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v0.9.9
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@thraneh thraneh released this 28 Jan 04:16
· 162 commits to master since this release
0.9.9
3446cb4

Summary

  • [Breaking change] Renamed some OrderAck and OrderUpdate fields.
  • [Breaking change] It is now required for all request prices and quantities to be rounded to the precision indicated by ReferenceData.
  • [Breaking change] MarginMode has been added as an additional key to FundsUpdate and PositionUpdate.
  • [Experimental] roq-position-manager has been added to support zero-latency position management.
  • [New] roq-journal is now being production tested.
  • [New] roq-fix-client-template is a new GitHub project to demonstrate C++ FIX session management.
  • [Build] Now with clang 17 support.

Release notes can be found here.

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