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Copy file name to clipboardExpand all lines: RELEASES.md
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@@ -240,7 +240,7 @@ Released on 22nd October 2024 (UTC).
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- Added `Clock.timestamp_us()` method for UNIX timestamps in microseconds (μs)
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- Added support for `bbo-1s` and `bbo-1m` quote schemas for Databento adapter (#1990), thanks @faysou
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- Added validation for venue `book_type` configuration vs data (prevents an issue where top-of-book data is used when order book data is expected)
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- Added `compute_effective_deltas` config setting for `PolymarketDataClientConfig`, reducing snapshot size (`False` by default to maintain current behavior)
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- Added `compute_effective_deltas` config option for `PolymarketDataClientConfig`, reducing snapshot size (`False` by default to maintain current behavior)
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- Added rate limiter for `WebSocketClient` (#1994), thanks @Pushkarm029
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- Added in the money probability field to GreeksData (#1995), thanks @faysou
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- Added `on_signal(signal)` handler for custom signal data
@@ -404,8 +404,8 @@ Released on 7th September 2024 (UTC).
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- Added `OrderBookDeltas` batching support for `ParquetDataCatalog` (use `data_cls` of `OrderBookDeltas` to batch with the same flags method as live adapters)
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- Added `RetryManagerPool` to abstract common retry functionality for all adapters
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- Added `InstrumentClose` functionality for `OrderMatchingEngine`, thanks @limx0
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- Added `BacktestRunConfig.dispose_on_completion` config setting to control post-run disposal behavior for each internal backtest engine (`True` by default to retain current behavior)
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- Added `recv_window_ms` config setting for `BinanceExecClientConfig`
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- Added `BacktestRunConfig.dispose_on_completion` config option to control post-run disposal behavior for each internal backtest engine (`True` by default to retain current behavior)
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- Added `recv_window_ms` config option for `BinanceExecClientConfig`
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- Added `sl_time_in_force` and `tp_time_in_force` parameters to `OrderFactory.bracket(...)` method
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- Added custom `client_order_id` parameters to `OrderFactory` methods
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- Added support for Binance RSA and Ed25519 API key types (#1908), thanks @NextThread
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### Breaking Changes
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- Renamed `heartbeat_interval` to `heartbeat_interval_secs` (more explicitly indicates time units)
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- Moved `heartbeat_interval_secs` config setting to `MessageBusConfig` (the message bus handles external stream processing)
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- Moved `heartbeat_interval_secs` config option to `MessageBusConfig` (the message bus handles external stream processing)
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- Changed `WebSocketClient.send_text(...)` to take `data` as `bytes` rather than `str`
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- Changed `CryptoPerpetual` Arrow schema to include `multiplier` field
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- Changed `CryptoFuture` Arrow schema to include `multiplier` field
@@ -460,9 +460,9 @@ Released on 19th August 2024 (UTC).
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- Changed `VolumeWeightedAveragePrice` calculation formula to use each bars "typical" price (#1842), thanks @evgenii-prusov
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- Changed `OptionsContract` constructor parameter ordering and Arrow schema (consistently group option kind and strike price)
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- Renamed `snapshot_positions_interval` to `snapshot_positions_interval_secs` (more explicitly indicates time units)
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- Moved `snapshot_orders` config setting to `ExecEngineConfig` (can now be used for all environment contexts)
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- Moved `snapshot_positions` config setting to `ExecEngineConfig` (can now be used for all environment contexts)
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- Moved `snapshot_positions_interval_secs` config setting to `ExecEngineConfig` (can now be used for all environment contexts)
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- Moved `snapshot_orders` config option to `ExecEngineConfig` (can now be used for all environment contexts)
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- Moved `snapshot_positions` config option to `ExecEngineConfig` (can now be used for all environment contexts)
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- Moved `snapshot_positions_interval_secs` config option to `ExecEngineConfig` (can now be used for all environment contexts)
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### Fixes
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- Fixed `Position` exception type on duplicate fill (should be `KeyError` to align with the same error for `Order`)
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