Changelog¶

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

BREAKING CHANGES:

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

Remove unsupported TimeInForce values for order (GOOD_TILL_CANCEL, GOOD_TILL_CROSSING)

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