NautilusTrader 1.205.0 Beta
Released on 3rd November 2024 (UTC).
Enhancements
- Added Tardis Machine and HTTP API integration in Python and Rust
- Added
LiveExecEngineConfig.open_check_interval_secs
config option to actively reconcile open orders with the venue - Added aggregation of bars from historical data (#2002), thanks @faysou
- Added monthly and weekly bar aggregations (#2025), thanks @faysou
- Added
raise_exception
optional parameter toTradingNode.run
(#2021), thanks @faysou - Added
OrderBook.get_avg_px_qty_for_exposure
in Rust (#1893), thanks @elementace - Added timeouts to Interactive Brokers adapter configurations (#2026), thanks @rsmb7z
- Added optional time origins for time bar aggregation (#2028), thanks @faysou
- Added Polymarket position status reports and order status report generation based on fill reports
- Added USDC.e (PoS) currency (used by Polymarket) to internal currency map
- Upgraded Polymarket WebSocket API to new version
Internal Improvements
- Ported analysis subpackage to Rust (#2016), thanks @Pushkarm029
- Improved Postgres testing (#2018), thanks @filipmacek
- Improved Redis version parsing to support truncated versions (improves compatibility with Redis-compliant databases)
- Refined Arrow serialization (record batch functions now also available in Rust)
- Refined core
Bar
API to remove unnecessary unwraps - Standardized network client logging
- Fixed all pyo3 deprecations for API breaking changes
- Fixed all clippy warning lints for PyO3 changes (#2030), thanks @Pushkarm029
- PyO3 upgrade refactor and repair catalog tests (#2032), thanks @twitu
- Upgraded
pyo3
crate to v0.22.5 - Upgraded
pyo3-async-runtimes
crate to v0.22.0 - Upgraded
tokio
crate to v1.41.0
Breaking Changes
- Removed pyo3
DataTransformer
(was being used for namespacing, so refactored to separate functions) - Moved
TEST_DATA_DIR
constant fromtests
tonautilus_trader
package (#2020), thanks @faysou
Fixes
- Fixed use of Redis
KEYS
command which, is unsupported in cluster environments (replaced withSCAN
for compatibility) - Fixed decoding fill HTTP messages for dYdX (#2022), thanks @davidsblom
- Fixed account balance report for dYdX (#2024), thanks @davidsblom
- Fixed Interactive Brokers market data client subscription log message (#2012), thanks @marcodambros
- Fixed Polymarket execution reconciliation (was not able to reconcile from closed orders)
- Fixed catalog query mem leak test (#2031), thanks @Pushkarm029
- Fixed
OrderInitialized.to_dict()
tags
value type tolist[str]
(was a concatenatedstr
) - Fixed
OrderInitialized.to_dict()
linked_order_ids
value type tolist[str]
(was a concatenatedstr
) - Fixed Betfair clients shutdown (#2037), thanks @limx0