• new order type Fill-Or-Kill with budget cap;
• add reduce (partial cancel) command, cancel event renamed to reduce event;
• rejection events comes only with SUCCESS result, for non-successful result means implicit rejection.
• remove fast order book and buckets implementations, remove IOrdersBucket interface;
• attach trades in ascending order (not reversed as it was previously);
• allow matching with own orders;
• improved RiskEngine performance on big volumes;
• new integration tests for trades and rejections;
• new configuration options - turn off risk control, commands-group collecting duration;
• fix SimpleEventsProcessor (incorrect reject processing);
• test commands generation improvements: detach pre-fill commands list, change test data sizes, longer tail for symbols distribution, improved test data generation correctness (separated pre-fill phase, stick to required number of command, fix order book size calculation);