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NautilusTrader 1.205.0 Beta

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@github-actions github-actions released this 03 Nov 17:50

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 to TradingNode.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 from tests to nautilus_trader package (#2020), thanks @faysou

Fixes

  • Fixed use of Redis KEYS command which, is unsupported in cluster environments (replaced with SCAN 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 to list[str] (was a concatenated str)
  • Fixed OrderInitialized.to_dict() linked_order_ids value type to list[str] (was a concatenated str)
  • Fixed Betfair clients shutdown (#2037), thanks @limx0