Changelog
v1.0 — March 2026
Initial public release
Core Platform
- Full autonomous trading loop: ingestion → signal engine → signal modifier → feasibility → execution
- Multi-exchange connectivity: Coinbase Advanced, Binance, Bybit, OKX, Kraken
- Real-time dashboard with P&L, positions, signals, and system health
Signal Engine
- HMM-based market regime detection (5 regime states)
- Bayesian Online Change-Point Detection for real-time regime transitions
- Multi-factor signal scoring across momentum, mean-reversion, order flow, on-chain, and carry
- Confluence gating with configurable minimum factors
- Rolling IC tracking with automatic signal quality gates
Risk Infrastructure
- Four-layer risk architecture: signal gating, feasibility, position management, systemic safety
- Adaptive Kelly Criterion position sizing with volatility normalization
- Compound Kelly for multi-position correlation-adjusted sizing
- Almgren-Chriss market impact modeling
- Dynamic ATR-based stop-loss levels
- Drawdown signal gate and drawdown breaker
- Dead-man's switch with configurable heartbeat timeout
- Infrastructure circuit breaker
- Ingestion lag circuit breaker
- Fail-safe security layer (pre-submission order validation)
Execution
- TWAP, VWAP, and adaptive execution algorithms
- Post-fill TCA monitoring with benchmark comparison
- Automatic algorithm selection based on urgency, size, and market conditions
Strategy Profiles
- Conservative, Balanced, and Aggressive profiles
- Per-account policy configuration
Infrastructure
- Redis Streams event bus with consumer groups
- PostgreSQL for transactional state with ledger integrity checks
- ClickHouse for time-series analytics
- HashiCorp Vault for secrets management
- Qdrant for vector storage (AI assistant)
- Full Docker Compose deployment
AI Assistant
- Natural language interface for portfolio queries and strategy questions
- Context-aware responses using live system state