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v0.9.3
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@thraneh thraneh released this 19 Mar 12:16
· 285 commits to master since this release
0.9.3
4d6cdd5

Summary

  • Support drop-copy clients
  • Capture trades from orders originating outside the Roq gateways
  • New field to distinguish exchange time (aka transaction time) from exchange sending time
  • CME's (SBE) TradeSummary now also publish MarketByOrder updates (to better track matched orders vs changed quantity)
  • Preliminary support for Binance's new WebSocket API

Release notes can be found here.

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