v.0.6-alpha

Changes:

• contingent orders are now emulated by Bookmap and placed to BitMEX as separate single orders (BitMEX no longer supports contingent orders on its side)
• some resubscription issues fixed

Known issues:

• some contingent orders may be rejected by BitMEX (for example, the initial bracket order is executed with small lots in a very short interval. This involves placing a lot of small take profit/stop loss orders quickly which may be considered as spam by BitMEX and thus be rejected)

v.0.5-alpha

Changes:

• order status gets changed from PENDING_MODIFY to WORKING after getting modified

v.0.4-alpha

Changes:

• historicals executions sorted by date/time in ascending order
• recording raw data from web socket enabled (if set in the configuration file)
• known instruments list gets reported to Bookmap
• query expiration moment set in seconds rather than milliseconds (the way it is required by BitMEX)

v.0.2-alpha

Changes:

• Bracket MKT orders work as expected
• historical cancels show correct filled/unfilled values, correct fill price
• reconnecting no longer causes empty heatmap while GPU acceleration is on

v.0.1-alpha

Supports receiving data and trading (Market, Stop, TrailingStop, Limit, StopLimit, OCO, Bracket).
This version is working but has not been tested yet.

Some major tasks to be completed:

• processing orderBook data after being reconnected before passing data to Bookmap (after being reconnected the adapter gets a new orderbook snapshot. The Bookmap orderbook must get identical to this snapshot. At the moment it is done in the following sequence:
  • the Bookmap orderbook gets cleared;
  • the whole new snapshot is passed to Bookmap.
    It should be done like:
  • changes of orderbook levels are detected;
  • only these changes are passed to Bookmap.
    This could result in passing less data to Bookmap but still needs to be examined);
• keeping Brackets in an object rather than in a list of single orders;
• removing some excess code (particularly in JsonParser).