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NautilusTrader 1.216.0 Beta

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@github-actions github-actions released this 13 Apr 13:41
v1.216.0
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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

Deprecations

None

Contributors

davidsblom, faysou, and 5 other contributors
Assets 15
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