Release 1.166.0

See release notes.

.docker/nautilus_trader.dockerfile

@@ -4,7 +4,7 @@ ENV PYTHONUNBUFFERED=1 \
     PIP_NO_CACHE_DIR=off \
     PIP_DISABLE_PIP_VERSION_CHECK=on \
     PIP_DEFAULT_TIMEOUT=100 \
-    POETRY_VERSION=1.3.0 \
+    POETRY_VERSION=1.3.2 \
     POETRY_HOME="/opt/poetry" \
     POETRY_VIRTUALENVS_CREATE=false \
     POETRY_NO_INTERACTION=1 \
@@ -16,7 +16,7 @@ WORKDIR $PYSETUP_PATH
 FROM base as builder
 
 # Install build deps
-RUN apt-get update && apt-get install -y clang curl
+RUN apt-get update && apt-get install -y curl clang
 
 # Install Rust stable
 RUN curl https://sh.rustup.rs -sSf | bash -s -- -y

.github/workflows/build.yml

@@ -5,6 +5,8 @@ name: build
 on:
   push:
     branches: [master, develop]
+  pull_request:
+    branches: [develop]
 
 jobs:
   build:

RELEASES.md

@@ -1,3 +1,24 @@
+# NautilusTrader 1.166.0 Beta
+
+Released on 17th January 2023 (UTC).
+
+### Breaking Changes
+- `Position.unrealized_pnl` now `None` until any realized PnL is generated (to reduce ambiguity)
+
+### Enhancements
+- Added instrument status update subscription handlers, thanks @limx0
+- Improvements to InteractiveBrokers `DataClient`, thanks @rsmb7z
+- Improvements to async task handling for live clients
+- Various improvements to Betfair adapter, thanks @limx0
+
+### Fixes
+- Fixed netted `Position` `realized_pnl` and `realized_return` fields, which were incorrectly cumulative
+- Fixed netted `Position` flip logic (now correctly 'resets' position)
+- Various fixes for Betfair adapter, thanks @limx0
+- InteractiveBrokers integration docs fixes
+
+---
+
 # NautilusTrader 1.165.0 Beta
 
 Released on 14th January 2023 (UTC).

docs/_static/version.json

@@ -1 +1 @@
-{"latest": "", "development": "develop"}
+{"latest": "", "develop": "develop"}

docs/api_reference/core.md

@@ -4,16 +4,6 @@
 .. automodule:: nautilus_trader.core
 ```
 
-## Collections
-
-```{eval-rst}
-.. automodule:: nautilus_trader.core.collections
-   :show-inheritance:
-   :inherited-members:
-   :members:
-   :member-order: bysource
-```
-
 ## Datetime
 
 ```{eval-rst}

docs/conf.py

@@ -14,6 +14,8 @@
 import os
 import sys
 
+import nautilus_trader
+
 
 sys.path.insert(0, os.path.abspath(".."))
 sys.path.append(os.path.abspath("./_pygments"))
@@ -22,8 +24,7 @@
 project = "NautilusTrader"
 author = "Nautech Systems Pty Ltd."
 copyright = "2015-2023 Nautech Systems Pty Ltd"
-version = "latest"
-release = "version"
+version = nautilus_trader.__version__
 
 # -- General configuration ---------------------------------------------------
 extensions = [
@@ -111,10 +112,6 @@
     ],
     "version_dropdown": True,
     "version_json": "_static/version.json",
-    "version_info": {
-        "1.165.0 (develop)": "https://docs.nautilustrader.io/develop",
-        "1.164.0 (latest)": "https://docs.nautilustrader.io",
-    },
     "table_classes": ["plain"],
 }
 

docs/getting_started/quick_start.md

@@ -7,7 +7,7 @@ format (Parquet) for this guide.
 For more details on how to load data into Nautilus, see [Backtest Example](../user_guide/backtest_example.md).
 
 ## Running in docker
-~~A self-contained dockerized jupyter notebook server is available for download, which does not require any setup or 
+A self-contained dockerized jupyter notebook server is available for download, which does not require any setup or 
 installation. This is the fastest way to get up and running to try out Nautilus. Bear in mind that any data will be 
 deleted when the container is deleted. 
 
@@ -18,7 +18,7 @@ deleted when the container is deleted.
 - Run the docker container, exposing the jupyter port (recommended 8889 in case another jupyter server is running): 
   - `docker run -p 8889:8888 ghcr.io/nautechsystems/jupyterlab:develop`
 - Open your web browser to `localhost:{port}`
-  - https://localhost:8889~~
+  - https://localhost:8889
 
 **NautilusTrader is not currently functional when run under JupyterLab, with logging enabled.
 The backtest example in the `examples/backtest_example.ipynb` hangs indefinitely shortly after starting. 

docs/integrations/ib.md

@@ -4,8 +4,8 @@ NautilusTrader offers an adapter for integrating with the Interactive Brokers Ga
 [ib_insync](https://github.com/erdewit/ib_insync).
 
 **Note**: If you are planning on using the built-in docker TWS Gateway when using the Interactive Brokers adapter,
-you must manually install `docker` (due to current build issues). Run a manual `pip install docker` inside your
-environment to ensure the Gateway can be run. 
+you must ensure the `docker` package is installed. Run `poetry install --extras "ib docker"` 
+or `poetry install --all-extras` inside your environment to ensure the necessary packages are installed.
 
 ## Overview
 
@@ -18,7 +18,7 @@ The following integration classes are available:
 Interactive Brokers allows searching for instruments via the `qualifyContracts` API, which, if given enough information
 can usually resolve a filter into an actual contract(s). A node can request instruments to be loaded by passing 
 configuration to the `InstrumentProviderConfig` when initialising a `TradingNodeConfig` (note that while `filters`
-is a dict, it must be converted to a tuple when passed to `InstrumentProviderConfig`), 
+is a dict, it must be converted to a tuple when passed to `InstrumentProviderConfig`).
 
 At a minimum, you must specify the `secType` (security type) and `symbol` (equities etc) or `pair` (FX). See examples 
 queries below for common use cases 
@@ -30,10 +30,11 @@ config_node = TradingNodeConfig(
     data_clients={
         "IB": InteractiveBrokersDataClientConfig(
             instrument_provider=InstrumentProviderConfig(
-                load_all=True,
-                filters=tuple({"secType": "CASH", "symbol": "EUR", "currecy": "USD"}.items())
-            )
+            load_all=True,
+            filters=tuple({"secType": "CASH", "symbol": "EUR", "currency": "USD"}.items())
         )
+    ),
+    ...
 )
 ```
 
@@ -50,25 +51,26 @@ config_node = TradingNodeConfig(
 
 ## Configuration
 The most common use case is to configure a live `TradingNode` to include Interactive Brokers
-data and execution clients. To achieve this, add a `IB` section to your client
-configuration(s) and _set the name of the environment variables_ containing your TWS 
-(Traders Workstation) credentials:
+data and execution clients. To achieve this, add an `IB` section to your client
+configuration(s) and set the environment variables to your TWS (Traders Workstation) credentials:
 
 ```python
+import os
+
 config = TradingNodeConfig(
-    ...,  # Omitted 
     data_clients={
-        "IB": {
-            "username": "TWS_USERNAME",
-            "password": "TWS_PASSWORD",
-        },
+        "IB": InteractiveBrokersDataClientConfig(
+            username=os.getenv("TWS_USERNAME"),
+            password=os.getenv("TWS_PASSWORD"),
+            ...  # Omitted
+    },
+    exec_clients = {
+        "IB": InteractiveBrokersExecutionClientConfig(
+            username=os.getenv("TWS_USERNAME"),
+            password=os.getenv("TWS_PASSWORD"),
+            ...  # Omitted
     },
-    exec_clients={
-        "IB": {
-            "username": "TWS_USERNAME",
-            "password": "TWS_PASSWORD",
-        },
-    }
+    ...  # Omitted
 )
 ```
 
@@ -87,13 +89,11 @@ node.build()
 ```
 
 ### API credentials
-There are two options for supplying your credentials to the Betfair clients.
+There are two options for supplying your credentials to the Interactive Brokers clients.
 Either pass the corresponding `username` and `password` values to the config dictionaries, or
 set the following environment variables: 
 - `TWS_USERNAME`
 - `TWS_PASSWORD`
 
 When starting the trading node, you'll receive immediate confirmation of whether your
 credentials are valid and have trading permissions.
-
-

docs/user_guide/adapters.md

@@ -3,8 +3,10 @@
 The NautilusTrader design allows for integrating data publishers and/or trading venues
 through adapter implementations, these can be found in the top level `adapters` subpackage. 
 
-A full integration adapter is typically comprised of the following main components:
+An integrations adapter is _typically_ comprised of the following main components:
 
+- `HttpClient`
+- `WebSocketClient`
 - `InstrumentProvider`
 - `DataClient`
 - `ExecutionClient`