Changelog¶
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