Release 0.7.2

This release is mainly about

  • FIX 4.4 order state changes.
  • API changes to better support and align with FIX conventions.

FIX Bridge

  • Internal changes to manage order state changes. ClOrdID and OrigClOrdID is now supported for chaining. version and conditional_on_version is now supported to manage the inherent race condtions between exchange, gateway and FIX bridge.

API

Some of the key changes

  • version and conditional_on_version has been added as optional fields to ModifyOrder and CancelOrder. OrderAck will now always communicate a non-zero version number to allow client implementations to more easily match response to request. OrderUpdate now communicates maximum version for sent requests, received responses and accepted responses. These change are necessary to support inherent race conditions for in-transit messages between FIX bridge, gateway and exchange.
  • MBPUpdate (used by MarketByPrice) can now optionally communicate implied quantity, number of orders and depth level.

More details can be found in the CHANGELOG.