Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
11 changes: 11 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,17 @@

All notable public changes to `ordersim` are documented here.

## 0.1.3 - 2026-05-20

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

## 0.1.2 - 2026-05-15

- Added a visual latency demo showing the same strategy taking different fill
Expand Down
2 changes: 1 addition & 1 deletion pyproject.toml
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"

[project]
name = "ordersim"
version = "0.1.2"
version = "0.1.3"
description = "Inspectable execution simulator for order-book replay and latency-aware fill simulation"
readme = "README.md"
requires-python = ">=3.11"
Expand Down
Loading