1.105.1

Author: cjdsellers

.github/workflows/test-tag-publish.yml

@@ -197,13 +197,12 @@ jobs:
           asset_name: ${{ env.ASSET_NAME }}
           asset_content_type: application/zip
 
-# TODO: Temporarily out of space of PyPI
-#      # Publish
-#      - name: Publish to production PyPI
-#        env:
-#          POETRY_HTTP_BASIC_PYPI_USERNAME: ${{ secrets.PYPI_USERNAME }}
-#          POETRY_HTTP_BASIC_PYPI_PASSWORD: ${{ secrets.PYPI_TOKEN }}
-#        run: poetry publish
+      # Publish
+      - name: Publish to production PyPI
+        env:
+          POETRY_HTTP_BASIC_PYPI_USERNAME: ${{ secrets.PYPI_USERNAME }}
+          POETRY_HTTP_BASIC_PYPI_PASSWORD: ${{ secrets.PYPI_TOKEN }}
+        run: poetry publish
 
 
   publish_wheels:
@@ -271,10 +270,9 @@ jobs:
           asset_name: ${{ env.ASSET_NAME }}
           asset_content_type: application/wheel
 
-# TODO: Temporarily out of space of PyPI
-#      # Publish
-#      - name: Publish to production PyPI
-#        env:
-#          POETRY_HTTP_BASIC_PYPI_USERNAME: ${{ secrets.PYPI_USERNAME }}
-#          POETRY_HTTP_BASIC_PYPI_PASSWORD: ${{ secrets.PYPI_TOKEN }}
-#        run: poetry publish
+      # Publish
+      - name: Publish to production PyPI
+        env:
+          POETRY_HTTP_BASIC_PYPI_USERNAME: ${{ secrets.PYPI_USERNAME }}
+          POETRY_HTTP_BASIC_PYPI_PASSWORD: ${{ secrets.PYPI_TOKEN }}
+        run: poetry publish

README.md

@@ -15,8 +15,6 @@
 ![pypi-format](https://img.shields.io/pypi/format/nautilus_trader?color=blue)
 [![code-style: black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)
 
-**The project is temporarily out of space on PyPI. Please install from source for the latest version.**
-
 ## Introduction
 
 NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform,

nautilus_trader/data/engine.pyx

@@ -440,7 +440,7 @@ cdef class DataEngine(Component):
         elif isinstance(command, Unsubscribe):
             self._handle_unsubscribe(client, command)
         else:
-            self._log.error(f"Cannot handle unrecognized command {command}.")
+            self._log.error(f"Cannot handle command: unrecognized {command}.")
 
     cdef inline void _handle_subscribe(self, DataClient client, Subscribe command) except *:
         if command.data_type.type == Instrument:
@@ -475,10 +475,11 @@ cdef class DataEngine(Component):
                 command.handler,
             )
         else:
-            try:
-                client.subscribe(command.data_type)
-            except NotImplementedError:
-                self._log.error(f"Cannot subscribe to unrecognized data type {command.data_type}.")
+            self._handle_subscribe_data(
+                client,
+                command.data_type,
+                command.handler,
+            )
 
     cdef inline void _handle_unsubscribe(self, DataClient client, Unsubscribe command) except *:
         if command.data_type.type == Instrument:
@@ -513,10 +514,11 @@ cdef class DataEngine(Component):
                 command.handler,
             )
         else:
-            try:
-                client.unsubscribe(command.data_type)
-            except NotImplementedError:
-                self._log.error(f"Cannot subscribe to unrecognized data type {command.data_type}.")
+            self._handle_unsubscribe_data(
+                client,
+                command.data_type,
+                command.handler,
+            )
 
     cdef inline void _handle_subscribe_instrument(
         self,
@@ -681,8 +683,12 @@ cdef class DataEngine(Component):
 
         if data_type not in self._data_handlers:
             # Setup handlers
+            try:
+                client.subscribe(data_type)
+            except NotImplementedError:
+                self._log.error(f"Cannot subscribe: {client.name} has not implemented data type {data_type} subscriptions.")
+                return
             self._data_handlers[data_type] = []  # type: list[callable]
-            client.subscribe(data_type)
             self._log.info(f"Subscribed to {data_type} data.")
 
         # Add handler for subscriber
@@ -941,7 +947,7 @@ cdef class DataEngine(Component):
             try:
                 client.request(request.data_type, request.id)
             except NotImplementedError:
-                self._log.error(f"Cannot handle request: DataType {request.data_type} is unrecognized.")
+                self._log.error(f"Cannot handle request: unrecognized data type {request.data_type}.")
 
 # -- DATA HANDLERS ---------------------------------------------------------------------------------
 
@@ -961,7 +967,7 @@ cdef class DataEngine(Component):
         elif isinstance(data, Data):
             self._handle_custom_data(data)
         else:
-            self._log.error(f"Cannot handle data: {data} is an unrecognized type: {type(data)}.")
+            self._log.error(f"Cannot handle data: unrecognized type {type(data)} {data}.")
 
     cdef inline void _handle_instrument(self, Instrument instrument) except *:
         self.cache.add_instrument(instrument)

nautilus_trader/execution/engine.pyx

@@ -450,7 +450,7 @@ cdef class ExecutionEngine(Component):
         elif isinstance(command, CancelOrder):
             self._handle_cancel_order(client, command)
         else:
-            self._log.error(f"Cannot handle unrecognized command: {command}.")
+            self._log.error(f"Cannot handle command: unrecognized {command}.")
 
     cdef inline void _handle_submit_order(self, ExecutionClient client, SubmitOrder command) except *:
         # Validate command
@@ -579,7 +579,7 @@ cdef class ExecutionEngine(Component):
         elif isinstance(event, AccountState):
             self._handle_account_event(event)
         else:
-            self._log.error(f"Cannot handle unrecognized event: {event}.")
+            self._log.error(f"Cannot handle event: unrecognized {event}.")
 
     cdef inline void _handle_account_event(self, AccountState event) except *:
         cdef Account account = self.cache.account(event.account_id)

nautilus_trader/live/data_engine.pyx

@@ -298,7 +298,7 @@ cdef class LiveDataEngine(DataEngine):
                 elif message.type == MessageType.RESPONSE:
                     self._handle_response(message)
                 else:
-                    self._log.error(f"Cannot handle unrecognized message {message}.")
+                    self._log.error(f"Cannot handle message: unrecognized {message}.")
         except CancelledError:
             if self.message_qsize() > 0:
                 self._log.warning(f"Running cancelled "

nautilus_trader/live/execution_engine.pyx

@@ -291,7 +291,7 @@ cdef class LiveExecutionEngine(ExecutionEngine):
                 elif message.type == MessageType.COMMAND:
                     self._execute_command(message)
                 else:
-                    self._log.error(f"Cannot handle unrecognized message {message}.")
+                    self._log.error(f"Cannot handle message: unrecognized {message}.")
         except CancelledError:
             if self.qsize() > 0:
                 self._log.warning(f"Running cancelled "

nautilus_trader/serialization/serializers.pyx

@@ -331,7 +331,7 @@ cdef class MsgPackCommandSerializer(CommandSerializer):
             package[CLIENT_ORDER_ID] = command.cl_ord_id.value
             package[ORDER_ID] = command.order_id.value
         else:
-            raise RuntimeError("Cannot serialize command, unrecognized command")
+            raise RuntimeError(f"Cannot serialize command: unrecognized command {command}")
 
         return MsgPackSerializer.serialize(package)
 
@@ -409,7 +409,7 @@ cdef class MsgPackCommandSerializer(CommandSerializer):
                 command_timestamp,
             )
         else:
-            raise RuntimeError("Cannot deserialize command, unrecognized bytes pattern")
+            raise RuntimeError("Cannot deserialize command: unrecognized bytes pattern")
 
 
 cdef class MsgPackEventSerializer(EventSerializer):
@@ -544,7 +544,7 @@ cdef class MsgPackEventSerializer(EventSerializer):
             package[LIQUIDITY_SIDE] = LiquiditySideParser.to_str(event.liquidity_side)
             package[EXECUTION_TIME] = ObjectParser.datetime_to_str(event.execution_time)
         else:
-            raise RuntimeError("Cannot serialize event, unrecognized event")
+            raise RuntimeError(f"Cannot serialize event: unrecognized event {event}")
 
         return MsgPackSerializer.serialize(package)
 
@@ -719,4 +719,4 @@ cdef class MsgPackEventSerializer(EventSerializer):
                 event_timestamp,
             )
         else:
-            raise RuntimeError(f"Cannot deserialize event, unrecognized event {event_type}")
+            raise RuntimeError(f"Cannot deserialize event: unrecognized event {event_type}")

poetry.lock

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "nautilus_trader"
-version = "1.105.0"
+version = "1.105.1"
 description = "A high-performance algorithmic trading platform and event-driven backtester"
 authors = ["Nautech Systems <[email protected]>"]
 license = "LGPL-3.0-or-later"
@@ -33,7 +33,7 @@ generate-setup-file = false
 
 [tool.poetry.dependencies]
 python = "^3.7.9"
-ccxt = "^1.42.1"
+ccxt = "^1.42.18"
 cython = "^3.0a6"
 empyrical = "^0.5.5"
 # `importlib.metadata` is in the Python stdlib from 3.8 onwards