New williams_r indicator (in [-100, 0]) exposed as ctx.williams_r(period), and a
long-only mean-reversion strategy: enter when %R is at/below the oversold level,
exit when it reaches the overbought level, with an optional ATR stop. 11
strategies total. Adds indicator and strategy tests; smoke-tested on live
BTC/USDT 5m (backtest + parameter sweep).
- 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.
- New indicators: vwap (rolling/cumulative) and supertrend (line + direction),
exposed on StrategyContext.
- New strategies: supertrend (flip-based, optional shorts), vwap_reversion
(mean reversion below a rolling VWAP) and ema_cross_short (short-side
example, mirroring the long EMA cross). 10 strategies total.
- Adds indicator and strategy tests; smoke-tested all three on live BTC/USDT
5m data.
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.
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.
The deploy job hard-failed without CRYPTO_API_TOKEN, and /api/ws (which skips
Basic auth) relied on that token. Drop the requirement: the app now works with
no token at all, matching the backend guard that was always a no-op when unset.
When a token is configured it still protects /api and /api/ws; when it is not,
/api/ws is as open as the rest of the API, which the Traefik Basic auth still
guards for everything else. Adds tests for the tokenless API and WebSocket.
Browsers don't reliably replay Basic-auth credentials on a WebSocket upgrade,
so the dashboard's live feed was stuck on "reconnecting" (only the 5s REST
poll worked). Give /api/ws a higher-priority Traefik router that skips Basic
auth; the backend still requires API_TOKEN, which nginx injects on the
handshake. The deploy now fails closed unless CRYPTO_API_TOKEN is set.
Also: split the nginx /api/ws block so upgrade headers are only set there, and
add reconnect backoff (2s -> 30s) so a failing socket stops hammering.
- 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