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v0.7.0

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@github-actions github-actions released this 30 Sep 06:34
· 264 commits to main since this release
e46e865

What's Changed

  • test(data): Serialise the LSE vault canary against the concurrency cap by @Niqnil in #334
  • fix(execution): Order Binance Margin snapshots by update time by @Niqnil in #336
  • docs: Tag the release merge commit, not develop's tip by @Niqnil in #339
  • fix(execution): Emit a paired order snapshot on a Binance Margin fill by @Niqnil in #340
  • test(engine): Cover a creation-stamped snapshot losing a fill by @Niqnil in #341
  • fix(execution)!: Name the two kinds of order identifier apart by @Niqnil in #342
  • fix(engine): Order snapshots by cumulative fill, not stamp alone by @Niqnil in #343
  • test(data): Catch a throttled tape in the LSE WebSocket canary by @Niqnil in #344
  • docs(data): State the LSE candle volume and coverage limits by @Niqnil in #345
  • test(data): Serialise the LSE WebSocket canary and schedule it by @Niqnil in #346
  • deps: bump syn from 3.0.5 to 3.0.6 in the rust-patch group by @dependabot[bot] in #349
  • feat(data): Add the LSE catalog record and its fetch by @Niqnil in #347
  • refactor(data): Share the LSE HTTP plumbing between the provider's hosts by @Niqnil in #348
  • feat(data): Add the LSE bond-yield endpoints and their data-api client by @Niqnil in #353
  • deps: bump parquet from 59.3.0 to 60.0.0 by @dependabot[bot] in #350
  • feat(data): Add the LSE economic-calendar endpoints and their event type by @Niqnil in #354
  • deps: bump ibapi from 4.0.1 to 4.1.0 by @dependabot[bot] in #351
  • deps: bump binance-sdk from 69.2.3 to 70.1.0 by @dependabot[bot] in #352
  • chore(ci): Drop the dead paste advisory suppression from both ignore lists by @Niqnil in #357
  • feat(data): LSE option prints, option candles and an engine greeks state by @Niqnil in #359
  • feat(data)!: Let a Subscriber hand its stream a transport other than a socket by @Niqnil in #360
  • fix(execution): Advance the order from a Binance fill recovered after a disconnect by @Niqnil in #365
  • fix(execution): Refuse a Binance REST order that is no longer live as Open by @Niqnil in #366
  • fix(test): Validate the Alpaca crypto trades that arrive, not whether one does by @Niqnil in #367
  • fix(engine)!: Retire an order a complete account snapshot no longer lists by @Niqnil in #372
  • test(data): Keep LSE provider data out of the canaries' failure messages by @Niqnil in #363
  • fix(execution)!: Report Hyperliquid orders under the client id they were placed with by @Niqnil in #373
  • fix(test): Wait for a cancelled Alpaca order to leave the book before the next test by @Niqnil in #374
  • docs(execution): State what an Ok cancel answer promises, venue by venue by @Niqnil in #375
  • refactor(engine)!: Make connectivity state read-only outside the crate by @Niqnil in #376
  • fix(execution): Log an Alpaca open order the snapshot cannot represent, and declare the rest complete by @Niqnil in #377
  • feat(data)!: Stream London Strategic Edge option prints over the WebSocket by @Niqnil in #378
  • feat(data)!: Share one London Strategic Edge connection among a subscriber's streams by @Niqnil in #380
  • perf(data)!: File each London Strategic Edge tick under its bare symbol by @Niqnil in #381
  • feat(data)!: Route London Strategic Edge and Hyperliquid perpetuals through DynamicStreams by @Niqnil in #382
  • feat(data)!: Share one Alpaca connection per feed among a subscriber's streams by @Niqnil in #384
  • ci: Record memory use in the cargo test job by @Niqnil in #386
  • fix(ci): Build the cargo test job with line-table debug info only by @Niqnil in #388
  • perf, feat(data), docs(execution): gzip on REST clients, Massive WebSocket host, binance-sdk DEBUG credential note by @Niqnil in #389
  • feat(data): Route Alpaca market data through DynamicStreams by @Niqnil in #390
  • refactor(data): Run London Strategic Edge and Alpaca on one shared-connection core by @Niqnil in #391
  • deps: bump the rust-patch group with 4 updates by @dependabot[bot] in #392
  • feat(data)!: Stream Massive through Subscriber on one shared connection per cluster by @Niqnil in #396
  • deps: Bump ibapi from 4.1.0 to 4.2.0 by @Niqnil in #399
  • ci: Skip Alpaca integration tests on Dependabot-triggered runs by @Niqnil in #400
  • deps: Bump databento from 0.61.0 to 0.62.0 by @Niqnil in #401
  • deps: Bump binance-sdk from 70.1.0 to 70.2.0 by @Niqnil in #398
  • fix(execution): Recover IBKR fills missed across ibapi's internal reconnect by @Niqnil in #404
  • ci: Run CI on develop after a Dependabot auto-merge by @Niqnil in #405
  • fix(execution): Release an ended IBKR account stream's order-update slot on the next event by @Niqnil in #406
  • docs(execution): Document ibapi 4.2.0 shared-queue exposure in the IBKR client by @Niqnil in #407
  • feat(data): Route Massive through DynamicStreams with DynamicSubscribers::with_massive by @Niqnil in #410
  • ci(publish): Check the sparse index for exact versions and poll it between crates by @Niqnil in #411
  • ci(publish): Fail a release whose tag does not match every crate's version by @Niqnil in #412
  • refactor!: Gate test fixtures behind test-utils features, Fnv-key positions, and report an instrument miss as an instrument error by @Niqnil in #413
  • fix!: Serialise struct-keyed asset maps as (key, value) pairs through a shared serde adapter by @Niqnil in #414
  • fix(instrument)!: Serialise IndexedInstruments as its instrument list and build it on deserialise by @Niqnil in #415
  • chore(release): Prepare 0.7.0 by @Niqnil in #416
  • Release v0.7.0 by @Niqnil in #419
  • ci(publish): Validate the release with line-table debug info by @Niqnil in #421
  • docs(contributing): Merge the release PR as a merge commit, then fast-forward develop to it by @Niqnil in #420
  • Release v0.7.0: fix the release validation by @Niqnil in #422
  • fix(data): Parse LSE calendar stats bounds as timestamps and read option strikes from the OSI ticker by @Niqnil in #423
  • docs(changelog): Date 0.7.0 on the day it publishes by @Niqnil in #425
  • Release v0.7.0: LSE calendar-stats and option-contract fixes by @Niqnil in #424

Full Changelog: v0.6.0...v0.7.0