v0.37.3

Changes

• Fixing timestampMs field for BinanceFUM and BinanceFCM

v0.37.2

Fixes:

• Kucoin
  • fixes L3 order book stream, PR #205, thanks @WoutervDijk
  • fixes L3 order book updates
• ZB
  • Fixes errors with invalid markets
• Huobi
  • Fixes volume in calde #202, thanks @carlos-r-l-rodrigues

v0.37.1

• Kucoin - remove unneeded UUID dependency

v0.37.0 - Major Updates

This is a big one!!!

Changes

• 12 new exchanges 🎉

  • Binance Futures Coin-M
  • Binance Futures USDT-M
  • Bithumb
  • Deribit
  • Digifinex
  • FTX US
  • Huobi Futures
  • Huobi Swaps
  • Huobi Japan
  • Huobi Korea
  • Huobi Russia
  • LedgerX

• All clients now support an options object when instantiated which supports:

  • Custom wssPath which allows overriding the connection client - Issue #94
  • Custom watcherMs which allows controlling the reconnection watcher - Issue #185

• Candle/kline support was added for all exchanges that support it. - Issue #75

  • Bibox
  • Binances
  • BitMEX
  • Bittrex
  • CEX
  • Coinex
  • HitBTC
  • Huobis
  • Kucoin
  • Kraken
  • OKEx

• Kucoin had some updates (#198)

  • Added support for candles
  • Added L3 order book support
  • Created prototype L3 order book /src/orderbooks/KucoinOrderBooks.js
  • L2 Snapshot now includes the market
  • L2 update changed sequenceLast to lastSequenceId to make it consistent with Binance

• Bittrex was updated to V3 (#173)

  • ⚠️ this change may introduce some breaking changes since v3 API uses different markets
  • Removed dependencies on legacy SignalR libraries
  • Converted to BasicClient which should resolve some reconnection issues
  • Added Candle support

• Reconnection watcher now includes candle subs (#197)

• Fix reconnection issues (#113, #117)

  • Poloniex reconnection issue with tickers
  • Binance reconnection issue with tickers
  • Fixed reconnection with network interruptions

• HitBTC fixes crash on close (#133)

• OKEx was modified to use the tick-by-tick order book stream (#171)

• Implemented prototype order books. These are not in the main export path and are more for research purposes. There are plans to implement a full complement of order books in the future.

  • Deribit L2 /src/orderbooks/DeribitOrderBook.js
  • Kraken L2 /src/orderbooks/KrakenOrderBook.js
  • Kucoin L3 /src/orderbooks/KucoinOrderBook.js
  • Liquid L2 /src/orderbooks/LiquidOrderBook.js
  • LedgerX L3 /src/orderbooks/LedgerXOrderBook.js

v0.36.0

Changes

• Kraken - changes l2update/l2snapshot too fix problems maintaining order books. This consists of the folloowing changes:
  • Now includes the checksum property on the update message
  • Now includes the timestamp per point in the update
  • Fixes an issue where multiple batches of updates in a single message were getting skipped
  • Thanks to @evan-coygo and @nudabagana for helping work through the issue

v0.35.2

Changes

• Fixes Liquid trade output - #177 thanks @Shutch

v0.35.1

Changes

• Fixes flowcontrol to support node v8, issue reported in #164

v0.35.0

Changes

• Kucoin
  • Adds sequenceId and sequenceLast to L2Update and adds sequenceId to L2Snapshot - Issue #164

v0.34.1

Changes

• Binance, BinanceJE, BinanceUS
  • Fixes error handling found in #161 via PR #163

v0.34.0

Changes

• Binance, BinanceJE, BinanceUS

  • Rewrite of clients to support live subscribe/unsubscribe instead of URL based - Issue #161, PR #162. Original PR submitted by @christiangoltz via PR #152

• Added throttle, debounce, and batch flow control helpers to assist with resuable and composable behavior

• Added "subscribe to all markets" testing capabilities to the testing suite. Currently only implemented on Binance. This change will help with new markets and will be added to other markets to ensure the clients work with real world usage characteristics