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...

NautilusTrader 1.220.0 Beta

NautilusTrader 1.220.0 Beta

Released on 9th September 2025 (UTC).

Enhancements

• Added initial BitMEX integration adapter
• Added FundingRateUpdate data type with caching support through data engine
• Added subscribe_funding_rates(...) and unsubscribe_funding_rates(...) methods for actors
• Added on_funding_rate(...) handler for actors
• Added funding_rate(...) and add_funding_rate(...) for Cache
• Added due_post_only field for OrderRejected event, only properly populated for Binance and Bybit for now
• Added log_rejected_due_post_only_as_warning config option for StrategyConfig (default True to retain current behavior)
• Added log_rejected_due_post_only_as_warning config option for BinanceExecClientConfig (default True to retain current behavior)
• Added log_components_only config option for Logger (#2931), thanks @faysou
• Added support for additional Databento schemas: CMBP_1, CBBO_1S, CBBO_1M, TCBBO, and OHLCV_EOD
• Added configurable schema parameters for Databento quote and trade subscriptions, allowing TBBO/TCBBO for efficient combined data feeds
• Added support for option combos for Interactive Brokers (#2812), thanks @faysou
• Added support for execution of option spreads in backtesting (#2853), thanks @faysou
• Added support for option spread quotes in backtest (#2845), thanks @faysou
• Added loading of options chain from request_instruments for Interactive Brokers (#2809), thanks @faysou
• Added OptionExerciseModule (#2907), thanks @faysou
• Added MarginModel concept, base models, config, and factory for backtesting (#2794), thanks @faysou and @stefansimik
• Added additional built-in backtest fill models (#2795), thanks @faysou and @stefansimik
• Added OrderBookDepth10DataWrangler (#2801), thanks @trylovetom
• Added group_size parameter for PyO3 OrderBook.pprint(...) and OwnOrderBook.pprint(...)
• Added custom error logging function support for RetryManager
• Added Bybit options support (#2821), thanks @Baerenstein
• Added Bybit is_leverage order parameter support
• Added persist_account_events config option for CacheConfig (default True to retain current behavior)
• Added query_account method for Strategy
• Added QueryAccount execution message
• Added streaming methods for TardisCSVDataLoader
• Added stream iterators support for BacktestEngine low-level streaming API
• Added YEAR aggregation and improved bar specification validation (#2771), thanks @stastnypremysl
• Added support for requesting any number of historical bars for dYdX (#2766, #2777), thanks @DeirhX
• Added use_hyphens_in_client_order_ids config option for StrategyConfig
• Added greeks_filter function to portfolio_greeks (#2756), thanks @faysou
• Added time weighted and percent vega for GreeksCalculator (#2817), thanks @faysou
• Added VERBOSE option to common make targets (#2759), thanks @faysou
• Added bulk key loading capability for Redis cache database adapter
• Added multiplier field for CurrencyPair instrument (required for some crypto pairs)
• Added tick_scheme_name field for instrument dictionary conversions
• Added default FixedTickScheme(s) for all valid precisions
• Added PancakeSwapV3 pool parsing (#2829), thanks @filipmacek
• Added PortfolioConfig.min_account_state_logging_interval_ms config option for throttling account state logging
• Added allow_cash_borrowing config option for BacktestVenueConfig to enable negative balances in cash accounts
• Added borrowing support for Bybit SPOT accounts, enabling margin trading with negative balances
• Added initial DEX Pool filtering configuration (#2842, #2887), thanks @filipmacek
• Added Arbitrum FluidDEX pool parsing (#2897), thanks @filipmacek
• Added a complete .env.example template to guide environment configuration (#2877), thanks @nicolad
• Added Interactive Brokers OCA setting to order groups (#2899), thanks @faysou
• Added Interactive Brokers subscriptions for position updates (#2887), thanks @faysou
• Added support for running separate live and paper IB Gateway containers without port conflicts. Simplified container naming and made VNC optional.
• Added avg_px_open field to PositionStatusReport for IB adapter (#2925), thanks @dinana
• Added support for running separate live and paper IB Gateway containers simultaneously (#2937), thanks @Bshara23
• Added support for data deduplication on catalog consolidation (#2934), thanks @ms32035

Breaking Changes

• Added multiplier field for CurrencyPair Arrow schema
• Changed start parameter to required for Actor data request methods
• Reverted implementation of delete_account_event from cache database that was too inefficient and is now a no-op pending redesign
• Renamed ParquetDataCatalog.reset_catalog_file_names to reset_all_file_names
• Renamed BinanceAccountType.USDT_FUTURE to USDT_FUTURES for more conventional terminology
• Renamed BinanceAccountType.COIN_FUTURE to COIN_FUTURES for more conventional terminology
• Renamed InstrumentMiniInfo to TardisInstrumentMiniInfo to standardize adapter naming conventions
• Removed the generic cvec_drop FFI function, as it was unused and prone to misuse, potentially causing memory leaks
• Removed redundant managed parameter for Actor.subscribe_book_at_interval (the book must be managed by the DataEngine to provide snapshots at intervals)
• Consolidated OwnBook group_bids and group_asks methods into bid_quantity and ask_quantity with optional depth and group_size parameters
• Consolidated ~40 individual indicator modules into 6 files to reduce binary size
• Consolidated backtest.exchange into backtest.engine to reduce binary size
• Consolidated backtest.matching_engine into backtest.engine to reduce binary size
• Changed indicator imports from nested modules to flat structure (e.g., from nautilus_trader.indicators.atr import AverageTrueRange becomes from nautilus_trader.indicators import AverageTrueRange)
• Changed NAUTILUS_CATALOG_PATH to NAUTILUS_PATH for Tardis adapter (#2850), thanks @nicolad
• Simplified Binance environment variables for API credentials: removed separate variables for RSA/Ed25519 keys and consolidated mainnet spot/futures credentials
• Moved Indicator base class from nautilus_trader.indicators.base.indicator to nautilus_trader.indicators.base

Internal Improvements

• Refactored OKX adapter to Rust API clients
• Refactored BacktestDataIterator (#2791) to consolidate data generator usage, thanks @faysou
• Implemented LogGuard reference counting for proper thread lifecycle management, ensuring all logs flushed before termination
• Implemented live subscriptions for blockchain data client (#2832), thanks @filipmacek
• Implemented initial Hyperliquid adapter (#2912, #2916, #2922, #2935), thanks @nicolad
• Introduced SharedCell / WeakCell wrappers for ergonomic and safer handling of Rc<RefCell<T>> / Weak<RefCell<T>> pairs
• Introduced efficient block syncing command in the nautilus-cli (#2861), thanks @filipmacek
• Introduced pool events syncing command in blockchain data client (#2920), thanks @filipmacek
• Added stream iterators support BacktestDataIterator
• Added serialization support for execution reports
• Added serialization support for execution report commands
• Added DataTester standardized data testing actor for integration adapters
• Added start and stop to response data (#2748), thanks @stastnypremysl
• Added integration test service management targets (#2765), thanks @stastnypremysl
• Added integration tests for dYdX bar-partitioning and large-history handling (#2773), thanks @nicolad
• Added make build-debug-pyo3 (#2802), thanks @faysou
• Added pytest timer (#2834), thanks @faysou
• Added support for several instrument versions with request_instrument (#2835), thanks @faysou
• Added _send_position_status_report to base execution client (#2926), thanks @faysou
• Added passthrough_bar_type to TimeBarAggregator (#2929), thanks @faysou
• Added matching engine check to return early if last_qty is non-positive (#2930), thanks @GhostLee
• Added avg_px population in order filled events for Interactive Brokers adapter (#2938), thanks @dinana
• Optimized identifiers hashing to avoid frequent recomputations using C strings
• Optimized data engine topic string caching for message bus publishing to avoid frequent f-string constructions
• Optimized Redis key scans to improve efficiency over a network
• Completed bar request implementation for OKX (#2789), thanks @nicolad
• Continued ExecutionEngine and testing in Rust (#2886), thanks @dakshbtc
• Enabled parallel pytest tests with pytest-xdist (#2808), thanks @stastnypremysl
• Standardized DeFi chain name validation for InstrumentId (#2826), thanks @filipmacek
• Standardized NAUTILUS_PATH env var across Tardis integration (#2850), thanks @nicolad
• Standardized zero PnL as Money instead of None when exchange rate missing (#2880), thanks @nicolad
• Refactored SpreadQuoteAggregator (#2905), thanks @faysou
• Refactored bar aggregators to use ts_init instead of ts_event (#2924), thanks @fayosu
• Improved typing for all the DEX IDs with DexType and add validation (#2827), thanks @filipmacek
• Improved reconciliation handling of internally generated orders to align positions (now uses the INTERNAL-DIFF strategy ID)
• Improved data client for blockchain adapter (#2787), thanks @filipmacek
• Improved DEX pool sync process in the blockchain adapter (#2796), thanks @filipmacek
• Improved efficiency of message bus external streams buffer flushing
• Improved databento_test_request_bars example (#2762), thanks @faysou
• Improved zero-sized trades handling for Tardis CSV loader (will log a warning)
• Improved ergonomics of TardisInstrumentProvider datetime filter para...

NautilusTrader 1.219.0 Beta

NautilusTrader 1.219.0 Beta

Released on 5th July 2025 (UTC).

Enhancements

• Added graceful_shutdown_on_exception config option for live engines (default False to retain intended hard crash on unexpected system exceptions)
• Added purge_from_database config option for LiveExecEngineConfig to support cache backing database management
• Added support for data download during backtest (#2652), thanks @faysou
• Added delete data range to catalog (#2744), thanks @faysou
• Added consolidate catalog by period (#2727), thanks @faysou
• Added fire_immediately flag parameter for timers where a time event will be fired at the start instant and then every interval thereafter (default False to retain current behavior) (#2600), thanks for the idea @stastnypremysl
• Added time_bars_build_delay config option for DataEngineConfig (#2676), thanks @faysou
• Added immediate firing capability for time alerts and corresponding test (#2745), thanks @stastnypremysl
• Added missing serialization mappings for some instruments (#2702), thanks @faysou
• Added support for DEX swaps for blockchain adapter (#2683), thanks @filipmacek
• Added support for Pool liquidity updates for blockchain adapter (#2692), thanks @filipmacek
• Added fill report reconciliation warning when discrepancy with existing fill (#2706), thanks @faysou
• Added optional metadata function for custom data query (#2724), thanks @faysou
• Added support for order-list submission in the sandbox execution client (#2714), thanks @petioptrv
• Added hidden order support for IBKR (#2739), thanks @sunlei
• Added subscribe_order_book_deltas support for IBKR (#2749), thanks @sunlei
• Added bid_levels and ask_levels for OrderBook.pprint
• Added accepted_buffer_ns filter param for Cache.own_bid_orders(...) and Cache.own_ask_orders(...)
• Added trailing stop orders activation_price support in Rust (#2750), thanks @nicolad

Breaking Changes

• Renamed catalog instrument_ids filter param to identifiers to more accurately describe strings which can represent either instrument IDs or bar types
• Changed behavior of timers allow_past=False to permit start times in the past if the next event time is still in the future
• Changed Databento DBN upgrade policy to default v3
• Removed problematic negative balance check for margin accounts (cash account negative balance check remains unchanged)
• Removed support for Databento DBN v1 schemas (migrate to DBN v2 or v3, see DBN Changelog)

Internal Improvements

• Added logging macros for custom component and color in Rust
• Added Cython-level parameter validation for timer operations to prevent Rust panics and provide clearer Python error messages
• Added property-based testing for Price, Quantity, Money value types in Rust
• Added property-based testing for UnixNanos in Rust
• Added property-based testing for OrderBook in Rust
• Added property-based testing for TestTimer in Rust
• Added property-based testing for network crate in Rust
• Added chaos testing with turmoil for socket clients in Rust
• Added check_positive_decimal correctness function and use for instrument validations (#2736), thanks @nicolad
• Added check_positive_money correctness function and use for instrument validations (#2738), thanks @nicolad
• Ported data catalog refactor to Rust (#2681, #2720), thanks @faysou
• Optimized TardisCSVDataLoader performance (~90% memory usage reduction, ~60-70% faster)
• Consolidated the clocks and timers v2 feature from @twitu
• Consolidated on pure Rust cryptography crates with no dependencies on native certs or openssl
• Consolidated on aws-lc-rs cryptography for FIPS compliance
• Confirmed parity between Cython and Rust indicators (#2700, #2710, #2713), thanks @nicolad
• Implemented From<Pool> -> CurrencyPair & InstrumentAny (#2693), thanks @nicolad
• Updated Makefile to use new docker compose syntax (#2746), thanks @stastnypremysl
• Updated Tardis exchange mappings
• Improved live engine message processing to ensure exceptions result in a crash rather than continuing without the queue processing messages
• Improved live reconciliation robustness and testing
• Improved listen key error handling and recovery for Binance
• Improved handling of negative balances in backtests (#2730), thanks @ms32035
• Improved robustness of cash and margin account locked balance calculations to avoid negative free balance
• Improved robustness of fill price parsing for Betfair
• Improved implementation, validations and testing for Rust instruments (#2723, #2733), thanks @nicolad
• Improved Currency equality to use strcmp to avoid C pointer comparison issues with ustr string interning
• Improved unsubscribe cleanup(s) for Bybit adapter
• Improved Makefile to be self-documenting (#2741), thanks @sunlei
• Refactored IB adapter (#2647), thanks @faysou
• Refactored data catalog (#2652, #2740), thanks @faysou
• Refined Rust data catalog (#2734), thanks @faysou
• Refined logging subsystem lifecycle management and introduce global log sender
• Refined signal serialization and tests (#2705), thanks @faysou
• Refined CI/CD and build system (#2707), thanks @stastnypremysl
• Upgraded Rust (MSRV) to 1.88.0
• Upgraded Cython to v3.1.2
• Upgraded databento crate to v0.28.0
• Upgraded datafusion crate to v48.0.0
• Upgraded pyo3 and pyo3-async-runtimes crates to v0.25.1
• Upgraded redis crate to v0.32.3
• Upgraded tokio crate to v1.46.1
• Upgraded tokio-tungstenite crate to v0.27.0

Fixes

• Fixed AccountBalance mutation in AccountState events (#2701), thanks for reporting @DeirhX
• Fixed order book cache consistency in update and remove operations (found through property-based testing)
• Fixed order status report generation for Polymarket where venue_order_id was unbounded
• Fixed data request identifier attribute access for LiveDataClient
• Fixed generate_order_modify_rejected typo in Binance execution client (#2682), thanks for reporting @etiennepar
• Fixed order book depth handling in subscriptions for Binance
• Fixed potential IndexError with empty bars requests for Binance
• Fixed GTD-GTC time in force conversion for Binance
• Fixed incorrect logging of trigger type for Binance
• Fixed trade ticks unsubscribe for Binance which was not differentiating aggregated trades
• Fixed pending update hot cache cleanup for Betfair execution client
• Fixed invalid session information on account update for Betfair execution client
• Fixed order book snapshots unsubscribe for Tardis data client
• Fixed Arrow schema registration for BinanceBar
• Fixed gRPC server shutdown warning when running dYdX integration tests
• Fixed registration of encoder and decoder for BinanceBar, thanks for reporting @miller-moore
• Fixed spot and futures sandbox for Binance (#2687), thanks @petioptrv
• Fixed clean and distclean make targets entering .venv and corrupting the Python virtual env, thanks @faysou
• Fixed catalog identifier matching to exact match (#2732), thanks @faysou
• Fixed last value updating for RSI indicator (#2703), thanks @bartlaw
• Fixed gateway/TWS reconnect process for IBKR (#2710), thanks @bartlaw
• Fixed Interactive Brokers options chain issue (#2711), thanks @FGU1
• Fixed partially filled bracket order and SL triggered for IBKR (#2704, #2717), thanks @bartlaw
• Fixed instrument message decoding when no exchange value for Databento US equities
• Fixed fetching single-instrument trading fees for Binance, thanks @petioptrv
• Fixed IB-TWS connection issue with international languages (#2726), thanks @DracheShiki
• Fixed bar requests for Bybit where pagination was incorrect which limited bars being returned
• Fixed Bybit Unknown Error (#2742), thanks @DeevsDeevs
• Fixed margin balance parsing for Bybit
• Restored task error logs for IBKR (#2716), thanks @bartlaw

Documentation Updates

• Updated IB adapter documentation (#2729), thanks @faysou
• Improved reconciliation docs in live concept guide

Deprecations

• Deprecated Portfolio.set_specific_venue(...), to be removed in a future release; use Cache.set_specific_venue(...) instead

NautilusTrader 1.218.0 Beta

NautilusTrader 1.218.0 Beta

Released on 31st May 2025 (UTC).

Enhancements

• Added convenience re-exports for Betfair adapter (constants, configs, factories, types)
• Added convenience re-exports for Binance adapter (constants, configs, factories, loaders, types)
• Added convenience re-exports for Bybit adapter (constants, configs, factories, loaders, types)
• Added convenience re-exports for Coinbase International adapter (constants, configs, factories)
• Added convenience re-exports for Databento adapter (constants, configs, factories, loaders, types)
• Added convenience re-exports for dYdX adapter (constants, configs, factories)
• Added convenience re-exports for Polymarket adapter (constants, configs, factories)
• Added convenience re-exports for Tardis adapter (constants, configs, factories, loaders)
• Added support for FillModel, LatencyModel and FeeModel in BacktestNode (#2601), thanks @faysou
• Added bars caching from request_aggregated_bars (#2649), thanks @faysou
• Added BacktestDataIterator to backtest engine to provide on-the-fly data loading (#2545), thanks @faysou
• Added support for MarkPriceUpdate streaming from catalog (#2582), thanks @bartolootrit
• Added support for Binance Futures margin type (#2660), thanks @bartolootrit
• Added support for mark price stream across all markets for Binance (#2670), thanks @sunlei
• Added bars_timestamp_on_close config option for Databento which defaults to True to consistently align with Nautilus conventions
• Added activation_price support for trailing stop orders (#2610), thanks @hope2see
• Added trailing stops for OrderFactory bracket orders (#2654), thanks @hope2see
• Added raise_exception config option for BacktestRunConfig (default False to retain current behavior) which will raise exceptions to interrupt a nodes run process
• Added UnixNanos::is_zero() convenience method to check for a zero/epoch value
• Added SQL schema, model, and query for OrderCancelRejected
• Added SQL schema, model, and query for OrderModifyRejected
• Added HyperSync client to blockchain adapter (#2606), thanks @filipmacek
• Added support for DEXs, pools, and tokens to blockchain adapter (#2638), thanks @filipmacek

Breaking Changes

• Changed trailing stops to use activation_price rather than trigger_price for Binance to more closely match the Binance API conventions

Internal Improvements

• Added activation_price str and repr tests for trailing stop orders (#2620), thanks @hope2see
• Added condition check for order contingency_type and linked_order_ids where a contingency should have associated linked order IDs
• Improved robustness of socket client reconnects and disconnects to avoid state race conditions
• Improved error handling for socket clients, will now raise Python exceptions on send errors rather than logging with tracing only
• Improved error handling for Databento adapter by changing many unwraps to instead log or raise Python exceptions (where applicable)
• Improved error handling for Tardis adapter by changing many unwraps to instead log or raise Python exceptions (where applicable)
• Improved fill behavior for limit orders in L1_MBP books, will now fill entire size when marketable as TAKER or market moves through limit as MAKER
• Improved account state event generation for margin accounts, avoiding the generation of redundant intermediate account states for the same execution event
• Improved ergonomics of messaging topics, patterns, and endpoints in Rust (#2658), thanks @twitu
• Improved development debug builds with cranelift backend for Rust (#2640), thanks @twitu
• Improved validations for LimitOrder in Rust (#2613), thanks @nicolad
• Improved validations for LimitIfTouchedOrder in Rust (#2533), thanks @nicolad
• Improved validations for MarketIfTouchedOrder in Rust (#2577), thanks @nicolad
• Improved validations for MarketToLimitOrder in Rust (#2584), thanks @nicolad
• Improved validations for StopLimitOrder in Rust (#2593), thanks @nicolad
• Improved validations for StopMarketOrder in Rust (#2596), thanks @nicolad
• Improved validations for TrailingStopMarketOrder in Rust (#2607), thanks @nicolad
• Improved orders initialize and display tests in Rust (#2617), thanks @nicolad
• Improved testing for Rust orders module (#2578), thanks @dakshbtc
• Improved Cython-Rust indicator parity for AdaptiveMovingAverage (AMA) (#2626), thanks @nicolad
• Improved Cython-Rust indicator parity for DoubleExponentialMovingAverage (DEMA) (#2633), thanks @nicolad
• Improved Cython-Rust indicator parity for ExponentialMovingAverage (EMA) (#2642), thanks @nicolad
• Improved Cython-Rust indicator parity for HullMovingAverage (HMA) (#2648), thanks @nicolad
• Improved Cython-Rust indicator parity for LinearRegression (#2651), thanks @nicolad
• Improved Cython-Rust indicator parity for WilderMovingAverage (RMA) (#2653), thanks @nicolad
• Improved Cython-Rust indicator parity for VariableIndexDynamicAverage (VIDYA) (#2659), thanks @nicolad
• Improved Cython-Rust indicator parity for SimpleMovingAverage (SMA) (#2655), thanks @nicolad
• Improved Cython-Rust indicator parity for VolumeWeightedAveragePrice (VWAP) (#2661), thanks @nicolad
• Improved Cython-Rust indicator parity for WeightedMovingAverage (WMA) (#2662), thanks @nicolad
• Improved Cython-Rust indicator parity for ArcherMovingAveragesTrends (AMAT) (#2669), thanks @nicolad
• Improved zero size trade logging for Binance Futures (#2588), thanks @bartolootrit
• Improved error handling on API key authentication errors for Polymarket
• Improved execution client debug logging for Polymarket
• Improved exception on deserializing order from cache database
• Improved None condition checks for value types, which now raise a TypeError instead of an obscure AttributeError
• Changed VecDeque for fixed-capacity ArrayDeque in SMA indicator (#2666), thanks @nicolad
• Changed VecDeque for fixed-capacity ArrayDeque in LinearRegression (#2667), thanks @nicolad
• Implemented remaining Display for orders in Rust (#2614), thanks @nicolad
• Implemented _subscribe_instrument for dYdX and Bybit (#2636), thanks @davidsblom
• Untangled ratelimiter quota from python flag (#2595), thanks @twitu
• Refined BacktestDataIterator correctness (#2591), thanks @faysou
• Refined formatting of IB adapter files (#2639), thanks @faysou
• Optimized message bus topic-matching logic in Rust by 100× (#2634), thanks @twitu
• Changed to faster message bus pattern matching logic from Rust (#2643), thanks @twitu
• Upgraded Rust (MSRV) to 1.87.0
• Upgraded Cython to v3.1.0 (now stable)
• Upgraded databento crate to v0.26.0
• Upgraded redis crate to v0.31.0
• Upgraded sqlx crate to v0.8.6
• Upgraded tokio crate to v1.45.1

Fixes

• Fixed portfolio account updates leading to incorrect balances (#2632, #2637), thanks for reporting @bartolootrit and @DeirhX
• Fixed portfolio handling of OrderExpired events not updating state (margin requirements may change)
• Fixed event handling for ExecutionEngine so it fully updates the Portfolio before to publishing execution events (#2513), thanks for reporting @stastnypremysl
• Fixed PnL calculation for margin account on position flip (#2657), thanks for reporting @Egisess
• Fixed notional value pre-trade risk check when order using quote quantity (#2628), thanks for reporting @DeevsDeevs
• Fixed position snapshot cache access for ExecutionEngine
• Fixed position snapshot SystemError calling copy.deepcopy() by simply using a pickle round trip to copy the position instance
• Fixed event purging edge cases for account and position where at least one event must be guaranteed
• Fixed authentication for Redis when password provided with no username
• Fixed various numpy and pandas FutureWarning(s)
• Fixed sockets exponential backoff immediate reconnect value on reset (this prevented immediate reconnects on the next reconnect sequence)
• Fixed message bus subscription matching logic in Rust (#2646), thanks @twitu
• Fixed trailing stop market fill behavior when top-level exhausted to align with market orders (#2540), thanks for reporting @stastnypremysl
• Fixed stop limit fill behavior on initial trigger where the limit order was continuing to fill as a taker beyond available liquidity, thanks for reporting @hope2see
• Fixed matching engine trade processing when aggressor side is NO_AGGRESSOR (we can still update the matching core)
• Fixed modifying and updating trailing stop orders (#2619), thanks @hope2see
• Fixed processing activated trailing stop update when no trigger price, thanks for reporting @hope2see
• Fixed terminating backtest on AccountError when streaming, the exception needed to be reraised to interrupt the streaming of chunks (#2546), thanks for reporting @stastnypremysl
• Fixed HTTP batch order operations for Bybit (#2627), thanks @sunlei
• Fixed reduce_only attribute access in batch place order for Bybit
• Fixed quote tick parsing for one-sided books on Polymarket
• Fixed order fill handling for limit orders with MAKER liquidity side on Polymarket
• Fixed currency parsing for BinaryOption on Polymarket to consistently use USDC.e (PoS USDC on Polygon)
• Fixed identity error handling during keep-alive for Betfair, will now reconnect
• Updated BinanceFuturesEventType enum with additional variants, thanks for reporting @miller-moore

Documentation Updates

• Added capability matrices for integration guides
• Added content to Architecture concept guide
• Added content to Live Trading concept guide
• Added content to Developer Guide
• Added errors and panics docs for most crates
• Added errors and panics docs for most crates
• Improved the clarity of various concept guides
• Fixed several errors in concept guides

Deprecations

• Deprecated support for ...

NautilusTrader 1.217.0 Beta

NautilusTrader 1.217.0 Beta

Released on 30th April 2025 (UTC).

Enhancements

• Added processing of OrderBookDepth10 for BacktestEngine and OrderMatchingEngine (#2542), thanks @limx0
• Added Actor.subscribe_order_book_depth(...) subscription method (#2555), thanks @limx0
• Added Actor.unsubscribe_order_book_depth(...) subscription method
• Added Actor.on_order_book_depth(...) handler method (#2555), thanks @limx0
• Added UnixNanos::max() convenience method for the maximum valid value
• Added available_offset filter parameter for TardisInstrumentProvider
• Added NAUTILUS_WORKER_THREADS environment variable for common tokio runtime builder
• Added Quantity::non_zero(...) method
• Added Quantity::non_zero_checked(...) method
• Added round_down param for Instrument.make_qty(...) that is False by default to maintain current behavior
• Added WebSocket batch order operations for Bybit (#2521), thanks @sunlei
• Added mark price subscription for Binance Futures (#2548), thanks @bartolootrit
• Added Chain struct to represent blockchain network (#2526), thanks @filipmacek
• Added Block primitive for blockchain domain model (#2535), thanks @filipmacek
• Added Transaction primitive for blockchain domain model (#2551), thanks @filipmacek
• Added initial blockchain adapter with live block subscription (#2557), thanks @filipmacek

Breaking Changes

• Removed fees from locked balance calculations for CASH accounts
• Removed fees from margin calculations for MARGIN accounts
• Renamed id constructor parameter to instrument_id across all PyO3 instruments, aligning with equivalent Cython instrument constructors

Internal Improvements

• Implemented exponential backoff and jitter for the RetryManager (#2518), thanks @davidsblom
• Simplified default locked balance and margin calculations to not include fees
• Improved handling of time range and effective date filters for TardisInstrumentProvider
• Improved reconnection robustness for Bybit private/trading channels (#2520), thanks @sunlei
• Improved logger buffers flushing post backtest
• Improved validations for Tardis trades data
• Improved correctness of client registration and deregistration for ExecutionEngine
• Improved build time by only compiling libraries (#2539), thanks @twitu
• Improved logging flush (#2568), thanks @faysou
• Improved clear_log_file to happen for each kernel initialization (#2569), thanks @faysou
• Refined Price and Quantity validations and correctness
• Filter fill events if order is already filled for dYdX (#2547), thanks @davidsblom
• Fixed some clippy lints (#2517), thanks @twitu
• Upgraded databento crate to v0.24.0
• Upgraded datafusion crate to v47.0.0
• Upgraded redis crate to v0.30.0
• Upgraded sqlx crate to v0.8.5
• Upgraded pyo3 crate to v0.24.2

Fixes

• Fixed consistent ordering of execution events (#2513, #2554), thanks for reporting @stastnypremysl
• Fixed type error when generating an elapsed time for backtests with no elapsed time
• Fixed memory leak in RetryManager by simplifying the acquire-release pattern, avoiding the asynchronous context manager protocol that led to state sharing, thanks for reporting @DeevsDeevs
• Fixed locked balance and initial margin calculations for reduce-only orders (#2505), thanks for reporting @stastnypremysl
• Fixed purging order events from position (these needed to be purged prior to removing cache index entry), thanks @DeevsDeevs
• Fixed TypeError when formatting backtest post run timestamps which were None (#2514), thanks for reporting @stastnypremysl
• Fixed handling of BetfairSequenceCompleted as custom data
• Fixed the instrument class of IndexInstrument, changing to SPOT to correctly represent a spot index of underlying constituents
• Fixed data range request end handling for DataEngine
• Fixed unsubscribe instrument close for DataEngine
• Fixed network clients authentication for OKX (#2553), thanks for reporting @S3toGreen
• Fixed account balance calculation for dYdX (#2563), thanks @davidsblom
• Fixed ts_init for databento historical data (#2566), thanks @faysou
• Fixed RequestInstrument in query_catalog (#2567), thanks @faysou
• Reverted removal of rotate log file on UTC date change (#2552), thanks @twitu

Documentation Updates

• Improved environment setup guide with recommended rust analyzer settings (#2538), thanks @twitu
• Fixed alignment with code for some ExecutionEngine docstrings

Deprecations

None

NautilusTrader 1.216.0 Beta

NautilusTrader 1.216.0 Beta

Released on 13th April 2025 (UTC).

This release adds support for Python 3.13 (not yet compatible with free-threading),
and introduces support for Linux on ARM64 architecture.

Enhancements

• Added allow_past boolean flag for Clock.set_timer(...) to control behavior with start times in the past (default True to allow start times in the past)
• Added allow_past boolean flag for Clock.set_time_alert(...) to control behavior with alert times in the past (default True to fire immediate alert)
• Added risk engine check for GTD order expire time, which will deny if expire time is already in the past
• Added instrument updating for exchange and matching engine
• Added additional price and quantity precision validations for matching engine
• Added log file rotation with additional config options max_file_size and max_backup_count (#2468), thanks @xingyanan and @twitu
• Added bars_timestamp_on_close config option for BybitDataClientConfig (default True to match Nautilus conventions)
• Added BetfairSequenceCompleted custom data type for Betfair to mark the completion of a sequence of messages
• Added Arrow schema for MarkPriceUpdate in Rust
• Added Arrow schema for IndexPriceUpdate in Rust
• Added Arrow schema for InstrumentClose in Rust
• Added BookLevel.side property
• Added Position.closing_order_side() instance method
• Improved robustness of in-flight order check for LiveExecutionEngine, once exceeded query retries will resolve submitted orders as rejected and pending orders as canceled
• Improved logging for BacktestNode crashes with full stack trace and prettier config logging

Breaking Changes

• Changed external bar requests ts_event timestamping from on open to on close for Bybit

Internal Improvements

• Added handling and warning for Betfair zero sized fills
• Improved WebSocket error handling for dYdX (#2499), thanks @davidsblom
• Ported GreeksCalculator to Rust (#2493, #2496), thanks @faysou
• Upgraded Cython to v3.1.0b1
• Upgraded redis crate to v0.29.5
• Upgraded tokio crate to v1.44.2

Fixes

• Fixed setting component clocks to backtest start time
• Fixed overflow error in trailing stop calculations
• Fixed missing SymbolFilterType enum member for Binance (#2495), thanks @sunlei
• Fixed ts_event for Bybit bars (#2502), thanks @davidsblom
• Fixed position ID handling for Binance Futures in hedging mode with execution algorithm order (#2504), thanks for reporting @Oxygen923

Documentation Updates

• Removed obsolete bar limitations in portfolio docs (#2501), thanks @stefansimik

Deprecations

None

NautilusTrader 1.215.0 Beta

NautilusTrader 1.215.0 Beta

Released on 5th April 2025 (UTC).

Enhancements

• Added Cache.purge_closed_order(...)
• Added Cache.purge_closed_orders(...)
• Added Cache.purge_closed_position(...)
• Added Cache.purge_closed_positions(...)
• Added Cache.purge_account_events(...)
• Added Account.purge_account_events(...)
• Added purge_closed_orders_interval_mins config option for LiveExecEngineConfig
• Added purge_closed_orders_buffer_mins config option for LiveExecEngineConfig
• Added purge_closed_positions_interval_mins config option for LiveExecEngineConfig
• Added purge_closed_positions_buffer_mins config option for LiveExecEngineConfig
• Added purge_account_events_interval_mins config option for LiveExecEngineConfig
• Added purge_account_events_lookback_mins config option for LiveExecEngineConfig
• Added Order.ts_closed property
• Added instrument_ids and bar_types for BacktestDataConfig to improve catalog query efficiency (#2478), thanks @faysou
• Added venue_dataset_map config option for DatabentoDataConfig to override the default dataset used for a venue (#2483, #2485), thanks @faysou

Breaking Changes

None

Internal Improvements

• Added Position.purge_events_for_order(...) for purging OrderFilled events and TradeIds associated with a client order ID
• Added Consumer for WebSocketClient (#2488), thanks @twitu
• Improved instrument parsing for Tardis with consistent effective timestamp filtering, settlement currency, increments and fees changes
• Improved error logging for Betfair update_account_state task by logging the full stack trace on error
• Improved logging for Redis cache database operations
• Standardized unexpected exception logging to include full stack trace
• Refined type handling for backtest configs
• Refined databento venue dataset mapping and configuration (#2483), thanks @faysou
• Refined usage of databento use_exchange_as_venue (#2487), thanks @faysou
• Refined time initialization of components in backtest (#2490), thanks @faysou
• Upgraded Rust MSRV to 1.86.0
• Upgraded pyo3 crate to v0.24.1

Fixes

• Fixed MBO feed handling for Databento where an initial snapshot was decoding a trade tick with zero size (#2476), thanks for reporting @JackWCollins
• Fixed position state snapshots for closed positions where these snapshots were being incorrectly filtered
• Fixed handling of PolymarketTickSizeChanged message
• Fixed parsing spot instruments for Tardis where size_increment was zero, now inferred from base currency
• Fixed default log colors for Rust (#2489), thanks @filipmacek
• Fixed sccache key for uv in CI (#2482), thanks @davidsblom

Documentation Updates

• Clarified partial fills in backtesting concept guide (#2481), thanks @stefansimik

Deprecations

• Deprecated strategies written in Cython and removed ema_cross_cython strategy example

NautilusTrader 1.214.0 Beta

NautilusTrader 1.214.0 Beta

Released on 28th March 2025 (UTC).

Enhancements

• Added Coinbase International Exchange initial integration adapter
• Added time_in_force parameter for Strategy.close_position(...)
• Added time_in_force parameter for Strategy.close_all_positions(...)
• Added MarkPriceUpdate data type
• Added IndexPriceUpdate data type
• Added Actor.subscribe_mark_prices(...)
• Added Actor.subscribe_index_prices(...)
• Added Actor.unsubscribe_mark_prices(...)
• Added Actor.unsubscribe_index_prices(...)
• Added Actor.on_mark_price(...)
• Added Actor.on_index_price(...)
• Added Cache.mark_price(...)
• Added Cache.index_price(...)
• Added Cache.mark_prices(...)
• Added Cache.index_prices(...)
• Added Cache.mark_price_count(...)
• Added Cache.index_price_count(...)
• Added Cache.has_mark_prices(...)
• Added Cache.has_index_prices(...)
• Added UnixNanos.to_rfc3339() for ISO 8601 (RFC 3339) strings
• Added recv_window_ms config for Bybit WebSocket order client (#2466), thanks @sunlei
• Enhanced UnixNanos string parsing to support YYYY-MM-DD date format (interpreted as midnight UTC)

Breaking Changes

• Changed Cache.add_mark_price(self, InstrumentId instrument_id, Price price) to add_mark_price(self, MarkPriceUpdate mark_price)

Internal Improvements

• Improved WebSocketClient and SocketClient design with dedicated writer task and message channel
• Completed global message bus design in Rust (#2460), thanks @filipmacek
• Refactored enum dispatch (#2461), thanks @filipmacek
• Refactored data interfaces to messages in Rust
• Refined catalog file operations in Rust (#2454), thanks @faysou
• Refined quote ticks and klines for Bybit (#2465), thanks @davidsblom
• Standardized use of anyhow::bail (#2459), thanks @faysou
• Ported add_venue for BacktestEngine in Rust (#2457), thanks @filipmacek
• Ported add_instrument for BacktestEngine in Rust (#2469), thanks @filipmacek
• Upgraded redis crate to v0.29.2

Fixes

• Fixed race condition on multiple reconnect attempts for WebSocketClient and SocketClient
• Fixed position state snapshot ts_snapshot value, which was always ts_last instead of timestamp when the snapshot was taken
• Fixed instrument parsing for Tardis, now correctly applies changes and filters by effective
• Fixed OrderStatusReport for conditional orders of dYdX (#2467), thanks @davidsblom
• Fixed submitting stop market orders for dYdX (#2471), thanks @davidsblom
• Fixed retrying HTTP calls on DecodeError for dYdX (#2472), thanks @davidsblom
• Fixed LIMIT_IF_TOUCHED order type enum parsing for Bybit
• Fixed MARKET order type enum parsing for Bybit
• Fixed quote ticks for Polymarket to only emit new quote ticks when the top-of-book changes
• Fixed error on cancel order for IB (#2475), thanks @FGU1

Documentation Updates

• Improved custom data documentation (#2470), thanks @faysou

Deprecations

None

NautilusTrader 1.213.0 Beta

NautilusTrader 1.213.0 Beta

Released on 16th March 2025 (UTC).

Enhancements

• Added CryptoOption instrument, supporting inverse and fractional sizes
• Added Cache.prices(...) to return a map of latest price per instrument for a price type
• Added use_uuid_client_order_ids config option for StrategyConfig
• Added catalog consolidation functions of several parquet files into one (#2421), thanks @faysou
• Added FDUSD (First Digital USD) crypto Currency constant
• Added initial leverage, margin_mode and position_mode config options for Bybit (#2441), thanks @sunlei
• Updated parquet catalog in Rust with recent features (#2442), thanks @faysou

Breaking Changes

None

Internal Improvements

• Added timeout_secs parameter to HttpClient for default timeouts
• Added additional precision validations for OrderMatchingEngine
• Added symmetric comparison impls between u64 and UnixNanos
• Improved InstrumentProvider error handling when loading (#2444), thanks @davidsblom
• Improved order denied reason message for balance impact
• Handle BybitErrors when updating instruments for ByBit (#2437), thanks @davidsblom
• Handle unexpected errors when fetching order books for dYdX (#2445), thanks @davidsblom
• Retry if HttpError is raised for dYdX (#2438), thanks @davidsblom
• Refactored some Rust logs to use named parameters in format strings (#2443), thanks @faysou
• Some minor performance optimizations for Bybit and dYdX adapters (#2448), thanks @sunlei
• Ported backtest engine and kernel to Rust (#2449), thanks @filipmacek
• Upgraded pyo3 and pyo3-async-runtimes crates to v0.24.0
• Upgraded tokio crate to v1.44.1

Fixes

• Fixed source distribution (sdist) packaging
• Fixed Clock.timer_names() memory issue resulting in an empty list
• Fixed underflow panic when setting a time alert in the past (#2446), thanks for reporting @uxbux
• Fixed logger name for Strategy custom strategy_ids
• Fixed unbound variable for Bybit (#2433), thanks @sunlei

Documentation Updates

• Clarify docs for timestamp properties in Data (#2450), thanks @stefansimik
• Updated environment setup document (#2452), thanks @faysou

Deprecations

None