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NautilusTrader 1.107.0 Beta
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@github-actions github-actions released this 07 Mar 01:52
v1.107.0
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NautilusTrader 1.107.0 Beta - Release Notes

The main thrust of this release is to refine some subtleties relating to order
matching and amendment behaviour for improved realism. This involved a fairly substantial refactoring
of SimulatedExchange to manage its complexity, and support extending the order types.

The post_only flag for LIMIT orders now results in the expected behaviour regarding
when a marketable limit order will become a liquidity TAKER during order placement
and amendment.

Test coverage was moderately increased.

Breaking Changes

None

Enhancements

  • Refactored SimulatedExchange order matching and amendment logic.
  • Add risk sub-package to group risk components.

Fixes

  • StopLimitOrder triggering behaviour.
  • All flake8 warnings.
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