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v0.4.0

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@github-actions github-actions released this 13 Jun 08:20
· 588 commits to main since this release
4f76c14

What's Changed

  • IBKR event-delivery robustness: reject incomplete contracts, warn on short fetches, in-band stream termination by @Niqnil in #133
  • feat(execution): emit in-band StreamTerminated at every venue's stream death by @Niqnil in #134
  • perf(binance): single-pass BinanceSpot user-data WS deserialization (#116, #117) by @Niqnil in #137
  • refactor(rustrade-data): make Channels::try_from SubKind match exhaustive by @Niqnil in #138
  • feat(statistic): caller-selectable BalanceBasis (gross/net-asset) for drawdown and balance by @Niqnil in #139
  • Extend named constructor for Alpaca and Binance Spot by @JGcarv in #135
  • feat(databento): OHLCV candle support for historical and live feeds by @Niqnil in #140
  • fix: kline subscription-id single-source-of-truth, IBKR option-chain caching, cross-venue config consistency (#124, #132, #136) by @Niqnil in #141
  • ci: add non-blocking early-warning build against latest deps by @Niqnil in #143
  • chore(release): prepare v0.4.0 by @Niqnil in #144
  • release: v0.4.0 by @Niqnil in #145

New Contributors

Full Changelog: v0.3.0...v0.4.0