Changes to the SDK, listed in the style of keepachangelog.
Updated dependencies
- Fix leak of OkHttp Response object
- Clarify that retries are primarily automatic by OkHttp, not this library
- Updated dependencies
- Fix LCH margin detail in response following change to CCP class
- Updated dependencies
- Converted the CCP Enum into a Ccp class, allowing the client to specify CCPs that are not defined on the SDK.
- Exposed additional CCPs and methodologies in the CCP class
- Updated dependencies
- Added a mechanism to create a PortfolioDataFile instance from a Strata bean
- Updated dependencies
- Added a
portfolioOwnerCodeoptional field to the MarginCalcRequest
- Updated dependencies
- Return bucketed delta/gamma by curve at the portfolio level
- Fix what-if result object to return combined and delta margin in correct fields
- Support for CDSClear Margin request
- Updated dependencies
- Support for user-requested network retries, in case of failures
- Periods were not being sent correctly to the server in some cases
- Major enhancement to the API for new functionality
- All users get a standardized breakdown of the margin number
- Callers with the right permissions can now request margin detail and trade valuations
- The existing
MarginCalcRequestTypehas been replaced withSet<MarginCalcType>(but with backwards compatibility retained via deprecations)
- The asynchronous margin calculation methods were rewritten
- If an interrupt happens while blocked, the interrupt flag will now be set
- The SDK packages are restructured to a design suitable for the long term