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0.34: ClearingHouse, RiskEngine, ContractSpecification and more

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@MathisWellmann MathisWellmann released this 11 May 10:25
3da138d

This major redesign includes:

  • New RiskEngine trait with IsolatedMarginRiskEngine implementation
  • Improved limit order margining mechanism
  • ClearingHouse used to settle the transactions, acting as a central counterparty
  • ContractSpecification: Contains a few more configurations for the market
  • MarketState now contains the current market information
  • Many new methods with old ones removed
  • Removed Margin struct
  • Restructures internals heavily

This version requires consumers to call new methods, but the general principals stay the same.
Happy trading!