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v0.12.0

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@github-actions github-actions released this 17 Oct 01:37
· 142 commits to main since this release
8f4aca2

What's Changed

  • feat(execution)!: Report accrued interest on balances, and IBKR balances per currency by @Niqnil in #612
  • deps(ibkr): Update ibapi 5.0.0 to 5.1.0 by @Niqnil in #613
  • fix(data): End an IbkrMarketStream cleanly after its own disconnect by @Niqnil in #614
  • feat(execution): Read Binance margin's delisting schedule in fetch_shortability by @Niqnil in #615
  • deps: Bump the rust-patch group with 3 updates by @dependabot[bot] in #616
  • deps: Bump uuid from 1.26.1 to 1.28.0 by @dependabot[bot] in #617
  • ci: Bump rui314/setup-mold from 10ca16bf91dc22e05ebdc935cad9c75ea248f621 to da13e0b42e392e3a45d1215033a2270b849d7d36 by @dependabot[bot] in #618
  • deps: Bump rustls to 0.23.46; ignore two 0.21 advisories on the hyperliquid path by @Niqnil in #624
  • fix(execution)!: Keep a fill whose fee asset is not in the instrument map by @Niqnil in #622
  • fix(execution)!: Credit what a simulated spot fill receives by @Niqnil in #628
  • fix(engine)!: Net a base-asset spot fee from the position; add SpotFeeAsset to the sim by @Niqnil in #629
  • fix(execution)!: Emit one isolated balance update per asset by @Niqnil in #630
  • fix(execution): Close a Binance WebSocket connection when its owner drops by @Niqnil in #631
  • docs(execution): State that Binance margin REST queries omit the trailing delta by @Niqnil in #632
  • feat(execution)!: Add slippage to the simulated venue, and custom fill models by @Niqnil in #634
  • fix(execution): Ignore a price sent with a market order on the simulated venue by @Niqnil in #635
  • ci: Mutation-test each PR's diff in an informational cargo-mutants job by @Niqnil in #636
  • build(deps): Bump binance-sdk to 75.0.0 by @Niqnil in #637
  • feat(execution): Report and honour Binance's rate-limit wait (#590) by @Niqnil in #638
  • ci: Split the cargo-mutants job into three shards by @Niqnil in #640
  • feat(engine)!: Count the fee of a fill that opens no position by @Niqnil in #642
  • feat(sim)!: Step a simulation from outside, one instant at a time by @Niqnil in #644
  • test(execution): Derive the Binance conditional-order prices from the market by @Niqnil in #645
  • fix(execution): Don't reconnect a Binance account stream into a rate-limit ban by @Niqnil in #646
  • chore(release): Prepare 0.12.0 by @Niqnil in #647
  • docs(contributing): Draw the library's scope as mechanism versus policy by @Niqnil in #649
  • Release v0.12.0 by @Niqnil in #648
  • ci: Ignore three zip advisories on an unenabled optional path by @Niqnil in #650
  • Release v0.12.0 (audit ignores) by @Niqnil in #651

Full Changelog: v0.11.0...v0.12.0