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NautilusTrader 1.164.0 Beta
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@github-actions github-actions released this 23 Dec 23:25
v1.164.0
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NautilusTrader 1.164.0 Beta

Released on 23rd December 2022 (UTC).

Breaking Changes

None

Enhancements

  • Added managed GTD order expiry (experimental feature, config may change)
  • Added Rust ParquetReader and ParquetWriter (for QuoteTick and TradeTick only)

Fixes

  • Fixed MARKET_IF_TOUCHED orders for OrderFactory.bracket(..)
  • Fixed OrderEmulator trigger event handling for live trading
  • Fixed OrderEmulator transformation to market orders which had a GTD time in force
  • Fixed serialization of OrderUpdated events
  • Fixed typing and edge cases for new msgspec, thanks @limx0
  • Fixed data wrangler processing with missing data, thanks @rsmb7z

Contributors

limx0 and rsmb7z
Assets 12
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