Release notes

This page is the source of truth for troy release notes. Each section below maps to a tagged release on GitHub. When a new tag is pushed, the matching section is extracted by .github/workflows/release.yml and published as the GitHub Release body.

Keep entries compact: grouped bullets under Fixed, Added, Changed and Removed, one bullet per change, one or two lines each. Say what changed and what a caller does about it. Reasoning belongs in the code, beside the thing it explains.

v0.1.3

Square roots, and a rounding strategy on the operations that round.

Added

• Dec::sqrt, Dec::checked_sqrt and Dec::sqrt_approx. sqrt rounds half away from zero at Dec::SCALE and is the one operation here that cannot overflow: the largest root the range holds is about 1.3e10, so a negative value and NaN are its only failures, which is what checked_sqrt reports as None. sqrt_approx goes through f64 for about three times the speed, accurate to the double’s sixteen significant digits rather than to the last place; take it where a root feeds a comparison, not where two of them are tested equal.
• RoundingStrategy, taken by Dec::round_dp_with and Dec::round_to_step_with: MidpointAwayFromZero, MidpointNearestEven, ToZero, AwayFromZero, ToNegativeInfinity and ToPositiveInfinity. Pass one where the direction is the exchange’s rather than yours: ToZero for a quantity filter, the infinity pair for a bid or ask pinned to a tick, MidpointNearestEven where many rounded values are summed. It derives Default as MidpointAwayFromZero and serialises under the serde feature, so a per-instrument policy stores and restores with the instrument.

Changed

• round_dp and round_to_step are unchanged, and are now defined as the MidpointAwayFromZero case of their _with counterparts. floor, ceil and trunc are the dp 0 cases of the three directed strategies, and say so in their docs.
• The arithmetic benchmark is now dec and carries the roots alongside the arithmetic, so cargo bench --bench arithmetic is cargo bench --bench dec. make bench is unchanged. docs/bench-data.json is re-measured, and the site’s front page hands off to a Dec page for the per-operation numbers.
• The readme says who writes this crate: every line generated by an AI agent under the review of high frequency trading practitioners, and what a contribution has to clear before it lands.

v0.1.2

Added

• The market types serialise under the serde feature: PriceAmount, OrderBookSide, OrderBook, OrderBookTop and OrderBookDiff. A book snapshot now round trips whole, where before only Dec did.
• OrderBook::is_consistent — every level valid, each side ordered the way its slot requires, no price held twice, and a spread above zero. A book built through set holds this by construction, so check it on one that arrived another way: deserialised from a snapshot, or assembled by hand.
• Display honours the format spec. A precision rounds to exactly that many places, halves away from zero, padded with zeros past Dec::SCALE; width, fill, alignment, 0 and + behave as they do on the built-in numeric types. Bare {} is unchanged, and still compiles to what it did before. The rounding runs on the digits rather than through a Dec, so a carry out of the range still renders: format!("{:.0}", Dec::MAX) is 170141183460469231732, a number Dec cannot hold and round_dp answers with Dec::NAN.
• A benchmark and docs site at https://troy.quantmind.com, carrying the full benchmark set, the order book numbers, the digit and depth sweeps and the design docs. make site builds it, make site-dev serves it locally.

Removed

• make bench-page, which rendered a single page from the snapshot. make site builds the whole site instead.

v0.1.1

Fixed

• Parser reported Overflow for text carrying more significant digits than a u128 holds, even for values well inside the range: 1.0 written with 43 decimal places, or a float printed as its exact expansion. Surplus digits now round the last one kept instead of failing the parse.

Added

• OrderBook::imbalance — (bid - ask) / (bid + ask) at the touch, in [-1, 1].
• OrderBook::range_imbalance(from, to) — the same over a half open band of levels. An empty or inverted band reads None, not zero.
• tests/fuzz.rs — proptest properties over Dec; make rs-fuzz sweeps wider.
• tests/fuzz_book.rs — capped-book invariants at 10, 50, 100 and 200 levels.
• benches/orderbook.rs — book operations by depth; make bench runs it.

Changed

• OrderBookSide drops its running total_amount. amount_mean and amount_std_dev sum on demand, trim becomes a truncate, and a non-finite amount can no longer poison a side for good.

v0.1.0

First release: Dec, a fixed-scale decimal backed by an i128 with Dec::SCALE decimal places, with parsing, formatting, arithmetic, rounding, and optional serde and rust_decimal support.

Arithmetic is exact over a symmetric finite range of roughly +/-1.7e20. Anything leaving it becomes Dec::NAN, which propagates through every later operation so the fault reaches the boundary where Dec::is_finite is checked, rather than being clamped to a plausible number or raised as a panic on a hot path. The ordering stays total, so Dec remains usable as a map key and in a sorted book. See the design module for the reasoning.