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v0.4.4

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@deepentropy deepentropy released this 03 Apr 07:14
· 126 commits to main since this release
v0.4.4
30505c9

What's new

Option market data infrastructure (#105)

  • Add usopt farm slot with deferred connection and heartbeat management
  • Thread option fields (strike, right, expiry, multiplier) through full subscribe chain
  • Correct FIX V message: proper sec_type mapping, symbol tag, option-specific tags (200/201/202/231)

Account state: positions and P&L (#111)

  • Parse CCP 6040=75 position feed — repeating group extraction from init burst (6 positions verified)
  • Implement P&L subscription via 6040=142/143 — whole-account daily/unrealized/realized P&L
  • All 6 account tests pass: positions, portfolio, P&L, histogram

Order status lifecycle fix (#138)

  • FIX 39=A → PreSubmitted (was merged into Submitted)
  • FIX 39=6 → PendingCancel (was silently discarded)
  • FIX 39=E → PendingReplace (was merged into Submitted)
  • FIX 39=I → Inactive (was silently discarded)
  • Fix status-to-string bugs: PartiallyFilled was "PreSubmitted", Rejected was "Inactive"
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