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