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v0.9.7
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@thraneh thraneh released this 17 Sep 04:34
· 259 commits to master since this release
0.9.7
078ce86

Summary

  • [BREAKING CHANGE] The order_id field (used when client sends order actions) is now 48 bits wide requiring you to use uint64_t.
  • roq-coinbase-pro now authenticates market data subscriptions.
  • roq-cme has been certified.
  • roq-tui to support order management directly from the terminal (useful together with CME's somewhat manual certification process).
  • roq-sbe-publisher to multicast SBE encoded market data.
  • A Risk Management framework including a template implementation (GitHub).
  • A FIX Proxy template implementation demonstrating a client-facing front to the FIX Bridge.
  • Various changes required support more dynamic order routing. (More advanced solutions planned with the following releases.)

Release notes can be found here.

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