Release 0.9.0#

2022-12-22

This release enables Bybit order management (ready for client testing), adds a gateway for the dYdX exchange, and contains a number of improvements.

Order Download#

Warning

POTENTIALLY BREAKING CHANGES

Orders with update_type=STALE are now communicated

  • BEFORE StreamStatus with connection_status=READY

  • just ONCE

Note

You should not depend directly on StreamStatus. Instead use GatewayStatus check that available contains ORDER. This will allow gateways to later implement e.g. backup streams.

Gateways#

roq-bybit

Upgrade to the v3 exchange protocol + support accounts/orders.

roq-dydx

The dYdX exchange (DEX) is now supported for public data.

roq-ftx

The FTX exchange is no longer operational and the gateway will be removed and license agreements will be reduced where appropriate.

CHANGELOG#

Milestone on GitHub.

Added#

  • New gateway: dYdX (dydx) (#299).

Changed#

  • Stale orders should be communicated before stream status becomes ready (Server) (#308).

  • GatewayStatus must convey supported object types + heartbeat monitoring (UDP) (#307).

  • Optimize general use of mac, hash and codec (Core) (#304).

  • Update SBE/multicast to 1.5.3 (Deribit) (#303).

  • UDP publishing to multiple destinations (Server) (#302).

  • Upgrade to the v3 exchange protocol + support accounts/orders (Bybit) (#300).

Fixed#

  • Authentication requests were too frequent if persisting the token failed due to FS (Server) (#306).

  • Support UDP datagram replay (UDP subscriber) (#301).

Other#