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v0.14.0

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@github-actions github-actions released this 25 Oct 03:14
· 79 commits to main since this release
47dd8f1

What's Changed

  • fix(binance)!: Type a cross margin account's -3111 trailing-stop refusal as UnsupportedOrderType by @Niqnil in #683
  • docs(execution): Document wrapping an ExecutionClient in a generic decorator by @Niqnil in #685
  • feat(execution)!: Give RequestOpen a constructor and builders, and mark it #[non_exhaustive] by @Niqnil in #687
  • feat(execution)!: Replace MarginSideEffect with a per-order MarginEffect by @Niqnil in #688
  • feat(execution): Check orders against the symbol's tick, lot and notional rules before sending by @Niqnil in #690
  • feat(execution)!: Add ReduceOnlyBook and use it for the engine's reduce-only bookkeeping by @Niqnil in #691
  • test(execution): Run the reconnect-budget tests on a paused clock by @Niqnil in #692
  • deps: Bump ctutils to 0.4.5 for RUSTSEC-2026-0385 by @Niqnil in #695
  • feat(execution)!: Read the fills an account stream missed when the manager reopens it by @Niqnil in #694
  • feat(execution): Paper trading on the simulated venue a backtest uses by @Niqnil in #697
  • fix(execution): Route a simulated market event only to the venue on its own exchange by @Niqnil in #700
  • fix(execution): Log a balance for an unregistered asset once per asset at warn, then at debug by @Niqnil in #701
  • refactor(execution)!: Remove the unused IndexedAccountStream and Indexer impl for AccountEventIndexer by @Niqnil in #704
  • fix(execution): Drop the balance of an unregistered asset from an account snapshot instead of failing startup by @Niqnil in #705
  • refactor(integration)!: Remove the unused IndexedStream, Indexer and BarterStreamExt::with_index by @Niqnil in #707
  • ci: Ignore RUSTSEC-2026-0387 for the crypto-bigint 0.5 line pinned by ethers by @Niqnil in #709
  • feat(rustrade): Add SystemBuilder::paper_venue to trade a system on the paper venue by @Niqnil in #708
  • fix(execution): Reject an order request naming an instrument listed on another exchange by @Niqnil in #710
  • fix(execution): Recover IBKR fills across IB's midnight and report the part IB no longer holds by @Niqnil in #711
  • docs(execution): Document the Binance margin interest rate as a daily rate by @Niqnil in #712
  • feat(execution)!: Report when in a loan's life a margin interest charge falls by @Niqnil in #713
  • feat(engine)!: Carry a position's base-asset interest and value it at the exit price by @Niqnil in #714
  • chore(release): Prepare 0.14.0 by @Niqnil in #715
  • Release v0.14.0 by @Niqnil in #716

Full Changelog: v0.13.0...v0.14.0