Release 0.4.5

roq-clickhouse
  • Now fully implemented.
    • Supports all message types.
    • Leveraging nested types to represent arrays, e.g. MarketByPriceUpdate.bids.
roq-influxdb
  • Changed to align with roq-clickhouse
  • Now fully implemented.
    • Supports all message types.
    • Arrays, e.g. MarketByPriceUpdate.bids, now encode index information in the field names. This follows InfluxDB recommendations to (b) encode metadata in field names and (b) avoid high cardinality (required if such index information had to be encoded as tags).
  • Now using the Flux query language (used by InfluxDB v2).