Release 1.201.0

.github/workflows/build.yml

@@ -167,7 +167,6 @@ jobs:
           make test-examples
 
   build-windows:
-    if: github.ref == 'refs/heads/master' || github.ref == 'refs/heads/nightly'
     strategy:
       fail-fast: false
       matrix:
@@ -187,6 +186,16 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v4
 
+      - name: Free disk space (Windows)
+        run: |
+          rm -rf "/c/Program Files/dotnet"
+          rm -rf "/c/Program Files (x86)/Microsoft Visual Studio/2019"
+
+      - name: Install nasm dependency
+        run: |
+          choco install nasm
+          choco install cmake --installargs 'ADD_CMAKE_TO_PATH=System'
+
       - name: Get Rust version from rust-toolchain.toml
         id: rust-version
         run: |
@@ -268,7 +277,6 @@ jobs:
           PARALLEL_BUILD: false
 
   build-macos:
-    if: github.ref == 'refs/heads/master' || github.ref == 'refs/heads/nightly'
     strategy:
       fail-fast: false
       matrix:
@@ -288,7 +296,7 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v4
 
-      - name: Free up disk space (macOS)
+      - name: Free disk space (macOS)
         run: |
           sudo rm -rf ~/Library/Caches/*
           sudo rm -rf ~/Library/Developer/Xcode/DerivedData/*

Makefile

@@ -74,7 +74,7 @@ docs-python: install-docs
 
 .PHONY: docs-rust
 docs-rust:
-	(cd nautilus_core && RUSTDOCFLAGS="--enable-index-page -Zunstable-options" cargo +nightly doc --all-features --no-deps --workspace --exclude tokio-tungstenite)
+	(cd nautilus_core && RUSTDOCFLAGS="--enable-index-page -Zunstable-options" cargo +nightly doc --all-features --no-deps --workspace)
 
 .PHONY: clippy
 clippy:
@@ -98,7 +98,7 @@ cargo-test:
 		echo "cargo-nextest is not installed. You can install it using 'cargo install cargo-nextest'"; \
 		exit 1; \
 	fi
-	RUST_BACKTRACE=1 && (cd nautilus_core && cargo nextest run --workspace --exclude tokio-tungstenite)
+	RUST_BACKTRACE=1 && (cd nautilus_core && cargo nextest run --workspace)
 
 .PHONY: cargo-test-coverage
 cargo-test-coverage:
@@ -110,7 +110,7 @@ cargo-test-coverage:
 		echo "cargo-llvm-cov is not installed. You can install it using 'cargo install cargo-llvm-cov'"; \
 		exit 1; \
 	fi
-	RUST_BACKTRACE=1 && (cd nautilus_core && cargo llvm-cov nextest run --workspace --exclude tokio-tungstenite)
+	RUST_BACKTRACE=1 && (cd nautilus_core && cargo llvm-cov nextest run --workspace)
 
 .PHONY: cargo-bench
 cargo-bench:

RELEASES.md

@@ -1,9 +1,28 @@
+# NautilusTrader 1.201.0 Beta
+
+Released on 9th September 2024 (UTC).
+
+### Enhancements
+- Added order book deltas triggering support for `OrderEmulator`
+- Added `OrderCancelRejected` event generation for dYdX adapter (#1916), thanks @davidsblom
+- Refined handling of Binance private key types (RSA, Ed25519) and integrated into configs
+- Implemented cryptographic signing in Rust (replacing `pycryptodome` for Binance)
+- Removed the vendored `tokio-tungstenite` crate (#1902), thanks @VioletSakura-7
+
+### Breaking Changes
+None
+
+### Fixes
+- Fixed `BinanceFuturesEventType` by adding new `TRADE_LITE` member, reflecting the Binance update on 2024-09-03 (UTC)
+
+---
+
 # NautilusTrader 1.200.0 Beta
 
 Released on 7th September 2024 (UTC).
 
 ### Enhancements
-- Added dYdX integration (#1861, #1868, #1873, #1874, #1875, #1877, #1879, #1880, #1882, #1886, #1887, #1890, #1891, #1896, #1901, #1903, #1907, #1910, #1911, #1913), thanks @davidsblom
+- Added dYdX integration (#1861, #1868, #1873, #1874, #1875, #1877, #1879, #1880, #1882, #1886, #1887, #1890, #1891, #1896, #1901, #1903, #1907, #1910, #1911, #1913, #1915), thanks @davidsblom
 - Added composite bar types, bars aggregated from other bar types (#1859, #1885, #1888, #1894, #1905), thanks @faysou
 - Added `OrderBookDeltas.batch` for batching groups of deltas based on record flags (batch until `F_LAST`)
 - Added `OrderBookDeltas` batching support for `ParquetDataCatalog` (use `data_cls` of `OrderBookDeltas` to batch with the same flags method as live adapters)

build.py

@@ -361,26 +361,20 @@ def build() -> None:
     print(f"Rust:   {_get_rustc_version()}")
     print(f"Python: {platform.python_version()} ({sys.executable})")
     print(f"Cython: {cython_compiler_version}")
-    print(f"NumPy:  {np.__version__}\n")
+    print(f"NumPy:  {np.__version__}")
 
-    print(f"RUST_TOOLCHAIN={RUST_TOOLCHAIN}")
+    print(f"\nRUST_TOOLCHAIN={RUST_TOOLCHAIN}")
     print(f"BUILD_MODE={BUILD_MODE}")
     print(f"BUILD_DIR={BUILD_DIR}")
     print(f"PROFILE_MODE={PROFILE_MODE}")
     print(f"ANNOTATION_MODE={ANNOTATION_MODE}")
     print(f"PARALLEL_BUILD={PARALLEL_BUILD}")
     print(f"COPY_TO_SOURCE={COPY_TO_SOURCE}")
     print(f"PYO3_ONLY={PYO3_ONLY}")
+    print(f"CFLAGS={os.environ['CFLAGS']}") if "CFLAGS" in os.environ else None
+    print(f"LDFLAGS={os.environ['LDFLAGS']}") if "LDFLAGS" in os.environ else None
 
-    CFLAGS = os.environ.get("CFLAGS")
-    if CFLAGS:
-        print(f"CFLAGS={CFLAGS}")
-
-    LDFLAGS = os.environ.get("LDFLAGS")
-    if LDFLAGS:
-        print(f"LDFLAGS={LDFLAGS}\n")
-
-    print("Starting build...")
+    print("\nStarting build...")
     ts_start = datetime.datetime.now(datetime.timezone.utc)
     build()
     print(f"Build time: {datetime.datetime.now(datetime.timezone.utc) - ts_start}")

docs/getting_started/installation.md

@@ -23,7 +23,6 @@ To install the latest binary wheel (or sdist package) from PyPI using Pythons _p
 Install optional dependencies as 'extras' for specific integrations:
 
 - `betfair`: Betfair adapter (integration) dependencies
-- `binance`: Binance adapter (integration) dependencies
 - `docker`: Needed for Docker when using the IB gateway (with the Interactive Brokers adapter)
 - `dydx`: dYdX adapter (integration) dependencies
 - `ib`: Interactive Brokers adapter (integration) dependencies

docs/integrations/binance.md

@@ -5,10 +5,6 @@ of daily trading volume, and open interest of crypto assets and crypto
 derivative products. This integration supports live market data ingest and order
 execution with Binance.
 
-## Installation
-
-The Binance integration requires the `pycryptodome` package to be installed for signing RSA and Ed25519 API key types.
-
 ## Overview
 
 The following documentation assumes a trader is setting up for both live market

examples/live/bybit/bybit_ema_cross.py

@@ -37,7 +37,7 @@
 # *** IT IS NOT INTENDED TO BE USED TO TRADE LIVE WITH REAL MONEY. ***
 
 # SPOT/LINEAR
-product_type = BybitProductType.SPOT
+product_type = BybitProductType.LINEAR
 symbol = f"ETHUSDT-{product_type.value.upper()}"
 trade_size = Decimal("0.010")
 
@@ -71,7 +71,7 @@
             api_secret=None,  # 'BYBIT_API_SECRET' env var
             base_url_http=None,  # Override with custom endpoint
             instrument_provider=InstrumentProviderConfig(load_all=True),
-            # product_types=[product_type],  # Will load all instruments
+            product_types=[product_type],  # Will load all instruments
             testnet=False,  # If client uses the testnet
         ),
     },