Changelog¶

Written at each release by scripts/release.sh from Conventional Commits; not edited by hand.

v0.2.0 (2026-10-12)¶

Features¶

bybit: add the bybit adapter, linear and spot (#58) (b66223f)
testkit: check a market order never leaves a remainder working (#51) (f87f1af)
paper: keep recorded depth and open interest for a set window (#47) (65c4a10)
deribit: keep recorded depth and open interest for a set window (#46) (51ec8cc)
paper: record and serve deribit's order-book depth (#44) (0d6fe06)
deribit: record and serve the order book's ten best levels (#43) (28a05d8)
host: serve order-book depth as a declared capability (#42) (2c959ef)
paper: serve deribit's tape and liquidations (#41) (1888c34)
deribit: serve the public tape and its liquidations (#40) (5cf6d78)
host: serve the public tape and liquidations by contract (#39) (2ef98e4)
paper: declare option marks from deribit's option tickers (#36) (88d2750)
deribit: declare option marks, carried on every option ticker (#35) (3af6ddb)
api: declare option marks, the mark iv and forward on quotes (#34) (835a582)
paper: serve deribit's open interest as it is recorded (#33) (6af5229)
deribit: record and serve open interest from the ticker (#32) (e3d9a9c)
host: serve open interest as a declared capability (#31) (6443341)
paper: serve deribit's mark and index history (#30) (b7726a1)
deribit: serve mark and index history from the trade tape (#29) (8363c01)
host: serve mark and index history as the mark_prices capability (#28) (0cc12fc)
deribit: settle expired futures and options from their history (#26) (9fa0d74)
paper: charge held perpetuals deribit's published funding (#22) (e56163f)
deribit: report funding and funding rates, refuse unlisted codes (#21) (1bc29ed)
host: declare adapter capabilities and carry perpetual funding (#13) (4cfd216)
wire: carry the venue's fee index on quotes (#12) (dd9525e)

Fixes¶

host: send kill switch changes on the event stream (#57) (9b728e8)
deribit: cancel a market order's remainder, never let it rest (#52) (a5196e7)
deribit: leave inactive contracts out of the listing (#38) (fe213e5)
host: close stream and order listing gaps from the audit (#25) (130450c)
host: make positions/close idempotent on a client order id (#24) (f8ace6e)
host: look up unrecorded submits at the venue on a new journal (#23) (c6a8dce)
host: stop refreshing quotes while the adapter's feed is down (#16) (ffbd44c)
host: apply kill switch changes atomically, never print tokens (#17) (dd21980)
host: reconcile venue history from the last full run (#15) (86e777a)
host: keep order states forward and resolve lost submits safely (#14) (7788b4a)

v0.1.0 (2026-10-01)¶

Features¶

host: tell clients each position change (c9ef3ef)
host: serve order changes and position closes (dbe7f06)
deribit: build bars of any day-dividing window from deribit klines (891e283)
host: keep expired dated contracts listed for 30 days and serve one by code (44336a6)
deribit: add the deribit adapter, passing the contract suite on testnet (c6cdd40)
deribit: map deribit orders, trades and positions onto adapter-api (8dcbd1b)
deribit: add the private api client over the shared socket (029ab94)
pass venue credentials to adapters as one login and secret pair (dc2cb66)
testkit: add the adapter contract suite and run it on paper (6136077)
app: gateway entry point with plugin adapter loading (d190da0)
paper: paper adapter on deribit public data with settlement (797f253)
paper: paper venue matching and netting ledger (d5d63b6)
deribit: public ticker stream with resubscribe on reconnect (fe7d203)
deribit: public client with exact decimal parsing (58827a4)
host: quote hub with refresh and closed bars (82536a1)
host: reconciler that heals the journal against the venue (efd423f)
host: vgp server with auth, orders, deals, kill switch and stream (fdff8e4)
host: idempotent order desk with write-ahead and kill switch (651e4e1)
host: exact mapping between the wire and neutral orders (b9d95db)
host: sqlite event journal with replay and dedupe (2b32ef1)
api: vgp wire model and the venue adapter interface (0a505f4)

Fixes¶

host: tell positions even when settlement history fails (ff35b4e)
host: settle a working order that ended at the venue while away (8926bf1)
host: resolve a lost order from its fills when the venue forgot it (1821751)
paper: renew the quote subscription so new expiries are quoted (a8599da)
host: ask the adapter for one page of bars at a time (e13bc4e)
deribit: fetch klines in spans under deribit's silent 5001 cap (068a4a6)
host: journal an order state once when desk and push race (932539b)
deribit: read the account summary as deribit sends it unextended (990c36e)
host: drop orders and fills the gateway never placed (06acf6b)
paper: acknowledge and save an order left working on arrival (abe08a2)
paper: list deribit linear contracts in coins (f08e722)