- Introduced a clientOrderId system for better order identification.
- Updated order creation logic to ensure unique clientOrderIds.
- Improved order cancellation methods to maintain accurate current orders.
- Added tests for new clientOrderId functionality and level state tracking.
- Ensured that desired orders have an intent field set for clarity.
- Enhanced snapshot functionality to include level states for grid lines.
- Moved AsterSpotBookTicker import to the correct module path from "../exchanges/aster/types".
- Cleaned up imports in basis-arb-engine.ts for better organization and clarity.
- Move aster-adapter.ts → aster/adapter.ts (consistent with all other exchanges)
- Rename aster/client.ts → aster/gateway.ts (consistent naming)
- Update all imports across 5 files
- Delete old aster-adapter.ts
- Introduced a new `.oxlintrc.json` file to configure Oxlint for code quality checks.
- Updated `package.json` to include linting scripts (`lint` and `lint:fix`) for easier code maintenance.
- Enhanced documentation in `README` files to guide users on running Oxlint checks and applying fixes.
- Introduced a new command mode for `ritmex-bot`, allowing agent-friendly structured trading operations without entering the Ink interactive menu.
- Updated `package.json` to include versioning and set the project as public with a new CLI entry point.
- Enhanced documentation in both English and Chinese to provide comprehensive usage instructions for the new command mode.
- Added a new executable script for `ritmex-bot` to facilitate command execution.
- Improved error handling and command parsing for better user experience and clarity in command execution.
* add docs
* Add Binance exchange support
- Updated the environment configuration to include Binance as a selectable exchange option.
- Enhanced the README documentation to reflect the addition of Binance.
- Implemented the Binance exchange adapter and integrated it into the existing exchange framework.
- Modified the basis arbitrage strategy to support Binance alongside existing exchanges.
- Added tests to ensure proper functionality and integration of Binance within the trading system.
* Enhance README with detailed Binance exchange configuration
- Added comprehensive instructions for setting up Binance as an exchange option.
- Included environment variable specifications for API keys, market types, and trading symbols.
- Provided examples for both perpetual and spot trading strategies.
- Clarified the use of WebSocket and REST for the Binance adapter.
* Enhance exchange support and testing framework
- Added a new test suite for exchange contracts to ensure consistency and functionality across supported exchanges.
- Refactored exchange ID handling to utilize a centralized list of supported exchanges, improving maintainability.
- Updated CLI argument parsing and help documentation to reflect the new exchange structure.
- Introduced utility functions for validating supported exchanges and their display names.
- Enhanced the BasisApp and strategy runner to leverage the new exchange validation logic.
- Added a new test command for running exchange-related tests.
* Refactor exchange contract tests and update CLI commands
- Removed the trailing supported exchanges set and simplified the logic for trailing stop support in the exchange contract tests.
- Updated the test command for exchange contracts to exclude unnecessary tests, streamlining the testing process.
- Enhanced test descriptions for clarity and improved understanding of the functionality being tested.
- Enhanced the MakerPointsEngine by introducing a new method `shouldTriggerImmediateReprice` to trigger an immediate tick when the market depth deviates beyond a specified minimum reprice basis points threshold.
- Updated the existing depth protection logic to include this new reprice condition.
- Added a comprehensive test suite to validate the immediate reprice functionality and its integration with the MakerPoints engine.
- Introduced new environment variables `MAKER_POINTS_BINANCE_DEPTH_WINDOW_BPS` and `MAKER_POINTS_BINANCE_DEPTH_IMBALANCE_RATIO` to configure Binance depth monitoring.
- Updated `MakerPointsConfig` interface and implementation to include these new parameters.
- Enhanced translations to reflect dynamic depth window information in the UI.
- Added tests to validate the new configuration options and their integration into the MakerPoints engine.
- Adjusted the `ratio` in `MakerPointsEngine` from 8 to 2 to better align with current market conditions.
- Updated `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 8 to 2 to maintain consistency across the trading strategy.
- Replaced direct price calculations with a new method `normalizeDepthTargetPrice` to ensure valid target prices for buy and sell orders.
- Updated all instances of price calculations in the MakerPointsEngine to utilize the new normalization method.
- Added boundary tests for `getDepthBetweenPrices` to validate behavior when prices are exactly at the target.
- Introduced a new private property `forceTickRequested` to manage immediate tick requests.
- Implemented `shouldTriggerImmediateDepthProtection` method to trigger a tick when depth falls below the configured threshold.
- Updated the tick processing logic to accommodate immediate depth protection.
- Added unit tests to validate the immediate tick triggering behavior based on depth changes.
- Changed `filterMinDepth` in `MakerPointsConfig` from 5 to 10 to enhance trading strategy.
- Adjusted `ratio` in `MakerPointsEngine` and `DEFAULT_IMBALANCE_RATIO` in `binance-depth.ts` from 9 to 8 for better alignment with market conditions.
- Updated translations for Binance depth status messages to include depth window information.
- Modified `MakerPointsEngine` to incorporate health checks for the Binance depth tracker, including handling of unhealthy states.
- Improved defense mode activation logic to respond to Binance depth health status, ensuring appropriate logging and notifications.
- Added integration tests for defense mode behavior based on Binance depth health, validating transitions into and out of defense mode.
- Refactored `BinanceDepthTracker` to support health checks and improved connection management.
- Introduced a new swing trading strategy utilizing the RSI indicator on the ETHBTC pair from Binance.
- Implemented the `SwingEngine` to manage trading logic, including entry and exit conditions based on RSI thresholds.
- Added configuration options for swing direction, trade amount, and RSI parameters in `config.ts`.
- Created new documentation for the swing strategy, detailing its behavior and configuration.
- Enhanced CLI to support the new swing strategy option.
- Added tests for swing logic to ensure correct behavior under various market conditions.
- Updated `emitAccountSnapshot` method in `StandxGateway` to accept an optional `updateTime` parameter, allowing for more accurate timestamping.
- Introduced logic to determine the appropriate `updateTime` based on the latest position or balance data.
- Added `time` property to `StandxPosition` interface for improved timestamp management.
- Implemented `applyAccountSnapshot` method in `MakerPointsEngine` to streamline account snapshot processing and ensure accurate time tracking.
- Added tests to validate the behavior of account staleness checks and defense mode activation based on account data freshness.
- Introduced `changeMarginMode` method in `ExchangeAdapter` interface to allow margin mode adjustments.
- Implemented the `changeMarginMode` method in `StandxExchangeAdapter` to interact with the gateway for changing margin modes.
- Added corresponding `changeMarginMode` method in `StandxGateway` to handle API requests for margin mode changes.
- Enhanced `MakerPointsEngine` to ensure isolated margin mode before order placement, with appropriate logging and defense mode activation if the change fails.
- Created tests for margin mode functionality to validate behavior under different scenarios.
- Introduced `normalizeEnvValue` function to improve handling of environment variable values, including trimming, unquoting, and stripping inline comments.
- Updated `resolveSymbolFromEnv` and parsing functions to utilize the new normalization logic.
- Added `validateAccountSnapshotForSymbol` function to validate account snapshots, ensuring numeric fields are correctly formatted and flagging any issues.
- Implemented tests for environment variable parsing and account snapshot validation to ensure robustness and correctness.
- Changed WebSocket base URL to support both spot and futures trading.
- Adjusted depth tracking parameters for improved performance, increasing the ratio and reducing speed.
- Enhanced payload parsing to accommodate additional data structures from Binance, ensuring robust handling of bids and asks.
- Updated comments for clarity on connection behavior and heartbeat monitoring.
- Updated `filterMinDepth` in `config.ts` from 1 to 50 to improve depth filtering logic.
- Added new translation entries for band depth display in `i18n/index.ts`.
- Introduced `bandDepths` to `MakerPointsSnapshot` in `maker-points-engine.ts` to track depth across different bands.
- Enhanced `BinanceDepthTracker` to support dynamic depth levels and speed settings.
- Updated `MakerPointsApp` to display band depth information, improving user interface clarity.
- Updated the logic to only consider depth data for staleness checks, excluding account data from the criteria.
- Removed unnecessary account staleness checks from defense mode activation, streamlining the data validation process.
- Enhanced comments for clarity on the rationale behind the changes.
- Introduced a defense mode that activates when data from StandX or Binance is stale for over 5 seconds.
- Added methods to check data freshness, enter and exit defense mode, and cancel all orders during defense mode.
- Enhanced logging to provide insights into data staleness and defense mode transitions.
- Updated connection state management for clarity and consistency.
- Renamed connection state variable in MakerPointsEngine for clarity.
- Added connection state change listeners in BinanceDepthTracker to handle connection status updates.
- Implemented heartbeat monitoring and connection duration checks in BinanceDepthTracker to enhance WebSocket reliability.
- Introduced data staleness checks and improved error handling for WebSocket connections.
- Enhanced logging for connection events to provide better insights into connection status changes.
- Renamed `band0To10MinDepth` to `filterMinDepth` in `config.ts` for clarity.
- Updated `MakerPointsEngine` to utilize the new `filterMinDepth` for depth checks across all bands.
- Introduced a method to track depth status changes, enhancing order placement logic based on market depth.
- Improved logging for depth-related order skips to provide clearer insights into trading decisions.
- Updated target price logic to consider entry price when no recent fills are available, enhancing order placement accuracy.
- Adjusted conditions to ensure target prices are set appropriately based on market conditions and entry prices, preventing potential losses.
- Improved comments for clarity on the logic behind target price adjustments.
- Added `entryDepthLevel` configuration option to `MakerConfig` and `LiquidityMakerConfig` for specifying order entry levels.
- Implemented `getPricesAtLevel` utility function to retrieve bid and ask prices at specified depth levels.
- Updated `MakerEngine`, `LiquidityMakerEngine`, and `OffsetMakerEngine` to utilize the new entry level logic for determining opening prices based on market depth.
- Improved price handling to ensure more accurate order placements in varying market conditions.
- Introduced a new `CLAUDE.md` file with instructions for using Bun as the package manager.
- Adjusted stop-loss cooldown and check intervals in `MakerPointsEngine` for improved responsiveness.
- Implemented a new method to compute real-time PnL using live depth data, enhancing stop-loss decision-making.
- Added retry logic for stop-loss execution to ensure positions are closed effectively, with detailed logging for failures.
- Added new configuration options for band-specific order amounts in `config.ts`.
- Implemented conditional logic in `MakerPointsEngine` to utilize the new band amounts based on the Binance depth cancel setting.
- Refactored order amount handling to improve clarity and maintainability.
- Revised the `.env.example` and `maker-points-guide.md` to reflect the updated token creation date from 2025-01-15 to 2026-01-15.
- Enhanced the `order-coordinator.ts`, `order-schema.ts`, and `types.ts` files to support stop-loss and take-profit price parameters in order intents.
- Updated the `StandxGateway` and `order.ts` to handle new stop-loss and take-profit parameters in order creation.
- Improved the `MakerPointsEngine` to calculate stop-loss prices based on order type, enhancing order management capabilities.
- Added a note in the HTTP API documentation regarding the non-guaranteed sequence of price levels in order book responses.
- Updated WebSocket documentation to include a connection duration limit and a note on local sorting requirements for price levels.
- Introduced connection event handling in the ExchangeAdapter interface, allowing for disconnection and reconnection events.
- Implemented connection protection logic in the StandxExchangeAdapter and MakerPointsEngine to manage order states during connection disruptions.
- Enhanced the StandxGateway with methods for querying open orders and forcefully canceling all orders, improving reliability during network issues.
- Introduced a new `LiquidityMakerConfig` interface and corresponding configuration settings in `config.ts`.
- Updated CLI argument handling to include the new "liquidity-maker" strategy option.
- Implemented the `LiquidityMakerEngine` class to manage the liquidity making strategy, including order handling and risk management.
- Added a new `LiquidityMakerApp` component for user interaction and display of strategy status.
- Enhanced internationalization support with translations for the liquidity maker strategy.
- Updated the main application to integrate the new liquidity maker strategy into the existing framework.
- Added a new `isPrecisionError` function to identify precision-related errors in the error utility module.
- Updated the MakerPointsEngine to handle precision errors by logging warnings and synchronizing precision when such errors occur during order processing and stop-loss execution.
- Enhanced the `syncPrecision` method to allow forced synchronization, improving the handling of precision-related issues.
- Removed deprecated functions for masking sensitive data and previewing text, streamlining the Telegram notification process.
- Simplified logging by eliminating unnecessary console outputs related to notification configuration and sending.
- Updated the `TelegramNotifier` class to enhance clarity and maintainability, focusing on essential notification functionality.
- Introduced a dedicated `notify` method to streamline notification sending and improve logging for Telegram notifications.
- Added a new environment variable check for enabling debug logging of Telegram notifications.
- Enhanced logging to include detailed information about notification attempts, including masked sensitive data for security.
- Updated various notification calls to utilize the new `notify` method, ensuring consistent logging and functionality.
- Introduced `STANDX_TOKEN_EXPIRY` configuration to manage token expiration, including handling logic for active, expired, and silent states.
- Implemented Telegram notifications for key events such as order filled, position opened/closed, stop loss triggered, and token expiration.
- Updated Maker Points engine to integrate token expiry checks and notification sending, enhancing user awareness of trading conditions.
- Enhanced documentation to include details on configuring token expiry and Telegram notifications for improved user guidance.
