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v0.11.0

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@github-actions github-actions released this 13 Oct 00:59
· 172 commits to main since this release
81c176f

What's Changed

  • feat: Report non-trade cash flows, starting with Hyperliquid funding by @Niqnil in #558
  • feat!: Accumulate carry on positions, apart from realised PnL by @Niqnil in #562
  • feat!: Say why a fill happened with Trade::origin by @Niqnil in #563
  • feat: Report margin calls and liquidation warnings as AccountEventKind::Notice by @Niqnil in #568
  • fix: Report Alpaca's 403 business refusals by their code, not as Unauthenticated by @Niqnil in #573
  • fix: Report an IBKR order held for a short-sale locate as live, not rejected by @Niqnil in #574
  • feat!: Report a refused borrow as ApiError::BorrowRejected by @Niqnil in #575
  • fix: Report a Hyperliquid shortfall of funds as BalanceInsufficient by @Niqnil in #576
  • fix: Mask the listen key in Binance margin Risk Data Stream logs by @Niqnil in #577
  • deps: Update chacha20 from the yanked 0.10.0 to 0.10.2 by @Niqnil in #578
  • feat!: Charge simulated positions their holding costs, at their own boundaries by @Niqnil in #579
  • feat: Refuse a simulated CFD short the venue would not lend: locates and the short-sale restriction by @Niqnil in #580
  • fix(execution): Refuse a restricted market short the fill model cannot price as unpriceable by @Niqnil in #581
  • refactor(execution): Build the Hyperliquid instrument filter in one place by @Niqnil in #582
  • fix(execution): Log what KnownLiveOrders has to say after its lock is released by @Niqnil in #583
  • fix(execution): Stop the order check when the venue limits requests by @Niqnil in #584
  • feat(instrument): Read a Hyperliquid perpetual's szDecimals into PerpCoin by @Niqnil in #586
  • feat(data): Name the Kraken, Bitfinex and Massive subscriptions left unacknowledged by @Niqnil in #587
  • feat(execution)!: Carry the venue's wait on ApiError::RateLimit by @Niqnil in #589
  • fix(data)!: Move the Kraken connector to WebSocket v2 by @Niqnil in #591
  • perf(data)!: Box the reconnecting market stream's inner streams by @Niqnil in #592
  • chore(data): Tidy the Kraken v2 follow-ups by @Niqnil in #593
  • feat(execution): Read Binance margin interest and forced liquidations by @Niqnil in #594
  • feat(engine)!: Route a hedged forced fill to the position it closed by @Niqnil in #596
  • feat(execution)!: Give trailing stops an activation price and Binance's fixed-limit trailing stop a kind by @Niqnil in #597
  • fix(data): Grant Spot only to exchanges whose connector serves it by @Niqnil in #598
  • feat(execution): Read Alpaca interest, fees and pass-throughs as cash flows by @Niqnil in #595
  • feat!: Let the venue settle option expiry; read Alpaca option events (#566) by @Niqnil in #599
  • fix(data)!: Let DynamicStreams serve Hyperliquid spot by @Niqnil in #601
  • build(deps): Bump binance-sdk to 74.1.1 by @Niqnil in #603
  • fix(execution): Build a single client feature without warnings by @Niqnil in #604
  • feat(execution): Carry the client order id on Trade by @Niqnil in #606
  • feat(execution): Ask a live venue what it would lend for a short sale by @Niqnil in #607
  • chore(release): Prepare 0.11.0 by @Niqnil in #609
  • deps: Update quinn-proto 0.11.16 to 0.11.19 for five new advisories by @Niqnil in #611
  • Release v0.11.0 by @Niqnil in #610

Full Changelog: v0.10.1...v0.11.0