mm-toolbox 1.0.0b7

mm-toolbox 1.0.0b7 (2026-05-12)

Orderbook

• Lower minimum levels from 64 to 4.
• Optimize hot paths with local variable binding and eliminate nested calls.
• Implement incremental delta maintenance and BBO caching.
• Fix P0 core bugs: BBO worse-price handling, delta bid loop, u64 overflow.
• Fix heap buffer overflow in consume_deltas.
• Fix PyOrderbookLevel.from_struct() missing __cinit__ arguments.
• Guard double-to-uint64 conversions against non-finite and negative values.
• Reorganize tests into 3-tier architecture and fix weak/zero assertions.

Candles

• Fix critical bugs and improve performance.

Time

• Harden C time module: fix thread safety, remove malloc, add nogil, buffer hardening.

Utilities

• Replace Decimal with pure C implementation for _rounding_factor.

SHM / Ringbuffer

• Fix SPSC ringbuffer bugs and improve performance.
• Split monolithic core.pyx into _shm/spsc/mpsc modules.
• Add consume_into/consume_all_into for SHM ringbuffers.
• Remove ZMQ IPC ringbuffer and zmq dependency.
• Add ringbuffer protocols; standardize insert/insert_batch to return bool.
• Remove packed operations from SHM ringbuffers.
• Unify monolithic and split ringbuffer APIs.
• Remove overwrite_latest; add insert_char/consume_into to bytes ringbuffers.
• Add allocation overflow checks in BytesRingBufferFast constructor.
• Validate message lengths in consumer path to prevent out-of-bounds access.
• Harden shared-memory file creation with O_EXCL, O_NOFOLLOW, and fstat validation.
• Remove insert_char from public Python API to prevent out-of-bounds reads.

Logging

• Finalize advanced logging system.
• Redesign standard logger as single-threaded sync logger.
• Fix .shm/ artifact buildup in tests by using tmp_path for IPC fixtures.
• Create fresh HTTP sessions per push and randomize default SHM path.
• Prevent u32 overflow in binary protocol buffer capacity calculations.

Websocket

• Remove WsConnectionState; add direct accessors and tests.
• Fold _safe methods into dispatch; eliminate duplicate state checks.
• Remove redundant state checks from public send methods.
• Remove thread-safety dispatch; assume single-threaded callers.
• Increase default ping interval to 1s; use fast EMA for latency tracking.
• Replace get_type_hints with safe annotation inspection to prevent code execution.
• Add local server benchmarks for WsSingle and WsPool.
• Remove live Binance benchmark in favor of local server benchmarks.
• Simplify benchmark CLI to symbols and stream-kinds only.

Moving Average

• Refactor API, fix ringbuffer compatibility, add tests and protocol.
• Align TEMA pxd declarations with pyx implementation.

Rate Limiter

• Simplify design and fix correctness issues.

Benchmarks

• Add MPSC, candles, moving average, rate limiter, and rounding benchmarks.
• Migrate websocket benchmarks to core BenchmarkReporter.
• Eliminate all artifact leaks across IPC, SHM, and logging tests/benchmarks.

Examples

• Add candle types, moving averages, and MPSC pipeline demos.
• Restore binance_stream.py with SPSC SHM ringbuffer.
• Fix binance_stream.py SPSC startup race condition.
• Repair binance_stream.py with multiple critical fixes.

Build / CI

• Build macOS arm64-only wheels; ignore local wheel artifacts.
• Add Cython-aware coverage reporting; merge coverage targets into test-coverage.

v0.2.1

• Fix scipy requirement on general import, now isolates to linalg
• Linalg functionality limited to specific import only

v0.2.0

Changes/Upgrades

• Numba: Complete coverage of Numba's top-level functions (with custom implementation if faster).

• Orderbook: Directly update BBA, ++Performance

• Candles: ++Performance

• Websocket: Fast websocket pool + auto swapping latency mechanism.

Notes

• Changed root folder from /mm_toolbox/src/ -> /src/mm_toolbox/ for easier poetry installation and specific imports
• Added all to every init.py for easier * imports (inline with ruff suggestions)
• Removed black formatting
• Reduced dependencies, now shows prompts with requirements if needed. Goal is to reduce base dependencies as much as possible.

v0.1.2

What's Changed

• v0.1.0 by @beatzxbt in #11
• v0.1.2 by @beatzxbt in #12

Full Changelog: v0.1.1...v0.1.2

v0.1.1

• Full functioning base set of features, near 100% test coverage:

  • Candles (Time, Tick, Volume)
  • Logger (Text, Discord, Telegram)
  • Moving Average (EMA, HMA)
  • Numba (Partial coverage Array, Full coverage LinAlg)
  • Orderbook (Standard array style)
  • Ringbuffer (1D, 2D, Multi-Dim)
  • Rounding
  • Time (ISO8601 to-and-fro)
  • Websocket (Payload integrity verification)
  • Weights (EMA, Geometric)

• PyPI release (https://pypi.org/project/mm-toolbox/)

• Poetry dependency management

(v0.1.0 skipped due to PyPI dependency clash, invalid build)