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v0.6.2

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@pbeets pbeets released this 21 Dec 06:05
04ea3f3

Added

New Sender API Methods

Ticker Plant

  • request_rithmic_system_gateway_info(): Get gateway-specific information
  • request_get_instrument_by_underlying(): Get all instruments for an underlying symbol
  • request_market_data_update_by_underlying(): Subscribe to market data by underlying
  • request_give_tick_size_type_table(): Get tick size table for a tick size type
  • request_product_codes(): Get available product codes for an exchange
  • request_get_volume_at_price(): Get volume profile for a symbol
  • request_auxilliary_reference_data(): Get additional reference data for a symbol
  • request_volume_profile_minute_bars(): Get minute bars with volume profile
  • request_resume_bars(): Resume a truncated bars request
  • request_depth_by_order_snapshot(): Get depth by order snapshot
  • request_depth_by_order_update(): Subscribe to depth by order updates

Order Plant

  • request_login_info(): Get current login session information
  • request_oco_order(): Place OCO (One Cancels Other) order pairs
  • request_link_orders(): Link multiple orders together
  • request_easy_to_borrow_list(): Get easy-to-borrow list for short selling
  • request_modify_order_reference_data(): Update user tag on existing order
  • request_order_session_config(): Get/set order session configuration
  • request_replay_executions(): Replay historical execution data

Repository Plant (Agreements)

  • request_list_unaccepted_agreements(): List agreements not yet accepted
  • request_list_accepted_agreements(): List already accepted agreements
  • request_accept_agreement(): Accept a specific agreement
  • request_show_agreement(): Get full agreement details
  • request_set_rithmic_mrkt_data_self_cert_status(): Set market data self-certification status

API Ergonomics

  • Re-exported RithmicOcoOrderLeg and related OCO order enums from api module
  • Changed RithmicOcoOrderLeg.trigger_price from f64 to Option<f64> since it's only required for stop orders

New Market Data Messages (Ticker Plant)

  • TradeStatistics, QuoteStatistics, IndicatorPrices, EndOfDayPrices
  • MarketMode, OpenInterest, FrontMonthContractUpdate, DepthByOrderEndEvent
  • SymbolMarginRate, OrderPriceLimits

New Order Plant Messages

  • UserAccountUpdate, AccountListUpdates, AccountRmsUpdates

New RithmicMessage Variants

  • ResponseReferenceData, ResponseFrontMonthContract, ResponseTimeBarUpdate
  • ResponseTickBarUpdate, ResponseAccountRmsUpdates

Fixed

  • Clippy warning: use is_multiple_of() instead of modulo check in connection retry logic

Documentation

  • Updated README with dedicated Plants section describing each plant's functionality
  • Improved configuration documentation (environment variables first, builder pattern second)
  • Added reconnection example in Connection Strategies section

See CHANGELOG.md for full details.