The FIX Bridge now exports a shared library with encoding / decoding functions for all the supported FIX messages. This was done to make it easier to implement FIX clients in C++. This work included the refactoring of an underlying FIX library.
A shared library for FIX message encoding/decoding using C++ is now packaged together with the FIX Bridge. This change was implemented to make it easier to write FIX clients in C++ without having to use third-party libraries.
A C++ FIX Bridge Client demo project can be found on GitHub.
OrderAck.traded_quantitywas added to atomically record order state (as known by the gateway) when an order request is being processed.
OrderUpdate.client_order_idwas added to support rapid order modifications/cancelations without knowing the exchange order id (
external_order_id) and when the exchange doesn’t support chained client order id’s (as used by the FIX protocol).
New light-weight “gateway” to support publish-subscribe of custom user data types.
PLANNED DECOMMISSIONING WITH RELEASE 0.9.6
The v3 gateways will be removed ahead of release 0.9.6. Please upgrade to the Bybit v5 gateway.
C++ binding for the implemented FIX protocol (FIX Bridge) (#365).
Call Python methods from a strategy (Samples) (#362).
Document the gateway web query interface (Docs) (#358).
New pub-sub “gateway” (PubSub) (#355).