NautilusTrader 1.207.0 Beta
Released on 29th November 2024 (UTC).
Enhancements
- Implemented mixed catalog data requests with catalog update (#2043), thanks @faysou
- Added Databento symbology support for Interactive Brokers (#2073), thanks @rsmb7z
- Added
metadata
parameter for data requests (#2043), thanks @faysou - Added
STOP_MARKET
andSTOP_LIMIT
order support for dYdX (#2066), thanks @davidsblom - Added
max_reconnection_tries
to data client config for dYdX (#2066), thanks @davidsblom - Added wallet subscription for Bybit (#2076), thanks @sunlei
- Added docs clarity on loading historical bars (#2078), thanks @dodofarm
- Added
price_precision
optional parameter forDatabentoDataLoader
methods - Improved
Cache
behavior when adding more recent quotes, trades, or bars (now adds to cache)
Internal Improvements
- Ported
Portfolio
andAccountManager
to Rust (#2058), thanks @Pushkarm029 - Implemented
AsRef<str>
forPrice
,Money
, andCurrency
- Improved expired timer cleanup in clocks (#2064), thanks @twitu
- Improved live engines error logging (will now log all exceptions rather than just
RuntimeError
) - Improved symbol normalization for Tardis
- Improved historical bar request performance for Tardis
- Improved
TradeId
Debug implementation to display value as proper UTF-8 string - Refined
HttpClient
for use directly from Rust - Refined Databento decoder (removed currency hard coding and use of
unsafe
) - Upgraded
datafusion
crate to v43.0.0 (#2056), thanks @twitu
Breaking Changes
- Renamed
TriggerType.LAST_TRADE
toLAST_PRICE
(more conventional terminology)
Fixes
- Fixed missing venue -> exchange mappings for Tardis integration
- Fixed account balance and order status parsing for dYdX (#2067), thanks @davidsblom
- Fixed parsing best effort opened order status for dYdX (#2068), thanks @davidsblom
- Fixed occasionally incorrect
price_precision
,multiplier
andlot_size
decoding for Databento instruments - Fixed missing Arrow schemas for instrument deserialization
- Reconcile order book for dYdX when inconsistent (#2077), thanks @davidsblom