********* Changelog ********* v0.3.11 - October 16 2024. =========================== - Performance optimization: Add http connection reuse v0.3.10 - October 15 2024. =========================== - Add new `TimeInForce` enum values: `ON_OPEN`, `ON_CLOSE`, `IOC`, `FOK` v0.3.9 - July 17 2024. ============================= - Add `trade_id` field to `AccountTrade` model - Add `rho` value to `Quote` model - Mark all options related fields in `Quote` model as optional v0.3.8 - May 9 2024. ============================= - Add `client_order_id` order field - ability to specify client order id with an order - Add `tag` order field - ability to specify comment with an order - Add new trading client method - `get_order_details_by_client_order_id` - Add new market data method - `get_option_series` - Add new market data method - `get_option_chain` v0.3.7 - February 12 2024. ============================= - Add util method `lime_trader.utils.date_utils.datetime_to_milliseconds` v0.3.6 - February 9 2024. ============================= - Make `stop_price` optional in `lime_trader.models.trading.OrderDetails` v0.3.5 - November 17 2023. =========================== - New API method - Get account routes - fetches the list of available routes for an account to use in Place order method. - New time-in-force value - 'ext' - Extended hours. - Strategy support in Get account positions method - Removed PENDING_REPLACE and EXPIRED order statuses, added SUSPENDED order status v0.3.4 - November 3 2023. =========================== - Remove market data feed BREAKING CHANGES: - Market data feed is not available anymore v0.3.3 - September 5 2023. =========================== - Remove `comment` and `stop_price` parameters from `lime_trader.models.trading.Order` - Remove unsupported order types `STOP`, `STOP_LIMIT`, `MARKET_ON_CLOSE` and `LIMIT_ON_CLOSE` from `lime_trader.models.trading.OrderType` - Remove unsupported trade side values `SELL_SHORT` and `BUY_TO_COVER` from `lime_trader.models.accounts.TradeSide` BREAKING CHANGES: - If you use any of the above classes make sure you are not using one of the removed attributes v0.3.2 - July 12 2023. ======================== - Remove unsupported TimeInForce values for order (GOOD_TILL_CANCEL, GOOD_TILL_CROSSING) v0.3.1 - June 28 2023. ======================== - Fix `ApiError` `__repr__` method. Modify it to return `str` instead of `Error` v0.3.0 - June 15 2023. ======================== - Add option specific parameters to quote - implied_volatility: Decimal - theoretical_price: Decimal - delta: Decimal - gamma: Decimal - theta: Decimal - vega: Decimal - Add request timeout option to API clients - Handle network transport errors and raise `ApiError` with `code="transport_error"` instead of throwing `httpx` exceptions to abstract communication errors - Use datetime.datetime for `date` field in `Quote` model instead of int - Fix `stream_market_data_feed` method for `AsyncMarketDataClient` (POSSIBLY) BREAKING CHANGES: - If you used `date` field in `lime_trader.models.market.Quote` object you will need to update your code as type was changed from `int` to `datetime.datetime` v0.2.0 - April 19 2023. ======================== * Initial version