v5.3.2

• Cross-exchange trigger conditions: The Conditions Builder now lets you select any supported exchange as the price data source, not just the exchange of the order being placed. A new "Data Source" toggle replaces the old locked exchange display. Existing cross-exchange triggers are preserved when re-opening the builder.

• Bybit algo order support: Bybit is now enabled for Cortex algorithmic strategies, including chase and TWAP orders.

• Chase orders on Bybit — reduce-only fix: Bybit caps reduce-only orders to the current position size, meaning a child fill smaller than the chase target is expected behavior. Chase now detects this and terminates cleanly rather than continuing to chase a fill that can never arrive.

• TWAP slice timing fix: Fixed a bug in the slice-fail fallback calculation that was computing the cutoff window incorrectly. TWAP orders with slice-fail settings will now trigger fallback market orders at the correct time relative to the next slice.

• Hyperliquid slippage error fix: Fixed an order rejection error on Hyperliquid when a high slippage value was set for short/sell orders. The computed limit price could approach zero, which HL rejects. Slippage is now capped at 95% to keep prices within valid range.

• Hyperliquid orderbook crash fix: Fixed a crash in the spread lookup used by chase and other strategies when Hyperliquid returns an empty or malformed order book. The lookup now handles missing level data safely.

• OKX connection stability: Fixed several WebSocket issues causing OKX disconnects and "please log in" errors — heartbeat interval tightened from 30s to 20s to keep idle channels alive within OKX's inactivity window; zombie socket references on reconnect are now cleared correctly; outgoing messages are now sent as text frames instead of binary, preventing OKX from rejecting them as invalid probe frames.