Mandatory with this release.
The cache utilities now supports
Header files have been renamed to
Maskhas been promoted to API (from utils)
Stringhas been renamed (from
There is now generic support for order download with the following features
ORDERSis used to notify state changes. (A gateway may only create one such stream per account.)
update_typefield which can have the value
Downloaded orders will only be published while the stream status is not
Live order updates will only be published while the stream status is
Several gateways have been updated to reflect this
The FIX Bridge has also been updated to support downloaded orders. (This is however non-trivial since the FIX protocol does not allow for a disconnected state where orders are in an “unknown” state.)
Clients will be disconnected when
Clients are again allowed to connect when
After reconnect, clients are expected to recover order state using
This is opt-in using the
Interfaces and changes have been prepared for the algo framework (scheduled for 2022-Q2).
roq-samples project will track development and can be followed on
It is important to note that the
roq-samples project will gradually
demonstrate how the algo framework develops.
In particular, libraries and implementations will change and eventually link
Remove separator when appending
Renamed header files to
Order download (Server) (#39).
Order download (FIX Bridge) (#38).
Support redundant license manager configuration (Server) (#193).
Conda packaging should pin versions to match
--timer_freqflag was incorrectly defaulting to zero (Client) (#188).
Config file should separate account alias from real name (FTX) (#185).
Incorrectly dispatching working order update when completed (BitMEX) (#196).
Outbound buffer was not flushed on forced disconnect (FIX Bridge) (#194).
Page alignment issues on macOS/ARM64 (Client) (#187).
Exception handler didn’t catch protocol error (FIX Bridge) (#184).
Invalid client order id’s when using
Now using Catch2 for testing (API)