All pull requests

Pull requests

• PartialFillExchange: remove a resting order that is filled for exactly its leaves_qty

  #331·rux-eth opened Sep 17, 2026·

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  3

• add event and volume clock sampling tutorial

  #330·Midhilesh4890 opened Sep 14, 2026·

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  1

• fix(py-hftbacktest): eliminate per-event Vec allocation in market depth fusion

  #327·caiyi0616 opened Sep 4, 2026·

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  1

  2

• Add annualized volatility metric

  #326·mameikagou opened Aug 24, 2026·

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  1

  1

• Make L2 exchange response ordering deterministic

  #325·California-a opened Aug 15, 2026·

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  1

• Fix PartialFillExchange exact-qty fills and local partial-fill accounting

  #323·vedjaw opened Aug 1, 2026·

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  2

  2

• fix: take liquidity when an L3 order is modified to a marketable price

  #322·23f3001135 opened Jul 23, 2026·

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  1

• perf: reuse fused depth output buffer

  #321·Magnushst opened Jul 22, 2026·

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  1

• Add FXMacroData collector integration

  #319·roberttidball opened Jul 8, 2026·

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  1

• fix: clear the correct ask range in ROIVectorMarketDepth::clear_depth

  Stale
  #318·23f3001135 opened Jun 23, 2026·

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  1

• Fix backtest modify order quantity

  Stale
  #317·rikkaka opened Jun 15, 2026·

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  1

• Add CryptoHFTData.com orderbook/trades support and full workflow notebook

  #307·hmate9 opened Mar 30, 2026·

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  7