Improvement
- [NETCMEFAST-321] - Speed up book re-synchronization when SecurityID filtering is activated
- [NETCMEFAST-319] - Speed up security definitions re-synchronization when SecurityID filtering is activated
- [NETCMEFAST-318] - Filters like SecurityIDFilter can be added during normal work
- [NETCMEFAST-317] - Filtered descriptions should be purged after security definitions receiving complete
- [NETCMEFAST-314] - If there is a filter for security id and all snapshots for specified securities received, book re-synchronization can be finished, even if not all snapshots received.
- [NETCMEFAST-311] - Process security definition while replaying cached incrementals even if it was oudated
New Feature
- [NETCMEFAST-320] - Ability to define order book depths for the instruments whose definitions were not previously received.
- [NETCMEFAST-303] - Add support of tag 1300 MarketSegmentID and tag 1003 TradeID
Bug
- [NETCMEFAST-312] - Use instrument id instead of message SeqNum to determine if book re-synchronization was finished.