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v0.12.0
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