2021-04-21
Improvements:
- #3341 - Add logging for transactions rejected for having no accounts
- #3339 - Reimplement amending LPs not to be cancel and replace
- #3371 - Optimise calculation of cumulative price levels
- #3339 - Reuse LP orders IDs when they are re-created
- #3385 - Track the time spent in auction via Prometheus metrics
- #3376 - Implement a simple benchmarking framework for the core trading
- #3371 - Optimize indicative price and volume calculation
Fixes:
- #3356 - Auctions are extended if exiting auction would leave either side of the book empty
- #3348 - Correctly set time when liquidity engine is created
- #3321 - Fix bond account use on LP submission
- #3369 - Reimplement amending LPs not to be cancel and replace
- #3358 - Improve event bus stability
- #3363 - Fix behaviour when leaving auctions
- #3321 - Do not slash bond accounts on LP submission
- #3350 - Fix equity like share in the market data
- #3363 - Ensure leaving an auction cannot trigger another auction / auction leave
- #3369 - Fix LP order deployments
- #3366 - Set the fee paid in uncrossing auction trades
- #3364 - Improve / fix positions tracking
- #3358 - Fix event bus by deep cloning all messages
- #3374 - Check trades in integration tests