0.34: ClearingHouse, RiskEngine, ContractSpecification and more
This major redesign includes:
- New
RiskEnginetrait withIsolatedMarginRiskEngineimplementation - Improved limit order margining mechanism
ClearingHouseused to settle the transactions, acting as a central counterpartyContractSpecification: Contains a few more configurations for the marketMarketStatenow contains the current market information- Many new methods with old ones removed
- Removed
Marginstruct - Restructures internals heavily
This version requires consumers to call new methods, but the general principals stay the same.
Happy trading!