Skip to content

NautilusTrader 1.189.0 Beta
Compare
Choose a tag to compare
@github-actions github-actions released this 15 Mar 12:53
v1.189.0
83dd6ee

NautilusTrader 1.189.0 Beta

Released on 15th March 2024 (UTC).

Enhancements

  • Implemented Binance order book snapshot rebuilds on websocket reconnect (see integration guide)
  • Added additional validations for OrderMatchingEngine (will now raise a RuntimeError when a price or size precision for OrderFilled does not match the instruments precisions)
  • Added LoggingConfig.use_pyo3 option for pyo3 based logging initialization (worse performance but allows visibility into logs originating from Rust)
  • Added exchange field to FuturesContract, FuturesSpread, OptionsContract and OptionsSpread (optional)

Breaking Changes

  • Changed Arrow schema adding exchange field for FuturesContract, FuturesSpread, OptionsContract and OptionsSpread

Fixes

  • Fixed MessageBus handling of subscriptions after a topic has been published on (was previously dropping messages for these late subscribers)
  • Fixed MessageBus handling of subscriptions under certain edge cases (subscriptions list could be resized on iteration causing a RuntimeError)
  • Fixed Throttler handling of sending messages after messages have been dropped, thanks @davidsblom
  • Fixed OrderBookDelta.to_pyo3_list using zero precision from clear delta
  • Fixed DataTransformer.pyo3_order_book_deltas_to_record_batch_bytes using zero precision from clear delta
  • Fixed OrderBookMbo and OrderBookMbp integrity check when crossed book
  • Fixed OrderBookMbp error when attempting to add to a L1_MBP book type (now raises RuntimeError rather than panicking)
  • Fixed Interactive Brokers connection error logging (#1524), thanks @benjaminsingleton
  • Fixed SimulationModuleConfig location and missing re-export from config subpackage
  • Fixed logging StdoutWriter from also writing error logs (writers were duplicating error logs)
  • Fixed BinanceWebSocketClient to new specification which requires responding to pings with a pong containing the pings payload
  • Fixed Binance Futures AccountBalance calculations based on wallet and available balance
  • Fixed ExecAlgorithm circular import issue for installed wheels (importing from execution.algorithm was a circular import)

Contributors

davidsblom and benjaminsingleton
Assets 18
Loading