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@dale-wilson dale-wilson released this 22 Feb 22:02
· 59 commits to master since this release
1.2.0
12fb506
  • 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 preliminary STOP LOSS order support.
  • Logging (order book dump) 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.)
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