Last updated: June 1, 2026

Every BRVX release, newest first: new markets, execution and risk changes, and fixes, each with its date. Research, architecture decisions and testing cycles are logged here too.

Changelog

2026

v1.1 Partner Engine

Q2 2026ROLLING OUT

Implemented the first production version of the BRVX partner attribution and performance layer.

Core components
  • Partner account entity and permission model
  • Unique referral link and referral-code generation
  • Campaign-level attribution parameters
  • Registration source tracking
  • Conversion event pipeline
  • Partner-to-user relationship mapping
  • Referral hierarchy support
  • Commission eligibility rules
  • Partner activity dashboard
  • Settlement calculation layer
  • Manual review workflow for disputed attribution
  • Fraud-monitoring signals for duplicate and self-referred accounts
Data captured
  • referral source
  • campaign identifier
  • landing page
  • partner identifier
  • timestamp
  • device and session metadata
  • account status
  • first funding event
  • first executed order
  • eligible trading activity
  • commission status
  • blocked or suspicious attribution flags
Anti-abuse controls
  • self-referral detection
  • duplicate account checks
  • device and session overlap checks
  • referral collision handling
  • delayed eligibility for suspicious accounts
  • manual review queue
  • reward hold states
  • partner-level anomaly monitoring

v1.0 Public Platform Rollout

Q1 2026LIVE

Released public platform access for eligible users in approved markets.

Trading terminal
  • Account dashboard
  • Market catalogue
  • Watchlists
  • Charting workspace
  • Instrument search
  • Order entry
  • Position management
  • Open orders view
  • Trade history
  • Balance and collateral view
  • Realised and unrealised P&L tracking
  • Price and market alerts
  • Account activity log
Market-data layer
  • Normalised market symbols
  • Instrument metadata
  • Price-stream ingestion
  • Candlestick generation
  • Volume aggregation
  • Market-state updates
  • Price-change calculations
  • Multi-timeframe chart support
  • Technical-indicator compatibility
  • Watchlist-level streaming updates
Trading workflow
  • order creation
  • order validation
  • order status transitions
  • partial-fill handling
  • cancellation flow
  • rejection handling
  • position recalculation
  • balance updates
  • fee-event tracking
  • execution notifications
  • transaction history generation
Initial market architecture

BRVX launched with a selected-market framework designed to support:

  • Major crypto assets
  • Layer 1 and Layer 2 infrastructure assets
  • DeFi and on-chain liquidity markets
  • high-beta narrative markets
  • selected indices
  • selected equities
  • gold
  • silver
  • oil
  • real-world asset exposure where available
Release controls
  • staged rollout by user cohort
  • feature-flag deployment
  • market-level enablement
  • account-level permissions
  • incident monitoring
  • rollback procedures
  • real-time error logging
  • support escalation workflow

2025

v0.6 Scaled Beta

October–December 2025BETA COMPLETE

Expanded the platform from the closed technical cohort into a larger controlled beta environment.

Beta objectives
  • validate platform behaviour under higher concurrent usage
  • test market-data reliability under volatile conditions
  • identify onboarding friction
  • validate order-entry workflows
  • test position and balance consistency
  • monitor error rates across the trading lifecycle
  • validate support tooling
  • test partner attribution events
  • collect trader feedback on market discovery and chart workflows
Systems tested
Client application
  • registration flow
  • login and session persistence
  • wallet and account connection flow
  • market search
  • chart loading
  • watchlist updates
  • order ticket behaviour
  • position rendering
  • P&L calculation display
  • notification delivery
  • mobile and desktop responsiveness
Trading stack
  • order submission
  • order cancellation
  • order amendment
  • state synchronisation
  • partial execution flow
  • position state updates
  • balance reconciliation
  • fee calculation
  • market-status changes
  • instrument availability updates
Market-data stack
  • websocket connection stability
  • snapshot and incremental update handling
  • stale-price detection
  • reconnect logic
  • chart resynchronisation
  • sequence validation
  • volume updates
  • price precision handling
  • symbol mapping
  • market-state consistency
Risk and operational controls
  • order-size validation
  • position-limit controls
  • exposure monitoring
  • invalid-price rejection
  • stale-market prevention
  • temporary market-disable mode
  • error-state recovery
  • audit event logging
  • trader-support escalation path
Beta feedback categories
  • chart usability
  • speed of market discovery
  • clarity of order confirmation
  • position visibility
  • volatility data requirements
  • market information density
  • account-state clarity
  • error-message quality
  • missing technical-analysis tools
  • need for macro and event data

v0.5 Closed Technical Launch

September 2025TESTNET / PRIVATE ALPHA

Opened the first restricted trading environment for selected experienced traders.

Access model
  • invitation-only access
  • approved trader allowlist
  • restricted market set
  • controlled position sizes
  • capped notional exposure
  • monitored test accounts
  • direct engineering feedback channel
  • incident-reporting workflow
Core systems tested
Account and access layer
  • account creation
  • authentication flow
  • permission handling
  • trader profile setup
  • account-state synchronisation
  • session recovery
  • access revocation
  • error-state handling
Execution checks
  • duplicate-order prevention
  • idempotent order submission
  • order-state reconciliation
  • cancellation latency
  • fill-event handling
  • rejected-order messaging
  • abnormal-price protection
  • client-side and server-side validation
Market-data checks
  • initial snapshot delivery
  • incremental price updates
  • price-feed failover logic
  • sequence-gap detection
  • stale-data warning states
  • chart refresh behaviour
  • price precision validation
  • volume aggregation accuracy
Risk checks
  • position-size limits
  • notional exposure limits
  • margin and collateral-state updates
  • invalid-order rejection
  • price-deviation checks
  • market pause controls
  • cancellation-only states
  • operational incident logging

v0.4 Core Platform Build

Q2–Q3 2025BUILT

Built the first version of the BRVX trading stack.

Front-end application
  • trader dashboard
  • market browser
  • instrument pages
  • charting workspace
  • technical-analysis panel
  • order ticket
  • order-book view
  • recent trades feed
  • position panel
  • open-orders panel
  • account history
  • alerts
  • notification centre
  • profile and account settings
Market-data architecture
  • market-data adapter layer
  • symbol normalisation
  • price-feed ingestion
  • market-data cache
  • websocket distribution
  • candle construction
  • volume aggregation
  • instrument metadata service
  • market-status service
  • historical chart-data retrieval
  • technical-indicator data compatibility
Trading and account layer
  • order management service
  • order validation logic
  • order state machine
  • fill-event handling
  • position calculation
  • average-entry-price calculation
  • realised P&L calculation
  • unrealised P&L calculation
  • fee-event tracking
  • account balance updates
  • transaction and activity ledger
Risk engine
  • order-size validation
  • position-size validation
  • leverage and exposure configuration
  • initial-margin logic
  • maintenance-margin logic
  • liquidation threshold modelling
  • mark-price handling
  • index-price handling
  • price-staleness checks
  • circuit-breaker states
  • market-disable controls
  • emergency cancellation states
Observability and operations
  • application logs
  • order-event logs
  • execution-event logs
  • market-data health checks
  • websocket connection monitoring
  • error-rate monitoring
  • latency monitoring
  • service availability alerts
  • audit trail generation
  • incident-management playbooks
  • internal operations dashboard

v0.3 Infrastructure and Integration Layer

Q2 2025BUILT

Defined and integrated the first operational infrastructure stack.

Integration categories
  • market-data providers
  • liquidity and execution sources
  • blockchain RPC providers
  • indexer infrastructure
  • wallet connection layer
  • charting and technical-analysis tools
  • account and ledger services
  • monitoring and observability tools
  • notification providers
  • fraud and abuse monitoring
  • partner-attribution infrastructure
  • analytics and reporting tools
Configuration framework

Created a market configuration model covering:

  • instrument symbol
  • asset type
  • price precision
  • quantity precision
  • tick size
  • minimum order size
  • maximum order size
  • market status
  • collateral requirements
  • risk parameters
  • fee configuration
  • leverage configuration
  • chart-data source
  • market-data source
  • settlement configuration
  • supported jurisdictions
  • feature availability
Reliability requirements
  • redundant market-data paths
  • source health checks
  • stale-price detection
  • integration timeout handling
  • retry policies
  • failover procedures
  • audit logging
  • reconciliation jobs
  • incident escalation rules

v0.2 Core Engineering Team Formation

Q1 2025BUILT

Initial engineering priorities
  • trading workflow design
  • market-data architecture
  • high-frequency event handling
  • account and balance logic
  • chart-first interface design
  • broker-style order lifecycle
  • DEX settlement research
  • risk-aware product design
  • data-heavy trader experience
  • infrastructure observability
Foundation work completed
  • repository structure
  • development environments
  • deployment environments
  • CI/CD workflow
  • code-review requirements
  • branch and release policy
  • API versioning conventions
  • service ownership model
  • error-handling standards
  • log-format standards
  • monitoring baseline
  • internal architecture documentation
Core services defined
  • authentication service
  • user and account service
  • market-data service
  • instrument service
  • order-management service
  • position service
  • balance and ledger service
  • risk service
  • notification service
  • analytics service
  • partner-attribution service
  • community and reputation service

2024

Architecture Discovery

6–8 November 2024FOUNDATION

Architecture questions explored
  • how crypto and real-world asset exposure can coexist in one terminal
  • market-data standardisation across asset classes
  • pricing-source hierarchy
  • cross-market watchlist design
  • event-calendar integration
  • oracle and external-price dependencies
  • user-account abstraction
  • transaction settlement models
  • market eligibility framework
  • liquidity and execution configuration by instrument type

Market Structure Discovery

18–19 September 2024FOUNDATION

Technical focus
  • liquidity fragmentation
  • perpetual-market mechanics
  • on-chain order execution
  • on-chain versus off-chain matching
  • market-maker integrations
  • price-oracle design
  • collateral design
  • risk monitoring
  • wallet onboarding
  • trader retention systems
  • on-chain analytics
  • synthetic-market infrastructure

Platform Architecture Discovery

5–6 June 2024FOUNDATION

Technical questions explored
  • websocket scaling
  • event-stream processing
  • chart-data delivery
  • low-latency UI updates
  • API gateway design
  • real-time notification architecture
  • data indexing
  • trading-session recovery
  • telemetry and observability
  • external developer integrations
  • modular product architecture

Trading Infrastructure Discovery

21–23 May 2024FOUNDATION

Topics reviewed
  • exchange and DEX interface friction
  • order-entry speed
  • market-data quality
  • charting requirements
  • position and P&L visibility
  • market-event context
  • account reliability
  • risk disclosure
  • liquidity visibility
  • perpetual-market infrastructure

Early DEX Research

18–19 April 2024FOUNDATION

Technical scope
  • perpetual trading models
  • AMM versus order-book dynamics
  • liquidity-routing logic
  • wallet connection friction
  • signature and transaction flow
  • gas-cost impact
  • index-price construction
  • mark-price design
  • liquidation mechanics
  • funding-rate mechanics
  • market-maker integration
  • trader analytics

Project Initialization

15–17 April 2024FOUNDATION

Started early product and infrastructure discovery for the BRVX DEX platform.

Initial problem set
  • fragmented trading tools
  • inconsistent market data
  • weak visibility into liquidity and volatility
  • unclear order and position states
  • limited cross-market context
  • disconnected crypto and macro workflows
  • poor trader feedback loops
  • lack of structured contributor systems
Initial technical assumptions
  • chart-first trader terminal
  • modular market-data layer
  • configurable execution architecture
  • wallet-compatible account model
  • event-driven order lifecycle
  • transparent account-state tracking
  • market-specific risk parameters
  • analytics and observability from day one.

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