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4 changes: 2 additions & 2 deletions .secrets.baseline
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Expand Up @@ -133,7 +133,7 @@
"filename": "CHANGELOG.md",
"hashed_secret": "89a6cfe2a229151e8055abee107d45ed087bbb4f",
"is_verified": false,
"line_number": 2149
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],
"README.md": [
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}
]
},
"generated_at": "2025-09-01T01:31:44Z"
"generated_at": "2025-09-02T01:57:55Z"
}
34 changes: 34 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -14,6 +14,40 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Migration guides will be provided for all breaking changes
- Semantic versioning (MAJOR.MINOR.PATCH) is strictly followed

## [3.5.6] - 2025-02-02

### πŸ› Fixed

**Multi-Instrument Event System**:
- **Event Forwarding**: Implemented event forwarding from instrument-specific EventBuses to suite-level EventBus
- **InstrumentContext Methods**: Added `on()`, `once()`, `off()`, and `wait_for()` methods that delegate to event_bus
- **Event Propagation**: Fixed broken event system that prevented `mnq_context.wait_for(EventType.NEW_BAR)` from working
- **Multi-Instrument Support**: Events now properly flow from individual instruments to the suite level

**Bracket Order Improvements**:
- **Automatic Price Alignment**: Changed validation from failing to auto-aligning prices to tick size
- **Smart Adjustment**: Orders with misaligned prices are now automatically corrected instead of rejected
- **Better UX**: Improved user experience by handling price alignment transparently

**Example Scripts**:
- **Advanced Trading Examples**: Fixed all 4 advanced trading examples with proper async/await patterns
- **Real-time Streaming**: Fixed bar data access in real-time streaming example
- **OrderBook Methods**: Corrected API usage with proper method names and parameters
- **TypedDict Access**: Fixed bracket notation for TypedDict field access

### βœ… Testing

- **Test Suite Updates**: Fixed 30 failing tests to match new correct behavior
- **Event System Tests**: Updated tests to verify event forwarding functionality
- **Price Alignment Tests**: Tests now verify automatic alignment instead of rejection
- **InstrumentContext Tests**: Added event_bus parameter to all test constructors

### πŸ”§ Changed

- **OrderManager**: Removed duplicate price alignment calls in `place_order()` method
- **TradingSuite**: Added `_setup_event_forwarding()` method for event bus connectivity
- **InstrumentContext**: Now requires `event_bus` parameter in constructor

## [3.5.5] - 2025-01-21

### βœ… Testing
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18 changes: 9 additions & 9 deletions README.md
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Expand Up @@ -28,18 +28,18 @@ A **high-performance async Python SDK** for the [ProjectX Trading Platform](http

This Python SDK acts as a bridge between your trading strategies and the ProjectX platform, handling all the complex API interactions, data processing, and real-time connectivity.

## πŸš€ v3.5.5 - Sessions Module Testing & Documentation
## πŸš€ v3.5.6 - Event System & Bracket Order Enhancements

**Latest Version**: v3.5.5 - Comprehensive testing and documentation improvements for the ETH vs RTH Trading Sessions feature, ensuring production-ready session filtering and analysis.
**Latest Version**: v3.5.6 - Critical fixes for multi-instrument event handling and automatic price alignment for bracket orders, ensuring robust real-time trading operations.

**Key Benefits**:
- 🎯 **Multi-Asset Strategies**: Trade ES vs NQ pairs, commodity spreads, sector rotation
- πŸ“Š **Portfolio Management**: Unified risk management across multiple instruments
- πŸ”„ **Parallel Processing**: Efficient concurrent data processing and order management
- πŸ›‘οΈ **Backward Compatible**: Existing single-instrument code continues to work
- ⚑ **Performance Optimized**: Parallel context creation and resource sharing
**Key Improvements**:
- πŸ”„ **Event Forwarding**: Fixed multi-instrument event propagation with proper bus forwarding
- 🎯 **Smart Price Alignment**: Bracket orders now auto-align to tick sizes instead of failing
- πŸ“Š **Enhanced Examples**: All advanced trading examples updated and tested
- πŸ›‘οΈ **Improved Reliability**: 30+ test fixes ensuring production stability
- ⚑ **Real-time Fixes**: Corrected bar data access in streaming examples

See [CHANGELOG.md](CHANGELOG.md) for complete v3.5.5 features including sessions module improvements and comprehensive example scripts.
See [CHANGELOG.md](CHANGELOG.md) for complete v3.5.6 fixes and previous version features.

### πŸ“¦ Production Stability Guarantee

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