:26:23 Start

Start process for .db save

Start process for Telegram

Number of unreachable objects collected by GC: 16

19/10 22:26:23 Initial first: 1.009025, second: 9829.04880062

19/10 22:26:23 Free: First: 1.009025, second: 9629.04880062

19/10 22:26:24 Start Buy cycle with 200.0 USDT depo

#7 Allow to withdraw and deposit on active strategy with autocorrection initial balance and depo. See manual for detail

v1.2.9-1 2022-10-14

Update

Refusal to use PROFIT_REVERSE parameter. Valid for Reverse cycle. For a small deposit, the cycle income can be equal to the minimum order size step. If you divide it into parts to increase the deposit and make a profit, as a result of rounding the deposit amount does not increase, which negatively affects the ability of the strategy to complete the reverse cycle. Instead, all cycle profits are allocated either to increase the deposit (for an odd cycle number) or to accumulate profits (for an even cycle number)

v1.2.9 2022-10-13

Added for new features

Huobi exchange implemented

Update

Dependency exchanges-wrapper==1.2.6

v1.2.8-2 2022-09-29

Fixed

For analytic export replace Bitfinex mapping from "IOTA to MIOTA" to "IOT to MIOTA"
Migration transition solution cleared for saved_state from 1.2.6 - > 1.2.7
lgtm [py/unused-import]

Update

get_min_buy_amount()

v1.2.8-1 2022-09-27

Fixed

For analytic export replace IOTA to MIOTA for Bitfinex

Update

dependency exchanges-wrapper up to 1.2.5-3

v1.2.8 2022-09-26

Added for new features

v1.2.7-1 2022-09-25

Fixed

#26 #29 - add preliminary calculation of grid parameters

25/09 16:33:07 set_trade_conditions: buy_side: False, depo: 0.050000, base_price: 18950.35, reverse_target_amount: 0, amount_min: 0.000528, step_size: 0.000001, delta_min: 0.01
25/09 16:33:07 set_trade_conditions: depo: 0.050000, order_q: 48, amount_first_grid: 0.000528, amount_2: 0.0005808, q_max: 24, coarse overprice: 1.210355
25/09 16:33:07 For Sell cycle will be set 24 orders for 1.2104% over price

Before start, you can correct value depo and other trade parameters

#30 Incorrect conversion to comparable currency at initial check of deposit volume
For analytic export replace IOT to IOTA for Bitfinex

v1.2.7 2022-09-18

Fixed

If it is not possible to calculate the price overlap for the cycle reverse, its value set to coarse estimate * 2 instead of the OVER_PRICE
In saved state added StrategyBase.trades. This is for correct restore if order was filled partially

Update

README.md - renewed installation chapter

Added for new features

Disconnecting the gRPC server is now safe, auto reconnect with full recovery of the current session

v1.2.6-8-hotfix 2022-09-03

Fixed

File exist error on Windows 11

v1.2.6-7 2022-09-01

Fixed

Incorrect settings for max grid orders count at grid update (Filter failure: MIN_NOTIONAL)

Update

requirements.txt exchanges-wrapper>=1.2.4-5

v1.2.6 2022-08-27

Fixed

Incomplete account setup

Update

up to Python 3.10.6
1.2.5-3 update on_place_order_error_string() to avoid the cyclical sending of an order rejected by the exchange
Update readme - limit for several pair with intersecting coin

v1.2.5 2022-08-20

Fixed

if not FEE_IN_PAIR and Reverse: underreporting of income as a result of excess fee accrual

Update

calculate round quote pattern
optimize place grid method

Added for new features

implemented first grid order volume calculating for effective FTX trading

v1.2.4 Hotfix - 2022-08-15

Fixed

Incorrect calculation TP parameters for TP sell, price < 1, (fee + profit) amount < step_size

v1.2.3 - 2022-08-14

Fixed

Added for new features

Protect against OS failures when saving a state file
No help it Telegram bot For Telegram bot set up command menu and online help

Update

Dependencies
Refactoring calculate TP
Refactoring calculate over price

v1.2.2 - 2022-08-08

Update

Add \n on each input request
Handling HTTP 429 error for coinmarketcap

v1.2.1 - 2022-08-07

Fixed

Restore strategy from saved state after restart - get and handling missed event before the state was loaded
Max retries exceeded with url: * for Telegram requests.post()

Update

After restart save previous last state file into .bak

v1.2.0 - 2022-08-04

Added for new features

Bitfinex exchange for STANDALONE mode added
Control for first and last grid orders volume added
For ex.STATUS_DELAY = 5 # Minute between sending Tlg message about current status, 0 - disable parameter add ability to turn off

Fixed

Correct rounding for base and quote assets on different exchanges

Update

Refactoring method for calculate over price in Reverse cycle
Up https://pro.coinmarketcap.com API call to v2

If you update from lower versions please change reference in martin_binance/ms_cfg.toml on next:

`# CoinMarketCap`

`url = "https://pro-api.coinmarketcap.com/v2/tools/price-conversion"`

ATTENTION: in the required package exchanges-wrapper was changed format config file exchanges_wrapper/exch_srv_cfg.toml from 1.2.0 version. Before update, save old file and transfer configuration data into new.
Finished implemented Decimal calculation for orders processing
Change data type for REVERSE_TARGET_AMOUNT parameter in cli_XX_AAABBB.py, update it before restart
Renewed Grafana template

v1.1.0 - 2022-06-16

Added for new features

FTX exchange for STANDALONE mode added
updating grid if market conditions change

Update

Grafana template
code refactoring

v1.0rc7 - 2022-03-01

Added for new features

control and structure update for funds_rate.db for future updates
alerting for mismatch of number of orders to strategy status

Fixed

updated balance value for direct cycle for analytics

Update

refined calculation of order parameters for grid, taking into account rounding of price and volume value and correction of parameters of the last order
Binance API for /api/v3/exchangeInfo

v1.0rc6.1 - 2022-01-19

Update

refactoring funds_rate_exporter.py
readme.md, add 'For developer' chapter

v1.0rc6 - 2022-01-11

Fixed

handler for cancel order - part filled - correct cancel non-filled part
release hold grid after check, not place grid
remove extra messages about receiving the command through the Telegram
incorrect balance in USD for assets in trading pair (for analytics)

Update

set min profit for TP also when calculate it before reverse
Grafana dashboard template, some improvement

Added for new features

some cycle parameters for export into analytic
STANDALONE mode (Binance) get asset balances from Funding wallet for analytics

v1.0rc5 - 2021-12-27

Fixed

Set min profit for TP when executing only the penultimate order of the grid

Added for new features

Modified and tested for macOS

v1.0rc4 - 2021-12-23

Update

Readme.md

Added for new features

Cycle end alert and manual action waiting
Set min profit for TP when executing the penultimate order of the grid

Fixed

TypeError: unsupported operand type(s) for -: 'float' and 'NoneType' At: /executor.py(615):

v1.0rc2 - 2021-12-21

Fixed

margin Windows full functional
refactoring service process threading

v1.0rc0 - 2021-12-07

Added direct access to Binance SPOT API
Migrate to Decimal() calculation for necessary precision
Added stop-loss checkpoint for possible bug
Split logic and initial trading setup
Added buy/sell asset with grid options

Fixed

Full code refactoring

Update

Readme.md

v0.8rc - 2021-07-29

Added for new features.

Auto calculate round float multiplier
Added fee processing for second currency only, like as KRAKEN
For analytic subsystem added consolidated asset valuation
Additional check for Error when place and cancel order
Recovery state logic implemented
For ADAPTIVE_TRADE_CONDITION adaptive calculate grid orders quantity

Fixed

Message 'Waiting ending cycle for manual action' instead of 'Stop...'

Changed for existing functionality.

Code refactoring
Place grid orders by part block for first ORDER_Q count and one by one for next

Update

Readme.md

v0.7rc - 2021-06-04

Added for new features.

Send Telegram messages periodically that bot still alive
Added adaptive profit calculate based on Bollinger band
Added config for prometheus_client
Added 'no loss' over price calculate for Reverse cycle grid
Added Average Directional Index analysis to optimize Reverse solution

Fixed

Difference k for top and bottom BB line

Update

Readme.md

v0.5b - 2021-06-08

Added for new features

Calculate price of grid orders by logarithmic scale
Added cycle result data for save into t_funds

Update

Readme.md

Fixed

Refactoring and optimise calculate and place take profit order
Optimise saving funds and cycle data to .db

v0.4b - 2021-05-29

Added for new features.

Check if the take profit order execute by market and process it
Optimize send Telegram message and save to .db function

v0.3b - 2021-05-28

Added for new features.

Create public edition

v0.2b - 2021-05-28

Fixed

Fix funds call error

Added for new features.

Commented service functions
Added setup info into docstring

v0.7a - 2021-05-26

Added for new features.

External control from Telegram bot

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CHANGELOG.md

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CHANGELOG.md

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3.1.1 - 2026-03-08

3.1.0 - 2026-03-08

3.0.38 - 2026-01-29

3.0.37 - 2026-01-29

3.0.36 - 2025-12-04 Release

3.0.36 - 2025-10-16

Key Changes & Rationale

1. Grid-Only Restart Logic Optimization

2. Type Hinting Improvements

3. API Update for Terminal Control

4. Garbage Collection Monitoring

5. Version & Copyright Updates

Impact on System Behavior

3.0.35 - 2025-08-02

3.0.34 - 2025-07-02

3.0.33 - 2025-06-21

3.0.32 - 2025-05-30

3.0.31 - 2025-05-27

3.0.30 - 2025-05-25

3.0.29 - 2025-05-25

3.0.28 - 2025-05-12

3.0.27 - 2025-04-25

3.0.26 - 2025-04-24

3.0.25 - 2025-04-24

Update

3.0.23 - 2025-03-10

Fix

Update

3.0.22 - 2025-02-20

Update

3.0.21 - 2025-02-07

Update

3.0.20 - 2025-02-06

Update

3.0.19 - 2025-01-27

Fix

Update

3.0.18 - 2025-01-18

Update

3.0.17 - 2025-01-16

Fix

Added new features

Update

3.0.16 - 2024-11-01

Fix

3.0.15 - 2024-09-14

Update

3.0.14 - 2024-09-13

Fix

3.0.13post1 - 2024-09-13

Fix

3.0.13 - 2024-09-13

Fix

Added new features

Update

3.0.12 - 2024-08-13

Fix

3.0.11 - 2024-07-13

Added new features

3.0.10 - 2024-07-07

Fix

Update

3.0.9 - 2024-07-07

Added new features

3.0.8 - 2024-06-26

Fix

Added new features

Update

3.0.7 - 2024-05-02

Fix

Update

3.0.6 - 2024-04-19

Fix

Added new features