Release notes

Releases summary

What's new

• We have added a new risk management report: Markouts Report
  • Note:  The report is in testing status. Please contact Your Bourse's support team to enable the  report for your organisation.
    
    
    
    
    
    
• We have added the ability to see and compare prices from different Takers and Liquidity Providers on the same graph using our unified Ticks Comparison Report.
  
  
  
  
• Breaking Change API endpoints for top-of-book were renamed to maker , i.e.
  • POST /api/v1/report/top-of-book/aggregated -> POST /api/v1/report/ticks/maker/aggregated
  • POST /api/v1/report/top-of-book/raw -> POST /api/v1/report/ticks/maker/raw
  • POST /api/v1/report/top-of-book/time-series -> POST /api/v1/report/ticks/time-series.
  • The payload was changed to be maker/taker agnostic.

---

What's new

• We've introduced two new parameters: MinSpread and MaxSpread, which can be configured with FIX session profiles.
• We've introduced new API endpoints to manage Min/Max Spread parameters:
  • POST /api/v1/config/fix-session-set/profile/parameter/min-spread
  • DELETE /api/v1/config/fix-session-set/profile/parameter/min-spread
  • POST /api/v1/config/fix-session-set/profile/parameter/min-spread/reset
  • POST /api/v1/config/fix-session-set/profile/parameter/max-spread
  • DELETE /api/v1/config/fix-session-set/profile/parameter/max-spread
  • POST /api/v1/config/fix-session-set/profile/parameter/max-spread/reset

• We've added the ability to filter by FIX session symbols and sources in FIX session set profiles.

• We've added the ability to configure negative markups using Volume-Based Markup parameters in MT4 Bridge/MT5 Gateway and FIX session set profiles.

Misc

• We've changed the format of the error message for invalid symbol source during FIX session profile import to be more user-friendly.

---

Bug fixes

• Not finding symbol configs

---

Misc

• Log how the client price was formed

---

What's new

• Added denormalised trade blotter support

---

Misc

• Saving artifacts to help with crash investigations

---

Misc

• Saving artifacts to help with crash investigations

---

Misc

• Saving artifacts to help with crash investigations

---

Bug fixes

• We fixed an issue with hedging when using the account / country / comment / symbol combination.