v0.2.0

[eeiaao]

This release introduces several infrastructure improvements across the core engine and connectors module.

Within the core flox engine, new abstractions were added, including a generic IWebSocketClient interface, an asynchronous HTTP ITransport, and a low-level OrderTracker for maintaining local order state. The IExecutionTracker interface was extended to capture the full order lifecycle, including submission, acknowledgments, fills, cancels, and rejections. The engine also gained support for differentiating instrument types (spot, futures, options), CPU affinity configuration for performance tuning (thanks to @ErakhtinB), and a new logging system based on lightweight macros (FLOX_INFO, FLOX_WARN, etc.) designed for high-performance environments.

An architectural experiment was conducted to replace virtual interfaces with a concept- and trait-based polymorphism model using Ref handles and custom vtables. This work, described in this article (EN) and this article (RU), was ultimately reverted due to worse performance in benchmarks. Modern compilers were able to better optimize virtual dispatch in this context.

In parallel, the first release of the flox-connectors module was published. It includes a production-ready exchange connector for Bybit with WebSocket-based market data handling (order book and trades), as well as a fully integrated order executor that processes execution events via the private WebSocket channel. Both components are wired into the event bus system and support both live trading and data collection scenarios.

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This discussion was created from the release v0.2.0.