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v0.2.0

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@wboayue wboayue released this 03 Apr 05:03
d931110

New Features

  • Client::front_month() — resolve the active front-month contract for a futures product with configurable roll-ahead window. Skips expired contracts and handles missing/empty security definitions gracefully.
  • StreamEvent serde supportStreamEvent now derives Serialize and Deserialize, enabling JSON round-tripping of streaming events.

Bug Fixes

  • front_month skips expired contracts — the previous implementation assumed futures_symbols[0] was always active. Now walks contracts individually, checking expiration via security_definitions.

Documentation

  • Documented security_definitions batch API caveat: the endpoint silently returns empty results when any symbol in a multi-symbol request is expired or invalid.