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NautilusTrader 1.169.0 Beta
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@github-actions github-actions released this 18 Feb 02:05
v1.169.0
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NautilusTrader 1.169.0 Beta

Released on 18th February 2023 (UTC).

Breaking Changes

  • NautilusConfig objects now pseudo-immutable from new msgspec 0.13.0
  • Renamed OrderFactory.bracket param post_only_entry -> entry_post_only (consistency with other params)
  • Renamed OrderFactory.bracket param post_only_tp -> tp_post_only (consistency with other params)
  • Renamed build_time_bars_with_no_updates -> time_bars_build_with_no_updates (consistency with new param)
  • Renamed OrderFactory.set_order_count() -> set_client_order_id_count() (clarity)
  • Renamed TradingNode.start() to TradingNode.run()

Enhancements

  • Complete overhaul and improvements to Binance adapter(s), thanks @poshcoe
  • Added Binance aggregated trades functionality with use_agg_trade_ticks, thanks @poshcoe
  • Added time_bars_timestamp_on_close option for configurable bar timestamping (True by default)
  • Added OrderFactory.generate_client_order_id() (calls internal generator)
  • Added OrderFactory.generate_order_list_id() (calls internal generator)
  • Added OrderFactory.create_list(...) as easier method for creating order lists
  • Added __len__ implementation for OrderList (returns length of orders)
  • Implemented optimized logger using Rust MPSC channel and separate thread
  • Expose and improve MatchingEngine public API for custom functionality
  • Exposed TradingNode.run_async() for easier running from async context
  • Exposed TradingNode.stop_async() for easier stopping from async context

Fixes

  • Fixed registration of SimulationModule (and refine Actor base registration)
  • Fixed loading of previously emulated and transformed orders (handles transforming OrderInitialized event)
  • Fixed handling of MARKET_TO_LIMIT orders in matching and risk engines, thanks for reporting @martinsaip

Contributors

martinsaip and poshcoe
Assets 15
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