Release notes

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What's new

• We have introduced guaranteed delivery of ExecutionReports from the Matching Engine to opted-in consumers (first consumer: MT5 Gateway). Fills and cancels now survive a Matching-Engine ↔ consumer disconnect and process restarts instead of being silently dropped. Opt-in is per consumer via a new GuaranteedDelivery.TargetIds configuration list.

Misc

• We have improved how the MT5 Gateway checks requests while a symbol has no live price. It now uses the last price it received instead of querying the MT5 server, which removes delays to prices, order processing and execution reports during news events. We have added the parameter LastPriceMaxAgeMilliseconds (global and per symbol, default 60000) to set how old that price may be.

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Bug fixes

• We have fixed slippage absorption so the absorbed amount now always reaches the client's price, including with Best Execution and for loss protection on stop losses. Stop-loss and limit orders confirmed at their requested price are dealt at exactly that price, and absorption no longer takes a client's price improvement a second time when positive slippage is already capped.
• We have fixed an issue where a hedged order filled in several parts could be given MT5 deals that did not add up to the requested volume. Every fill, and any unfilled remainder at expiry or cancellation, now accounts for the order's full volume.

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Misc

• We have introduced a new "Price source" log entry for every filled trade on MT4 and MT5. It identifies the account, the order and the originating order, and lists each individual price adjustment applied to the trade
  together with its value, so a client price can be explained without reconstructing it by hand.

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Bug fixes

• We have fixed an issue where accounts using a partial Hedging Multiplier could have slightly less volume sent to the A-book than configured. For example, a 0.30 lot GOLD trade at a 70% Hedging Multiplier allocated 0.20 lots to the A-book instead of 0.21. Allocation is now exact for every Hedging Multiplier and volume.

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What's new

• We have introduced propagation of the trading account and group from the MT4 Bridge and the MT5 Gateway, so orders opened on MT4/MT5 now carry the client's login and group through to the liquidity provider.
• We have added the ability to configure execution volume bands (price-band markup) per client country: the ExecutionPriceBands parameter now accepts a #Country qualifier, applied at execution time with priority account > country > group.

Misc

• We have changed the behaviour of the ThrottleBypass parameter: setting it to 0 now disables the throttle bypass. Previously 0 meant "bypass the throttle on any price change", which effectively disabled throttling instead. To keep the bypass active, set a positive number of points.

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Bug fixes

• We have corrected the handling of text values that exactly fill their allotted storage — logins, symbol names, comments, group and account names, and MT server names. Such a value could previously lose its final character, or be stored differently, depending on which platform the component was running on. These values are now stored complete and identically everywhere.

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What's new

• We have added a new parameter EnforceSupportedFillTypes (default: true) which controls whether the MT5 Gateway rejects an order whose filling type is not permitted by the MT5 group or symbol settings. Setting it to false lets
  those orders through, and it can be applied globally or to an individual symbol.

•  We have fixed a race in the MT5 Gateway where slippage absorption rules could log spurious Price::operator- errors and silently skip absorption while a liquidity provider's top-of-book was being updated.

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Bug fixes

• We have fixed an issue where changing or removing the global ThrottleBypass and ThrottlingInterval settings had no effect until the gateway was restarted. These settings now apply immediately, so market data throttling can be adjusted without downtime.
• We have fixed slippage absorption so that it correctly applies to Stop-Loss, Take-Profit and Pending order triggers on B-book trades, and so that it works as expected on symbols with a contract size other than 1 (e.g. XAUUSD, indices).

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Misc

• small logging changes 

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Bug fixes

• We have fixed an issue where a price level could remain stuck in the MT5 order book after a symbol configuration change, leaving a stale bid or ask visible to clients even though it no longer existed in the market. The affected symbol now rebuilds its book correctly instead of requiring a restart to clear.

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Bug fixes

• We have improved MT gateway resilience so that a symbol's price stream to MT5 recovers automatically after the gateway briefly loses and re-establishes its matching-engine connection, instead of staying stuck until a gateway restart.

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Misc

• We have added a per-symbol diagnostic parameter, DebugPricing, that lets support log the exact order-book price updates the MT5 gateway sends to the MT5 server, to speed up investigation of pricing issues.

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Misc

• We have introduced Prometheus thread metrics for MT5Gateway plugin. Component now collects per-thread latency histograms, memory usage gauges, and a component-level last_update timestamp, exposing them via the heartbeat response to the Configuration API every 5 seconds.

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What's new

• We have introduced Virtual Groups — a new configuration concept that allows grouping individual accounts and native MT group patterns into named collections (e.g., @@VG_PREMIUM). Virtual Groups can be used in all existing group pattern fields across execution delay, hedging multiplier, slippage absorption, included/excluded groups, manual hedging, and virtual liquidity pool configurations, enabling flexible account targeting without restructuring native MT groups.
•  We have introduced an optional per-symbol setting that, when enabled, aggregates a partially-filled order's individual fills into a single volume-weighted execution before notifying the trading platform, instead of sending one notification per partial fill. 

Bug fixes

• We have also corrected the applied-markup calculation so it is accurate for orders filled in fractional-lot pieces.

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What's new

• We have added ability to add multiple logins when setting up hedging

Bug fixes

• We have fixed an issue with MaxSpread when execution is happening on different pool from a pricing one

Misc

• We have added diagnostic functionality

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What's new

• We have extended the ApplyMinSpreadToTrades and ApplyMaxSpreadToTrades symbol parameters to support per-account and per-group overrides.
• We have added a new per-symbol parameter ThrottleBypass (in points) for MT5 Gateway and MT4 Bridge.

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Misc

• We have changed default order type from FOK to IOC for Stop loss, Take profit, Pending orders, Stop outs

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Bug fixes

• We have fixed an issue were quotes with large volume were filtered out, possibly stopping price updates

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Misc

• Reduced number of worker threads
• tick updates are being done in different threads (same number as worker threads)

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Bug fixes

• We have fixed an issue were a tick from lower layers could appear as top of book

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Misc

• We have added ability to match abook orders for infinite sizes

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Bug fixes

• We have fixed a regression where markups stopped being reported

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Misc

• We have made a change where Pending order cancelations are always processed immediatelly

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What's new

• We have released "Conditional hedging" functionality

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Bug fixes

•  We have introduced new way of handling close by orders

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What's new

• Passing real OrderRejectReason from LP

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Bug fixes

• We have fixed an issue where we were trying to access unitialised ApiData cell

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Bug fixes

• We have fixed an issue where slippage absorbtion configuration changes were not saved