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
withconnection_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¶
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).