3.7.0 RC2
@ The Margin
RC
April 24, 2024
See more- 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
3.7.0 RC1
Welcome to the Automation Station
RC
April 8, 2024
See moreAutomate 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
3.6.1
Watch this List of Hot Keys
v3
April 8, 2024
See moreWatchlist 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
3.6.1 RC1
Watch this List of Hot Keys
RC
April 5, 2024
See moreWatchlist 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
3.6.0
Rapid Fire Time Slice
v3
April 2, 2024
See moreBinance 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
3.6.0 RC2
Reveal the Login
RC
April 2, 2024
See more- 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
3.6.0 RC1
Rapid Fire Time Slice
RC
March 26, 2024
See moreBinance 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
3.5.5
Even better than cloning
v3
March 20, 2024
See moreClone & 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
3.5.5 RC1
Even better than cloning
RC
March 20, 2024
See moreClone & 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
3.5.4
No bull-slip
v3
March 14, 2024
See moreA 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
3.5.4 RC2
No bull-slip
RC
March 14, 2024
See moreA 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
3.5.4 RC1
Devs do something
RC
March 13, 2024
See more- 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
3.5.3
Ice ice baby
v3
March 6, 2024
See moreByBit 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
3.5.3 RC1
Ice ice baby
RC
March 4, 2024
See moreImproved 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
3.5.1
Sharpen the TWAP pencil
v3
February 27, 2024
See moreWe'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
3.5.1 RC2
3.5.1 RC1
Smarter TWAP
RC
February 26, 2024
See more- 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
3.4.3
Sailor hats for everyone
v3
February 21, 2024
See more- 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
3.4.3 RC 1
Sailor hats for everyone
RC
February 19, 2024
See more- 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
3.4.1 RC 2
WOW... DMA even better
RC
February 8, 2024
See more- DMA window performance
- Stability & performance improvements
- Minor bug fixes
3.4.1
Pretty new colors and cool algo stuff
v3
February 8, 2024
See moreClone 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
3.4.1 RC 1
Pretty new colors and cool algo stuff
RC
February 7, 2024
See moreClone 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
3.3.4 RC 2
Updating the Updater
RC
January 25, 2024
See more- Check for running algos before Updating and Installing a new version
3.3.4
Partially there...
v3
January 25, 2024
See moreNow 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
3.3.4 RC 1
Partially there...
RC
January 24, 2024
See moreNow 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
3.3.3
Memory like an elephant
v3
January 24, 2024
See more- Reduced memory usage and improved app responsiveness
- Quicker updates of Bybit new instrument listings
- OKX websocket subscription limiting
3.3.3 RC 1
Memory like an elephant
RC
January 23, 2024
See more- Reduced memory usage and improved app responsiveness
- Quicker updates of Bybit new instrument listings
- OKX websocket subscription limiting
3.3.2
Advanced algos enabled on DeribitRC
v3
January 18, 2024
See more- Advanced algos enabled on Deribit
- Deribit illiquid instrument warning
- dYdX realtime instrument updates
- OKX price accuracy on instruments with 10+ decimals
3.3.2 RC 1
Advanced algos enabled on Deribit
RC
January 18, 2024
See more- Advanced algos enabled on Deribit
- Deribit illiquid instrument warning
- dYdX realtime instrument updates
- OKX price accuracy on instruments with 10+ decimals
3.3.1
ETF Afterparty
v3
January 12, 2024
See more- 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
3.3.1 RC1
ETF Afterparty
RC
January 12, 2024
See more- 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
3.3.0
Advanced Algos now on OKX
v3
December 28, 2023
See more
- 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
3.3.0 RC2
3.3.0 RC1
Advanced Algos now on OKX, KrakenSpot, Deribit and dYdX
RC
December 21, 2023
See more
- 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
3.2.0
Advanced Algos now available on BitMEX
v3
December 13, 2023
See more- 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
3.1.1
∫ dydx + 1000c
v3
November 30, 2023
See more- dYdX is back online for trading
- Currency conversion of 1000x coins
- BPO recon on Kraken and dYdX
- Rate limiting on Kraken and dYdX
3.1.0
New Algo - Adaptive Chase
v3
November 16, 2023
See moreHot 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
3.0.1
3.0.0
Sandwich 3.0 - Bon Appétit
v3
November 8, 2023
See moreWe 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
2.6.5
Bit by bit
v2
September 15, 2023
See more- 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
2.6.4
Bybit v5 go brrrrrr
v2
September 8, 2023
See more- 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
2.6.3
Snug as a bug
v2
September 4, 2023
See more- Fixed error in parsing Deribit Json
- Fixed "divide by zero" in pre trade metrics
2.6.2
2.6.1
Large whale finds small bug
v2
August 21, 2023
See more- Edge case error fix when splitting large orders into multi orders of maximum quantity
2.6.0
Sweep dreams are made of these
v2
August 18, 2023
See more- 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
2.5.10
SmarTwap
v2
August 4, 2023
See moreSmart 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