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@github-actions github-actions released this 29 Nov 11:35

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 and STOP_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 for DatabentoDataLoader methods
  • Improved Cache behavior when adding more recent quotes, trades, or bars (now adds to cache)

Internal Improvements

  • Ported Portfolio and AccountManager to Rust (#2058), thanks @Pushkarm029
  • Implemented AsRef<str> for Price, Money, and Currency
  • 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 to LAST_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 and lot_size decoding for Databento instruments
  • Fixed missing Arrow schemas for instrument deserialization
  • Reconcile order book for dYdX when inconsistent (#2077), thanks @davidsblom