v0.9.8
Summary
- Many changes to better support various FIX use-cases.
- New low-latency distributed caching of order attributes (mainly
routing_id
). This was done to support various restarts scenarios. - Align gateway flags to download trades. Now supported by Binance, Bybit, Deribit and OKX.
- FIX Bridge and FIX Proxy (load-balancer) now supports dynamic routing based on
strategy_id
. - The SBE market data publisher (multicast) is now fully functional.
- Python bindings to support SBE message re-assembly and decoding.
- All protocol interfaces and implementations moved to the
roq-codec
package. Includes FIX, FlatBuffers, SBE.
Release notes can be found here.