This release adds 3 notable features for engineering teams evaluating rollout.
✓ No known CVEs patched in this version
Topics
+3 more
ReleasePort's take
Light signalVenueStack v0.6.2 introduces cross‑margin accounts shared across W15 subsystems and new factories for major exchanges, enhancing unified margin management and venue integration.
Why it matters: Affects developers building multi‑exchange strategies by providing a single cross‑margin account API and ready‑made factory support for Binance, Bybit, OKX, Deribit, and custom venues in version v0.6.2.
Summary
AI summaryVenueStack unifies cross-margin accounts, MM tier ladders, VIP fee schedules, and realistic execution models across simulated and live brokers.
Changes in this release
| Type | Severity | Summary | CVE |
|---|---|---|---|
| Feature | Medium |
Introduces liquidation engine with atomic multi-symbol updates, stale‑mark guard, and cascade statistics aggregator. Introduces liquidation engine with atomic multi-symbol updates, stale‑mark guard, and cascade statistics aggregator. Source: llm_adapter@2026-05-24 Confidence: high |
— |
| Feature | Medium |
Adds multiple match‑engine modes: pro‑rata, pro‑rata‑with‑FIFO, TOP‑PRO‑LMM, and priority variants with per‑venue FOK semantics. Adds multiple match‑engine modes: pro‑rata, pro‑rata‑with‑FIFO, TOP‑PRO‑LMM, and priority variants with per‑venue FOK semantics. Source: llm_adapter@2026-05-24 Confidence: high |
— |
| Feature | Medium |
Implements latency model with lognormal + burst distributions and live‑queue calibration toolkit. Implements latency model with lognormal + burst distributions and live‑queue calibration toolkit. Source: llm_adapter@2026-05-24 Confidence: high |
— |
| Feature | Medium |
Introduces volume‑tiered maker/taker fee schedule, per‑symbol funding tape loader, and rate‑limit pools with bans. Introduces volume‑tiered maker/taker fee schedule, per‑symbol funding tape loader, and rate‑limit pools with bans. Source: llm_adapter@2026-05-24 Confidence: high |
— |
| Feature | Medium |
Adds tape ingestion importers for Binance, Bybit, OKX, Bitget, Deribit with OrderBookIterator and book_at utilities. Adds tape ingestion importers for Binance, Bybit, OKX, Bitget, Deribit with OrderBookIterator and book_at utilities. Source: llm_adapter@2026-05-24 Confidence: high |
— |
| Feature | Medium |
Provides AI surface tool `flox_overview` MCP returning toolkit shape and defaults realistic harness in scaffold strategy. Provides AI surface tool `flox_overview` MCP returning toolkit shape and defaults realistic harness in scaffold strategy. Source: llm_adapter@2026-05-24 Confidence: high |
— |
| Feature | Medium |
Adds cross-margin account shared across W15 subsystems with ADL and isolated-mode positions. Adds cross-margin account shared across W15 subsystems with ADL and isolated-mode positions. Source: llm_adapter@2026-05-24 Confidence: low |
— |
| Feature | Medium |
Adds VenueStack factories for Binance, Bybit, OKX, Deribit and custom venue assembly. Adds VenueStack factories for Binance, Bybit, OKX, Deribit and custom venue assembly. Source: llm_adapter@2026-05-24 Confidence: low |
— |
| Feature | Medium |
Enhances execution realism with queue‑position model, lifecycle timestamps, hidden/iceberg attribution, bracket orders, and order journey tracer. Enhances execution realism with queue‑position model, lifecycle timestamps, hidden/iceberg attribution, bracket orders, and order journey tracer. Source: llm_adapter@2026-05-24 Confidence: low |
— |
| Feature | Medium |
Updates install instructions to pip upgrade flox-py and npm install @flox-foundation/flox. Updates install instructions to pip upgrade flox-py and npm install @flox-foundation/flox. Source: llm_adapter@2026-05-24 Confidence: low |
— |
| Feature | Medium |
VenueStack call now wires cross-margin account, MM tier ladder with ADL ranking, 30d VIP fee schedule, funding settlement, rate-limit policy, and venue-availability hook. VenueStack call now wires cross-margin account, MM tier ladder with ADL ranking, 30d VIP fee schedule, funding settlement, rate-limit policy, and venue-availability hook. Source: granite4.1:30b@2026-05-24-audit Confidence: low |
— |
| Feature | Medium |
Provides VenueStack factories for Binance UM futures, Bybit linear, OKX swap, Deribit, plus assemble_custom_venue for non-canonical venues. Provides VenueStack factories for Binance UM futures, Bybit linear, OKX swap, Deribit, plus assemble_custom_venue for non-canonical venues. Source: granite4.1:30b@2026-05-24-audit Confidence: low |
— |
| Feature | Medium |
Enhances execution realism with queue-position model (offline + live), per-stage lifecycle timestamps, maker/taker classification on fills, hidden/iceberg attribution, native iceberg with refresh randomisation, bracket orders with partial‑fill child‑arm modes, replace‑ack flow, and order journey tracer for post‑trade forensics. Enhances execution realism with queue-position model (offline + live), per-stage lifecycle timestamps, maker/taker classification on fills, hidden/iceberg attribution, native iceberg with refresh randomisation, bracket orders with partial‑fill child‑arm modes, replace‑ack flow, and order journey tracer for post‑trade forensics. Source: granite4.1:30b@2026-05-24-audit Confidence: low |
— |
Full changelog
v0.6.2 — venue-realistic backtest physics
The focus of this release was making backtests match what real perp accounts actually go through.
One VenueStack call now wires the full surface — cross-margin account, MM tier ladder with ADL ranking, 30d VIP fee schedule (bound to account so notional moves the tier), funding settlement on the venue's interval, rate-limit policy, and a venue-availability hook. The same simulated executor sits behind PaperBroker for live-feed rehearsal and switches to CcxtBroker for real execution. One strategy class runs backtest, paper, and live.
Highlights:
- Cross-margin Account shared across the W15 subsystems (executor, liquidation, fees, funding) with worst-leg-first liquidation, ADL across the account, isolated-mode positions, and cross-account deficit routing through insurance fund + ADL.
- VenueStack factories:
binance_um_futures,bybit_linear,okx_swap,deribit.assemble_custom_venuefor non-canonical venues. - Liquidation engine with
on_marksatomic multi-symbol update, stale-mark guard, book-impact feedback, intra-tick cascades, and a cascade-statistics aggregator. - Execution realism: queue-position model (offline + live), per-stage lifecycle timestamps, maker/taker classification on fills, hidden / iceberg attribution, native iceberg with refresh randomisation, bracket orders with partial-fill child-arm modes, replace-ack flow, order journey tracer for post-trade forensics.
- Match-engine modes: pro-rata, pro-rata-with-fifo, TOP-PRO-LMM, PRO_RATA_WITH_PRIORITY. Per-venue FOK semantics. Multi-account STP.
- Latency: submit + cancel ack distributions (lognormal + burst), per-venue calibrated profiles, live-queue calibration toolkit (scipy + analytical fits).
- Fees, funding, limits: volume-tiered maker/taker schedule, per-symbol funding tape (CSV loader), per-endpoint-family rate-limit pools with bans and weighted quotas, richer venue-outage pathology.
- Tape ingestion: public archive importers for Binance (aggTrades + book), Bybit, OKX, Bitget, Deribit (perp + future + option).
OrderBookIterator+book_atfor offline ladder reconstruction. - AI surface:
flox_overviewMCP tool returns the toolkit shape in one call; scaffold strategy now points at the realistic harness by default. Backtest-recipe corpus added for AI agents.
Install:
pip install -U flox-py
npm install @flox-foundation/flox
Full Changelog: https://github.com/FLOX-Foundation/flox/compare/v0.6.1...v0.6.2
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