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Changelog

0.3.2

  • Bugfix: Fix book building example

0.3.1 (2020-11-14)

  • Feature: Influxdb 1.x authentication support
  • Bugfix: Extend timeout of Google Drive connection
  • Feature: Parquet file compression
  • Feature: Parquet file content optimization
  • Feature: Option to enable parquet file appending
  • Feature: Retry writes to storage engines (rather than dying).
  • Feature: Support for snapshot_interval
  • Feature: Parquet files can be stored in directories per day
  • Bugfix: Set arctic storage quota to unlimited (rather than 10G)
  • Bugfix: Regression in arctic storage backend
  • Feature: Opened parquet files (when appended) are suffixed with '.tmp'
  • Feature: Liquidations support

0.3.0 (2020-08-18)

  • Feature: Config options for controlling data channel timeouts
  • Feature: Path option in config for local parquet storage
  • Feature: Configurable filenames for parquet storage
  • Bugfix: Ticker missing from ZMQ pass through
  • Feature: Store data to Google Drive
  • Bugfix: Kafka now supports the time interval for storage intervals (feature added in 0.2.1)

0.2.1 (2020-03-17)

  • Feature: Open Interest support
  • Example: Added example code for orderbook reconstruction from data in Arctic
  • Feature: More granular control over data storage intervals
  • Feature: Support receipt timestamps from cryptostore
  • Example: Added example code for ZMQ passthrough

0.2.0 (2020-02-11)

  • Bugfix: Fixed elasticsearch timestamps
  • Feature: Support for different S3 endpoints to allow writing to other providers
  • Bugfix: Missing config value for redis socket

0.1.1 (2019-11-27)

  • Feature: Rework backfill to operate even when store's data differs
  • Bugfix: Log exception/traceback when aggregator process dies
  • Feature: Support for max book depth via max_depth parameter.
  • Feature: Funding data support
  • Bugfix: Kraken trades not storing correctly
  • Bugfix: Book delta interval between snapshots not correctly read from config

0.1.0 (2019-08-21)

  • Feature: Elasticsearch support
  • Feature: Data passthrough support
  • Feature: Config for book data is more granular
  • Feature: Data retention time for Redis data

0.0.8 (2019-07-06)

  • Feature: Trade Data backfill
  • Bugfix: Stop storing extra column in arctic
  • Feature: Plugin interface to allow configurable 3rd party/non core functionality
  • Feature: InfluxDB Support
  • Bugfix: Ensure numeric data stored in parquet is as float
  • Feature: Rotating file logger

0.0.7 (2019-05-23)

  • Bugfix: Trades not working correctly with redis aggregator
  • Feature: Book delta support

0.0.6 (2019-05-19)

  • Feature: Kafka support

0.0.5 (2019-05-08)

  • Feature: Install entry point script with setuptools
  • Bugfix: Incorreclty storing level/order size in book updates in Arctic
  • Bugfix: Optional dependenices no longer required to be installed
  • Feature: Redis decoupled from aggregator, in preparation for the caching backend to be user selected

0.0.4 (2019-05-04)

  • Bugfix: missing comma in setup.py
  • Feature: S3 support
  • Feature: Command line option, --config/-c to provide path to configuration

0.0.3 (2019-05-02)

  • Initial Alpha Release - data storage to arctic, parquet and google cloud storage

0.0.1/0.0.2 (2019-04-14)

  • Pre-alpha, experimental release