MMashDiv

Futures Trading 6.2.7

1 October 2026

ORDER BOOKLIQUIDITYFEES

Futures Trading v6.2.7

Release Date: October 1, 2026 Tags: ORDER BOOK, LIQUIDITY, FEES

Overview

A market order could be refused for "no liquidity" while orders were resting. To price an order, and to decide whether a limit order takes liquidity, the backend reads the real order book in pages, and it treated any short page as the end of the book. After heavy re-quoting the database can return a short, or even empty, page with more behind it. The reader now reads on until the database reports the end. Ecosystem 6.5.6, released with it, carries the same fix on the spot side.

No new dependency.

Update Instructions

pnpm updator

No schema change, no seeder, no .env change.


Fixed

The order book read as empty

  • Fixed market orders being refused for missing liquidity while the book had resting orders, and crossing limit orders being charged the maker fee instead of the taker fee, after heavy re-quoting left the database returning short pages the reader took for the end of the book. A warning tagged FUTURES is logged at most once per symbol and side every five minutes when a page comes back short; it is informational.