unicorn-binance-local-depth-cache Change Log

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog and this project adheres to Semantic Versioning.

Discussions about unicorn-binance-local-depth-cache releases!

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2.7.0.dev (development stage/unreleased/unstable)

2.8.0

Changed

  • get_list_of_depth_caches() is deprecated, use get_list_of_depthcaches() instead! From now on, only active DepthCaches are returned!

  • stop_depthcache() removes asks and bids, but the rest of the DepthCache remains.

2.7.0

Changed

  • Holding the thread lock is now in the more abstract functions.

Fixed

  • ‘Uncontrolling growth of elements in lists of asks and bids in Depth Cache Manager’ issue#45 Thanks to @chubatrik for finding and reporting it!

  • ‘error’ and ‘result’ messages are now processed separately with corresponding log levels.

  • In _get_book_side() only the thread lock of ‘bid’ was used by mistake, also for ‘asks’. This has now been corrected.

  • ‘stop_depth_cache returns “error_msg: stream_id is missing!”’ issue#46

2.6.0

Added

  • Counting restarts and logging last restart time in ubldc.dc_streams.

2.5.0

Added

  • Support of auto_data_cleanup_stopped_streams - Passthrough to UBWA.

2.4.1

Fixed

  • ValueError in stop_depthcache()

2.4.0

Changed

  • Rewrite of the init process. Now it is possible to successfully create much more DepthCaches than before!

2.3.0

Added

  • Async client functions for interacting with the UNICORN DepthCache Cluster for Binance.

Fixed

  • DepthCache management now correctly handles refreshes.

2.2.0

Added

  • Experimental Client functions for interacting with the UNICORN DepthCache Cluster for Binance

  • Support multiple streams to bypass subscription limit per stream

Changed

  • Dropping support for Python 3.7

Renamed

  • ‘ubldc.create_depth_cache()’ -> ‘ubldc.create_depthcache()’

  • ‘ubldc.stop_depth_cache()’ -> ‘ubldc.stop_depthcache()’

2.1.1

Fixed

  • Wrong sort order in get_asks() - bug was released with 2.1.0.

2.1.0

Stability and performance optimization

Added

  • DepthCache specific infos to print_summary().

Changed

  • More granular and efficient transfer of update values.

  • init_time_window default value 10 to 5

  • websocket_ping_interval default value 5 to 10

  • websocket_ping_timeout default value 15 to 20

Fixed

  • Filtering and removing 0 values now works with all formats. (0.0, 0.000, 0.0000000, …)

  • Updates were erroneously applied twice in _init_depth_cache().

  • Handling all stream signals of UBWA clearly.

  • RuntimeError in the for loop of _sort_depth_cache()

2.0.0

Scaling. The core functions have been rewritten in this update. Instead of one stream per depth_cache, we now use one stream up to the max subscription limit of the endpoint and use the new UBWA asyncio_queue interface. get_stream_data_from_asyncio_queue(). And we avoid bans by complying with Binance weight costs on init.

Added

  • Support for “binance.us”

  • Since UBLDC is delivered as a compiled C extension, IDEs such as Pycharm and Visual Code cannot use information about available methods, parameters and their types for autocomplete and other intellisense functions. As a solution, from now on stub files (PYI) will be created in the build process and attached to the packages. The IDEs can automatically obtain the required information from these.

  • ubldc.get_ubwa_manager() returns the UBWA instance of UBLDC

  • ubldc.get_ubra_manager() returns the UBRA instance of UBLDC

  • New exceptions: DepthCacheAlreadyStopped and DepthCacheNotFound

Changed

  • The parameter ubwa_manager was removed from BinanceLocalDepthCacheManager(), because UBLDC has to claim the callback function of the stream_signals for itself and has to initialize the instance itself. It is possible to request the active BinanceWebSocketApiManager() instance with the new method ubldc.get_ubwa_manager(). ubwa.create_stream() can be used normally, only the stream_signals are only accessible for UBLDC.

  • Updated description text in all files.

Fixed

  • Ip ban when using create_depth_cache with many symbols issue#30

  • Import in licensing_manager.py.

  • Type of global logger variable.

Security

Set higher minimum version 2.4.0 for unicorn-binance-rest-api are affected by vulnerabilities in used dependencies!

  • Dependency certifi:

    • CVE-2023-37920, Score: 9.8 (High)

      • Certifi is a curated collection of Root Certificates for validating the trustworthiness of SSL certificates while verifying the identity of TLS hosts. Certifi 1.0.1 through 2023.5.7 recognizes “e-Tugra” root certificates. e-Tugra’s root certificates were subject to an investigation prompted by reporting of security issues in their systems. Certifi 2023.07.22 removes root certificates from “e-Tugra” from the root store.

      • https://devhub.checkmarx.com/cve-details/CVE-2023-37920/

  • Dependency cryptography:

    • CVE-2023-38325, Score: 7.5 (High)

      • The cryptography package versions prior to 41.0.2 for Python mishandles SSH certificates that have critical options.

      • https://devhub.checkmarx.com/cve-details/CVE-2023-38325/

    • CVE-2023-49083, Score: 7.5 (High)

      • Cryptography is a package designed to expose cryptographic primitives and recipes to Python developers. Calling load_pem_pkcs7_certificates or load_der_pkcs7_certificates could lead to a NULL-pointer dereference and segfault. Exploitation of this vulnerability poses a serious risk of Denial of Service (DoS) for any application attempting to deserialize a PKCS7 blob/certificate. The consequences extend to potential disruptions in system availability and stability. This issue affects versions 3.1 through 41.0.5.

      • https://devhub.checkmarx.com/cve-details/CVE-2023-49083/

    • CVE-2023-50782, Score: 7.5 (High)

      • A flaw was found in the python cryptography package versions prior to 42.0.0. This issue may allow a remote attacker to decrypt captured messages in TLS servers that use RSA key exchanges, which may lead to exposure of confidential or sensitive data. This issue is an incomplete fix of CVE-2020-25659.

      • https://devhub.checkmarx.com/cve-details/CVE-2023-50782/

    • CVE-2024-26130, Score: 7.5 (High)

      • cryptography is a package designed to expose cryptographic primitives and recipes to Python developers. Starting in version 38.0.0 and prior to version 42.0.4, if pkcs12.serialize_key_and_certificates is called with both a certificate whose public key did not match the provided private key and an encryption_algorithm with hmac_hash set (via PrivateFormat.PKCS12.encryption_builder().hmac_hash(...), then a NULL pointer dereference would occur, crashing the Python process. This has been resolved in version 42.0.4, the first version in which a ValueError is properly raised.

      • https://devhub.checkmarx.com/cve-details/CVE-2024-26130/

  • Dependency requests:

    • CVE-2023-32681, Score: 6.1 (Medium)

      • Requests is a HTTP library. Requests has been leaking Proxy-Authorization headers to destination servers when redirected to an HTTPS endpoint. This is a product of how we use rebuild_proxies to reattach the Proxy-Authorization header to requests. For HTTP connections sent through the tunnel, the proxy will identify the header in the request itself and remove it prior to forwarding to the destination server. However when sent over HTTPS, the Proxy-Authorization header must be sent in the CONNECT request as the proxy has no visibility into the tunneled request. This results in Requests forwarding proxy credentials to the destination server unintentionally, allowing a malicious actor to potentially exfiltrate sensitive information. This issue affects versions 2.3.0 through 2.30.0.

      • https://devhub.checkmarx.com/cve-details/CVE-2023-32681/

1.0.0

Added

  • Support for Python 3.11 and 3.12

  • Integration of the lucit-licensing-python library for verifying the UNICORN Binance Suite license. A license can be purchased in the LUCIT Online Shop: https://shop.lucit.services/software/unicorn-binance-suite

  • License change from MIT to LSOSL - LUCIT Synergetic Open Source License: https://github.com/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/blob/master/LICENSE

  • Conversion to a C++ compiled Cython package with precompiled as well as PyPy and source code wheels.

  • Setup of a “Trusted Publisher” deployment chain. The source code is transparently packaged into wheels directly from the GitHub repository by a GitHub action for all possible platforms and published directly as a new release on GitHub and PyPi. A second process from Conda-Forge then uploads it to Anaconda. Thus, the entire deployment process is transparent and the user can be sure that the compilation of a version fully corresponds to the source code.

  • manager.stop_manager() alias for manager.stop_manager_with_all_caches()

  • Support for with-context.

0.7.3

Fixed

  • TypeError exception in _init_depth_cache [issue#27](https://github.com/LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/issues/27

0.7.2

Codebase equal to 0.7.0, testing azure pipe

0.7.1

Codebase equal to 0.7.0, just preparing conda-forge packaging

0.7.0

Added

  • Active high_performance of UBWA.

  • Exception handling for REST calls

  • Improved logging

Changed

  • Websocket reconnect intervals

  • Reduced calls of market.lower()

Removed

  • Obsolete variable self.timeout

0.6.0

Added

  • default_websocket_close_timeout, default_websocket_ping_interval, default_websocket_ping_timeout and websocket_close_timeout, websocket_close_timeout, websocket_ping_interval

Changed

  • default_websocket_close_timeout, default_websocket_ping_interval, default_websocket_ping_timeout default values is 1, so websockets disconnect very fast, and we recognize “out of sync” very fast.

0.5.3

Changed

  • Balanced log levels

Fixed

  • KeyError in stop_depth_cache()

0.5.2

Changed

  • close_timeout=5 in create_stream()

Fixed

  • _init_depth_cache() returns False if order_book is False

0.5.1

Fixed

  • Wrong proof of is_stop_request()

0.5.0

Added

  • _reset_depth_cache()

  • _get_order_book_from_depth_cache()

  • is_stop_request()

Changed

  • Clear stream_buffer on disconnect

  • Better error handling in _init_depth_cache()

Fixed

  • stop_depth_cache() did not stop its dependent stream and did not clear the stream_buffer

  • A few error handling’s

0.4.1

Added

  • Resetting asks and bits on stream_signal DISCONNECT

Fixing

  • requests.exceptions.ConnectionError exception while fetching the order_book

0.4.0

Added

  • default_update_interval

Changes

  • a few small :)

0.3.0

Added

  • threading.Lock(): self.threading_lock_ask and self.threading_lock_bid

Added

  • set_refresh_request()

0.2.0

Added

  • Binance Futures support (exchange=”binance.com-futures”)

Changed

  • create_depth_cache() renamed parameter market to markets. markets can be a str or a list of one or more market symbols

  • stop_depth_cache() renamed parameter market to markets. markets can be a str or a list of one or more market symbols

  • Renamed stop_manager() to stop_manager_with_all_caches()

Removed

  • create_depth_caches()

  • stop_depth_caches()

0.1.0

Initial Release!