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Changelog

0.6.1 (2024-04-22)

  • Update: to_list's behavior matches that of to_dict (respects max_depth, if set).
  • Update: resolve build warnings on some compilers.

0.6.0 (2022-10-19)

  • Update: Drop support for python 3.7
  • Feature: to_list method
  • Bugfix: Initialize iterator correctly

0.5.0 (2022-08-23)

  • Bugfix: fix segmentation fault when calculating checksum on empty orderbook
  • Bugfix: fix missing reference decrement
  • Performance: Improvement to marking dirty keys

0.4.3 (2022-05-29)

  • Bugfix: handle scientific notation of small values in Kraken checksum
  • Update: calculate Kraken checksum on order books less than 10 levels deep
  • Bugfix: fix occasional incorrect checksums for OKX, FTX and Bitget

0.4.2 (2022-04-17)

  • Update: OKEx renamed OKX (for checksum validation)
  • Feature: Add support for orderbook checksums with Bitget

0.4.1 (2021-10-12)

  • Bugfix: unnecessary reference counting prevented sorted dictionaries from being deallocated
  • Bugfix: setting ordering on a sorted dict before checking that it was created successfully

0.4.0 (2021-09-16)

  • Feature: changes to code and setup.py to enable compiling on windows
  • Feature: add from_type/to_type kwargs to the to_dict methods, allowing for type conversion when creating the dictionary

0.3.2 (2021-09-04)

  • Bugfix: depth was incorrectly ignored when converting sorteddict to python dict

0.3.1 (2021-09-01)

  • Bugfix: truncate and max_depth not being passed from orderbook to sorteddict object correctly
  • Feature: let checksum_format kwarg be set to None

0.3.0 (2021-07-16)

  • Update classifiers to indicate this projects only supports MacOS/Linux
  • Bugfix: Using less than the minimum number of levels for a checksum with Kraken not raising error correctly
  • Update: add del examples to test code

0.2.1 (2021-03-29)

  • Bugfix: Invalid deallocation of python object

0.2.0 (2021-03-12)

  • Feature: Add branch prediction hints around error handling code
  • Bugfix: Fix regression from adding branch predictors
  • Bugfix: Fix error corner case when iterating twice on an empty dataset
  • Feature: Add contains function for membership test
  • Bugfix: Fix issues around storing L3 data
  • Feature: Enhance testing, add in L3 book test cases

0.1.1 (2021-02-12)

  • Feature: Checksum support for orderbooks
  • Feature: FTX checksum support
  • Feature: Kraken checksum support
  • Feature: OkEX/OKCoin checksum support
  • Perf: Use CRC32 table to improve performance of checksum code

0.1.0 (2021-01-18)

  • Minor: Use enums to make code more readable
  • Bugfix: Add manifest file to ensure headers and changes file are included in sdist builds
  • Feature: Add support for max depth and depth truncation

0.0.2 (2020-12-27)

  • Bugfix: Fix sorted dictionary arg parsing
  • Feature: Coverage report generation for C library
  • Bugfix: Fix reference counting in index method in SortedDict
  • Feature: New unit tests to improve SortedDict coverage
  • Feature: Modularize files
  • Feature: Add ability to set bids/asks to dictionaries via attributes or [ ]
  • Docs: Update README with simple usage example

0.0.1 (2020-12-26)

  • Initial Release