Release 0.7.3#

2021-07-06

This release is mainly about making the FIX bridge production ready.

Other changes

  • API now using magic_enum for all auto-generated enumerations

  • Length limits are now explicitly mentioned in api.h

  • Clients can specify an order management style. Having clients explicitly instruct a gateway about the uniqueness of the routing_id’s allows the gateway to minimize the length of generated client order identifiers sent to an exchange. This is used by the FIX bridge.

  • The logging library now allows the user to explicitly specify a log path and a rotation policy.

  • The Deribit gateway now convert top of book (ToB) amounts to quantities before publishing. This was done to align with market by price (MbP).

  • The FTX gateway has introduced the option to use sub-accounts.

  • All gateways now use the toml++ library for config file parsing.

More details can be found in the CHANGELOG.