Chasing Stability
RC
- Improved adaptive chase stability during poor internet connectivity
- Small wording changes
Make Note of This
v3
Off Book Scale Orders Visibility
Add personalized notes to your algos and view off book scale orders.
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New Algo Parameters
Enable and adjust min and max clip sizes for limit Chase and Wick Catcher Algos.
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- Add personalized notes to your algos in the algo manager for better management
- Wick Catcher and Limit Chase can break up into smaller orders
- Limit Chase refresh rate is now adjustable
- Algo detail table available directly in the DMA window
- Coinbase staking balances now display
- Off-book Scale orders now show on algo chart
- Wick Catcher reduce only issue
- Off-book Scale logic when manually cancelling algo order
- User settings fix
- HTX online monitor
- Improved adaptive chase stability during poor internet connectivity
- Small wording changes
Make Note of This
RC
Off Book Scale Orders Visibility
Add personalized notes to your algos and view off book scale orders.
New Algo Parameters
Enable and adjust min and max clip sizes for limit Chase and Wick Catcher Algos.
- Add personalized notes to your algos in the algo manager for better management
- Wick Catcher and Limit Chase can break up into smaller orders
- Limit Chase refresh rate is now adjustable
- Algo detail table available directly in the DMA window
- Coinbase staking balances now display
- Off-book Scale orders now show on algo chart
- Wick Catcher reduce only issue
- Off-book Scale logic when manually cancelling algo order
- User settings fix
- HTX online monitor
Wick or Treat?
v3
Wick Catcher
The wick catcher allows the user to specify a reference price refresh rate (as a time interval in hrs, mins, secs) and a % distance to track the market.
How it Works
If, for example, you place a buy order with a 5-minute price refresh rate and a 3% distance from best bid, the algo places a buy order at 3% below the best bid.
Every 5 minutes, the algo recalculates the order's price based on the best bid and your specified % distance. This works in the opposite direction for sell orders.
This allows you to specify how frequently (time frequency) you want the algorithm to reprice (i.e. track the market) and at what distance (% away), depending on the move you're trying to catch.
Would Fill Price (SmartTwap, AdaptiveChase, TimeSlice, POV)
If enabled, the price at which the remaining quantity can be completed immediately.
When a would fill opportunity occurs, the algo trades aggressively whenever liquidity is available at the would fill price.
Off Book Scale
When enabled, only one limit order will be active on the order book at a time. Subsequent orders will be placed only after the active order is fully executed.
Limit Chase Minimum Chase Size
When enabled, the limit chase algo will only adjust its price if the total quantity at the best bid / offer exceeds the specified min chase size.
This applies to quantity at best bid when buying, and best offer when selling.
- Added Wick Catcher algo
- Implemented Would-Fill Price for algos: SmartTWAP, AdaptiveChase, TimeSlice, and POV
- Added Off-Book order placement for Scale algo
- Introduced Minimum Chase Size for Limit Chase
- Added Lockout Period for Adaptive Chase
- Enhanced overall engine performance for streamlined operation
- Implemented Bybit multiple account loading rate-limit handling
- Wick catcher validation improvements
- Minor UI adjustments
- Corrected Upbit minimum quantity and price intervals
- Removed IOC and FOK options for Upbit in USDT markets
- Fixed Bybit sub-account transfer issues
- Improved Bybit position mode changes for accurate reflection
- Fixed Kraken Swarm algo participation rate reporting
- Added missing seconds option in POV interval dropdown
- Resolved HTX log spamming issue when using the DOM
- Corrected some incorrect Upbit tick sizes
- Fixed issue with OKX testnet account loading
Haunted Housekeeping
RC
- Wick catcher validation improvements
- Added missing seconds option in POV interval dropdown
- Resolved HTX log spamming issue when using the DOM
- Corrected some incorrect Upbit tick sizes
- Fixed issue with OKX testnet account loading
Wick or Treat?
RC
Wick Catcher
The wick catcher allows the user to specify a reference price refresh rate (as a time interval in hrs, mins, secs) and a % distance to track the market.
How it Works
If, for example, you place a buy order with a 5-minute price refresh rate and a 3% distance from best bid, the algo places a buy order at 3% below the best bid.
Every 5 minutes, the algo recalculates the order's price based on the best bid and your specified % distance. This works in the opposite direction for sell orders.
This allows you to specify how frequently (time frequency) you want the algorithm to reprice (i.e. track the market) and at what distance (% away), depending on the move you're trying to catch.
Would Fill Price (SmartTwap, AdaptiveChase, TimeSlice, POV)
If enabled, the price at which the remaining quantity can be completed immediately.
When a would fill opportunity occurs, the algo trades aggressively whenever liquidity is available at the would fill price.
Off Book Scale
When enabled, only one limit order will be active on the order book at a time. Subsequent orders will be placed only after the active order is fully executed.
Limit Chase Minimum Chase Size
When enabled, the limit chase algo will only adjust its price if the total quantity at the best bid / offer exceeds the specified min chase size.
This applies to quantity at best bid when buying, and best offer when selling.
- Added Wick Catcher algo
- Implemented Would-Fill Price for algos: SmartTWAP, AdaptiveChase, TimeSlice, and POV
- Added Off-Book order placement for Scale algo
- Introduced Minimum Chase Size for Limit Chase
- Added Lockout Period for Adaptive Chase
- Enhanced overall engine performance for streamlined operation
- Implemented Bybit multiple account loading rate-limit handling
- Minor UI adjustments
- Corrected Upbit minimum quantity and price intervals
- Removed IOC and FOK options for Upbit in USDT markets
- Fixed Bybit sub-account transfer issues
- Improved Bybit position mode changes for accurate reflection
- Fixed Kraken Swarm algo participation rate reporting
A Notional Improvement
RC
- Better logging for currency conversions
- Return on notional calculation for shorts
- Adjustments for unannounced changes in the Bitmex API
A Notional Improvement
v3
- Better logging for currency conversions
- Return on notional calculation for shorts
- Adjustments for unannounced changes in the Bitmex API
Upping Our Bits
RC
Another exciting exchange joins the lineup!
We've added even more trading variety with the integration of Upbit.
- Upbit Integration
- Bybit endpoint rate limit handling
- Reduced algo charting CPU usage
- Fixed algo charts scaling issue
- Corrected prices when cloning scale algo
- Iceberg not updating reduce only in hedge mode
Upping Our Bits
v3
Another exciting exchange joins the lineup!
We've added even more trading variety with the integration of Upbit.
- Upbit Integration
- Bybit endpoint rate limit handling
- Reduced algo charting CPU usage
- Fixed algo charts scaling issue
- Corrected prices when cloning scale algo
- Iceberg not updating reduce only in hedge mode
Splitting the Pi
v3
Sandwich now brings Coinbase trading directly to your fingertips.
Tap into Coinbase's extensive selection of cryptocurrencies while enjoying the simplicity and convenience of Sandwich.
- Coinbase Advanced Spot Integration
- Binance and OKX Earn and Staking Balances
- Reduced number of orders placed by Smart TWAP
- Positions Table now shows Current Position value in User Currency
- Time sync improvements
- Minor performance improvements
- Bybit Testnet account loading
- Binance sub-account transfers with no valid sub-accounts
Splitting the Pi
RC
Sandwich now brings Coinbase trading directly to your fingertips.
Tap into Coinbase's extensive selection of cryptocurrencies while enjoying the simplicity and convenience of Sandwich.
- Coinbase Advanced Spot Integration
- Binance and OKX Earn and Staking Balances
- Reduced number of orders placed by Smart TWAP
- Positions Table now shows Current Position value in User Currency
- Time sync improvements
- Minor performance improvements
- Bybit Testnet account loading
- Binance sub-account transfers with no valid sub-accounts
DOM and DOMmer
v3
Introducing the DOM Trader
A powerful new tool that provides a clear view of the market's buy and sell interest at different price levels.
- DOM trader
- Risk metrics by sub account
- Ability to change hedge mode via Sandwich
DOM and DOMmer
RC
Introducing the DOM Trader
A powerful new tool that provides a clear view of the market's buy and sell interest at different price levels.
- DOM trader
- Risk metrics by sub account
- Ability to change hedge mode via Sandwich
Less Memory, More Endurance
RC
- Reduced memory usage for long-running sessions
- Improved diagnostics
- Bugfix for adaptive chase not updating min/max in override
- Improved Adaptive Chase entry ticket to deal with large price increments
- Corrected filled quote quantity on Binance Spot instruments
Less Memory, More Endurance
v3
- Reduced memory usage for long-running sessions
- Improved diagnostics
- Bugfix for adaptive chase not updating min/max in override
- Improved Adaptive Chase entry ticket to deal with large price increments
- Corrected filled quote quantity on Binance Spot instruments
Chasoor to Chase More
v3
Quick set-up Adaptive Chase parameters available on the DMA.
Revamped Adaptive Chase trade ticket with fully customizable inputs. Please note this may cause breaking changes when cloning historical adaptive chase algos.
- Memory diagnostics in diagnostic test
- Set adaptive chase orderbook level in quote currency or in basis points
- Set adaptive chase defaults in user settings
- Do Not Disturb Mode for toast notifications
- Adaptive chase ticket update
- Cancel all orders optimisation
- Global cancel all orders
- Currency converter unsubscribing
- More feedback on slider hover and select
- Style change for toggles
- Date time improvements
- Get BBO error check
- Balances/Positions/Orders will notify changes when changed to empty
- Bug fix for incorrect warning on add market order action
- Bugfix for increment buttons staying hidden on settings change
- Detaching from theme changed on problematic controls
- Bug fix for trace route user check
Chasoor to Chase More
RC
Quick set-up Adaptive Chase parameters available on the DMA.
Revamped Adaptive Chase trade ticket with fully customizable inputs. Please note this may cause breaking changes when cloning historical adaptive chase algos.
- Memory diagnostics in diagnostic test
- Set adaptive chase orderbook level in quote currency or in basis points
- Set adaptive chase defaults in user settings
- Do Not Disturb Mode for toast notifications
- Adaptive chase ticket update
- Cancel all orders optimisation
- Global cancel all orders
- Currency converter unsubscribing
- More feedback on slider hover and select
- Style change for toggles
- Date time improvements
- Get BBO error check
- Balances/Positions/Orders will notify changes when changed to empty
- Bug fix for incorrect warning on add market order action
- Bugfix for increment buttons staying hidden on settings change
- Detaching from theme changed on problematic controls
- Bug fix for trace route user check
Getting Bitget
v3
New Exchange Alert: Bitget Launches on Sandwich
Use our referral link to sign up for a Bitget account.
- Bitget Integration
- Separate sorting for current and archived algos
- Spot algo disclaimer for Bybit and Bitget
- Performance improvements
- Max order size warning on automation actions
- BBO recon for Bitmex and Kraken
- Binance and Bybit currency conversion subscriptions for derivatives without spot underlyings
- Made use of order user currency for historical algo fees
- Fixed Deribit BTCDVOL positions not displaying
Getting Bitget
RC
New Exchange Alert: Bitget Launches on Sandwich
Use our referral link to sign up for a Bitget account.
- Bitget Integration
- Separate sorting for current and archived algos
- Spot algo disclaimer for Bybit and Bitget
- Performance improvements
- Max order size warning on automation actions
- BBO recon for Bitmex and Kraken
- Binance and Bybit currency conversion subscriptions for derivatives without spot underlyings
- Made use of order user currency for historical algo fees
- Fixed Deribit BTCDVOL positions not displaying
Greasing the Orderbook
v3
Display your algo quantities in either default or user currency.
- Toggle between displaying algo quantities in the default currency or the user's currency at algo creation
- Fixed slow loading of orderbook spread and last price
- Fixed incorrect remembering of user-associated currency
Greasing the Orderbook
RC
Display your algo quantities in either default or user currency.
- Toggle between displaying algo quantities in the default currency or the user's currency at algo creation
- Fixed slow loading of orderbook spread and last price
- Fixed incorrect remembering of user-associated currency
Maxxed Out
v3
Show off your profits with new customizable PnL cards:
Change the orderbook quantity currency:
Option to grey out insignificant figures on the orderbook:
- Show off your profits with new PnL cards
- Added ability to change orderbook quantity currency
- Added ROI exchange and ROM to positions table
- Added option to grey out insignificant figures on the orderbook
- Recon on fees to improve accuracy during poor connectivity
- Maximum order value now differentiates between market and limit orders where applicable
- Moved dYdX order signature to allow rate limit queueing
- New Kraken orderbook checksum criteria to reduce orderbook refreshing
- Added BBO recon for max slippage market orders when sockets are down
- Added exposure and settlement currency for quantos
- Exposure table for quantos
- Kraken orderbook fixes
- Resolved duplicated TP and SL orders on Deribit
- Historic algo removed when not in algo cache
- Max order quantities now take step size into account
- App performance improvements
- Bybit rate limit fix
Maxxed Out
RC
Show off your profits with new customizable PnL cards:
Change the orderbook quantity currency:
Option to grey out insignificant figures on the orderbook:
- Show off your profits with new PnL cards
- Added ability to change orderbook quantity currency
- Added ROI exchange and ROM to positions table
- Added option to grey out insignificant figures on the orderbook
- Recon on fees to improve accuracy during poor connectivity
- Maximum order value now differentiates between market and limit orders where applicable
- Moved dYdX order signature to allow rate limit queueing
- New Kraken orderbook checksum criteria to reduce orderbook refreshing
- Added BBO recon for max slippage market orders when sockets are down
- Added exposure and settlement currency for quantos
- Exposure table for quantos
- Kraken orderbook fixes
- Resolved duplicated TP and SL orders on Deribit
- Historic algo removed when not in algo cache
- Max order quantities now take step size into account
- App performance improvements
Funds Found
RC
- Binance funding balances
- Algo metric formatting
- Cleaned up unnecessary loggin
New Releases at Scale!
v3
Scale Algo orders now on the algo general chart showing completed orders as well as orders that are still active.
- Scale Algo orders are now plotted on the Algo chart indicating filled vs un-filled orders
- Updated terms of service
- Binance funding balances
- Various UI & algo charting improvements
- Orderbook performance issues addressed
- Changed race condition logic to use oracle time
- Task manager updates
- Add resend option on device verification email
- Algo metric formatting
- Cleaned up unnecessary logging
New releases at Scale!
RC
Scale Algo orders now on the algo general chart showing completed orders as well as orders that are still active.
- Scale Algo orders are now plotted on the Algo chart indicating filled vs un-filled orders
- Updated terms of service
- Various UI & algo charting improvements
- Orderbook performance issues addressed
- Changed race condition logic to use oracle time
- Task manager updates
- Add resend option on device verification email
- Parse new Deribit rate limits
- Fix Bybit order position side in hedge mode
Tasked and Delivered
v3
Algo Manager Dropdown Sorting
Ability to sort algos in the Algo Manager.
Task Manager
Monitor your app's performance with the Task Manager.
Accessible from the Run Diagnostic Tool & Internet Health Monitor options in the Help menu as well as the System Status Indictor on the main task bar.
- Swarm algo with orders per second parameter
- Task Manager for app performance monitoring
- Algo manager sorting dropdown
- Close long/short algos stop when position is closed
- Max Slippage on Automations enabled
- Exclude stale position updates from recon
- Fixed off-center context menus
Slippery when wet
RC
- Max Slippage on Automations enabled
- Fixed off-center context menus
Nom noms
RC
- Swarm algo with orders per second parameter
- Task Manager for app performance monitoring
- Algo manager sorting dropdown
- Close long/short algos stop when position is closed
- Exclude stale position updates from recon
Pizza Day
v3
Close Positions
Ability to market close multiple positions any way you like from the positions window.
- Algo-specific reduce-only support
- Added Position and Order count to tab name
- Close multiple positions at market from positions table and DMA
- Cancel specific orders from orders table and DMA
- Rename Huobi to HTX
- Updated Algo detail grid to show new algo metrics
- Clearer algo message box messages
- Addressed issue of unreadable text on app update form
- Fixed typos and grammar errors on Report an Issue form
- Ensured that Recent Trades don't hog UI Thread
- Fixed reduce-only for OKX portfolio margin mode
- Max order quantity for market orders
Prepping for Pizza Day
RC
- Addressed issue of unreadable text on app update form
- Fixed typos and grammar errors on Report an Issue form
- Ensured that Recent Trades don't hog UI Thread
- Fixed reduce-only for OKX portfolio margin mode
Closing Time
RC
Close Positions
Ability to market close multiple positions any way you like from the positions window.
- Algo-specific reduce-only support
- Added Position and Order count to tab name
- Close multiple positions at market from positions table and DMA
- Cancel specific orders from orders table and DMA
- Rename Huobi to HTX
- Updated Algo detail grid to show new algo metrics
- Clearer algo message box messages
- Currency converter mapping expiries
- Bugfix for watchlist not applying filter settings on create new DMA
- Fix for position liquidation filter getting stuck
Post by Post
RC
- Bybit spot post-only enabled
- Smarter exchange wait times on order failover mechanism
- Incremental fee updates on Binance partial fills
- Reduced order recon frequency on OKX
Sweeping and Posting
v3
- Sweep price added to algo chart
- Bybit spot post-only enabled
- DMA filter selection will now persist across session and select across all open DMAs
- Improved date time parsing for time based conditions
- Smarter exchange wait times on order failover mechanism
- Phantom positions during poor connectivity
- OKX display of fee rebates
- Average execution price fluctuations on algo charts
- Corrected some typos
- Prevent user cancelling orders that have already been cancelled
- Fixed issue on automation action parameters cutting off text
- Corrected help tooltip for quantity input boxes
- FDUSD correctly classified as stable coin
- Incremental fee updates on Binance partial fills
- Reduced order recon frequency on OKX
Sweep and Squash
RC
- Sweep price added to algo chart
- DMA filter selection will now persist across session and select across all open DMAs
- Improved date time parsing for time based conditions
- Phantom positions during poor connectivity
- OKX display of fee rebates
- Average execution price fluctuations on algo charts
- Corrected some typos
- Prevent user cancelling orders that have already been cancelled
- Fixed issue on automation action parameters cutting off text
- Corrected help tooltip for quantity input boxes
- FDUSD correctly classified as stable coin
Welcome to the Automation Station
v3
Automate your trading across multiple instruments and accounts in a single step with our brand new feature called the Automation Station.
- Automated and multi instrument trading
- Allow edit/clone and edit of Automations
- Add ability to create automations without conditions
- Added support for Binance Portfolio Margin accounts
- Load time of Automations
- Socket subscription management
- Improved DMA window selection method when selecting Trade DMA on a position
- User setting to choose between add increment or set to value when using quick fill quantity button
- Deribit signing methodology
- OKX 24H data field improvement
- WebSocket summary causing app performance issues
- Minor load layout bugs (layout persistence and loading custom layouts)
- App crash on specific socket errors
@ The Margin
RC
- Allow edit/clone and edit of Automations
- Add ability to create automations without conditions
- Added support for Binance Portfolio Margin accounts
- Load time of Automations
- Socket subscription management
- Improved DMA window selection method when selecting Trade DMA on a position
- User setting to choose between add increment or set to value when using quick fill quantity button
- Deribit signing methodology
- OKX 24H data field improvement
- WebSocket summary causing app performance issues
- Minor load layout bugs (layout persistence and loading custom layouts)
- App crash on specific socket errors
Watch this List of Hot Keys
v3
Watchlist instrument selection and filtering
Enjoy advanced Instrument Selection and Filtering Capabilities for a refined monitoring experience.
Hot Keys for navigation
Effortlessly navigate Sandwich with the added convenience of available Hot Keys.
- Watchlist instrument selection and filtering
- Hot Keys for navigating Sandwich easier
- Bybit position margin transfers
- Watchlist table layout on the DMA
- Arrow key navigation for all tables
- Watch list remembers sort selection on app close
- Improved logging for OKX sockets
- Minor bug fixes
Welcome to the Automation Station
RC
Automate your trading across multiple instruments and accounts in a single step with our brand new feature called the Automation Station.
- Automated and multi instrument trading
Watch this List of Hot Keys
RC
Watchlist instrument selection and filtering
Enjoy advanced Instrument Selection and Filtering Capabilities for a refined monitoring experience.
Hot Keys for navigation
Effortlessly navigate Sandwich with the added convenience of available Hot Keys.
- Watchlist instrument selection and filtering
- Hot Keys for navigating Sandwich easier
- Bybit position margin transfers
- Watchlist table layout on the DMA
- Arrow key navigation for all tables
- Watch list remembers sort selection on app close
- Scale algo distribution not setting correctly
- Setting of cloned POV algo parameters
- Active interest populating on clone algo
Reveal the Login
RC
- Bybit deltas removed from logs for easier reading
- Iceberg await notify feedback is now more precise
- Update to user settings text from overzealous Dev
- Login screen now checks for system font size to prevent hidden buttons and text
- Time slice limit price stopping condition
- Limit chase price distance showing in percentage not bps
- Tables no longer collapse grouped items when switching tabs
Rapid Fire Time Slice
v3
Binance Margin Transfers
Right-click on a position to access the option to adjust margin on an isolated position. This feature is currently only available for Binance. Development to support Bybit is underway and should be released soon.
Short Duration Time Slice
The Time Slice algo has been redesigned to allow for a Total Timespan of a couple of seconds. With this improved implementation the algo is capable of placing up to 4 orders per second if allowed by the selected exchange.
- Position Margin Transfers on Binance (Bybit coming soon)
- Time Slice can now be run for very short durations allowing for machine gun like behavior
- Safety checks on algo limit price parameter
- Improved Kraken Error Handling
- Enhanced clarity in the description of the 'Max Slippage on Market Orders' parameter within User Settings.
- Socket stability
- Bybit deltas removed from logs for easier reading
- Iceberg await notify feedback is now more precise
- Buffer Disposal to allow multiple disposal calls
- Binance Coin Margin Instruments updating quicker on leverage changed
- Show for fills toggle allowing user settings update
- Reduce only parameter set on clone algo
- Correct passing of information on OKX
- Huobi order quantity step size fix
- Algo Manager selection fix for empty list and delete all algos
- Socket stability through new local Socket
- Update to user settings text from overzealous Dev
- Login screen now checks for system font size to prevent hidden buttons and text
- Time slice limit price stopping condition
- Limit chase price distance showing in percentage not bps
- Tables no longer collapse grouped items when switching tabs
Rapid Fire Time Slice
RC
Binance Margin Transfers
Right-click on a position to access the option to adjust margin on an isolated position. This feature is currently only available for Binance. Development to support Bybit is underway and should be released soon.
Short Duration Time Slice
The Time Slice algo has been redesigned to allow for a Total Timespan of a couple of seconds. With this improved implementation the algo is capable of placing up to 4 orders per second if allowed by the selected exchange.
- Position Margin Transfers on Binance (Bybit coming soon)
- Time Slice can now be run for very short durations allowing for machine gun like behavior
- Safety checks on algo limit price parameter
- Improved Kraken Error Handling
- Enhanced clarity in the description of the 'Max Slippage on Market Orders' parameter within User Settings.
- Socket stability
- Buffer Disposal to allow multiple disposal calls
- Binance Coin Margin Instruments updating quicker on leverage changed
- Show for fills toggle allowing user settings update
- Reduce only parameter set on clone algo
- Correct passing of information on OKX
- Huobi order quantity step size fix
- Algo Manager selection fix for empty list and delete all algos
- Socket stability through new local Socket
Even better than cloning
RC
Clone & Edit Algos
This new feature on all algos allows you edit all parameters (including account and instrument) on the cloned algo before creating and starting it.
- Clone & Edit Algos
- Vastly improved algo performance for Spot instruments on Binance
- User settings style refresh
- Time slice reduce only parameter persistence
- Improved Telegram Bot message handling
- Better time sync handling, less banners
- Algo Manager selection change improvements
- HTX order recons
- Wording and spelling changes across the product
- Theme color fix for consistency
- Minor UI bug fixes
Even better than cloning
v3
Clone & Edit Algos
This new feature on all algos allows you edit all parameters (including account and instrument) on the cloned algo before creating and starting it.
- Clone & Edit Algos
- Vastly improved algo performance for Spot instruments on Binance
- User settings style refresh
- Time slice reduce only parameter persistence
- Improved Telegram Bot message handling
- Better time sync handling, less banners
- Algo Manager selection change improvements
- HTX order recons
- Wording and spelling changes across the product
- Theme color fix for consistency
- Minor UI bug fixes
No bull-slip
RC
A New Optional Max Slippage Parameter on Market Order Increase
When enabled, an IOC Limit Order is placed at Max Slippage % away from the respective best bid or offer.
Exchanges might reject orders if the Limit Price is beyond allowed Orderbook levels.
Users must set a Max Slippage % that keeps the Limit Price within acceptable trading ranges to avoid order rejections.
- A new optional Max Slippage parameter in DMA
No bull-slip
v3
A New Optional Max Slippage Parameter on Market Order Increase
When enabled, an IOC Limit Order is placed at Max Slippage % away from the respective best bid or offer.
Exchanges might reject orders if the Limit Price is beyond allowed Orderbook levels.
Users must set a Max Slippage % that keeps the Limit Price within acceptable trading ranges to avoid order rejections.
- Choose default quantity input in user settings
- Limit market impact with max slippage parameter on market orders
- A new optional Max Slippage parameter in DMA
- Improved Telegram Auto Ping reliability
- Improved Algo Chart load time
- Reduce number of calls made in Bybit recon process
- Set algos to stop when order recon fails
- Enter min and max clip size for adaptive chase in user quantity
- Minor theming improvement
- Fixed user quantity conversion bug on DMA for multiple digit numbers
- Ensure Kraken balances update timeously
- Bounds check in Kraken orderbook checksum
- Fix to prevent adaptive chase race condition / overtrading
- Fix for Quantity box not updating on user settings changed
Devs do something
RC
- Choose default quantity input in user settings
- Limit market impact with max slippage parameter on market orders
- Improved Telegram Auto Ping reliability
- Increased Algo Chart load time
- Reduce number of calls made in Bybit recon process
- Set algos to stop when order recon fails
- Enter min and max clip size for adaptive chase in user quantity
- Minor theming improvement
- Fixed user quantity conversion bug on DMA for multiple digit numbers
- Ensure Kraken balances update timeously
- Bounds check in Kraken orderbook checksum
- Fix to prevent adaptive chase race condition / overtrading
- Fix for Quantity box not updating on user settings changed
Ice ice baby
v3
ByBit Sub Account Transfers
Improved clarity when making Bybit subaccount transfers with more detailed account names.
- Event Driven Iceberg
- Bybit Transfers with better named accounts
- Changes to connectivity monitor logging
- Fix for OKX spot td mode in portfolio margin
- Fix for custom balances not loading
Ice ice baby
RC
Improved clarity when making Bybit subaccount transfers with more detailed account names.
- Event Driven Iceberg
- Bybit Transfers with better named accounts
- Fix for OKX spot td mode in portfolio margin
Sharpen the TWAP pencil
v3
We're thrilled to announce the launch of our enhanced SmartTWAP target volume profile, complete with a comprehensive guide detailing the impact of different parameters on the algorithm's performance.
- SmartTWAP piecewise model
- Persistence of DMA with popped out widgets
- Minor stability improvements
- Stability and performance improvements
- Improved algo selection responsiveness in algo manager
- Add new instrument listings to currency converter and update hedge modes
- Make algo feedback snapshots thread safe
- Bybit null order ID handling
- Bybit spot order qty amendment via exchange fix
- Fix OKX rate limit populating race condition
Smarter TWAP
RC
- SmartTWAP piecewise model
- Persistence of DMA with popped out widgets
- Stability and performance improvements
- Improved algo selection responsiveness in algo manager
- Add new instrument listings to currency converter and update hedge modes
- Make algo feedback snapshots thread safe
- Bybit null order ID handling
- Bybit spot order qty amendment via exchange fix
- Fix OKX rate limit populating race condition
Sailor hats for everyone
v3
- Update DMA default layout
- Column Chooser Theming
- Styling wallet transfers
- Speed improvements for order processing
- Quickfill Fix for unmatching increments
- Black DMA buttons on startup fixed
- Cater for orders without client order ID
- Bug fix when deleting grouped keys
- Time Sync issue fixed
Sailor hats for everyone
RC
- Update DMA default layout
- Column Chooser Theming
- Styling wallet transfers
- Speed improvements for order processing
- Quickfill Fix for unmatching increments
- Black DMA buttons on startup fixed
- Cater for orders without client order ID
- Bug fix when deleting grouped keys
- Time Sync issue fixed
Pretty new colors and cool algo stuff
v3
Clone an algo to redo the same order quantity or only the remaining quantity in case the algo was canceled before completion.
Orderbook now has visual indication of the order depth
- Clone Algo with:
- Remaining Quantity, or
- Full Quantity - Reduce Only on Algos (currently only applicable to Binance, OKX & Deribit)
- Orderbook depth Visualizer
- Theming
- Enhanced Diagnostic Tools
- Algo orders reconciliation
- Constantly scanning for newly listed instruments on exchanges
- More DMA customization (now you can move the trade ticket widget as well)
- DMA window performance
- Stability & performance improvements
- Disposal of controls to free up memory
- Stability Improvements
- Socket Robustness
- Algo Logging
- Minor Bybit currency converter fix
- Bybit UPnL double-counting fix
- Minor bug fixes
WOW... DMA even better
RC
- DMA window performance
- Stability & performance improvements
- Minor bug fixes
Pretty new colors and cool algo stuff
RC
Clone an algo to redo the same order quantity or only the remaining quantity in case the algo was canceled before completion.
Orderbook now has visual indication of the order depth
- Clone Algo with:
- Remaining Quantity, or
- Full Quantity - Reduce Only on Algos (currently only applicable to Binance, OKX & Deribit)
- Orderbook depth Visualizer
- Theming
- Enhanced Diagnostic Tools
- Algo orders reconciliation
- Constantly scanning for newly listed instruments on exchanges
- More DMA customization (now you can move the trade ticket widget as well)
- Disposal of controls to free up memory
- Stability Improvements
- Socket Robustness
- Algo Logging
- Minor Bybit currency converter fix
- Bybit UPnL double-counting fix
Partially there...
v3
Now you can partially close positions!
- Partially close positions with market orders directly from Positions table
- Better memory management for all data grids
- Check for running algos before Updating and Installing a new version
- Catering for currency conversion on all USDT-margined perps that don't have underlying spot instruments
Updating the Updater
RC
- Check for running algos before Updating and Installing a new version
Memory like an elephant
v3
- Reduced memory usage and improved app responsiveness
- Quicker updates of Bybit new instrument listings
- OKX websocket subscription limiting
Partially there...
RC
Now you can partially close positions!
- Partially close positions with market orders directly from Positions table
- Better memory management for all data grids
- Catering for currency conversion on all USDT-margined perps that don't have underlying spot instruments
Memory like an elephant
RC
- Reduced memory usage and improved app responsiveness
- Quicker updates of Bybit new instrument listings
- OKX websocket subscription limiting
Advanced algos enabled on Deribit
RC
- Advanced algos enabled on Deribit
- Deribit illiquid instrument warning
- dYdX realtime instrument updates
- OKX price accuracy on instruments with 10+ decimals
Advanced algos enabled on DeribitRC
v3
- Advanced algos enabled on Deribit
- Deribit illiquid instrument warning
- dYdX realtime instrument updates
- OKX price accuracy on instruments with 10+ decimals
ETF Afterparty
RC
- Advanced algos enabled on dYdX
- Additional diagnostic information
- Bybit spot ticker source
- OKX spot trades in Multicurrency margin mode
- Reduced rate limit logging verbosity
- Smart TWAP int overflow when instrument's min qty is tiny
- Charting handling massive trade volume more elegantly (looking at you ETF launch)
- Watchlist handling massive data quantities more elegantly (looking at you ETF launch)
- Resolved order update by using concurrent hashsets
- User login after token expiry
- Algo manager cross thread exception
- BitMex query filters removed
- Kraken rate limiting on socket subs
ETF Afterparty
v3
- Advanced algos enabled on dYdX
- Additional diagnostic information
- Bybit spot ticker source
- OKX spot trades in Multicurrency margin mode
- Reduced rate limit logging verbosity
- Smart TWAP int overflow when instrument's min qty is tiny
- Charting handling massive trade volume more elegantly (looking at you ETF launch)
- Watchlist handling massive data quantities more elegantly (looking at you ETF launch)
- Resolved order update by using concurrent hashsets
- User login after token expiry
- Algo manager cross thread exception
- BitMex query filters removed
- Kraken rate limiting on socket subs
Advanced Algos now on OKX
v3
- The SmartTWAP, LimitChase and AdaptiveChase algos are now available on OKX
- Vastly improved socket reliability during online instability periods for OKX, dYdX, Deribit and Kraken Spot
- Advanced rate limit models have been implemented on OKX, dYdX, Deribit and Kraken Spot
- The main chart on the algo metrics screen now indicate periods of unstable internet connectivity
- Maker vs Taker percentages also included on the algo metrics screen for all orders placed by the algo
- dYdX Sepolia testnet added
- Improvements to custom balances from the Balances tab
- Bybit USD currency conversion improvements
- OKX stability improvements
Advanced Algos now on OKX, KrakenSpot, Deribit and dYdX
RC
- The SmartTWAP, LimitChase and AdaptiveChase algos are now available on OKX, Deribit, Kraken Spot and dYdX
- Vastly improved socket reliability during online instability periods for the 4 exchanges mentioned above
- Advanced rate limit models have been implemented on the 4 exchanges above
- The main chart on the algo metrics screen now indicate periods of unstable internet connectivity
- Maker vs Taker percentages also included on the algo metrics screen for all orders placed by the algo
- dYdX Sepolia testnet added
- Improvements to custom balances from the Balances tab
- Bybit USD currency conversion improvements
Advanced Algos now available on BitMEX
v3
- BitMEX socket stability improvements: SmartTWAP, LimitChase and AdaptiveChase now available on BitMEX
- Account loading time improved - Exchange Currency Converters now initialise with Bob and balances show when account is loaded
- Added Snapshot Date Time UTC into algo logs
- Sped up OKX instrument load time
- Worked on the Market Data Providers of multiple exchanges to improve caching of data and the availability of that data on first subscription
- Rolled out recon processes for Balances, Positions and Orders on last exchanges
- "Detail" view on Bitmex BPO shows all detailFixed typo on Websockets screen
- Vastly improved OKX socket reliability during online instability periods
- Updated OKX order reconciliations
- Minor bugs fixes
∫ dydx + 1000c
v3
- dYdX is back online for trading
- Currency conversion of 1000x coins
- BPO recon on Kraken and dYdX
- Rate limiting on Kraken and dYdX
New Algo - Adaptive Chase
v3
Hot on the heels of the new Algo Manager comes our newest algo, the Adaptive Chase.
The Adaptive Chase pursues the market price up to a limit using smaller clips (order slices). If the price limit is set, it will behave like an Iceberg algo. If that limit is not set, each clip will behave like a Limit Chase.
- Adaptive Chase Algo
- Memory usage by algos
- Stability improvements
- Minor visual orderbook and grouping fixes
- BPO recon on BitMex
- BitMex rate limit model
- OKX checksum bug fixes
- ClientorderIds on Kraken order amendment
- Bugfix for close position at market where position is larger than max order size
- Toast notification fix
Sandwich 3.0 - Bon Appétit
v3
We are excited to announce the release of Sandwich 3.0, our most robust and feature-packed version yet. This update introduces a brand-new Algo Manager featuring comprehensive trade metrics to enhance your trading experience.
The new overhauled Algo Manager is now ready to help you take your trading to the next level. Watch an overview of all your running algos or take a deep dive into the inner workings of your algos. Use both the live and post trade analytics to learn more about your algos and what market conditions they are best suited for. This will be the new standard for algo trading.
Easily manage all your algos from a central location
Gain a detailed understanding of how orders have progressed and changed over the lifetime of your algo
- Algo Manager has been completely overhauled:
- Algo Metrics
- Relative Performance
- Exchange fees
- Participation Rate for all algos
- On startup load all uncleared historical algos - Exchange Fees on Orders (see on Orders Table and aggregate in Algo Manager)
- Algo Order Audit
- Rate Limit Exceeded Banner
- Better management of historic algos including "Quick load account" and snapshot histories
- One-click send of specific algo cache files
- Added support for Deribit Spot trading
- An updated End User Service Agreement
- Breakdown of trading volume by exchange
- See all historical payments to Sandwich
- Sandwich billing overview
- "Clear completed" algos for ease of management
- Bybit Rate Limiting for specific user ID
- Subscribing to fills for robustness
- More verbose logging in online monitor
- Business Socket for advanced orders on OKX
- Parsing exact order placement time from exchanges
- Vast speed improvements in the caching of algos
- Separate cache files for each algo for easier lookup
- Improved response time through keeping last price in Sandwich for subscription notifications
- Improved speed for algo caching
- Sandwich is less memory hungry
- Styling of algo feedback
- Speed improvement on slow changing instrument data
- Sandwich main menu changes
- Removing "under construction" items
- Duplicating transfers in portfolio manager - Bybit stability improvements
- Improved state handling for historical algos with open orders on premature app closure
- Fixed issue of incorrect rounding of Balances
- Parsing of Bitmex private socket subscriptions
- Bug fix for non-native amend orders with part fills
- Exchange unsubscribing to BPO on dispose
- Deribit Client order ID fix
- Bugfix for slippage on sell side
- Bitmex default instrument is no longer BTCEUR
- Race conditions around algo feedback and unsubscriptions have been dealt with
- Large refactor of codebase (Cleaner code means fewer bugs)
- Fixed locking issue that caused UI freeze on websocket summary
- Patched issue of algo state not updating on new manager
- Bugfix for historical algos not showing any open orders on account load
- Bybit check if private exchange disposed before subscribing
Bit by bit
v2
- Json deserialization errors now accessible via the Rest Request Details page.
Under the "Loaded Accounts" section right click any account and select "Rest Request Details". If there are any Json deserialization errors they will appear in the "Json Errors" panel on the left. - Limit Chase and Smart TWAP algos enabled for Bybit.
- Rate limit warnings now include which topics are being queued
- Some minor bug fixes related to theming
- Bug fixes for Bybit v5 API
- Bybit v5 API key permission changes
Bybit v5 go brrrrrr
v2
- Updated Bybit to use v5 API
- Added Information for pre trade metrics
- Trade buttons disappearing when switching from quick trade to market
- Price selector resetting and getting correct bbo on instrument switch
- Quantity edit box closing on completion
Snug as a bug
v2
- Fixed error in parsing Deribit Json
- Fixed "divide by zero" in pre trade metrics
Large whale finds small bug
v2
- Edge case error fix when splitting large orders into multi orders of maximum quantity
Sweep dreams are made of these
v2
- Pretrade Metrics
Sweep Price, slippage % and % of 24 hour volume. - Telegram Bot
Interact with Sandwich via Telegram - Order Auditor
- Ratelimit management on Binance
- Binance order placement management
- Scale Visual showing small quantities
SmarTwap
v2
Smart TWAP and Time Slice hot out of the development oven. Both are exclusively enabled for Binance and Bybit due to their massively improved connectivity and order management system. These exchanges are rock solid and algos run like a dream. Further improvements are already underway on these already well-baked algos... watch this space.
- Smart TWAP algo
Targets market TWAP and can be set to save on taker fees. - Time Slice algo
Slices a bigger order up and places it over time. - Limit Chase algo ...
... is back in business
- Updated password prompts for Key File password management and API key additions
- Improved algo detail feedback on UI
- Order confirmation dialog
- The bugs... We made short work of them.... and their babies
- Old TWAP was sunset to make space for the new algos above
All-rye all-rye all-rye
v2
This marks our first stab at the much requested feature which is a Watchlist. All instruments that are tagged as your favorites from the DMA screen will appear in the Watchlist.
We have also replaced the previous "Favorites" widget on the DMA with a stripped down version of the Watchlist for easy reference.
- Watchlist Window!
Accessible from the Trade menu item
- DMA stability during network switching and online issues
- Vastly improved Binance websocket stability during volatile internet connectivity
- Algo feedback and logging
- Updated the watchlist with added instructions on how to add items when it is empty, plus
- added a "trade" column on the watchlist to easily trade watchlist instruments on the DMA
- Improved notifications for running algos when your PC is set to sleep
- A ton of bugs and small issues were fixed... too many to list
- Trading on dYdX have been removed due their API being unstable as they are in the process of changing it. However you are still able to view balances, positions and orders.
Starry Eyed Release
v2
After a number of user requests to assist with interactive demos and presentations we have quickly implement "Privacy Mode" to help obfuscate sensitive numbers and information through out the app. Privacy mode is currently applicable to the Portfolio Dashboard, DMA windows as well as all tables.
- Privacy Mode
Edit algos as you like
v2
This release brings a much requested feature for entering algo parameters via text boxes in addition to using the sliders. This will allow you to more granularly control for larger algo orders.
In addition to the above we are also releasing some minor improvements to Sandwich in terms of managing the toast messages and sorting your favorites on the DMA.
- Edit and enter custom values for Algos
- Algos graciously stop when PC sleeps
- Clip Size in user currency using quote currency where base currency doesn't exist
- Toast messages won't repeat errors multiple times
- Sort favorites by exchange, base currency or symbol
- Updating BBO on ticker creation
- Internal update to release cycle
- Upgraded CurrencyConverter to elegantly try other exchanges if a particular one is not available
- Kraken PO flag remains on amend order
- Zapper daily volume null value fix
- Theming busy control
- Theme fix for Drop down menus
- Reduce only status remains on Binance edit orders
- Fix for rounding issue on clip size
Because we want new users...
v2
- ... we fixed the login screen so that new users can register :-)