Skip to content

v3.5.6: Critical Event System and Bracket Order Fixes

Choose a tag to compare

View all tags
@TexasCoding TexasCoding released this 02 Sep 02:17
· 11 commits to main since this release
v3.5.6
33f8ab1

🚀 Release v3.5.6

This release includes critical fixes for the multi-instrument event system and significant improvements to bracket order handling, ensuring robust real-time trading operations.

🐛 Bug Fixes

Multi-Instrument Event System

  • Fixed event propagation that was preventing mnq_context.wait_for(EventType.NEW_BAR) from working
  • Implemented event forwarding from instrument-specific EventBuses to suite-level EventBus
  • Added event methods (on(), once(), off(), wait_for()) directly to InstrumentContext
  • Resolved isolation issues where events weren't flowing between instruments and the suite

Bracket Order Improvements

  • Automatic price alignment: Orders with misaligned prices are now automatically corrected to the nearest valid tick size
  • Better user experience: Changed from validation failure to transparent price adjustment
  • Smart handling: Prices are aligned silently with logging, preventing order rejections

Example Scripts

  • Fixed all 4 advanced trading examples with proper async/await patterns
  • Corrected OrderBook API usage with proper method names and parameters
  • Fixed real-time data streaming bar data access from events
  • Updated TypedDict access to use bracket notation throughout

✅ Testing Improvements

  • 30 failing tests fixed to match new correct behavior
  • Event system tests updated to verify forwarding functionality
  • Price alignment tests modified for auto-correction validation
  • InstrumentContext tests updated with required event_bus parameter

📝 Documentation Updates

  • Updated all version references to v3.5.6
  • Added event forwarding architecture documentation
  • Documented automatic price alignment for bracket orders
  • Enhanced multi-instrument event handling examples
  • Clear v3.5.6+ feature markers in guides

🔧 Technical Changes

Changed

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

Internal Improvements

  • Enhanced WebSocket mocking in tests for better reliability
  • Improved test coverage for multi-instrument scenarios
  • Better error handling in event propagation

💡 Migration Guide

This release is fully backward compatible. No code changes required for existing implementations.

New Features Available:

# Direct event methods on InstrumentContext (v3.5.6+)
mnq_context = suite["MNQ"]
await mnq_context.on(EventType.NEW_BAR, handler)
await mnq_context.wait_for(EventType.ORDER_FILLED)

# Automatic price alignment for bracket orders
# Misaligned prices are now automatically corrected
bracket = await orders.place_bracket_order(
    contract_id=instrument_id,
    side=0,
    size=1,
    entry_price=21000.12,  # Will auto-align to 21000.25
    stop_offset=25.0,
    target_offset=50.0
)

📊 Statistics

  • Tests Passing: 3110 ✅
  • Files Changed: 11
  • Insertions: 949
  • Deletions: 497

🙏 Acknowledgments

Thanks to all users who reported issues and provided feedback on the event system behavior.

📦 Installation

pip install --upgrade project-x-py==3.5.6

Or with uv:

uv add project-x-py==3.5.6

🔗 Links

Full Changelog: v3.5.5...v3.5.6

Assets 2
Loading