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| 1 | +# Release v3.1.8 - Real-time Data Reliability Improvements |
| 2 | + |
| 3 | +## 🎯 Overview |
| 4 | +This release addresses critical issues with real-time data processing for futures contracts, particularly improving support for E-mini futures (NQ, ES) and ensuring consistent bar generation during low-volume trading periods. |
| 5 | + |
| 6 | +## 🐛 Bug Fixes |
| 7 | + |
| 8 | +### Fixed Symbol Resolution for E-mini Futures |
| 9 | +- **Issue**: E-mini futures like NQ (which resolves to ENQ) and ES (which resolves to EP) were not receiving real-time updates |
| 10 | +- **Root Cause**: Symbol matching logic only checked the original instrument name, not the resolved symbol ID |
| 11 | +- **Solution**: Enhanced symbol validation to check both the user-specified instrument and the resolved symbol ID |
| 12 | +- **Impact**: All futures contracts now work correctly with real-time data feeds |
| 13 | + |
| 14 | +### Fixed Bar Generation During Low-Volume Periods |
| 15 | +- **Issue**: OHLCV bars were only created when new ticks arrived, causing gaps during low-volume periods |
| 16 | +- **Root Cause**: No periodic bar creation mechanism for quiet market periods |
| 17 | +- **Solution**: Implemented a bar timer task that creates empty bars at proper intervals even without trading activity |
| 18 | +- **Impact**: Consistent bar generation across all timeframes regardless of trading volume |
| 19 | + |
| 20 | +## 🔧 Technical Improvements |
| 21 | + |
| 22 | +### Enhanced Error Handling |
| 23 | +- Added robust error handling for bar time calculations |
| 24 | +- Improved error recovery in bar timer loop to prevent task termination |
| 25 | +- Better logging for debugging symbol resolution issues |
| 26 | + |
| 27 | +### Code Quality Improvements |
| 28 | +- Fixed asyncio task warnings by properly storing task references |
| 29 | +- Improved unit conversion clarity with explicit mapping dictionary |
| 30 | +- Optimized DataFrame operations for better performance |
| 31 | + |
| 32 | +## 📊 Affected Components |
| 33 | +- `RealtimeDataManager` - Core real-time data processing |
| 34 | +- Symbol validation and matching logic |
| 35 | +- Bar creation and timing mechanisms |
| 36 | +- Event emission system |
| 37 | + |
| 38 | +## 🚀 Migration Guide |
| 39 | +No breaking changes. This version is fully backward compatible with v3.1.x. |
| 40 | + |
| 41 | +Simply update to v3.1.8 to benefit from improved real-time data reliability: |
| 42 | +```bash |
| 43 | +pip install --upgrade project-x-py==3.1.8 |
| 44 | +``` |
| 45 | + |
| 46 | +## 📝 Example Usage |
| 47 | +```python |
| 48 | +from project_x_py import TradingSuite |
| 49 | + |
| 50 | +# Works with all futures contracts now |
| 51 | +suite = await TradingSuite.create( |
| 52 | + instrument="NQ", # E-mini Nasdaq now works correctly |
| 53 | + timeframes=["1min", "5min"], |
| 54 | + initial_days=1 |
| 55 | +) |
| 56 | + |
| 57 | +# Bars will be created consistently even during low-volume periods |
| 58 | +# No gaps in your data during quiet market times |
| 59 | +``` |
| 60 | + |
| 61 | +## 🎉 Benefits |
| 62 | +- **Improved Reliability**: All futures contracts now receive real-time updates correctly |
| 63 | +- **Consistent Data**: No more gaps in bar data during low-volume periods |
| 64 | +- **Better Trading**: More reliable data for trading strategies, especially for E-mini futures |
| 65 | +- **Zero Breaking Changes**: Drop-in replacement for v3.1.7 |
| 66 | + |
| 67 | +## 🙏 Acknowledgments |
| 68 | +Special thanks to our users for reporting these issues and helping us improve the real-time data system. |
| 69 | + |
| 70 | +## 📚 Documentation |
| 71 | +For more details, see: |
| 72 | +- [CHANGELOG.md](./CHANGELOG.md) - Complete change history |
| 73 | +- [Real-time Data Manager Documentation](./docs/realtime_data_manager.md) |
| 74 | +- [Example Scripts](./examples/realtime_data_manager/) |
| 75 | + |
| 76 | +--- |
| 77 | +*Released: January 2025* |
| 78 | +*Version: 3.1.8* |
| 79 | +*Status: Production Ready* |
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