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CHANGELOG.md

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Release Notes

0.7.0 (2017-08-23)

  • Improve Parity Matching Engine performance
  • Check quantity on order entry in Parity Trading System
  • Use direct byte buffer
  • Check price on order entry in Parity Trading System
  • Upgrade to fastutil 8.1.0
  • Remove market order support from Parity Matching Engine
  • Remove Broken Trade message from POE protocol
  • Remove Broken Trade message from PMD protocol
  • Make price and size configurable per instrument in Parity File Formats
  • Remove Seconds message from PMD protocol
  • Remove Order Deleted message from PMD protocol
  • Add Version message to PMR protocol
  • Rename Order message to Order Entered message in PMR protocol
  • Add Order Added message to PMR protocol
  • Rename Cancel message to Order Canceled message in PMR protocol
  • Clean up Trade message in PMR protocol
  • Update price and quantity to 64 bits in POE protocol
  • Update price and quantity to 64 bits in PMD protocol
  • Update price and quantity to 64 bits in PMR protocol
  • Update price and quantity representation in POE protocol
  • Update price and quantity representation in PMD protocol
  • Update price and quantity representation in PMR protocol
  • Handle market data before order entry in Parity Trading System
  • Make price and size format configurable in Parity Terminal Client
  • Make price and size format configurable in Parity FIX Gateway
  • Make price and size format configurable in Parity Trade Reporter
  • Make price and size format configurable in Parity Stock Ticker
  • Replace FOO with AAPL in example configuration files
  • Replace BAR with ETH-BTC in example configuration files
  • Replace BAZ with EUR-USD in example configuration files
  • Improve FIX gateway performance
  • Update POE protocol to version 2
  • Update PMD protocol to version 2
  • Update PMR protocol to version 2

0.6.0 (2017-01-20)

  • Make FIX acceptor address configurable in Parity FIX Gateway
  • Make order entry server address configurable in Parity Trading System
  • Provide two example configuration files for Parity Trade Reporter
  • Remove Parity Top of Book
  • Add Parity Order Book
  • Update example configuration files
  • Improve Parity Matching Engine performance
  • Add configuration for TAQ file format in Parity File Formats
  • Simplify Parity Stock Ticker usage
  • Fix pending cancel status in Parity FIX Gateway
  • Make market data request server address configurable in Parity Trading System
  • Make market reporting request server address configurable in Parity Trading System
  • Remove Nassau dependency from Parity Utilities
  • Remove Config dependency from Parity Utilities
  • Improve Parity Network Protocols performance
  • Improve Parity FIX Gateway performance
  • Improve Parity Trading System performance
  • Upgrade to fastutil 7.0.13
  • Improve project structure
  • Improve documentation
  • Add portfolio script for Parity Trade Reporter
  • Upgrade to Nassau 0.13.0

0.5.0 (2016-07-04)

  • Upgrade to Philadelphia 0.4.0
  • Fix order cancellation in Parity FIX Gateway
  • Improve Parity Top of Book performance
  • Rename order accessor in Parity Top of Book
  • Provide two example configuration files for Parity Stock Ticker
  • Add BinaryFILE reader
  • Add BinaryFILE support to Parity Stock Ticker
  • Clean up Parity Matching Engine Performance Test
  • Add Parity Top of Book Performance Test
  • Upgrade to Foundation 0.2.0

0.4.0 (2016-04-24)

  • Add FIX protocol
  • Add Parity FIX Gateway
  • Fix PMD reference implementation
  • Fix order cancellation in Parity Trading System
  • Upgrade to Nassau 0.9.0
  • Add support for order modification to Parity Top of Book
  • Move to com.paritytrading namespace

0.3.0 (2015-12-25)

  • Improve network protocol performance
  • Upgrade to Nassau 0.6.0
  • Improve MoldUDP64 client interface
  • Fix PMR reference implementation
  • Add cancel message to PMR protocol
  • Add SoupBinTCP client
  • Add SoupBinTCP support to Parity Stock Ticker
  • Add SoupBinTCP support to Parity Trade Reporter
  • Improve market data configuration in Parity Trading System
  • Improve market reporting configuration in Parity Trading System

0.2.0 (2015-06-07)

  • Upgrade to Java 8
  • Add PMR protocol
  • Add support for login to Parity Terminal Client
  • Add Parity Trade Reporter
  • Add support for execution with price to Parity Top of Book
  • Add support for accessing orders to Parity Top of Book
  • Add TAQ file format
  • Add support for TAQ file format to Parity Stock Ticker
  • Add support for setting multicast interface by name to Parity Stock Ticker
  • Add support for running multiple instances of Parity Stock Ticker on one host
  • Improve API documentation for Parity Matching Engine
  • Improve API documentation for Parity Network Protocols
  • Improve API documentation for Parity Top Of Book

0.1.0 (2015-01-06)

  • Initial release