Sandwich 3.0 - Bon Appétit

Version #:
3.0.0
Release date:
November 8, 2023

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.

Overhauled Algo Manager
Easily manage all your algos from a central location
Run and manage multiple algos
Track all algos with live charting
Know where you stand with real-time performance metrics
SmartTWAP Volume Profile: Use this profile chart to get an in depth understanding of what your algos are doing
Same order management that you know and love
Our new Algo Order Audit
Gain a detailed understanding of how orders have progressed and changed over the lifetime of your algo
Nothing gets lost with verbose logging

  • 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

Why settle for anything less?

Register your Sandwich account today and experience the benefits of server-grade crypto trading PMS and OEMS software in a self-hosted environment!