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Release Notes - Version 0.39.0

Released on May 18, 2021

New Exchange Connector: FTX Spot

FTX is a cryptocurrency derivatives exchange whose team comes from Wall Street quant firms and tech companies. It supports quarterly and perpetual futures for all major cryptocurrencies, leveraged tokens, and OTC.

Starting this release, Hummingbot only supports spot trading but will be expanded to include perpetuals in a future release.

New Perpetual Connector: dYdX

In version 0.34 release, we shipped out the dYdX connector that supports spot trading. In addition, Hummingbot now supports perpetuals trading for dYdX exchange by using the dydx_perpetual connector.

Read more in our documentation: How to use dYdX Perpetual connector

New Avellaneda Market Making Parameter: Volatility Sensibility

In the previous version, Avellaneda market-making strategy's vol_to_spread_multiplier is used to expand spreads when it detects the volatility and, at the same time, acts as a threshold for parameter recalculation when the volatility regime changes.

This release introduces a new parameter, volatility_sensibility to recalculate every time the current volatility goes beyond its % value from the original volatility when the parameters were initially calculated. While vol_to_spread_multiplier only expands the minimum and maximum spreads if this value multiplied by volatility is greater than the minimum spread.

Read more in Avellaneda strategy documentation: Volatility Sensibility

Other Enhancements

Bug Fixes

  • #3328 Fixed inconsistent balance updates in AscendEx, resulting to orders not created on specific cycles
  • #3235 Fixed Avellaneda eta calculation, now at the maximum distance from inventory_target and opposing order decays 90% from the original amount
  • #3218 Fixed Avellaneda spread update during volatility
  • #3195 Changed condition to check for "volatility is not NaN" when using Avellaneda market making, since when volatility=0 although being valid number "bool(volatility) =False" and the status message was not showing
  • #3183 Fixed instances when, while running the avellaneda_mm strategy, you enter the status command and the output doesn't show the strategy parameters (risk factor, order_book_depth_factor, volatility, and closing time)
  • #3144 get_active_markets in the Kucoin connector was changed to fetch_active_markets because the former had a check that prevented the reading of newly added markets
  • #2790 Parsing errors on Binance US when selecting a trading pair with 4-letter quote asset