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Releases: tradingexpert/ordersim

ordersim v0.1.3

20 May 11:33
6b030d6

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ordersim v0.1.3 improves release metadata, replay performance, and code organization.

  • Improve default replay throughput by precompiling canonical event streams once and using the C++ batch path during replay advancement while preserving fills and valuation marks.
  • Move valuation mark types and compact mark iteration into ordersim.valuation, keeping public imports stable while making economics easier to read.
  • Broaden README, PyPI metadata, and GitHub topics around order-book replay, latency-aware fill simulation, execution modeling, and market microstructure.

ordersim v0.1.2

15 May 16:42
e6f9e2b

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ordersim v0.1.2 improves the first public landing experience.

  • Add a visual latency demo showing the same strategy taking different fill paths under different entry latency.
  • Sharpen the README first screen around the path from order intent to fill.
  • Update GitHub Actions to current Node 24-era action releases and remove duplicate release-time wheel builds.

ordersim v0.1.1

15 May 15:52
c91d5ee

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ordersim v0.1.1 is a small housekeeping release after the first public publication.

  • Update the README install text so the PyPI project page reflects that ordersim is now published.

ordersim v0.1.0

15 May 15:41
fdf918b

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ordersim v0.1.0 is the first public release.

It includes:

  • an inspectable replay API with full order-intent logs, fill ledgers, equity curves, and deterministic multi-strategy comparison support;
  • queue-aware Python and packaged C++ execution engines, with the C++ engine used by default and shared equivalence fixtures guarding behavior;
  • canonical CSV, Parquet, Databento MBO, and synthetic data sources plus a connector -> Parquet -> replay workflow for repeated research runs;
  • explicit latency models, timezone guidance, assumptions, architecture notes, contributor guidance, release checks, and cross-platform native-wheel validation.

Install with:

pip install ordersim