v0.6.0

What's Changed

• deps: bump the rust-patch group with 3 updates by @dependabot[bot] in #159
• deps: bump the rust-patch group with 2 updates by @dependabot[bot] in #168
• deps: bump the rust-patch group with 3 updates by @dependabot[bot] in #170
• feat(corporate-action): Stock & reverse split handling for backtest + live, stocks + options by @Niqnil in #164
• deps: bump bytes from 1.11.1 to 1.12.0 by @dependabot[bot] in #161
• ci: bump actions/checkout from 6 to 7 by @dependabot[bot] in #158
• deps: bump binance-sdk from 55.0.0 to 60.0.0 by @dependabot[bot] in #171
• deps: bump itertools from 0.14.0 to 0.15.0 by @dependabot[bot] in #160
• feat(ibkr): bump ibapi to 3.2.0 and surface mid-stream historical tick errors by @Niqnil in #185
• fix(position): pnl_unrealised correctness — fee units, overflow safety, per-tick refresh by @Niqnil in #187
• refactor(corporate-action): two-phase split — atomic strike division, fail-loud invariants, live/replica dedup by @Niqnil in #188
• deps: bump the rust-patch group with 3 updates by @dependabot[bot] in #190
• fix(backtest): Advance clock to contract expiry & expose terminal engine state by @Niqnil in #193
• perf(engine): Shrink action output aggregates via root-level payload boxing by @Niqnil in #196
• deps: bump tokio-tungstenite from 0.29.0 to 0.30.0 by @dependabot[bot] in #192
• deps: bump databento from 0.53.0 to 0.54.0 by @dependabot[bot] in #191
• ci: bump EmbarkStudios/cargo-deny-action from 2.0.20 to 2.1.1 by @dependabot[bot] in #189
• deps: bump the rust-patch group with 9 updates by @dependabot[bot] in #200
• Harden Massive REST pagination/auth and IBKR Flex diagnostics by @Niqnil in #199
• refactor: Remove Ord/PartialOrd derives from Timed and containing types by @Niqnil in #207
• fix(ibkr-historical): Preserve option chain entries on mid-stream IB errors by @Niqnil in #208
• feat(alpaca): Bounded, cycle-safe pagination with terminal error reporting by @Niqnil in #209
• feat(candles): Add aggregate_candles candle→candle OHLCV aggregation primitive by @Niqnil in #210
• deps: bump the rust-patch group with 3 updates by @dependabot[bot] in #211
• feat(lse): London Strategic Edge market data + streaming backtest source by @Niqnil in #218
• feat(instrument)!: Support instruments priced on one venue and executed on another by @Niqnil in #238
• feat(lse): Live WebSocket market data with opt-in reconnect resumption by @Niqnil in #254
• deps: bump the rust-patch group across 1 directory with 5 updates by @dependabot[bot] in #256
• deps: bump serial_test from 3.5.0 to 4.0.1 by @dependabot[bot] in #214
• deps: Bump h2 to 0.4.19 and accept the unfixable 0.3 instance by @Niqnil in #267
• deps: bump uuid from 1.23.5 to 1.26.1 by @dependabot[bot] in #263
• deps: bump syn from 2.0.118 to 3.0.2 by @dependabot[bot] in #204
• deps: bump databento from 0.54.0 to 0.61.0 by @dependabot[bot] in #265
• deps: bump tokio from 1.52.3 to 1.53.1 by @dependabot[bot] in #213
• deps: bump base64 from 0.22.1 to 0.23.1 by @dependabot[bot] in #236
• deps: bump parquet from 59.1.0 to 59.3.0 by @dependabot[bot] in #260
• deps: bump http from 1.4.2 to 1.5.0 by @dependabot[bot] in #224
• ci: bump Swatinem/rust-cache from e18b497796c12c097a38f9edb9d0641fb99eee32 to f0d9c3887740aee45f6153b24b3a6b815192ec16 by @dependabot[bot] in #257
• ci: Raise cargo test timeout to 25 minutes by @Niqnil in #269
• deps: bump the rust-patch group across 1 directory with 4 updates by @dependabot[bot] in #271
• fix(databento): Replace committed market data with synthetic fixtures by @Niqnil in #272
• chore(supply-chain): Refresh tier-2 dependency records by @Niqnil in #270
• deps: Bump ibapi to 3.3.0 and map the new Min4 bar size by @Niqnil in #273
• ci: Enforce that tier-2 pins match their record by @Niqnil in #275
• deps: Bump binance-sdk to 69.1.0 and migrate to its generated enums by @Niqnil in #274
• docs: Correct the test commands in CONTRIBUTING.md by @Niqnil in #276
• build: Link example binaries by splitting debug info out of them by @Niqnil in #278
• fix(ci): Run the Alpaca integration tests that CI reported as passing by @Niqnil in #277
• fix(engine): Drain in-flight orders before shutting a backtest down by @Niqnil in #282
• chore(deps): Bump rustls to 0.23.45 to clear RUSTSEC-2026-0285 by @Niqnil in #292
• fix(engine): Replay a pending fill when the ack is already fully filled by @Niqnil in #291
• Fill market orders in simulation, and deliver the fills whole by @Niqnil in #293
• Emit a simulated venue's fills in booking order by @Niqnil in #295
• Stop mixing wall-clock time into a HistoricalClock's simulated time by @Niqnil in #296
• refactor(execution): Split the simulated venue's state machine from its async driver by @Niqnil in #297
• feat(backtest): Drive backtests through a deterministic discrete-event simulator by @Niqnil in #298
• deps: bump convert_case from 0.11.0 to 0.12.0 by @dependabot[bot] in #286
• deps: bump rust_decimal from 1.42.1 to 1.43.0 by @dependabot[bot] in #288
• docs(deps): Record that the duplicate ahash major has left the tree by @Niqnil in #299
• deps: bump quick-xml from 0.41.0 to 0.42.0 by @dependabot[bot] in #287
• deps: bump binance-sdk from 69.1.0 to 69.2.3 by @dependabot[bot] in #284
• deps: bump ibapi from 3.3.0 to 4.0.1 by @dependabot[bot] in #285
• fix(backtest): Make the backtests_concurrent example run again by @Niqnil in #300
• fix(sim): Stamp a venue's seeding balances at the session start by @Niqnil in #302
• feat(sim)!: Stage 3a — the substrate resting orders need, behaviour-neutral by @Niqnil in #303
• refactor(execution)!: Take the limit price away from FillModel by @Niqnil in #304
• fix(engine): Untrack a fully-filled Open order and keep its fill routable by @Niqnil in #305
• feat(sim): Accept, rest and match limit orders on the simulated venue by @Niqnil in #306
• feat(sim)!: Honour post-only, immediate, fill-or-kill and dated orders by @Niqnil in #307
• feat(sim): Book a simulated request when it reaches its venue by @Niqnil in #308
• feat(sim)!: Price a market order from the book it arrives to by @Niqnil in #309
• fix(sim): Settle and print only what is left of a part-filled order by @Niqnil in #310
• feat(sim)!: Cap a taker fill by the size the book is showing by @Niqnil in #311
• fix(hyperliquid): Identify a fill by its tid, not by its transaction by @Niqnil in #316
• test(sim): Assert what OpenOrders::insert hands back at every call site by @Niqnil in #317
• feat(engine): Count and report a Hedging fill that could not reach its position by @Niqnil in #318
• fix(deps): Bump cmov and rand to their patched releases by @Niqnil in #320
• fix(engine): Route a Hedging fill that arrives after its order retired by @Niqnil in #321
• fix(execution): Advance Open::filled_quantity from a WebSocket fill by @Niqnil in #323
• fix(execution): Deliver a fill's order snapshot, and stamp a REST snapshot with its update time by @Niqnil in #325
• feat(execution)!: Carry an order's cumulative filled quantity on its fill by @Niqnil in #326
• fix(execution): Carry Alpaca's reported cumulative on a recovered fill by @Niqnil in #327
• fix(data)!: Confirm an Alpaca subscription symbol by symbol by @Niqnil in #330
• docs: Drop internal references from public source comments by @Niqnil in #331
• chore(release): prepare v0.6.0 by @Niqnil in #332
• Release v0.6.0 by @Niqnil in #333

Full Changelog: v0.5.0...v0.6.0