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NautilusTrader 1.139.0 Beta
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@github-actions github-actions released this 11 Mar 22:20
v1.139.0
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NautilusTrader 1.139.0 Beta

Release Notes

Released on 11th March 2022 (UTC).

Breaking Changes

  • Renamed CurrencySpot to CurrencyPair.
  • Renamed PerformanceAnalyzer to PortfolioAnalyzer.
  • Renamed BacktestDataConfig.data_cls_path to data_cls.
  • Renamed BinanceTicker to BinanceSpotTicker.
  • Renamed BinanceSpotExecutionClient to BinanceExecutionClient.

Enhancements

  • Added initial (beta) Binance Futures adapter implementation.
  • Added initial (beta) Interactive Brokers adapter implementation.
  • Added custom portfolio statistics.
  • Added CryptoFuture instrument.
  • Added OrderType.MARKET_TO_LIMIT.
  • Added OrderType.MARKET_IF_TOUCHED.
  • Added OrderType.LIMIT_IF_TOUCHED.
  • Added MarketToLimitOrder order type.
  • Added MarketIfTouchedOrder order type.
  • Added LimitIfTouchedOrder order type.
  • Added Order.has_price property (convenience).
  • Added Order.has_trigger_price property (convenience).
  • Added msg param to LoggerAdapter.exception().
  • Added WebSocket log_send and log_recv config options.
  • Added WebSocket auto_ping_interval (seconds) config option.
  • Replaced msgpack with msgspec (faster drop in replacement https://github.com/jcrist/msgspec).
  • Improved exception messages by providing helpful context.
  • Improved BacktestDataConfig API: now takes either a type of Data or a fully qualified path string.

Fixes

  • Fixed FTX execution WebSocket 'ping strategy'.
  • Fixed non-deterministic config dask tokenization.
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