- GET /api/metrics renders Prometheus text (equity, P&L, per-strategy
equity/pnl/allocation/halted, info) with no client library.
- In-memory ring log handler (app/logs.py) exposed at GET /api/logs and a
dashboard "Server logs" panel; Runtime mirrors bot events into the logger.
- docs/runbook.md covers deploys, the kill switch, resetting paper state and
going live. Adds tests for metrics rendering and the log ring.
- NOTIFY_LEVELS chooses which event levels are sent (default trade,error).
- NOTIFY_LIFECYCLE sends explicit start/stop messages; the kill switch always
notifies at error level.
- SUMMARY_INTERVAL_MINUTES sends a periodic portfolio summary (equity, per
strategy P&L, allocation, halted state) via a background task started with
the run and stopped on stop/kill/shutdown.
- Wires the new vars plus the go-live vars through both compose files and the
deploy workflow. Adds tests.
Setting MODE=live alone no longer starts trading. check_live_ready requires an
active risk limit, MAX_POSITION_PCT < 1.0, LIVE_CONFIRMATION exactly
"I UNDERSTAND THE RISK", a minimum balance, and exchange credentials. Enforced
in Runtime.start_many (both start paths) and surfaced at GET /api/live-check;
the dashboard shows a banner and blocks the start buttons. Adds tests.
Adds MultiStrategyManager: it runs several strategies concurrently, each with
its own TradingEngine seeded with starting_balance * allocation, so one
strategy's losses cannot eat into another's capital. Weights are normalised
across the run ([1,3] -> 25%/75%). Risk limits stay per strategy (each engine
owns a RiskManager).
New API: POST /api/bot/start-many and GET /api/bot/status. The existing
single-strategy endpoints delegate to the manager, so their behaviour is
unchanged. Adds manager tests (allocation, isolation, duplicate keys) and API
tests.
Trailing stops: strategies can pass trailing_stop_pct to enter_long/enter_short.
advance_trailing_stop in app/engine/portfolio.py ratchets the stop with the price
(up for longs, down for shorts) and never loosens; the engine persists the
ratcheted level and the backtester applies the same logic. Position gains a
trailing_stop_pct column (additive migration). momentum exposes it as a param.
Parameter sweeps: app/backtest/sweep.py runs a cartesian grid through the same
backtester and ranks by return minus max drawdown. POST /api/sweep plus a
dashboard Parameter sweep panel.
- RiskManager halts + flattens on max daily loss / drawdown, caps position
size and trades per day; adds a manual kill switch (POST /api/bot/kill).
- Telegram and webhook notifications on trades, errors and halts.
- Optional API bearer token on /api, injected server-side by the frontend
nginx so the browser never sees it.
- Kraken and Coinbase market data (public); Coinbase live broker. Live on an
unsupported exchange now errors instead of silently falling back to paper.
- Strategy presets backed by the StrategyConfig table (CRUD API + UI).
- Idempotent additive-column migration so existing SQLite databases upgrade in
place (fixes the new strategy_configs.name column).
FastAPI backend with a single-strategy async engine, paper and Binance
brokers, pure-python indicators, a backtester that shares the engine's
portfolio math, and a Vue dashboard with a live WebSocket feed. Adds the
Gitea Actions CI/CD workflow that deploys to Traefik via docker_default.
matitos