Release Notes
The main thrust of this release is to refine some subtleties relating to order
matching and amendment behavior for improved realism. This involved a fairly substantial refactoring
of `SimulatedExchange` to manage its complexity, and support extending the order types.
The `post_only` flag for LIMIT orders now results in the expected behavior regarding
when a marketable limit order will become a liquidity `TAKER` during order placement
and amendment.
Test coverage was moderately increased.
Breaking Changes
None
Enhancements
- Refactored `SimulatedExchange` order matching and amendment logic
- Added `risk` subpackage to group risk components
Fixes
- `StopLimitOrder` triggering behavior
- All flake8 warnings
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