v1.0.8

Summary

This is a major release.

There is now support for auto-generating time-series live market data events and historical event-logs.
There is now support for subscribing and downloading time-series from exchanges.
Trades (fills) can now be enriched by the gateways with cash adjustments allowing the position manage to track FX-style positions.
Trades (fills) now include a P&L "cost" allowing the Position Manager to aggregate total "costs" which can be used to estimate P&L. (Note! Although it could be done, this is not yet proper FIFO accounting.)
The SBE Publisher has now been open-sourced.

Release notes can be found here.

This is a major release.

There is now support for auto-generating time-series live market data events and historical event-logs.
There is now support for subscribing and downloading time-series from exchanges.
Trades (fills) can now be enriched by the gateways with cash adjustments allowing the position manage to track FX-style positions.
Trades (fills) now include a P&L "cost" allowing the Position Manager to aggregate total "costs" which can be used to estimate P&L. (Note! Although it could be done, this is not yet proper FIFO accounting.)
The SBE Publisher has now been open-sourced.

Release notes can be found here.