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Pull requests list

Add annualized volatility metric
#326 opened Aug 24, 2026 by mameikagou Loading…
1
1
Make L2 exchange response ordering deterministic
#325 opened Aug 15, 2026 by California-a • Draft
1
Fix PartialFillExchange exact-qty fills and local partial-fill accounting
#323 opened Aug 1, 2026 by vedjaw Loading…
2 tasks
2
1
fix: take liquidity when an L3 order is modified to a marketable price
#322 opened Jul 23, 2026 by 23f3001135 Loading…
1
perf: reuse fused depth output buffer
#321 opened Jul 22, 2026 by Magnushst Loading…
1
1
Add FXMacroData collector integration
#319 opened Jul 8, 2026 by roberttidball • Draft
1
fix: clear the correct ask range in ROIVectorMarketDepth::clear_depth
#318 opened Jun 23, 2026 by 23f3001135 Loading…
1
Fix backtest modify order quantity
#317 opened Jun 15, 2026 by rikkaka Loading…
1
fix(docs): Updated link to references in example file Stale
#313 opened May 8, 2026 by Eagle941 Loading…
1
Add CryptoHFTData.com orderbook/trades support and full workflow notebook
#307 opened Mar 30, 2026 by hmate9 Loading…
7
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