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v2.26.1

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@lars0x lars0x released this 20 Aug 11:09
· 72 commits to main since this release

Features

  • Exact-pool OHLCV observations — candles bind to the exact venue/pool, authenticated end-to-end through the gateway. (#3777)
  • Exact Uniswap-V3 TWAP observations — resolve the exact pool; fail closed on provider/transport faults. (#3749)
  • Exact-venue binding for Curve swaps — bind to a verified pool identity, reject malformed venue identity. (#3768)
  • Exact-venue binding for Slipstream (Aerodrome CL) LP — bind to receipt-derived NPM manager generation; teardown resolves CL manager authority from connector-owned roles. (#3747)
  • Fail-closed exact data consumer across SDK seams — reconcile exact binding identity across market-data and execution seams. (#3773, #3776)
  • Compound V3 accepts a Comet address as market_id — the exact-venue path Aave and Fluid already have, with expected_pool as a supply/withdraw assertion. (#3774)
  • Backtest feasibility preflight — reject infeasible windows before data materialization with an actionable WINDOW_TOO_LONG blocker, not a job timeout. (#3780)
  • Structured backtest preflight blockers — preflight failures arrive as structured {failure_stage, code, blockers} artifacts/callbacks, preserved across redelivery. (#3779)

Changed

  • quote_asset documentation clarifies the reporting numeraire — guides, docstrings, and the strategy-builder skill; config override scoped to live runs. (#3791)
  • Almanak Code updated to v1.0.49 (#3790)

Fixes

  • CoinGecko pool discovery hardened — chain-family cache case, transient-failure tolerance, bounded provider caches. (#3789)
  • Teardown completeness by asset identity — reconciled against exact historical asset identity instead of symbol-derived matches. (#3778)