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RELEASE_NOTES.md

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RELEASE NOTES

Release [TODO: release number] [TODO: release date]

  • Reserved for future use

Release 1.2.0 [TODO: release date]

  • Add version number information to source (liquibook::Version class).
  • Create manual order entry example/test program (mt_order_entry)
  • Order book knows and uses current market price.
  • Repair Market order handling. Market orders can trade with each other at market price.
  • Add STOP LOSS order support.
  • Add batch files to run tests. (pt_run and ut_run) [WINDOWS]
  • Logging can be directed to any ostream.
  • Order book is aware of the symbol it is managing.
  • Optional: Order is aware of its own conditions (AON, IOC).
    • #define LIQUIBOOK_ORDER_KNOWS_CONDITIONS to enable.
  • Source code reorganization.
    • Separate files for (some) separate classes.
    • Hide (some) implementation details (may be a breaking change if anyone was depending on them.)

Release 1.1.1 January 18, 2017

  • Fixed the winenv.bat file to do a more comprehensive job of setting up the windows environment.
  • Added mpc.bat batch file to run mpc.
  • Add winenv_clear.bat batch file to undo the results of winenv.bat so it can be re-run with different environment settings.
  • Added a Windows-only replacements for the *nix functions clock_gettime() and sleep()
  • Added asio_safe_include.h to include ASIO on windows without nasty error messages.
  • Updated .gitignore to be windows/visual studio aware.
  • Disabled examples and QuickFAST dependancies in the .features file (by default).
  • Partial fixes for warnings on 64 bit builds.
  • Partial fixes for warnings about testing non-boolean values in if statements etc.

Release 1.1.0 July 6, 2013

  • Added release notes.
  • Added example depth_feed_publisher.
  • Added DepthOrderBook, so depth tracking can be part of core of liquibook.
  • Implemented generic callback handling, now subclasses may not need to implement.
  • Added BboListener, to receive callbacks for top of book events only.
  • Added TradeListener, to receive trade callbacks.
  • Changed OrderBookListener template param from OrderPtr to OrderBook.
  • Fixed some edge case order book callback crashes.

Release 1.0.0 March 19, 2013

  • Initial commit in OCI GitHub repository.