- Reserved for future use
- 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.)
- 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.
- 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.
- Initial commit in OCI GitHub repository.