Version to be updated

Release in development. The version number and release date will be added before publishing.

Bulk Execution

Added normal market and limit orders through BULK.
Added long and short directions with size-based or notional-based order planning.
Added GTC, IOC, and ALO time-in-force support for limit orders.
Added leverage, reduce-only orders, cancellation, and complete position closing.
Added native stop-loss, take-profit, and OCO on-fill protection.
Added normalized commands for positions, open orders, and fills.
Added dry-run trade plans that validate without signing, submitting, or starting the execution runtime.
Added embedded BULK market-rule validation for symbol support, tick size, lot size, minimum notional, and maximum leverage.
Added TOML execution configuration with CLI values taking precedence.

Added the persistent mlabd execution runtime.
Moved agent-key access, signing, nonce sequencing, order submission, and cancellation into the daemon.
Added automatic daemon startup for live execution and explicit status, event, and stop commands.
Replaced timer-based order polling with BULK account WebSocket updates for orders, fills, positions, margin, liquidations, and ADL.
Added reconnect backoff and one-shot REST order/fill recovery for disconnected intervals.
Added account-stream, recovery, tracked-order, and active-script telemetry to daemon status.
Added JSONL lifecycle events for submissions, cancellations, account updates, recovery, tracking, and order-status changes.
Secured the local execution directory and Unix socket with owner-only permissions.
Updated installation, release archives, and upgrades so the runtime is bundled automatically with Market Lab.

Added BULK as a native market-data provider alongside MMT.
Added BULK candles, orderbooks, open interest, volume, volume delta, statistics, and funding support where the provider exposes them.
Added the embedded BULK market catalog with deterministic symbol mapping and offline trading-rule lookup.
Added public BULK health and source commands without an API credential requirement.

Added --provider bulk support to script run and script backtest without requiring --exchange.
Added provider-neutral script records for candles, orderbooks, volume delta, open interest, and volume.
Added BULK-specific source validation and defaults instead of applying MMT-only parameters to BULK.
Added live BULK script streams for candles, reconstructed orderbooks, trade-derived volume delta, open interest, and candle-derived volume.
Added historical BULK candle and candle-derived volume loading for script backtests.
Added provider, exchange, and symbol context to script hook input.
Updated examples/all-sources-live.js to handle MMT bucketed VD and BULK trade-derived VD correctly.
Updated examples/candle-summary.js to expose total volume while returning directional volume only when the provider supplies it.

Added ctx.trade and ctx.cancel as the strategy execution contract instead of interpreting returned signals or intents.
Added explicit --venue bulk arming; scripts deployed without a venue cannot execute.
Added stable local order references and per-job idempotency keys.
Added market, limit, GTC, IOC, ALO, leverage, reduce-only, cancellation, sl, and tp request support.
Added detached immutable script jobs managed by mlabd.
Added script jobs, status, logs, stop, and restart commands.
Added the onExecution(ctx, event) hook for journaled order, fill, position, and account lifecycle events.
Added acknowledged event cursors and replay of unacknowledged events after worker restarts.

Added simulation of ctx.trade and ctx.cancel without signing, daemon startup, or venue submission.
Added immediate market fills and later-bar limit fills against the selected clock source.
Added simulated pending and cancelled order tracking with stable script order IDs.
Added per-request size or notional, leverage, stop-loss, and take-profit accounting.
Added conservative OHLC protection handling: when one candle touches both triggers, the stop is applied first.
Added order IDs and protection prices to closed-trade and open-position reports.