What's New
New Features
- QuoteExecuted WebSocket events: New
QuoteExecutedvariant onCommunicationDataenum for quote execution notifications. Previously these were silently dropped on thecommunicationschannel. - UserOrders WebSocket channel: Real-time order update notifications with optional
market_tickersfiltering (requires authentication). - Historical data endpoints: 6 new endpoints for accessing archived markets, candlesticks, fills, and orders beyond the rolling cutoff.
- Fixed-point
_fpfields: Across REST and WebSocket types for precise decimal values without floating-point rounding. - Subaccount support: Extended across orders, RFQs, quotes, fills, settlements, order groups, and balance queries.
- Order group enhancements: New
trigger_order_group(),update_order_group_limit()endpoints and WebSocket lifecycle channel. - Multivariate enrichments: Collection events, associated events, selected-market support for lookups.
- New REST endpoints:
get_api_limits(),get_balance_with_params(),get_order_group_for_subaccount(), and more.
Improvements
- Added
#[serde(default)]toSeriesfields for resilience against API omissions. - Corrected
create_order_groupendpoint path in API docs. - Reduced WebSocket log noise (ping events no longer logged at
infolevel).
Breaking Changes
CommunicationDataenum gained a newQuoteExecutedvariant — exhaustive match arms will need updating.- Version bump from 0.2.0 to 0.3.0.
See CHANGELOG.md for the full list of changes.