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v0.8.0

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@github-actions github-actions released this 01 Oct 10:05
· 275 commits to main since this release
079a88b

Note: BinanceSpot::account_stream delivered no user-data events in every previously published release; fixed in #439 and verified live on Binance spot testnet.

What's Changed

  • ci: Report the required checks on Markdown-only PRs by @Niqnil in #426
  • ci(publish): Publish through crates.io Trusted Publishing and pin every action by @Niqnil in #427
  • feat(engine): Seed open positions into the engine's starting state by @Niqnil in #428
  • fix(execution): Read Binance margin trades past 24 hours in bounded windows by @Niqnil in #429
  • fix(engine)!: Reject expiries for instruments that never expire, and enforce split eligibility in release builds by @Niqnil in #430
  • fix(execution): Classify Binance REST query failures instead of reporting all as connectivity by @Niqnil in #431
  • fix(execution): Report Binance orders the venue failed as status unknown, not rejected by @Niqnil in #432
  • fix(execution)!: Report Alpaca equity and option positions, with cash as the USD balance by @Niqnil in #433
  • fix(execution): Report IBKR position quantity and entry price in the account snapshot by @Niqnil in #434
  • feat(engine): Build position seeds from a venue account snapshot by @Niqnil in #435
  • feat!: Report snapshot positions as Unreported, Flat or Open, and emit engine position drift by @Niqnil in #436
  • fix(engine): Reject expiries and corporate actions for unknown instruments, and fold expiry exits into the replica's tear sheet by @Niqnil in #437
  • docs: Fix rustdoc links that break when private items are documented, and check them in CI by @Niqnil in #440
  • fix(execution): Unwrap the WS-API envelope on Binance spot user-data frames, which delivered no events by @Niqnil in #439
  • fix(execution): Report undecodable Alpaca responses as internal, treat a negative-zero position as flat, and name the instruments a timed-out fill recovery missed by @Niqnil in #438
  • fix(engine)!: Reject order requests for an unknown instrument before sending them by @Niqnil in #441
  • feat(execution): Pause Alpaca and Binance requests before the rate limit is hit by @Niqnil in #442
  • fix(execution): Retry the gap of a Binance fill recovery that did not finish at the next reconnect by @Niqnil in #443
  • chore(release): Prepare 0.8.0 by @Niqnil in #444
  • Release v0.8.0 by @Niqnil in #445

Full Changelog: v0.7.0...v0.8.0