Changelog

Cancel-lifecycle correctness patch on v0.2.7. A cancel the venue refused used to leave the order at PendingCancel with nothing able to clear it — is_order_done() never became True and a loop waiting for the order to settle waited forever. The status now rolls back to the order's real live state, each cancel attempt carries its own ClOrdID, and the client can ask the venue what it actually thinks via OrderStatusRequest (35=H). Drop-in from v0.2.7 — no public signature changed; one wire-visible change to the cancel ClOrdID format (see Migration).

is_terminal, status = client.cancel_order(cl_ord_id, timeout=2.0)
# status is the order's real live state — never a stranded "PendingCancel"

rej = client.get_last_cancel_reject(cl_ord_id)
if rej:
    # {"code": "1", "reason": "Order not found or already cancelled.",
    #  "at": datetime(...), "cancel_cl_ord_id": "a1b2c3d4-CXL1"}
    log.info("cancel refused (%s): %s", rej["code"], rej["reason"])

if not is_terminal:
    client.request_order_status(cl_ord_id)   # 35=H — already sent for you

Alpha framework refactor. Multi-instrument-first SignalDrivenAlpha with explicit Signal / OrderRequest split, AlphaContext object, joint trigger across all subscribed bars, and exit semantics via CloseSignal / TakeProfitSignal / StopLossSignal subtypes. Breaking vs v0.2.6 (no shim) plus one client-surface default change: place_order default TIF is now "DAY" (was "GTC") — Vietnam venues only accept DAY.

class SpreadPairAlpha(SignalDrivenAlpha):
    declared_params = {"window", "entry_z", "exit_z"}

    def get_indicators(self, ctx):
        a, b = self.config.instruments
        spreads = [ba.close - bb.close
                   for ba, bb in zip(ctx.bars[a], ctx.bars[b])]
        return {"z": _rolling_z(spreads, self.config.params["window"])}

    def get_signals(self, ind, ctx):
        # ... emit a list of Signals (multi-leg atomic) ...

alpha = SpreadPairAlpha.from_paper(
    instruments=["HNXDS:VN30F2606", "HNXDS:VN30F2609"],
    sub_account="main", timeframe="1m",
    qty={"HNXDS:VN30F2606": 1, "HNXDS:VN30F2609": 1},
    params={"window": 30, "entry_z": 2.0, "exit_z": 0.5},
)
alpha.run()

Alpha framework v1. SignalDrivenAlpha base class (single-instrument), 6 execution + risk primitives, M1 client facade closure, and YAML-driven CLI paperbroker run --config X.yaml. Also introduces the cancel_order tuple return.

is_terminal, status = client.cancel_order(cl_ord_id, timeout=5.0)
if is_terminal:
    print(f"Cancel confirmed: {status}")
else:
    print(f"Still pending — status={status} (may need manual retry)")

# Or restore pre-v0.2.6 behavior:
client.cancel_order_v1(cl_ord_id)         # DeprecationWarning

Pure architecture refactor — zero new public API. Cleans up internal layout so subsequent tracking releases can ship into a clean structure. session/ → fix/; REST split into account.py / metrics.py / transactions.py; client.py shrunk 679 → 356 lines via facade unification. All v0.2.4 imports still work via deprecation shims.

Introduces SQLite-based order persistence — solving a critical issue where active order IDs are lost if the program crashes or is terminated unexpectedly. Orders are now saved to SQLite on every lifecycle event and can be recovered on restart. Outdated — no longer offered for download. Upgrade to v0.2.8.

client.connect()
client.wait_until_logged_on(timeout=10)

# Recover orders from previous session
pending = client.recover_pending_orders()
if pending:
    for order in pending:
        print(f"  {order['cl_ord_id']}: {order['side']} "
              f"{order['qty']}x {order['symbol']} @ {order['price']}")
        client.cancel_order(order["cl_ord_id"])