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| Name | Modified | Size | Downloads / Week |
|---|---|---|---|
| Parent folder | |||
| 0.5.0.tar.gz | 2020-05-16 | 203.5 kB | |
| 0.5.0.zip | 2020-05-16 | 322.2 kB | |
| README.md | 2020-05-16 | 957 Bytes | |
| Totals: 3 Items | 526.7 kB | 0 | |
- new order type Fill-Or-Kill with budget cap;
- add reduce (partial cancel) command, cancel event renamed to reduce event;
- rejection events comes only with SUCCESS result, for non-successful result means implicit rejection.
- remove fast order book and buckets implementations, remove IOrdersBucket interface;
- attach trades in ascending order (not reversed as it was previously);
- allow matching with own orders;
- improved RiskEngine performance on big volumes;
- new integration tests for trades and rejections;
- new configuration options - turn off risk control, commands-group collecting duration;
- fix SimpleEventsProcessor (incorrect reject processing);
- test commands generation improvements: detach pre-fill commands list, change test data sizes, longer tail for symbols distribution, improved test data generation correctness (separated pre-fill phase, stick to required number of command, fix order book size calculation);