rust-v0.5.0

feat: Implement a unified connector using Iceoryx2.
fix: Address unchecked bounds when clearing market depth in ROIVecMarketDepth.

py-v2.1.1

feat: Experimental live feature.
fix: Address unchecked bounds when clearing market depth in ROIVecMarketDepth.
fix: Check Tardis schema in the data utility.
chore: Upgrade NumPy to version 2.

rust-v0.4.0

docs: fix the docstring.

py-v2.1.0

docs: fix the docstring.

py-v2.0.0

docs: fix the broken link.

rust-v0.3.2

docs: update the tutorials.

py-v2.0.0rc1

docs: update the tutorials.

Rust-v0.3.1

A significant amount of refactoring has been done. Many backtesting APIs are now stabilized. One major change is the unification of L2 and L3 events to provide more streamlined APIs. Unfortunately, this induces changes to the data file structure, requiring raw data to be processed into normalized data again. Please see the Data Preparation for the conversion.

Thanks to
@ian-wazowski
@roykim98
@d23rojew
@WannabeBotter
@dogfood1

py-2.0.0rc0

Based on Rust-v0.3.1

v1.8.4

Fixed
Fixed missing parenthesis in stat.

Improved
Reduced the memory usage in the data conversion utils.