NautilusTrader 1.230.0 Beta

NautilusTrader 1.230.0 Beta

Released on 29th June 2026 (UTC).

Enhancements

• Added v2 Python visualization (tearsheet) support with a visualization extra
• Added non-compounding returns option for monthly and yearly tearsheet charts via compounding
• Added spread quote vega-pricing fallback controls for missing greeks (#4328), thanks @faysou
• Added Unix SIGTERM handling to the v2 LiveNode shutdown path (Rust)
• Added with_clock_factory for Rust live and sandbox nodes (#4331), thanks @folknor
• Added Betfair cricket match stream data subscriptions (Rust and Python)
• Added Bybit instrument subscription support via instrument-info polling (#4305), thanks @dxwil
• Added OKX region support for global, EEA, and US endpoints (#4318), thanks @dxwil

Breaking Changes

• Changed event_store format; beta v1.227-v1.229 stores must be regenerated (#4330), thanks @folknor
• Changed Throttler rate limit fields to non-zero accessors instead of public fields (Rust)
• Renamed Bybit data config instrument_status_poll_secs to instrument_poll_interval_secs

Security

• Fixed unbounded HTTP response buffering that could exhaust memory (#4332), thanks @AlaeddineMessadi
• Removed direct bincode use from event_store on-disk envelopes (#4330), thanks @folknor

Fixes

• Fixed LiveTimer tasks leaking after clock drop or component teardown (#4322), thanks @filipmacek
• Fixed Strategy order-list cache visibility for live handlers (Rust)
• Fixed Rust strategy oms_type registration for custom HEDGING position IDs (#4327), thanks for reporting @dxwil
• Fixed duplicate realized PnLs in post-run analysis (#4344), thanks for reporting @a1zb2yc3z
• Fixed RateOfChange period window and log calculation (#4326), thanks @Martingale42
• Fixed VerticalHorizontalFilter and OnBalanceVolume period windows (#4333), thanks @Martingale42
• Fixed Architect AX execution reconciliation for open positions and fills
• Fixed Architect AX to deny unsupported order types and times in force locally
• Fixed Architect AX to report unfilled IOC/FOK orders as canceled and flag post-only rejections
• Fixed Architect AX market data for null ticker prices and order book snapshot requests
• Fixed Databento adapter historical request edge cases and live state cleanup (Rust and Python)
• Fixed Binance Futures TRADING_HALT contract status handling (Rust and Python) (#4320), thanks @YeeTsai
• Fixed Bybit submit rejection classification and batch amend/cancel request builders (Rust)
• Fixed Databento OPRA option expirations stamped at midnight UTC (#4321), thanks for reporting @pjlegato
• Fixed Hyperliquid fill report decoding for new venue fill directions (#4325), thanks for reporting @magnified103
• Fixed Interactive Brokers stock contract resolution for non-USD and cross-listed symbols (#4337), thanks @dfjmax
• Fixed Interactive Brokers crypto quote-quantity SELL order sizing (#4309), thanks @bebop23
• Fixed Lighter stop-market and market-if-touched order modification rejected for a missing price
• Fixed Polymarket reconciliation producing out-of-range fill prices
• Fixed Polymarket RTDS duplicate snapshot replay and incremental batching (#4319), thanks @graceyangfan

Internal Improvements

• Expanded API facade surface coverage for Cache, Clock, Order, and Portfolio reads (Rust)
• Hardened plugin ABI surface to reject manifest ABI mismatches (Rust)
• Hardened CI release provenance checks with provenance refetch and transient 404 retries
• Improved default Rust builds to avoid abandoned proc-macro-error2 (#4315), thanks for reporting @folknor
• Standardized data subscription logging with a single canonical confirmation and reduced adapter log noise (Rust)
• Optimized OrderMatchingEngine post-match actions to avoid cloning resting orders (Rust)
• Optimized OrderMatchingEngine no-match GTD and trailing-order paths (Rust)
• Optimized Databento adapter decode and loader paths (Rust)
• Optimized Throttler hot paths and added Criterion benches (Rust)
• Upgraded Cython to v3.2.6

Documentation Updates

• Added a Lighter Rust quickstart and get-started guide
• Standardized the request_bars callback pattern for live bar warmup (#4311), thanks @dfjmax
• Refined Databento dataset configuration docs for schema limits and symbology inference
• Refined event sourcing marker sidecar docs to match the shipped markers module
• Refined Polymarket integration guide for Rust config fields and order behavior

Artifact checksums

SHA256 checksums are attached as SHA256SUMS, per-asset .sha256 files, and dist-manifest.json.

Artifact	SHA256
nautilus_trader-1.230.0-cp312-cp312-macosx_15_0_arm64.whl	033f6207d1c52095d64a7644f43b90cab939c2038044db70a4165f2acef3d079
nautilus_trader-1.230.0-cp312-cp312-manylinux_2_35_aarch64.whl	de69df04918ad52095dca2e462f2e1e7755a53e74df13f35de9631ef71513beb
nautilus_trader-1.230.0-cp312-cp312-manylinux_2_35_x86_64.whl	8f4ff2e8af10e93ed643496eb62999b00558085f0e0bff17fc76e08809ba91b9
nautilus_trader-1.230.0-cp312-cp312-win_amd64.whl	9420b151e92a504841b7fc768ba937dc7f3bffe387096215f39b83c6fcda27e8
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nautilus_trader-1.230.0-cp313-cp313-manylinux_2_35_aarch64.whl	8143907c667fda91bb6466c02ff2ec9f6389aa2fcc35fb0843e75a2ab4e4bfa8
nautilus_trader-1.230.0-cp313-cp313-manylinux_2_35_x86_64.whl	b5755ae5057b260827404aef23c3051969107d6724dd8c525f17301c9c5b24c0
nautilus_trader-1.230.0-cp313-cp313-win_amd64.whl	8817c46dc34e0aafc606948aacf1dd0fbbe1a31273c8a2f20983cf4ab2ddeef1
nautilus_trader-1.230.0-cp314-cp314-macosx_15_0_arm64.whl	4163833dc3b930d3f8a6f769eb2e7d6422c144d0db748d63ac0e5fdb1f4842b5
nautilus_trader-1.230.0-cp314-cp314-manylinux_2_35_aarch64.whl	94b0e9180a4e023f80c3e000f2039976d346387fff40987cb3525e6c11873e3f
nautilus_trader-1.230.0-cp314-cp314-manylinux_2_35_x86_64.whl	2178899b700050f931d94ab11a23bcbc4d506b200b387827431e7d6eb0cd1e44
nautilus_trader-1.230.0-cp314-cp314-win_amd64.whl	57f814d13947169538f8cedc881db72e7dc4320626c5a3f37b9ce36ed5527720
nautilus_trader-1.230.0.tar.gz	cc7eaa247e640e46588094fcca44f34f4b6330eeec41e9247068f2500921757d

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NautilusTrader 1.229.0 Beta

NautilusTrader 1.229.0 Beta

Released on 25th June 2026 (UTC).

This release includes many breaking changes across the user-facing Python and Rust v2 APIs.

Enhancements

• Added Cache::try_currency with CurrencyLookupError for typed missing-currency lookups (Rust)
• Added Cache::try_instrument with InstrumentLookupError for typed missing-instrument lookups (Rust)
• Added Cache::try_order with OrderLookupError for typed missing-order lookups (Rust)
• Added negative price support for Commodity instruments in risk checks (#2330), thanks for reporting @fabz1
• Added cache order index crash-recovery restore for Redis and Postgres adapters (Rust)
• Added capability-aware analyze-pool(s)/sync-dex validation that fails before sync for unsupported DEXes
• Added ProbabilityPriceFeeModel and configurable sandbox fee models (#4262), thanks @graceyangfan
• Added SEC1 EC private key support to socket TLS configuration (Rust)
• Added order_position_index Postgres table for the order-position index; run make init-db to migrate
• Added add_native_exec_algorithm and ExecutionAlgorithmConfig bindings to the Python v2 backtest engine
• Added Order::to_order_status_report conversion in Rust
• Added with_msgbus_publisher for Rust live-node and kernel builders
• Added benchmark-relative portfolio stats (#4251), thanks @mahimn01
• Added SBE and Cap'n Proto encodings for Rust-native message bus publishers
• Added SBE and Cap'n Proto support for OptionGreeks
• Added Postgres cache position event-log persistence and restart recovery (Rust)
• Added Redis cache adapter order, position, and order-index write persistence (Rust)
• Added RedisCacheConfig, PostgresCacheConfig, and RedisMessageBusConfig for Rust factories
• Added Python v2 Strategy.order_factory accessor and validating OrderFactory bindings
• Added PyO3 cache purge APIs (#4249), thanks @graceyangfan
• Added PyO3 instrument tick_scheme fields with Arrow persistence
• Added Binance Futures bnfcr_currency config for Credits Trading Mode
• Added Binance Futures funding-rate history support in Rust
• Added Binance Futures MIN_NOTIONAL parsing for min_notional (#4280), thanks @filipmacek
• Added Binance Futures ticker data support in Rust
• Added Binance order-list submission in Rust
• Added Binance market-data WebSocket fixtures for CM-UM st and ps fields (Python and Rust)
• Added BitmexInstrumentState::Unknown to tolerate unrecognized venue states without bootstrap failure
• Added BitMEX legacy futures, spreads, and reference basket instrument parsing
• Added Blockchain CLI help for discoverable and snapshot-capable DEXes per chain
• Added Databento venue_dataset_map to override the default venue-to-dataset mappings
• Added Hyperliquid builder attribution opt-out
• Added Hyperliquid historical trade requests
• Added Hyperliquid minimum notional handling
• Added Interactive Brokers trailing stop basis-point offset support (#4292), thanks @faysou
• Added Lighter NVDA composite market maker Python v2 example
• Added PancakeSwap V3 on-chain snapshot validation via the Uniswap V3 pool reads
• Added PancakeSwap V3 pool-event parsers on BSC, Base, Arbitrum, and Ethereum
• Added Polymarket RTDS custom data subscriptions (#4214), thanks @graceyangfan
• Added Tardis Lighter venue mapping
• Added Tardis options_chain CSV loading, streaming, and catalog conversion
• Added Uniswap V3 SetFeeProtocol indexing so replayed snapshots carry the correct fee_protocol; run make init-db
• Added Uniswap V3 CollectProtocol indexing so pool snapshots track protocol-fee balances; run make init-db

Breaking Changes

• Changed backtest config builders to validate on build() and return ConfigResult (Rust)
• Changed BacktestDataConfig to require an instrument_id, instrument_ids, or bar_types target
• Changed example strategy and actor configs to use bon builder() instead of new()/with_* (Rust)
• Changed Rust actor self.clock() to return ClockApi; call methods directly instead of borrowing
• Changed Rust actor/strategy core access; use macros or native traits instead of Deref
• Changed PyO3 DataActor/Strategy historical request start/end to require UTC datetimes
• Changed Python NautilusDataType enum order to put OptionGreeks before InstrumentStatus
• Changed cache database and message bus backing construction to use factory-owned config structs (Rust)
• Changed CacheDatabaseAdapter::load_index_order_position to return position IDs instead of positions (Rust)
• Changed default message bus/cache encoding to JSON; set encoding="msgpack" for MessagePack
• Changed Redis cache account/order/position storage to event logs; clear old typed state (Rust)
• Changed Rust message bus subscriber-count and presence queries to return invalid-topic errors instead of panicking
• Changed SerializationEncoding repr order to Json=0, MsgPack=1, Capnp=2, Sbe=3
• Changed Cap'n Proto DataAny ordinals to put OptionGreeks before instrument schemas
• Changed SBE DataAny variants and template IDs to put OptionGreeks before instrument schemas
• Changed Currency::from_str and Currency::is_* to return CurrencyLookupError instead of anyhow::Error (Rust)
• Changed InstrumentId and OptionSeriesId string constructors to return typed errors (Rust)
• Changed OrderAny::from_events to return OrderReplayError instead of anyhow::Error (Rust)
• Changed OrderList::validate to return OrderListValidationError instead of anyhow::Error (Rust)
• Changed SyntheticInstrument fallible methods to return SyntheticInstrumentError instead of anyhow::Error (Rust)
• Changed tick scheme constructors and parsing to return TickSchemeError instead of anyhow::Error (Rust)
• Changed Parquet catalog write APIs to take borrowed slices instead of owned Vec (Rust) (#4296), thanks @sunlei
• Changed WebSocket and socket reconnect_timeout_ms to bound only connection establishment (Rust)
• Changed plug-in loader to reject build mismatches by default; opt out with set_allow_build_mismatch (Rust)
• Changed Binance Spot SBE WebSocket API schema to version 3:4, matching generated codecs (Rust)
• Changed Blockchain PoolProfiler.price_sqrt_ratio_x96 to return int instead of str
• Changed Bybit BybitHttpClient::submit_order to take trailing native TP/SL params; PyO3 defaults to None
• Removed CacheConfig.database and MessageBusConfig.backing; pass adapters separately
• Removed common DatabaseConfig and MessageBusBackingConfig; use Redis/Postgres configs
• Renamed message bus database terminology to backing in Rust message bus APIs
• Renamed add_native_actor to add_builtin_actor for bundled example actors
• Renamed add_native_strategy to add_builtin_strategy for bundled example strategies
• Renamed Rust/PyO3 instrument tick_scheme_name to tick_scheme; Cython keeps tick_scheme_name
• Renamed BitmexInstrumentType::StockPerpetual to TradFiPerpetual (covers equities, FX, and commodities)

Security

• Hardened Docker toolchain pins
• Fixed instrument base quantity calculation panic on zero last price (Rust)
• Fixed tick scheme navigation panics on NaN, infinite, and out-of-range prices (Rust)
• Fixed domain value conversions to reject invalid numeric inputs instead of panicking (Rust)
• Fixed plug-in host callbacks to return Panic errors instead of aborting the node on engine panics (Rust)
• Fixed plug-in create, clone_handle, and drop_handle panics to recover instead of aborting the process (Rust)
• Fixed plug-in host thunks to validate UTF-8 on plug-in strings instead of assuming it (Rust)
• Fixed plug-in loader rejection paths to cap diagnostic reads and never dlclose initialized cdylibs (Rust)
• Fixed event-store replay panic on captured fills carrying an invalid order side (Rust)
• Fixed Interactive Brokers disconnect reconciliation corrupting position state (#4230), thanks @HKOWL

Fixes

• Fixed account-currency PnL stats for NETTING accounts reusing a PositionId across cycles (#4294), thanks @faysou
• Fixed account-currency trade PnL stats for foreign-currency instruments (#4211), thanks @faysou
• Fixed blocking Python HTTP functions holding the GIL for the full request duration
• Fixed custom DataType metadata ordering and shared custom-data unsubscribes (Rust)
• Fixed data option-chain delta warmup
• Fixed DataEngine synthetic bar subscriptions with multiple venue clients (#4279), thanks for reporting @HSGartley
• Fixed DeFi pool profiler swap replay diverging from on-chain state at MIN/MAX-tick boundary swaps (Rust)
• Fixed DeFi replay bootstrap gaps in PoolSwap payload exposure, block timestamp units, and actor IDs (Rust)
• Fixed DonchianChannel period window (#4239), thanks @KaizynX
• Fixed event-store boot recovery to repair hard-crashed run files and skip damaged ones instead of failing (Rust)
• Fixed event-store capture duplicating order events, commands, and account states across dispatch hops (Rust)
• Fixed event-store snapshot-anchor validation across the verifier, retention, and restore paths (Rust)
• Fixed event-store replay, scan, marker, and halt-signal edge cases around skipped events, gaps, and reruns (Rust)
• Fixed HTTP client errors discarding the underlying cause from the reqwest source chain (Rust)
• Fixed HttpClient rejecting invalid response header keys instead of silently dropping them (Rust)
• Fixed Instrument rejecting negative min_price, preventing spread instruments from loading in Python
• Fixed live external order claim registration in Rust
• Fixed live reconciliation logging below-cached fill mismatches as errors, halting shutdown_on_error nodes (Rust)
• Fixed live reconciliation logging transient venue report-query failures as errors (Rust)
• Fixed live reconciliation synthesizing phantom cancels on cancel-replace venues (#4288), thanks @filipmacek
• Fixed local catalog queries and backtests for non-ASCII i...

NautilusTrader 1.228.0 Beta

NautilusTrader 1.228.0 Beta

Released on 8th June 2026 (UTC).

Enhancements

• Added BSC chain support to blockchain adapter with UniswapV3 and PancakeSwapV3 DEX registrations
• Added Aerodrome Slipstream pool-event signatures and parsers for bootstrap and replay on Base
• Added Blockchain adapter analyze-pools CLI for batch DeFi pool snapshot hydration
• Added structured PoolProfilerError carrying pool id, block, transaction/log index, and event kind
• Added DeFi data (DefiData) replay through the data and backtest engines as a first-class Data variant
• Added BacktestEngine.add_defi_data for replaying DeFi block, pool, and pool-event data in backtests
• Added funding-rate catalog replay and FundingSettlement handling for backtests (Rust)
• Added generic structured key-value fields to LogLine (#4090), thanks @filipmacek
• Added correlation_id field to trading and system command structs for request tracing (Rust)
• Added checked mantissa/exponent constructors for Price and Quantity (Rust)
• Added Cap'n Proto and adapter split propagation of trading command correlation_id
• Added nautilus-plugin crate for loading separately compiled Rust cdylibs at live-node startup (Rust)
• Added custom-data plug point via PluginCustomData trait and nautilus_plugin! macro (Rust)
• Added actor plug point via PluginActor trait with lifecycle and data callbacks (Rust)
• Added strategy plug point via PluginStrategy trait with HostVTable order-command surface (Rust)
• Added plug-in HostVTable callbacks for cache, subscriptions, msgbus, and timers (Rust)
• Added PluginActorAdapter and PluginStrategyAdapter wrapping plug-in cdylibs as host DataActor/Strategy (Rust)
• Added PluginLoader::with_host so the live node can install a custom HostVTable for order-command routing (Rust)
• Added host_vtable and plugin_loader helpers binding submit/cancel/modify order to the strategy adapter (Rust)
• Added register_custom_data_from_manifest to register plug-in custom data with DataRegistry at load time (Rust)
• Added config_json argument to plug-in create thunks and PluginActor::new/PluginStrategy::new (Rust)
• Added DataEngine continuous futures historical bar requests and live bar subscriptions (Rust)
• Added DataEngine response bounds-trim and request-pipeline fan-in with RequestJoin support (Rust)
• Added DataEngine catalog / client response-side request splitting (Rust)
• Added DataEngine catalog orchestration for funding rates, custom data, and instruments (Rust)
• Added DataEngine time-range pipeline support for long historical requests (Rust)
• Added DataEngine order book deltas request and response with catalog/client split (Rust)
• Added DataEngine historical order book snapshot replay at UTC day boundaries (Rust)
• Added support for mixed-instrument OrderLists at the same venue (e.g. pairs, calendar spreads, multi-leg legs)
• Added OrderList.is_uniform_instrument and OrderList.instrument_ids helpers (Python)
• Added deny guard for mixed-instrument order lists submitted with a position_id
• Added portfolio PyO3 bindings and Strategy.portfolio access (#4085), thanks @ms32035
• Added beta-weighted vega greeks against volatility index instruments (#4097), thanks @faysou
• Added native OptionGreeks persistence and backtest replay support (#4132), thanks @Jonah-Chan
• Added StrikeRange.delta(...) to select option-chain strikes by target delta
• Added deterministic liquidation engine for backtests (#4077), thanks @abhishektang
• Added configurable logging IO policies (#4158), thanks @sunlei
• Added Binance Futures liquidation custom data subscriptions (#4095), thanks @graceyangfan
• Added Binance Futures open interest request custom data (Rust) (#4109), thanks @graceyangfan
• Added Binance Spot JSON public market data mode (#4178), thanks @graceyangfan
• Added pending-resolution settlement pipeline for binary options (Rust) (#4101), thanks @graceyangfan
• Added Serialize/Deserialize derives for PositionEvent (#4199), thanks @filipmacek
• Added Coinbase WebSocket status channel subscription emitting InstrumentStatus events
• Added Coinbase Python v2 factory bindings and tester examples
• Added CryptoFuturesSpread and CryptoOptionSpread instrument types mirroring CryptoFuture/CryptoOption
• Added Deribit option_combo and future_combo parsing as CryptoOptionSpread/CryptoFuturesSpread instruments
• Added Deribit combo trade leg parsing (legs[], combo_id, combo_trade_id) on public trade messages
• Added Deribit get_last_trades_by_currency HTTP endpoint for combo trade backfill
• Added Deribit get_expirations HTTP endpoint for traded option-chain expirations
• Added Deribit public TradeId provenance prefix (RFQ-/BLK-/COMBO-) for block, RFQ, and combo trades
• Added Deribit subscribe_combo_legs opt-in for combo leg trade streams
• Added Derive initial adapter (on-chain spot, perps, options)
• Added Derive WebSocket trading API support for submit, cancel, modify, and cancel-all actions
• Added Hyperliquid WebSocket trading API support for submit, cancel, modify, and cancel-all actions
• Added Hyperliquid HIP-4 outcome BinaryOption.info with parsed venue description and question metadata
• Added Hyperliquid HYPERLIQUID_ACCOUNT_ADDRESS env var fallback for HyperliquidExecClientConfig.account_address
• Added Hyperliquid live open interest custom data from activeAssetCtx (Rust) (#4120), thanks @graceyangfan
• Added Hyperliquid allDexsAssetCtxs custom data subscriptions (#4136), thanks @graceyangfan
• Added Kraken WebSocket rate limiting (#4093), thanks @filipmacek
• Added Lighter initial adapter (DEX: spot, perps)
• Added OKX on_instrument write-through so data-client instrument updates refresh exec caches without restart
• Added OKX spread instrument discovery as CryptoFuturesSpread instruments (Rust)
• Added OKX Nitro spread order execution and reconciliation support (Rust)
• Added Polymarket adapter bounded-retry auto-load with auto_load_max_retries and exponential backoff with jitter (Rust)
• Added Polymarket condition-level resolution for expired markets (#4164), thanks @graceyangfan
• Added Polymarket new_market fetch dedupe and bounded concurrency (#4185), thanks @graceyangfan
• Added Polymarket POLY_1271 deposit-wallet signing support (#4053), thanks for reporting @sumuzhao and @sophyphilo
• Added shutdown_on_error to stop Rust backtests and live nodes after error logs
• Added Tardis option greeks ingestion to the catalog for backtest replay
• Added Tardis extract_bbo_as_quotes to emit QuoteTick from option_summary BBO fields

Breaking Changes

• Renamed custom-data field marker json to serde (#4133), thanks @faysou
• Removed live engine graceful_shutdown_on_error; use node-level shutdown_on_error instead
• Changed nautilus_pyo3.get_exchange_rate to return decimal.Decimal instead of float
• Changed DeFi pool-event and snapshot types to require ts_event/ts_init timestamps (was optional timestamp)
• Changed PoolProfiler::initialize and check_if_initialized to return Result rather than assert
• Changed command new constructors to accept correlation_id: Option<UUID4>, pass None for old behavior (Rust)
• Changed CVec to no longer implement Send; use typed wrappers for thread transfer (Rust)
• Changed Hyperliquid HIP-4 outcome InstrumentId to {outcome_index}-{YES|NO}-OUTCOME.HYPERLIQUID
• Changed Deribit DeribitWebSocketClient.with_credentials to accept api_key/api_secret after environment
• Changed order event reconciliation and due_post_only from u8 to bool (changes JSON/Arrow schemas)
• Changed Deribit combos to land as CryptoOptionSpread/CryptoFuturesSpread instead of OptionSpread/FuturesSpread; FuturesSpread/OptionSpread once again guarantee whole-contract sizing
• Changed NautilusKernelConfig.timeout_connection default from 120 to 60 seconds (#4179)

Security

• Added OpenSSF Scorecard workflow (#4187), thanks @pushkarm029
• Fixed DataFFI PyCapsules to reject mismatched types and prevent repeated CVec drops
• Fixed thread-local registry access to avoid exposing global-lifetime actor and component refs
• Fixed OrderBookDepth10 FFI constructor to avoid unwinding across C ABI boundaries
• Fixed StackStr::from_c_ptr_checked to return None for null C string pointers

Fixes

• Fixed matching engine panic on mark price bars in Rust (#4189), thanks @po4yka
• Fixed raw value boundary constants in Rust (#4188), thanks @po4yka
• Fixed unbounded Cache VecDeque memory leak (Rust) (#4107), thanks @filipmacek
• Fixed Throttler silently dropping buffered messages in buffer mode (Python v1) (#4221), thanks @santatic
• Fixed Cache.reset clearing FX rate lookup for retained instruments (#4159), thanks for reporting @dfjmax
• Fixed BacktestEngine option positions remaining open when data stops before expiry
• Fixed BacktestEngine losing latency-deferred commands at shutdown (Rust) (#4062), thanks for reporting @zhanghaoda
• Fixed BacktestEngine duplicate account state events on reset, thanks for reporting @dfjmax
• Fixed calculated account state flag for cash and margin accounts (#4218), thanks @faysou
• Fixed PortfolioStatistic.downsample_to_daily_bins to compound sub-daily returns (#4141), thanks @mahimn01
• Fixed missing PortfolioStatistic trait methods returning None (#4174), thanks @mahimn01
• Fixed matching engine not canceling unmatched IOC/FOK limit orders (Rust) (#4112), thanks for reporting @Jonah-Chan
• Fixed matching engine L1 slip-through for market orders exhausting top-of-book volume (Rust)
• Fixed multi-currency balance update violating total == locked + free (#4165), thanks for reporting @qaxayuan
• Fixed NETTING reconciliation opening phantom reduce-only positions (#4106), thanks for reporting @M-at-ti-a
• Fixed HEDGING margin scaling with fill count instead of net...

NautilusTrader 1.227.0 Beta

NautilusTrader 1.227.0 Beta

Released on 18th May 2026 (UTC).

Enhancements

• Added continuous futures support for aggregated bars (#3921), thanks @faysou
• Added purge_instrument cache method for trimming unused instruments (#3945), thanks for reporting @fedoraiver
• Added LoggerConfig.file_config and clear_log_file support to the Rust LiveNode runtime (#3955), thanks @filipmacek
• Added LoggerConfig Python constructor for direct construction without from_spec (#3955), thanks @filipmacek
• Added limit_aggressive and test_modify_rejected flags to ExecTesterConfig for marketable/modify-rejection tests
• Added CompositeMarketMaker example strategy with book-mid quoting and synthetic-signal skew (Rust)
• Added #[custom_data_field(json)] for JSON-backed Arrow Serde fields and PyO3 IndexMap/HashMap dict conversion (#4003), thanks @faysou
• Added priority parameter to DataActor.subscribe_signal for ordered dispatch between subscribers (Rust and PyO3)
• Added Cache::order_owned returning an owned OrderAny snapshot for boundary handover (Rust)
• Added Cache::account_mut, account_owned, account_for_venue_owned with AccountRefMut/AccountAny returns (Rust)
• Added Cache::position_mut and position_owned with PositionRefMut/Position returns (Rust)
• Added PortfolioSnapshot event for per-account mark-to-market emission, gated by snapshot_interval_ms (Rust)
• Added Portfolio::build_snapshot and Portfolio::snapshots accessors with a bounded per-account ring (Rust)
• Added subscribe_portfolio_snapshot and publish_portfolio_snapshot message bus API on events.portfolio (Rust)
• Added subscribe_positions message bus function (Rust)
• Added InstrumentId::parse_parent_components and InstrumentClass parent suffix conversion methods, exposed via PyO3 (Rust)
• Added serde Deserialize support for LiveNodeConfig and adapter client configs to enable loading from TOML
• Added Betfair Rust adapter post-reconnect mass-status reconciliation that halts submits via STREAM_RECONCILING
• Added Betfair Rust adapter stream_gap_recovery_lookback_mins config for the reconciliation lookback window
• Added Binance Spot expiryReason field capture on schema 3:4 SBE order responses (Rust)
• Added Binance Spot serverShutdown event handling on market-data and trading WebSocket streams (Rust)
• Added Binance USDM mark price moving average (ap) field on BinanceFuturesMarkPriceMsg (Rust)
• Added Bybit hedge-mode venue position IDs for order, position, and fill events
• Added Bybit BBO order support for linear and inverse limit-style orders
• Added Bybit flatten binary that cancels working orders and flattens Linear/Inverse positions
• Added Bybit instrument-info symbolId, symbolType (with xstocks/stock/forex/commodity), and spot xstockMultiplier fields (Rust)
• Added Bybit position openTime field on REST BybitPosition and WS BybitWsAccountPosition (Rust)
• Added Bybit execution.fast private WebSocket channel support with slim payload struct and FillReport dispatch (Rust)
• Added Coinbase liquidation/ADL warning on forced-close order events
• Added Coinbase CFM liquidation buffer warning when buffer drops below 20%
• Added Databento set_price_precision and get_price_precisions methods on the data loader and historical client
• Added Deribit auto_load_missing_instruments config flag to lazy-load uncached instruments on subscribe
• Added Deribit DVOL custom data subscriptions (#4069), thanks @graceyangfan
• Added dYdX historical funding rate requests via the request_funding_rates HTTP method and PyO3 binding
• Added Hyperliquid HIP-4 outcome instruments: +E/#E encoding, USDH settlement, and per-side BinaryOption modeling
• Added Hyperliquid HIP-4 outcome reconciliation via spot balances; outcomeMeta settlement dispatch on the Rust client
• Added Hyperliquid HIP-4 userOutcome actions (split, merge, mergeQuestion, negate) and venue Settlement fill parsing
• Added Hyperliquid allMids custom data subscriptions with optional dex metadata (#4067), thanks @graceyangfan
• Added Kraken Spot margin trading support (#3965), thanks @mcgrj
• Added Kraken Spot L3 order book support via WebSocket v2 (#4041), thanks @mcgrj
• Added Kraken Spot WebSocket v2 order submission (#4007), thanks @mcgrj
• Added OKX X-Perp (ruleType=xperp) futures support with funding-rate subscriptions
• Added OKX slippagePct parameter for market orders via the slippage_pct order param
• Added OKX event contracts support
• Added Polymarket OrderStatusReport.filled_qty dust snap at terminal Filled status to absorb venue truncation
• Added Polymarket PolymarketFeeModel backtest fee model with maker-rebate inference
• Added Polymarket PolymarketDataLoader.sanitize_info flag to strip resolution fields on resolved markets

Breaking Changes

• Removed legacy adapter environment flags per previous deprecation; use environment enum
• Removed From<OrderInitialized> for order types; use TryFrom to surface invariant errors via try_from/try_into
• Removed Polymarket SNAP_UNDERFILL_ULPS and SNAP_OVERFILL_ULPS; reverting to single DUST_SNAP_THRESHOLD constant
• Removed stale Tardis crypto-com-derivatives exchange variant
• Renamed Binance and Kraken environments from Mainnet/MAINNET to Live/LIVE
• Renamed time_bars_origins config param to time_bars_origin_offset in DataEngineConfig/LiveDataEngineConfig (Rust)
• Renamed Cache::mut_order to order_mut; takes &mut Cache and returns OrderRefMut<'_> (Rust)
• Changed Cache::order and orders_* to return OrderRef<'_> (newtype borrow, was &OrderAny) (Rust)
• Changed Cache::account, account_for_venue, accounts to return AccountRef<'_> (was &AccountAny) (Rust)
• Changed Cache::position, position_for_order, positions_* to return PositionRef<'_> (was &Position) (Rust)
• Changed Cache::take_account to move the account out of its cell and panic on alias instead of cloning (Rust)
• Changed to deny submit_order/submit_order_list with a custom position_id under NETTING OMS; use HEDGING for custom position IDs
• Changed JSON log file extension from .json to .jsonl; update log shippers watching .json (#3955), thanks @filipmacek
• Changed Python order create() methods to raise ValueError on invalid OrderInitialized instead of panicking
• Changed default TransportBackend to Sockudo; set backend = Tungstenite to keep the previous default
• Changed nautilus-network default Cargo features to include transport-sockudo
• Changed nautilus-model arrow to an optional feature; enable arrow (or python-arrow) for prior behavior (#4008), thanks @sunlei
• Changed OrderMatchingEngineConfig defaults to match the Cython per-engine constructor (Rust)
• Changed Strategy order methods to take Option<Params> to avoid unnecessary IndexMap allocations (Rust); use None or Some(params)
• Changed Strategy::cancel_order and modify_order to take ClientOrderId instead of OrderAny (Rust v2)
• Changed Strategy::cancel_orders to take Vec<ClientOrderId> instead of Vec<OrderAny> (Rust v2)
• Changed Rust strategy registration to append order_id_tag to explicit strategy IDs, matching Cython
• Changed Binance Futures to prefer DEMO endpoints for simulated trading
• Changed Databento data loaders to error on unresolved precision; pass price_precision or call set_price_precision
• Changed Kraken Spot to reject DEMO; demo remains Futures-only
• Changed nautilus_core::from_pydict from Py<PyDict> to &Py<PyDict> to avoid moving the input dict (Rust) (#4003), thanks @faysou
• Changed DataActor::subscribe_signal to take priority: Option<u32>; existing callers must pass None (Rust)
• Changed message bus subscription priority from u8 to u32 to match Cython int priority parity (Rust)
• Changed OrderFactory::bracket to a bon builder with per-leg entry_*/tp_*/sl_* setters; use factory.bracket()...call() (Rust)

Security

• Added Sigstore SBOM attestation for Docker container images at the published digest
• Added CI smoke tests verifying wheel, sdist, and Docker image signatures after publish
• Removed long-lived PACKAGES_TOKEN PAT in favor of per-job GHCR GITHUB_TOKEN
• Hardened CI release signing chain: pinned cosign tooling, harden-runner on merge jobs
• Hardened nightly-merge auth by storing token in git extraheader rather than remote URL
• Hardened PyPI publishing with OIDC trusted publishing, eliminating long-lived API tokens
• Hardened Python deps: pinned every third-party package in [tool.uv].no-build-package so lost wheels fail uv lock not build sdist
• Upgraded urllib3 to v2.7.0 (GHSA-mf9v-mfxr-j63j decompression-bomb bypass, GHSA-qccp-gfcp-xxvc cross-host proxy header leak)
• Fixed DatabaseConfig repr to fully redact passwords (#4028), thanks @faysou
• Documented Sigstore signature and SBOM verification commands in SECURITY.md

Fixes

• Fixed RefCell reentrancy panic in ExecutionEngine::handle_order_fill for OTO parent fills (#3981), thanks for reporting @GreatLandmark
• Fixed RefCell reentrancy in ExecutionEngine::load_cache nested borrow_mut calls
• Fixed RefCell double-borrow panic in Portfolio::update_position when calculate_account_state is true
• Fixed identifier deserialization inside #[serde(tag = "type")] enums and serde_json::Value via Cow<'de, str> owned-string support
• Fixed AccountsManager::update_balances discarding recalculated balances by mutating a dropped clone
• Fixed margin account balance not applying realized price PnL on close and reversal fills (#4056), thanks @faysou
• Fixed Rust portfolio account event clone overhead (#4004), thanks for reporting @magnified103
• Fixed margin AccountState events emitting empty balance...

NautilusTrader 1.226.0 Beta

NautilusTrader 1.226.0 Beta

Released on 29th April 2026 (UTC).

Enhancements

• Added Portfolio::mark_values, equity, and missing_price_instruments queries for Rust and Python
• Added instrument_status / instrument_statuses cache queries and auto-caching in the data engine (#3858)
• Added environment enum config for BitMEX, Deribit, dYdX, Hyperliquid, and OKX adapters
• Added BybitEnvironment to BybitDataClientConfig and BybitExecClientConfig
• Added missing config values to LiveExecEngineConfig (#3841), thanks @Javdu10
• Added calculate_commission to ExecutionClient for venue-specific reconciliation fills
• Added PyO3 bindings for DataEngineConfig, ExecutionEngineConfig, and OrderEmulatorConfig so they can be constructed from Python
• Added cache, msgbus, data_engine, exec_engine, and portfolio keyword arguments to BacktestEngineConfig Python constructor
• Added MarginAccount.margin_for_currency + margin_init/maint_for_currency helpers for cross-margin queries
• Added MarginAccount.total_margin_init(currency) / total_margin_maint(currency) summing both margin buckets
• Added MarginAccount.account_margins, account_margins_init/maint, and clear_account_margin accessors
• Added transport-sockudo feature with TransportBackend runtime selector for the WebSocket transport (Rust)
• Added TransportBackend PyO3 enum and WebSocketConfig.backend kwarg for backend selection from Python
• Added custom upgrade-header support on the sockudo backend so adapters carry the same User-Agent and per-venue headers on both backends (#3932), thanks @sunlei
• Added WebSocketConfig.proxy_url for HTTP CONNECT proxy tunneling with basic-auth support
• Added Betfair tiered tick scheme to BettingInstrument for ladder-snapped pricing
• Added Binance Futures use_trade_lite config to opt into low-latency TRADE_LITE fills (Rust, default False)
• Added Binance proxy_url plumbing for market and user-data WS streams (#3937), thanks for reporting @huangqingchi
• Added Bybit user-related endpoints (#3894), thanks @sunlei
• Added Bybit BybitPositionIdx enum and bybit_resolve_position_idx PyO3 helper
• Added Coinbase initial integration adapter (Rust)
• Added DydxNetwork re-export on the nautilus_trader.adapters.dydx package
• Added Hyperliquid historical funding rates via fundingHistory info endpoint
• Added Hyperliquid configurable MARKET slippage (market_order_slippage_bps) with per-order override
• Added Hyperliquid OrderBookDepth10 subscription backed by the l2Book feed
• Added Hyperliquid nSigFigs / mantissa L2 precision controls via subscribe_params
• Added Interactive Brokers Rust adapter with PyO3 compatibility layer (#3864), thanks @faysou
• Added Kraken xStocks tokenized asset support for spot market data, order submission, and futures instruments
• Added OKX option greeks support for both Black-Scholes and price-adjusted conventions on every tick
• Added OKX params["greeks_convention"] (string or list) to narrow option greeks subscriptions
• Added OKX transport_backend config to switch websockets between Tungstenite and Sockudo backends
• Added Polymarket game_id and fee_schedule to instrument info (#3811), thanks @Javdu10
• Added Polymarket batch SubmitOrderList via POST /orders for limit-order batches (Rust)
• Added Polymarket WebSocket idle_timeout_ms for zombie detection (#3908), thanks for reporting @camarigor
• Added Polymarket WebSocket proxy_url plumbing
• Added Polymarket pUSD collateral currency (Currency::pUSD() in Rust, pUSD in Python) for the CLOB V2 cutover
• Added configurable compression for Tardis Machine replay, defaulting to zstd
• Added ExecutionReport::OrderWithFills and send_order_with_fills emitter for bundled status + fill reconciliation
• Added ADL / liquidation detection and logging across Binance, Bybit, OKX, BitMEX, Hyperliquid, Deribit, and dYdX
• Added Binance Futures COIN-M delivery_autoclose- prefix recognition for expiring contract auto-close events
• Added Bybit adlRankIndicator warning log when an open position is ranked 4 or higher (next to deleverage)
• Added Hyperliquid liquidation metadata logging on fills and userEvents.liquidation routing
• Added Hyperliquid Auto-Deleveraging fill detection with warn logging on HTTP and WebSocket paths

Breaking Changes

• Added Option<&AccountId> to Rust Portfolio::unrealized_pnls, realized_pnls, total_pnls; pass None to keep prior behavior
• Added backend: TransportBackend to WebSocketConfig; struct-literal callers must add the field (Rust)
• Added proxy_url: Option<String> to WebSocketConfig; struct-literal callers must add the field (Rust)
• Migrated Polymarket adapter to CLOB V2: new EIP-712 domain version 2, new exchange contract addresses, timestamp/metadata/builder order fields replace taker/nonce/feeRateBps, and pUSD replaces USDC.e as collateral; the Python adapter now uses py-clob-client-v2
• Consolidated adapter HTTP and WebSocket proxy plumbing onto a single proxy_url field, replacing the prior http_proxy_url / ws_proxy_url split across adapter Rust and Python configs
• Removed DockerizedIBGatewayConfig::from_env_or_defaults (Rust); use the bon builder or Default::default, which still falls back to TWS_USERNAME/TWS_PASSWORD
• Removed OrderMatchingEngineConfig::new and with_price_protection_points (Rust); use OrderMatchingEngineConfig::builder() instead
• Removed BlockchainDataClientConfig::new, BlockchainExecutionClientConfig::new, and DexPoolFilters::new (Rust); use the corresponding ::builder() instead
• Removed DeribitExecClientConfig::new and HyperliquidExecClientConfig::new convenience constructors (Rust); use the ::builder() instead
• Removed DataEngineConfig::new 12-arg positional constructor (Rust); use DataEngineConfig::builder() instead
• Removed synthetic ACCOUNT-* placeholders from margin adapters; MarginBalance emits with currency only
• Removed nautilus_system::factories module; import factory traits from nautilus_common::factories (Rust)
• Removed indicators from nautilus-common default features; enable with features = ["indicators"] (Rust)
• Renamed Python DatabaseConfig.timeout to connection_timeout and response_timeout to match the Redis/PyO3 wire schema
• Replaced is_sandbox: bool with environment: AxEnvironment on AxDataClientConfig and AxExecClientConfig (Rust and Python), aligning with the Binance/Bybit/Kraken adapter pattern. Default is Sandbox.
• Changed BacktestEngine::add_venue and SimulatedExchange::new (Rust) to take SimulatedVenueConfig (bon builder)
• Changed Interactive Brokers Rust configs to use bon builders: InteractiveBrokersDataClientConfig, InteractiveBrokersExecClientConfig, InteractiveBrokersInstrumentProviderConfig, and DockerizedIBGatewayConfig
• Changed get_cached_bybit_http_client signature: replaced demo/testnet bools with environment: BybitEnvironment
• Changed UnsubscribeBookSnapshots to require interval_ms for exact snapshot interval unsubscribe (Rust)
• Changed OrderError::Invariant variant to wrap CorrectnessError instead of anyhow::Error (Rust)
• Changed HyperliquidEip712Signer::new() to return Result and take &EvmPrivateKey (Rust)
• Changed HyperliquidExchangeRequest::new/with_vault to accept HyperliquidSignature directly (Rust)
• Changed Binance USD-M Futures WebSocket URLs from /ws to /market/ws and /private/ws
• Changed Cap'n Proto and SBE wire formats to preserve Option state (unstable, may change)
• Changed Python and Serde-backed Rust config decoding to reject unknown fields, so stale or misspelled keys now fail fast during config parsing
• Changed MarginBalance.instrument_id to optional; None marks account-wide (cross margin) entries keyed by currency
• Changed MarginAccount.margins_init/margins_maint to per-instrument only; use account_margins_* for cross margin
• Changed Binance Futures COIN-M to emit one MarginBalance per base coin (previously hardcoded USDT)
• Changed matching-engine TradeId format to T-{hash}-{count} from {venue}-{raw_id}-{count}; ts_init-keyed
• Changed use_random_ids to no longer govern TradeId; flag still affects VenueOrderId and PositionId
• Changed workspace nautilus-live to default-features = false; enable features = ["node"] for LiveNode (Rust)
• Changed adapter LiveNode examples to require --features examples to build (Rust)
• Changed ParquetDataCatalog::to_object_path and to_object_path_parsed to return anyhow::Result so cross-store URIs surface as errors instead of silently rewriting against the catalog bucket (Rust)
• Changed prefixed remote catalogs (s3://bucket/base/path, etc.) to read and write under their declared URI prefix; data previously written to the bucket root by the prior buggy behavior will not be discovered after upgrading and must be moved into the prefix (#3930)

Security

• Hardened Binance Ed25519 credential detection so base64 HMAC secrets no longer pass as Ed25519 keys (Rust)
• Hardened Binance HTTP request signing by URL-encoding Ed25519 signatures in query strings (Rust)
• Replaced the third-party urlencoding crate with the in-tree nautilus_core::urlencoding to shrink the supply-chain surface (Rust)
• Bumped pinned SHAs for security-relevant GitHub Actions (harden-runner, codeql-action, setup-uv, setup-rust-toolchain) to current upstream releases
• Refreshed cargo-deny and osv-scanner advisory configuration; removed the stale pygments advisory ignore now that upstream is patched

Fixes

• Fixed sockudo WebSocket backend dropping handshake leftover bytes when the server piggybacks the first frame on the 101 response (#3932), thanks @sunlei
• Fixed account state regeneration dropping account-wide margins on every fill across live and backtest paths
• Fixed AccountState ...

NautilusTrader 1.225.0 Beta

NautilusTrader 1.225.0 Beta

Released on 6th April 2026 (UTC).

Enhancements

• Added option chains and greeks in Rust (#3637), thanks @filipmacek
• Added option chains and greeks in Python (#3677), thanks @filipmacek
• Added cached futures-spread support to GreeksCalculator (#3792), thanks @faysou
• Added custom data registration, persistence, and routing in Rust (#3542), thanks @faysou
• Added nautilus_actor! macro in nautilus_common for Deref/DerefMut boilerplate on actor types (Rust)
• Added nautilus_strategy! macro in nautilus_trading for Deref/DerefMut and Strategy trait boilerplate on strategy types, with optional block for hook overrides (Rust)
• Added cache.orders_active_local(...) function in Rust (#3716), thanks @Javdu10
• Added interval field to FundingRateUpdate (#3694), thanks @dxwil
• Added BookImbalanceActor example actor for order book quoted volume imbalance in Rust
• Added ExecTesterConfig.test_reject_post_only implicitly setting post_only on orders without requiring use_post_only (Python and Rust)
• Added TieredTickScheme and TickScheme::Tiered for price-dependent tick sizes (Rust)
• Added TokenizedAsset instrument type with configurable asset_class field for tokenized equities, ETFs, commodities, and other real-world assets
• Added Betfair backtest example streaming raw .gz data through BacktestEngine (Rust)
• Added Binance decode_binance_spot_client_order_id and decode_binance_futures_client_order_id utility functions for decoding Link & Trade encoded clientOrderId values from raw Binance API responses
• Added Binance Futures subscribe_funding_rates and unsubscribe_funding_rates with FundingRateUpdate emission via the mark price stream (Rust)
• Added Binance Futures exchange-generated order handling for liquidation, ADL, and settlement fills with client order ID prefix detection and FillReport/OrderStatusReport emission (Rust)
• Added Binance Futures use_position_ids config for hedging position IDs derived from instrument and position side on exchange-generated fills (Rust)
• Added Binance Futures default_taker_fee config with commission fallback estimation for exchange-generated fills when venue omits commission fields (Rust, USD-M only)
• Added Binance NewAdl, NewInsurance, and PendingNew variants to BinanceOrderStatus (Rust)
• Added Binance Rpi time-in-force, PreSettle/Settling/Close contract statuses, None/Decrement/Transfer STP modes, and income type variants (Rust)
• Added Binance instrument status polling in Rust
• Added Arrow schema support for BinanceBar and BinanceFuturesMarkPriceUpdate (#3749), thanks @twitu
• Added Binance Futures close_position parameter for algo stop orders to close an entire position at trigger price (Python and Rust) (#3751), thanks for reporting @dodge-basic
• Added Bybit native TP/SL params for order placement (#3754), thanks @jindrichsirucek
• Added Bybit instrument status polling and subscription (#3738), thanks @filipmacek
• Added Bybit options trade subscriptions using baseCoin topic with per-instrument filtering
• Added Bybit option instrument fee rate population from /v5/account/fee-rate
• Added Bybit submit_order_list via WebSocket batch API with TP/SL support and HTTP demo fallback (Rust)
• Added Bybit query_order via HTTP with open order and history fallback (Rust)
• Added Databento Arrow serialization for imbalance and statistics (#3689), thanks for reporting @GianC0
• Added Deribit LimitIfTouched and MarketIfTouched order type support (take_limit/take_market)
• Added Hyperliquid agent wallet support (#3668), thanks @oh92
• Added Hyperliquid product type config for live clients (#3783), thanks @lisiyuan656
• Added Kraken FOK, LimitIfTouched orders, and batch submit
• Added Kraken tokenized equity (xStocks) support via aclass_base=tokenized_asset with automatic dual-fetch on instrument loading (#3455), thanks for reporting @jilongjia
• Added Kraken request_book_snapshot for spot and futures via HTTP depth endpoints
• Added Kraken request_funding_rates for futures with client-side start/end/limit filtering
• Added Kraken subscribe_instrument_status for spot and futures (polling-based detection)
• Added Kraken spot trailing stop and trailing stop limit order submission with trailing_offset and limit_offset fields
• Added Kraken spot trigger parameter for conditional orders (last or index price reference)
• Added Kraken spot quote quantity orders via viqc order flag
• Added Kraken spot iceberg orders via displayvol parameter
• Added OKX submit_order_list via WebSocket batch endpoint for regular GTC orders
• Added OKX support for bracket order submission with attached TP/SL (#3701), thanks @Nickonomic
• Added OKX subscribe_option_greeks for venue-provided Greeks via the opt-summary WebSocket channel
• Added OKX configurable ws_auth_timeout_secs for WebSocket authentication (#3727), thanks for reporting @Stamppot82
• Added OKX fwdPx (forward price) to OKXOptionSummaryMsg and mapped to underlying_price on OptionGreeks for ATM tracking
• Added OKX request_orderbook_snapshot and request_funding_rates to Python data client via PyO3 bindings
• Added OKX options trading execution with limit orders, px_usd/px_vol pricing modes, OpFok order type, and MarketToLimit/conditional order rejection
• Added OKX options position-level Black-Scholes Greeks (delta_bs, gamma_bs, theta_bs, vega_bs) to position data
• Added OKX determine_order_type_with_alt for correct order type classification when options use alternative pricing fields
• Added DeltaNeutralVol strategy strangle entry via px_vol limit orders with configurable IV offset, time-in-force, and cache-based re-entry guard
• Added OKX missing WebSocket message fields across all channel structs
• Added Polymarket instrument provider and filters in Rust (#3708), thanks @filipmacek
• Added Polymarket strategy-driven data subscriptions (#3806), thanks @Javdu10
• Added Tardis MarkPriceUpdate and IndexPriceUpdate parsing from derivative_ticker messages in Rust
• Added Tardis DerivativeTickerCache for deduplicating unchanged funding rate, mark price, and index price updates
• Added Tardis TardisDataType enum for normalized Tardis Machine data type identifiers
• Added Tardis live streaming support via stream_options config with automatic reconnection and exponential backoff
• Added Tardis raw provider metadata to Instrument.info (#3730), thanks for reporting @volemont

Breaking Changes

• Removed deprecated convert_quote_qty_to_base from ExecEngineConfig and LiveExecEngineConfig; adapters now handle quote-to-base conversion directly
• Removed TARDIS_BASE_URL constant from nautilus_tardis::http - use nautilus_tardis::common::urls::TARDIS_HTTP_BASE_URL
• Removed Hyperliquid revoke_hyperliquid_builder_fee function and builder fee revoke scripts
• Removed DatabentoLiveClient.key property (Python)
• Renamed OrderEvent.kind() to type_name() in Rust
• Renamed instrument type_str PyO3 getter to type_name
• Renamed DatabentoHistoricalClient.key property to api_key (Python)
• Renamed ParquetDataCatalogV2 to ParquetDataCatalog and StreamingFeatherWriterV2 to StreamingFeatherWriter (PyO3 persistence classes)
• Changed Tardis HTTP client from reqwest::Client to nautilus_network::http::HttpClient with rate limiting
• Changed ExecutionEngine.register_client to error when a venue is already routed to another client (Rust)
• Changed ExecutionEngine.register_venue_routing to error when re-routing a venue to a different client (Rust)
• Changed collection-cloning PyO3 getters to methods: Position.events(), adjustments(), client_order_ids(), venue_order_ids(), trade_ids(); and events() on all order types
• Changed config structs to use bon::Builder defaults as single source of truth; Default impls now delegate to Self::builder().build()
• Changed config fields that always had a sensible default from Option<T> to plain T with #[builder(default)] across all adapter, live, and engine configs (Rust)
• Changed Option<T> fields retained only where None carries distinct meaning (feature disabled, unbounded, etc.)

Security

• Hardened Docker Compose to bind all ports to localhost and add no-new-privileges to all services
• Hardened CI egress policy to block by default and fall back to audit mode for fork pull requests
• Upgraded all nautilustrader.io URLs from HTTP to HTTPS (#3686), thanks @04cb
• Documented aws-lc-rs non-FIPS mode rationale (FIPS 140-3 module requires Go toolchain)

Fixes

• Fixed OrderBook L1 stale event mutation corrupting bid/ask (#3790), thanks for reporting @linimin
• Fixed position index blob pollution in update_position (#3791), thanks @YeeTsai
• Fixed purge_order KeyError for position/exec_algorithm index access (#3799)
• Fixed strategy receiving historical events during startup reconciliation (#3793), thanks @filipmacek
• Fixed Trader::add_exec_algorithm not registering the {id}.execute msgbus endpoint, causing orders with exec_algorithm_id to be silently dropped
• Fixed Trader::clear_exec_algorithms and dispose_components not deregistering {id}.execute msgbus endpoints for removed algorithms
• Fixed TopicRouter stale index cache panic when unsubscribing one pattern invalidated indices for unrelated cached topics (#3755), thanks for reporting @Javdu10
• Fixed PRICE_UNDEF panic in OrderBookDelta.to_pyo3_list Cython conversion (#3697), thanks @zshuang15
• Fixed ExecutionEngine silently dropping SubmitOrder and SubmitOrderList commands when no execution client can be resolved; now emits OrderDenied (Rust)
• Fixed RiskEngine RefCell re-entrancy panic on order denial (#3680), thanks @husariancom
• Fixed reconciliation when trigger_price is set for non-conditional orders (#3673), thanks @husariancom
• Fixed `s...

NautilusTrader 1.224.0 Beta

NautilusTrader 1.224.0 Beta

Released on 3rd March 2026 (UTC).

Enhancements

• Added matching engine L1 quote-based queue position tracking for backtests
• Added fill_limit_inside_spread to FillModel and MatchingCore for at-or-inside-spread limit fill control
• Added synthetic book support for binary markets (#3495), thanks @Javdu10
• Added get_target_px_for_quantity method on OrderBook (#3627), thanks @Javdu10
• Added Betfair batch submit and cancel order support
• Added BitMEX dead man's switch (cancelAllAfter) support (Rust and Python)
• Added BitMEX grid market maker example (Rust)
• Added BitMEX instrument status subscription support (Rust and Python)
• Added Bybit book snapshot and funding rate request support (Rust)
• Added Databento skip_on_error flag for load_instruments to skip unparsable definitions (#3657), thanks for reporting @davidsblom
• Added Deribit instrument status subscription support (Rust and Python)
• Added dYdX instrument status subscription support (Rust and Python)
• Added Hyperliquid order modify support (Rust and Python)
• Added OKX trailing stop market order support (Rust and Python)
• Added OKX algo order amend support (Rust and Python)
• Added OKX instrument status updates from WebSocket instruments channel (Rust)
• Added OKX index price subscriptions with base-pair remapping to derivatives (Rust)
• Added OKX book snapshot and funding rate request support (Rust)
• Removed Hyperliquid builder fee charges (builder-fee approval no longer required)

Breaking Changes

• Removed Coinbase International (COINBASE_INTX) adapter, see RFC (#3555)
• Removed Binance BINANCE_ED25519_* env vars for Spot/Margin (use BINANCE_API_KEY/BINANCE_API_SECRET; Futures deprecated with warning)
• Removed Hyperliquid builder_fee_refresh_mins config option (builder fees no longer charged)
• Removed Polymarket fetch_orderbook_history, load_orderbook_snapshots, fetch_price_history and related methods (endpoints decommissioned, #3635)

Security

• Added pip-audit to security audit pipeline
• Added Docker image cosign signing and SBOM generation
• Standardized credential zeroization across all adapters (Ustr replaced with Box<str> for API keys)
• Standardized secret redaction in Debug impls across all adapter credentials
• Updated SECURITY.md with expanded scope, reporting guidelines, and responsible disclosure policy
• Bumped all eligible GitHub Actions pinned SHAs to latest versions (2-week release policy)

Fixes

• Fixed matching engine applying order book deltas for L1 books (#3615), thanks @maksym-mikheienko
• Fixed streaming backtest producing dummy bars past batch data exhaustion (#3628), thanks for reporting @cauta
• Fixed OrderEmulator trailing stop activation ignoring LAST_PRICE trigger type (#3629), thanks for reporting @HaakonFlaaronning
• Fixed LiveExecEngine position reconciliation infinite loop when venue reports flat (#3622), thanks for reporting @mrbaron3
• Fixed CryptoOption instrument pyo3 transform for (#3626), thanks @davidsblom
• Fixed StreamingFeatherWriter duplicate events from multiple message bus topics (#3625), thanks for reporting @fomotoshi
• Fixed VolumeImbalanceBarAggregator and VolumeRunsBarAggregator integer overflow for step >= 923 in high-precision mode (#3658), thanks for reporting @honvl
• Fixed InstrumentProvider load_ids_async loading all instruments instead of filtering to requested IDs (affected dYdX, Kraken, AX, Hyperliquid)
• Fixed Python WS callbacks running off asyncio event-loop thread in Rust adapters (#3653), thanks for reporting @camilorodegheri
• Fixed Binance Futures algo order serde field renames for WS and HTTP parsing (#3624), thanks for reporting @qu1zzyboy
• Fixed Binance silent HMAC fallback when using encrypted Ed25519 PEM keys (now warns)
• Fixed BinanceSymbol COIN-M perpetual symbol conversion (#3641), thanks @YeeTsai
• Fixed Binance algo order cancellation parsing (#3646), thanks @qu1zzyboy
• Fixed Binance Spot testnet WebSocket API URL (#3661), thanks @penguinwokrs
• Fixed Hyperliquid stop/trigger order price derivation (#3611), thanks for reporting @h-tsun3
• Fixed Hyperliquid price normalization and inner error detection (#3612), thanks for reporting @h-tsun3
• Fixed Interactive Brokers BarType/str comparison in get_historical_bars (#3616), thanks @powerseed
• Fixed Interactive Brokers historical bar processing crash (#3619), thanks @shzhng
• Fixed Interactive Brokers contract details parsing (#3638), thanks @davidsblom
• Fixed Kraken Spot and Futures execution clients not loading instruments during connect (#3644), thanks for reporting @husariancom
• Fixed Kraken Spot execution client HTTP client created without credentials (#3650), thanks for reporting @husariancom
• Fixed Kraken sequential ClientOrderId exceeding cl_ord_id 18-char free-text limit (#3651), thanks for reporting @husariancom
• Fixed Kraken missing account state registration during connect (#3652), thanks for reporting @husariancom
• Fixed Polymarket Gamma API load_ids path skipping sibling tokens (#3654), thanks for reporting @likenji
• Fixed Polymarket loader to use Data API trades instead of decommissioned orderbook/price history endpoints (#3635), thanks for reporting @JSai23
• Fixed Binance Spot testnet WebSocket API URL (legacy URL removed by Binance in May 2025) (#3660)
• Fixed pre-commit hooks portability for Windows (#3617), thanks for reporting @powerseed
• Fixed LiveNode startup RefCell panic when execution reports arrive during connect()
• Fixed dYdX new instrument discovery flooding logs with inactive/delisted markets
• Fixed dYdX fills and orders API requests missing required marketType parameter

Internal Improvements

• Added catalog deduplication functionality (#3613), thanks @ms32035
• Extracted common SBE decoder to nautilus-serialization crate
• Implemented BacktestNode with catalog streaming in Rust
• Improved OrderBookImbalance example strategy
• Improved BestPriceFillModel to fill inside bid ask spread (#3428), thanks @faysou
• Standardized use of atomic clock across adapters
• Standardized adapter credentials handling and testing
• Refined build script for Windows (#3636), thanks @faysou
• Optimized matching engine _seed_trade_consumption to use range-bounded FFI queries for deep books
• Optimized backtest engine settle loop to avoid Python list allocation on idle ticks
• Optimized MatchingCore.iterate to avoid list concatenation on every call
• Upgraded databento crate to v0.42.0
• Upgraded datafusion crate to v52.2.0

Documentation Updates

• Added AX Exchange gold perps book imbalance tutorial
• Added AX Exchange spot FX bars mean reversion tutorial
• Added BitMEX grid market maker tutorial
• Added adapter data and execution testing specifications
• Added order book concepts documentation
• Improved backtesting mermaid diagram and tutorial formatting

NautilusTrader 1.223.0 Beta

NautilusTrader 1.223.0 Beta

Released on 21st February 2026 (UTC).

Enhancements

• Added bulk_read_batch_size option to CacheConfig for batched Redis bulk reads, thanks @shzhng
• Added sandbox execution adapter in Rust
• Added multi-account execution support (#3194), thanks @faysou
• Added Nasdaq ITCH 5.0 parser
• Added grid market maker example strategy in Rust
• Added OrderBookDeltas historical request support (#3438), thanks @faysou
• Added market_exit() method for Strategy with configurable market_exit_time_in_force and market_exit_reduce_only options (supports venues requiring IOC for market orders)
• Added manage_stop config option to StrategyConfig for automatic market exit on stop
• Added matching engine queue_position tracking heuristic for backtests
• Added matching engine trade consumption seeding for L2/L3 book backtests
• Added tracing subscriber for external Rust library logs (use_tracing=True in LoggingConfig, filter with RUST_LOG env var)
• Added use_market_order_acks venue config option to generate OrderAccepted events for market orders before filling (mimics behavior of venues like Binance)
• Added oto_trigger_mode venue config option to control whether OTO child orders activate on partial fills (PARTIAL) or only after full fill (FULL) (default PARTIAL) (#3454), thanks @godnight10061
• Added request_funding_rates and FundingRateUpdate Arrow serialization (#3467), thanks @dxwil
• Added optimize_file_loading as BacktestDataConfig parameter (#3518), thanks @faysou
• Added bulk_read_batch_size option to CacheConfig for batched Redis bulk reads (#3535), thanks @shzhng
• Added PerpetualContract instrument for asset-class agnostic perpetual swaps
• Added Ichimoku Cloud indicator (#3552), thanks @faysou
• Added Betfair RCM parsing for TPD race data
• Added Betfair race stream subscription via subscribe_race_data config
• Added Betfair market version price protection for orders
• Added Betfair BetfairOrderVoided custom data type for VAR voids
• Added BetfairOrderVoided custom data type for VAR voids
• Added Binance BinanceEnvironment enum with LIVE, TESTNET, DEMO variants for explicit environment selection
• Added Binance environment config field to BinanceDataClientConfig and BinanceExecClientConfig
• Added Binance Demo environment support with BINANCE_DEMO_API_KEY/BINANCE_DEMO_API_SECRET env vars
• Added BitMEX trailing stop support
• Added BitMEX pegged order (BBO) support via params
• Added Bybit mark price subscriptions support
• Added Bybit index price subscriptions support
• Added Databento bulk subscription and historical request support (#3490), thanks @shzhng
• Added Databento support for conversion of OPRA venues (#3605), thanks @faysou
• Added Interactive Brokers subscribe index price functionality (#3514), thanks @Murph24
• Added Interactive Brokers TotalCashValue to account summary info dict, exposing actual cash balance (#3567), thanks @shzhng
• Added Interactive Brokers request_timeout_secs config to InteractiveBrokersExecClientConfig and consolidated all IB request timeouts into a single configurable value (#3602), thanks @shzhng
• Added OKX batch cancel support for conditional (algo) orders
• Added Polymarket data loader event-level API support (#3484), thanks @jsemldonado
• Added Polymarket event_slug_builder support (#3501), thanks @jsemldonado
• Added Polymarket batch order support (#3506), thanks @loafer-19
• Added Tardis data client with factory in Rust
• Improved tearsheet with dynamic Nautilus version and refined run info table (#3396), thanks @KaulSe

Breaking Changes

• Removed dYdX v3 (legacy) Python adapter (the v3 exchange was decommissioned at end of 2024)
• Removed dydx optional install extra (the v4 Rust-backed adapter has no additional Python dependencies)
• Renamed nautilus_trader.adapters.dydx_v4 module to nautilus_trader.adapters.dydx and standardized class names to Dydx prefix (e.g. DydxDataClientConfig, DydxLiveDataClientFactory)
• Removed dead subscribe_order_book_snapshots and unsubscribe_order_book_snapshots methods from LiveMarketDataClient (were never called by the data engine)
• Removed OKX URL environment variable overrides (OKX_BASE_URL_HTTP, OKX_BASE_URL_WS_*, OKX_DEMO_BASE_URL_WS_*); use config base_url_* fields instead
• Removed deprecated get_ws_base_url function from OKX Rust adapter; use get_ws_base_url_private or get_ws_base_url_public instead
• Removed AddAssign, SubAssign, MulAssign trait implementations from Price, Quantity, and Money types (Rust); use x = x + y instead of x += y
• Removed add_assign and sub_assign cdef methods from Price, Quantity, and Money types (Cython); use x = x + y instead
• Renamed subscribed_order_book_snapshots to subscribed_order_book_depth for consistency with data engine routing
• Removed listen_key_ping_max_failures from BinanceExecClientConfig (listenKey flow replaced by WebSocket API)
• Changed Price, Quantity, and Money arithmetic to use max precision instead of panicking on precision mismatch
• Changed Quantity + Quantity, Quantity - Quantity, Price + Price, Price - Price, Money + Money, and Money - Money Python operators to return the same type instead of Decimal (Quantity - Quantity raises ValueError if result would be negative)
• Changed trade_execution default from False to True for consistency with bar_execution; users who want to isolate execution to L1 book data only must now explicitly set trade_execution=False
• Changed price-protected market orders to no longer emit OrderAccepted by default; set use_market_order_acks=True to restore previous behavior
• Changed adapter implementations should now override _subscribe_order_book_depth and _unsubscribe_order_book_depth for OrderBookDepth10 subscriptions
• Changed Binance execution clients now use WebSocket API authentication instead of listenKey REST API; both HMAC and Ed25519 keys are auto-detected from the api_secret format (no key_type config needed). Note: Futures with HMAC keys automatically fall back to REST listenKey management (Binance Futures WS API only supports Ed25519 for session.logon)
• Changed Binance execution clients now source credentials from the standard BINANCE_API_KEY/BINANCE_API_SECRET environment variables (or testnet equivalents)
• Changed Polymarket instrument provider config from instrument_provider to instrument_config on PolymarketDataClientConfig and PolymarketExecClientConfig; use PolymarketInstrumentProviderConfig instead of InstrumentProviderConfig

Security

• Upgraded arc-swap to 1.8.1 fixing potential use-after-free in debt mechanism (memory ordering fix)
• Fixed CVec::empty() to use dangling pointer instead of null, avoiding undefined behavior in Vec::from_raw_parts
• Fixed credential and auth header leaks in trace logging
• Masked Binance listen keys in execution client logs
• Refactored supply chain security checks and update dependencies
• Improved TLS cert loading and socket suffix validation
• Hardened Postgres SQL and credential security

Fixes

• Fixed matching engine liquidity consumption using cumulative book quantity
• Fixed matching engine liquidity consumption tracking for MAKER fills
• Fixed matching engine trade execution fills discarded with liquidity_consumption
• Fixed matching engine trade execution fill model and FOK/IOC handling
• Fixed matching engine trade ticks updating L1 book and triggering fills when trade_execution=False
• Fixed matching engine MAKER limit orders over-filling on L1 books when liquidity_consumption=True
• Fixed inverse instrument base_currency access across accounting
• Fixed logic and control flow bugs in core platform (#3585), thanks for reporting @pandashark
• Fixed cache reset and missing f-string prefixes (#3585), thanks for reporting @pandashark
• Fixed missing raise and divide-by-zero guards (#3598), thanks @pandashark
• Fixed account balance rounding mismatch for zero-precision currencies (#3579), thanks for reporting @penguinwokrs
• Fixed Position spot base currency commission sign (#3546), thanks for reporting @gaye746560359
• Fixed Position flat detection for floating-point edge cases
• Fixed UnsubscribeInstrumentClose message handler routing
• Fixed order cancel not releasing locked balance in backtest (#3525), thanks for reporting @dennisnissle
• Fixed remaining F_LAST flag checks to use proper bitmask comparison
• Fixed MarketIfTouchedOrder (MIT) filling at bar extremes instead of trigger price during backtesting (#3461, #3462), thanks @HaakonFlaaronning
• Fixed OTO child order sizing with rapid parent fills (#3435), thanks for reporting @dxwil
• Fixed ExecAlgorithm spawn quantity accounting (will now restore quantity from denied/rejected spawned orders)
• Fixed GreeksCalculator to use index price for index instruments (#3541), thanks @shzhng
• Fixed GreeksCalculator min->max DTE clamping (#3582), thanks @pandashark
• Fixed itm_prob calculation to use N(d2) instead of normalized delta (#3554), thanks @shzhng
• Fixed reconciliation venue_order_id indexing and validation
• Fixed analyzer epoch timestamp from empty shell positions
• Fixed backtest clock monotonicity with time alerts (#3384), thanks @draphi
• Fixed order updated panic during reconciliation (#3380), thanks for reporting @santivazq
• Fixed missing currency registration when adding instruments to cache (#3400), thanks @filipmacek
• Fixed trailing stops default price type (#3379), thanks @KaulSe
• Fixed typo in OrderBook.simulate_fills error message (#3405), thanks @Johnkhk
• Fixed registering msgbus with OptionExerciseModule (#3383), thanks @davidsblom
• Fixed directory URI handling in ParquetDataCatalog for S3 and cloud storage (#3378),...

NautilusTrader 1.222.0 Beta

NautilusTrader 1.222.0 Beta

Released on 1st January 2026 (UTC).

This release adds support for Python 3.14 with the following limitations:

• dYdX adapter extras ([dydx]) unavailable due to upstream coincurve compatibility (available on Python 3.12-3.13)
• Interactive Brokers adapter extras ([ib]) unavailable due to upstream nautilus-ibapi compatibility (available on Python 3.12-3.13)

Enhancements

• Added support for Python 3.14
• Added Kraken integration adapter
• Added Cap'n Proto (capnp) serialization for efficient zero-copy data interchange (opt-in via capnp feature flag in nautilus-serialization crate)
• Added initial backtest visualization tearsheets with plotly
• Added matching engine liquidity_consumption config option to track per-level consumption and prevent overfilling displayed book liquidity (default False to retain current behavior)
• Added matching engine trade consumption tracking (when liquidity_consumption=True and trade_execution=True) to prevent multiple orders matching the same trade tick from collectively overfilling
• Added theme support to bars_with_fills chart (#3329), thanks @faysou
• Added price protection support for market orders (#3065), thanks @Antifrajz
• Added Quantity.from_decimal constructor (#3189), thanks @faysou
• Added Price.from_decimal constructor
• Added Money.from_decimal constructor
• Added create_bars_with_fills to Tearsheet (#3137), thanks @faysou
• Added proxy_url support for HTTP clients
• Added CAGR portfolio statistic
• Added CalmarRatio portfolio statistic
• Added MaxDrawdown portfolio statistic
• Added quote_quantity parameter for close_position(...) and close_all_positions(...) strategy methods
• Added remaining bar aggregation methods: TICK_IMBALANCE, TICK_RUNS, VOLUME_IMBALANCE, VOLUME_RUNS, VALUE_IMBALANCE, VALUE_RUNS (#3217), thanks @NicolaD
• Added ParquetDataCatalog.query_first_timestamp (#3253), thanks @MK27MK
• Added PolymarketDataLoader for loading historical data with docs and example
• Added Binance accurate commission rates per symbol (#3208), thanks @delusionpig
• Added Binance cross-margin info to AccountState
• Added BinanceInstrumentProviderConfig to support the query_commission_rates config option
• Added Bybit spot margin auto-borrow and auto-repay with auto_repay_spot_borrows config option
• Added Bybit spot margin manual operations (BybitMarginAction) for strategy-controlled borrow/repay via query_account
• Added Bybit HTTP request_tickers support (#3241), thanks @TaiShanQ
• Added Databento subscription acknowledgement handling (#3337), thanks @shzhng
• Added Databento historical client consolidated schema support (#3338), thanks @shzhng
• Added Interactive Brokers optional exchange param for spread contracts (#3319), thanks @faysou
• Added Polymarket Gamma API support for instrument loading (#3141), thanks @DeirhX
• Added OKX historical trades requests
• Added Tardis book_snapshot_output config option for tardis machine replays (default deltas to retain current behavior)
• Added allow_overfills config option to ExecEngineConfig (default False) to handle order fills exceeding order quantity with warning instead of raising
• Added overfill_qty field to orders for tracking fill quantities exceeding original order quantity
• Introduced PositionAdjusted events for tracking quantity/PnL changes outside normal order fills (base currency commissions, funding payments, manual adjustments)
• Upgraded continuous reconciliation for execution engine using position reports to detect missed fills

Breaking Changes

• Dropped support for Python 3.11

• Removed prob_fill_on_stop parameter from FillModel and FillModelConfig (stop orders have no queue position to simulate as triggers are deterministic when price reaches the trigger level)

• Removed use_ws_trade_api config option from Bybit execution client (using WebSocket trade API only)

• Renamed parse_instrument to parse_polymarket_instrument in Polymarket adapter for clarity

• Renamed ExecTesterConfig.enable_buys to enable_limit_buys

• Renamed ExecTesterConfig.enable_sells to enable_limit_sells

• Changed ParquetDataCatalog.register_data to now treat files=[] as registering no files; pass files=None (default) to include all files

• Standardized data catalog directory naming: Order book data directory names now use plural forms to align with the Rust catalog and Tardis Machine conventions; this ensures data written by the Python StreamingFeatherWriter can be read by the Rust catalog

  • order_book_delta/ → order_book_deltas/
  • order_book_depth10/ → order_book_depths/

  Migration: Rename existing data directories to use plural forms:

  # If you have existing order book data, rename the directories:
  mv <your_data_path>/order_book_delta <your_data_path>/order_book_deltas
  mv <your_data_path>/order_book_depth10 <your_data_path>/order_book_depths

Security

• Added osv-scanner for Python dependency vulnerability scanning in pre-commit
• Added cargo-vet for Rust supply chain security auditing
• Hardened unsafe code with runtime checks and #![deny(unsafe_op_in_unsafe_fn)] lint
• Hardened datetime conversions with overflow protection
• Hardened CI workflows by pinning Docker images to SHA digests
• Improved actor/component registry safety with ActorRef guards and runtime borrow tracking
• Fixed code scanning security alerts

Fixes

• Fixed uint64_t truncation bug in determine_trade_fill_qty for trade execution with high-precision mode
• Fixed stop market order fill price in L1_MBP mode
• Fixed cache dropped same-timestamp market data on insert
• Fixed race condition in InstrumentProvider causing duplicate instrument initialization in shared providers
• Fixed portfolio statistics various bugs and edge cases
• Fixed SyntheticInstrument formula error during parsing with hyphened InstrumentId (#3257), thanks @Javdu10
• Fixed balance recalculation to use raw fixed-point (#3356), thanks @kirill-gr1
• Fixed matching engine GTD order expiry key mismatch (#3272), thanks for reporting @linimin
• Fixed matching engine order modification for partial fills
• Fixed matching engine L2/L3 partial fill quantity calculation on subsequent book updates
• Fixed NETTING position flip snapshots and cache index cleanup (#3081), thanks @SarunasSS
• Fixed incorrect handling of data responses in msgbus (#3310), thanks @filipmacek
• Fixed data engine to use separate aggregators for historical data (#3326), thanks @faysou
• Fixed bar execution generating fractional fill quantities (#3352), thanks @Johnkhk
• Fixed BacktestResult.total_positions to match tearsheet count (#3148), thanks for reporting @2-5
• Fixed risk engine negative price handling for spread instruments (#3136), thanks for reporting @q351941406
• Fixed risk engine trailing stop order risk validations (#3160), thanks for reporting @GianC0
• Fixed risk engine balance checks for cash borrowing
• Fixed risk engine balance checks for position-reducing SELL orders (#3256), thanks for reporting @GianC0
• Fixed spawned order client_id caching in ExecAlgorithm (#3122), thanks for reporting @kirill-gr1
• Fixed parse_dates parameter in CSV loaders (#3132), thanks @maomao9-0
• Fixed GreeksCalculator handling of missing price data (#3116), thanks for reporting @q351941406
• Fixed StreamingFeatherWriter _setup_streaming with replace_existing config (#3234), thanks @cauta
• Fixed conversion of streamed instruments to catalog (#3235), thanks @faysou
• Fixed active liquidity calculation Pool profiler simulation (#3165), thanks @filipmacek
• Fixed duplicate on_instrument callback in request flow for Python adapters (#3323), thanks @filipmacek
• Fixed Redis index key parsing with use_instance_id
• Fixed Betfair datetime encoding error in order status reports
• Fixed Betfair login race condition during concurrent connections
• Fixed Betfair parsing errors for undocumented codes
• Fixed Betfair duplicate fills on startup/reconnect
• Fixed Binance instrument info dict JSON serialization (#3128), thanks for reporting @woung717
• Fixed Binance ADL orders with TRADE execution type
• Fixed Binance Futures Algo Order API for conditional orders (#3287), thanks for reporting @KaizynX
• Fixed Bybit historical bars requests partial (unclosed) bar filtering
• Fixed Bybit WebSocket bars to respect timestamp_on_close config
• Fixed BybitHttpClient type stub pyi signatures (#3238), thanks @sunlei
• Fixed Databento historical client to support consolidated schemas (cmbp-1, cbbo-1s, cbbo-1m) in quote requests
• Fixed Databento MBO data decoding when PRICE_UNDEF appears with non-zero precision
• Fixed Databento Arrow serialization for PRICE_UNDEF (#3183), thanks for reporting @marloncalvo
• Fixed Databento quote decoding with undefined bid/ask prices
• Fixed Interactive Brokers quote tick subscriptions to use tick-by-tick data (#3135), thanks for reporting @genliusrocks
• Fixed Interactive Brokers serialization of IBContractDetails (#3181), thanks @faysou
• Fixed Interactive Brokers parsing of invalid prices (#3246), thanks @faysou
• Fixed OKX pre-open instrument parsing and standardize enum usage (#3134), thanks for reporting @3wtz
• Fixed OKX request_bars pagination halting prematurely in Range mode (#3145), thanks for reporting @3wtz
• Fixed OKX request_bars pagination using correct backwards API semantics (#3145), thanks for reporting @3wtz
• Fixed OKX FOK/IOC order type preservation across parsers (#3182), thanks @CuBeof
• Fixed OKX fee rate sign convention for backtesting (#3260), thanks @GhostLee
• Fixed Polymarket maker fill order side inversion (#3126), thanks for reporting @santivazq
• Fixed Polymarket instrument provider market filtering (#3133), thanks @MisterMM23
• Fixed Polymarket websocket client cancellation on concurrent subscriptions (#3169), thanks @DeirhX
• Fixed Polymark...

NautilusTrader 1.221.0 Beta

NautilusTrader 1.221.0 Beta

Released on 26th October 2025 (UTC).

This will be the final release with support for Python 3.11.

Enhancements

• Added support for OrderBookDepth10 requests (#2955), thanks @faysou
• Added support for quotes from book depths (#2977), thanks @faysou
• Added support for quotes from order book deltas updates (#3106), thanks @faysou
• Added execution engine rate limiting for single-order reconciliation queries
• Added subscribe_order_fills(...) and unsubscribe_order_fills(...) for Actor allowing to subscribe to all fills for an instrument ID
• Added on_order_filled(...) for Actor
• Added Renko bar aggregator (#2941), thanks @faysou
• Added time_range_generator for on-the-fly data data subscriptions (#2952), thanks @faysou
• Added __repr__ to NewsEvent (#2958), thanks @MK27MK
• Added convert_quote_qty_to_base config option to ExecEngineConfig (default True to retain current behavior) allows adapters to keep quote-denominated sizes when needed
• Added contingent order fields parent_order_id and linked_order_ids for OrderStatusReport and reconciliation
• Added fs_rust_storage_options to Python catalog (#3008), thanks @faysou and @Johnkhk
• Added matching engine fallback to default order book for custom fill models (#3039), thanks @Hamish-Leahy
• Added filesystem parameter to parquet in the consolidate functions (#3097), thanks @huracosunah
• Added azure support for az protocol (#3102), thanks @huracosunah
• Added Binance BBO price_match parameter support for order submission
• Added BitMEX conditional orders support
• Added BitMEX batch cancel support
• Added BitMEX contingent orders support (OCO, OTO, brackets)
• Added BitMEX historical data requests (trades and bars)
• Added BitMEX configurable recv_window_ms for signed HTTP request expiration
• Added Bybit SPOT position reports with opt-in use_spot_position_reports config option for BybitExecClientConfig
• Added Bybit ignore_uncached_instrument_executions config option for BybitExecClientConfig (default False to retain current behavior)
• Added Databento CME sandbox example
• Added Interactive Brokers cache config support for historical provider (#2942), thanks @ms32035
• Added Interactive Brokers support for fetching orders from all clients (#2948), thanks @dinana
• Added Interactive Brokers order conditions (#2988), thanks @faysou
• Added Interactive Brokers generate_fill_reports implementation (#2989), thanks @faysou
• Added OKX conditional trigger orders support
• Added OKX trade mode per order via params using td_mode key
• Added OKX margin configuration and spot margin support
• Added OKX demo account support
• Added OKX batch cancel support
• Added Polymarket native market orders support

Breaking Changes

• Removed nautilus_trader.analysis.statistics subpackage - all statistics are now implemented in Rust and must be imported from nautilus_trader.analysis (e.g., from nautilus_trader.analysis import WinRate)
• Removed partial bar functionality from bar aggregators and subscription APIs (#3020), thanks @faysou
• Renamed nautilus-cli crate feature flag from hypersync to defi (gates blockchain/DeFi commands)
• Polymarket execution client no longer accepts market BUY orders unless quote_quantity=True

Security

• Fixed non-executable stack for Cython extensions to support hardened Linux systems
• Fixed divide-by-zero and overflow bugs in model crate that could cause crashes
• Fixed core arithmetic operations to reject NaN/Infinity values and improve overflow handling

Fixes

• Fixed reduce-only order panic when quantity exceeds position
• Fixed position purge logic to prevent purging re-opened position
• Fixed Position.purge_events_for_order to properly rebuild state from remaining order fills
• Fixed cache index cleanup bugs in purge_order operations
• Fixed order average price calculation that was double-counting current fill in weighted average
• Fixed own order book cleanup for terminal orders and inflight handling
• Fixed order book depth snapshot processing to avoid padding levels and metadata tracking for L1 top-of-book ticks
• Fixed crypto instruments PyO3 -> Cython conversion for lot_size where it was not being passed through
• Fixed serialization crate bugs and improve error handling
• Fixed PyO3 interpreter lifecycle for async shutdown preventing edge case "interpreter not initialized" panics during shutdown
• Fixed RiskEngine reduce-only cash exits (#2986), thanks for reporting @dennisnissle
• Fixed RiskEngine quote quantity validation
• Fixed BacktestEngine to retain instruments on reset (#3096), thanks for reporting @woung717
• Fixed overflow in NautilusKernel build time calculation due to negative duration (#2998), thanks for reporting @HaakonFlaaronning
• Fixed handling of asyncio.CancelledError in execution reconciliation (#3073), thanks @dinana
• Fixed edge case where rejected orders can remain in own order book
• Fixed Currency registration to synchronize between Cython and PyO3 runtimes via new register_currency() helper
• Fixed Databento CMBP-1/CBBO/TBBO symbology resolution
• Fixed on_load called before strategy added bug (#2953), thanks @lisiyuan656
• Fixed filesystem usage in catalog for isfile and isdir (#2954), thanks @limx0
• Fixed SandboxExecutionClient instrument data handling
• Fixed AccountState Arrow serialization (#3005), thanks for reporting @nikzasel
• Fixed CryptoOption Arrow schema option_kind field to accept string values
• Fixed FuturesSpread Arrow schema missing max/min quantity and price fields
• Fixed OptionSpread Arrow schema missing max/min quantity and price fields
• Fixed Commodity Arrow schema to match from_dict requirements
• Fixed safe encoded symbols (#2964), thanks @ms32035
• Fixed msgspec encoding for type objects with qualified names
• Fixed nautilus CLI macOS compatibility with regex unicode-perl feature (#2969), thanks @learnerLj
• Fixed fuzzy candlesticks indicator bugs (#3021), thanks @benhaben
• Fixed return type annotation for ArrowSerializer.deserialize (#3076), thanks @MK27MK
• Fixed initializing of sqrt price setting flow when Pool profiling (#3100), thanks @filipmacek
• Fixed Redis multi-stream consumer skipping messages (#3094), thanks for reporting @kirill-gr1
• Fixed Binance duplicate OrderSubmitted event generation for order lists (#2994), thanks @sunlei
• Fixed Binance websocket fill message parsing for Binance US with extra fields (#3006), thanks for reporting @bmlquant
• Fixed Binance order status parsing for external orders (#3006), thanks for reporting @bmlquant
• Fixed Binance execution handling for self-trade prevention and liquidations (#3006), thanks for reporting @bmlquant
• Fixed Binance trailing stop to use server-side activation price (#3056), thanks for reporting @hope2see
• Fixed Binance Futures reconciliation duplicated position bug (#3067), thanks @lisiyuan656
• Fixed Binance price_match order price synchronization (#3074)
• Fixed Binance Futures position risk query to use v3 API returning only symbols with positions or open orders (#3062), thanks for reporting @woung717
• Fixed Binance Futures liquidation and ADL fill handling
• Fixed BitMEX testnet support
• Fixed BitMEX instrument parsing of lot size
• Fixed BitMEX order rejection handling and response parsing
• Fixed Blockchain adapter out of gas RPC error in Multicall for problematic contracts (#3086), thanks @filipmacek
• Fixed Bybit currency parsing from venue resulting in incorrectly low precision (e.g., USDT precision 4 rather than 8)
• Fixed Bybit handling of OrderModifyRejected events from pending updates
• Fixed Bybit account endpoint pagination handling
• Fixed Coinbase Intx API credentials handling to allow passing explicitly
• Fixed Databento MBO Clear actions and improve docs
• Fixed Hyperliquid L1 signing with direct MessagePack serialization (#3087), thanks @NicolaD
• Fixed Interactive Brokers tick level historical data downloading (#2956), thanks @DracheShiki
• Fixed Interactive Brokers instrument provider TypeError when load_ids/contracts are None, thanks for reporting @FGU1
• Fixed Interactive Brokers modify bracket order (#2979), thanks @faysou
• Fixed Interactive Brokers historical bars resubscription failure after connection loss (#3002), thanks @Johnkhk
• Fixed Interactive Brokers flat position reconciliation and instrument loading (#3023), thanks @idobz
• Fixed Interactive Brokers bars response handling by removing partial bar (#3040), thanks @sunlei
• Fixed Interactive Brokers account summary handling (#3052), thanks @shinhwasbiz02
• Fixed Interactive Brokers account balance calculation (#3064), thanks @sunlei
• Fixed OKX spot margin quote quantity order handling
• Fixed OKX API credentials handling to allow passing explicitly
• Fixed OKX fee calculations to account for negative fees
• Fixed OKX parsing for tick_sz across instrument types
• Fixed OKX parsing for instruments multiplier field
• Fixed OKX WebSocket heartbeat and standardize logging
• Fixed Polymarket handling of one-sided quotes (#2950), thanks for reporting @thefabus
• Fixed Polymarket websocket message handling (#2963, #2968), thanks @thefabus
• Fixed Polymarket tick size change handling for quotes (#2980), thanks for reporting @santivazq
• Fixed Polymarket market order submission to use native CLOB market orders (#2984), thanks for reporting @njkds
• Fixed Polymarket maker fill order side inversion (#3077), thanks for reporting @DarioHett
• Fixed Polymarket neg_risk order parameter handling
• Fixed Tardis instruments lot_size mapping
• Fixed Tardis adapter error handling and connection robustness
• Fixed Tardis replay to use catalog-compatible filenames

Internal Improvements

• Added ARM64 support to Docker builds
• Added BitMEX adapter integration tests
• Added OKX adapter integration tests
• Added turmoil network simulation testing to network crate
• Adde...