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Changelog

Unreleased

  • Add versioned machine-readable CLI success results and JSON failure diagnostics, plus bounded JSON Lines standard-input spooling and unambiguous completed-journal standard-output pipelines.

  • Publish scenario/journal contract v16 and strategy protocol v14 with typed, dimensioned strategy metrics while retaining string-only metric compatibility through v15 and protocol v13.

  • Add bounded level-two order-book replay with fresh snapshots, contiguous absolute updates, multi-level marketable depth, deterministic passive queue position, and locked-book support.

  • Publish scenario/journal contract v15 and external strategy protocol v13 while preserving v14 and protocol v12 as frozen compatibility contracts.
  • Add causal quote/trade replay with displayed-liquidity capacity, aggressor-qualified passive fills, maker/taker fee attribution, and economic event timestamps.
  • Publish scenario/journal contract v14 and external strategy protocol v12 while preserving v13 and protocol v11 as frozen compatibility contracts.
  • Add conservative next-open and adverse-touch completed-bar execution models with strict fixed spread and linear participation-impact configuration, explicit missing-volume policy, tick-aligned prices, and separate price-component audit attribution.

  • Publish scenario/journal contract v13 and external strategy protocol v11 while preserving v12 and protocol v10 as frozen compatibility contracts.

  • Add exact stock-dividend, rights, and spin-off distributions with explicit basis allocation, fractional rejection or cash-in-lieu policy, destination currency validation, target adjustment, and complete journal attribution.

  • Add stable-identity instrument lifecycle state for halt, resume, identifier/provider remapping, expiration, and delisting with deterministic order cancellation and explicit terminal hold or cash-out policy.
  • Publish scenario/journal contract v12 and external strategy protocol v10 while preserving v11 and protocol v9 as frozen compatibility contracts.
  • Add deterministic trade-date and settlement-date accounting, versioned business-date settlement calendars, settled and unsettled cash and position attribution, explicit settlement buying-power policies, and auditable settlement completion and failure events.
  • Publish scenario/journal contract v11 and external strategy protocol v9 while preserving v10 and protocol v8 as frozen compatibility contracts.
  • Add effective-time borrow availability, signed rates, locate clipping or rejection, recalls, deterministic close-outs, and explicit missing-data behavior.
  • Add effective-time currency credit/debit rates with Actual/365 or Actual/360 day count, simple or daily compounding, deterministic cash-ledger entries, and realized P&L attribution.
  • Publish scenario/journal contract v10 and external strategy protocol v8 while preserving v9 and protocol v7 as frozen compatibility contracts.
  • Added instrument-aware, composable fee schedules with named fixed, notional, and per-unit components; explicit rounding; maker/taker applicability; per-fill minimums and caps; rebates; and deterministic multi-currency conversion.
  • Added signed fee-component attribution to fills, positions, valuations, journals, and external strategy events in scenario/journal contract v9 and strategy protocol v7.

  • Preserved completed-bar configuration v1, scenario/journal v8, and strategy protocol v6 as compatibility contracts.

  • Add explicit GTC, IOC, FOK, DAY, and GTD order lifetimes plus completed-bar stop and stop-limit activation in scenario contract v8 and external strategy protocol v6.

  • Add contract v7 exact per-instrument risk policies, versioned overlapping exposure groups, reservation-aware admission and fill clipping, group diagnostics, and strategy protocol v5.

  • Add contract v6 explicit initial portfolio snapshots with signed cash and positions, accounting history, initial marks and FX, strict risk validation, initial-state auditing, and strategy protocol v4 initialization.

  • Publish strict versioned configuration and machine-readable capabilities for each compiled execution model.
  • Add contract v5 venue calendars with explicit venue and calendar identities, regular and extended trading phases, holidays, early closes, and reducer-independent clock resolution.
  • Protect main with required integration checks and a no-bypass review policy, and make rebase merging the only supported repository merge mode.
  • Establish a security baseline with private reporting guidance, grouped dependency proposals, dependency review, and CodeQL analysis for workflows and Python tooling.
  • Add structured issue and pull-request intake, reviewed planning-label and repository metadata, explicit compatibility guarantees, a pinned required Persistra baseline, and a manual nonrequired latest-head signal.
  • Verify exact canonical journal bytes across locked, dependency-bound, and operating-system CI cells, with safe concurrency cancellation and documented required versus informational gates.
  • Publish one strict documentation site for architecture, versioned contracts, and generated OCaml APIs, with offline topology checks and bounded external-link validation.
  • Define a reproducible release-candidate artifact set with install verification, checksums, SPDX inventory, SLSA provenance, and a manual tag-only signing boundary.

1.0.0 — 2026-08-21

  • Release the deterministic completed-bar execution engine with exact checked arithmetic, causal audit journals, and versioned JSON and JSON Lines contracts.
  • Support portfolio targets, direct orders, partial fills, fees, multi-currency accounting, corporate actions, borrow costs, margin controls, and deterministic liquidation.
  • Add synchronous external strategies through protocol v3 with current-slice callback state and strategy responses applied before matching continues.
  • Provide strict schemas, conformance fixtures, replay validation, and Persistra compatibility checks.