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NautilusTrader 1.159.0 Beta
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v1.159.0
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NautilusTrader 1.159.0 Beta

Released on 18th November 2022 (UTC).

Breaking Changes

  • Removed FTX integration
  • Renamed SubmitOrderList.list -> SubmitOrderList.order_list
  • Slight adjustment to bar aggregation (will not use the last close as the open)

Enhancements

  • Implemented TRAILING_STOP_MARKET orders for Binance Futures (beta)
  • Added OUO One-Updates-Other ContingencyType with matching engine implementation
  • Added bar price fallback for exchange rate calculations, thanks @ghill2

Fixes

  • Fixed deallocation of Rust backing struct on Python exceptions causing segfaults
  • Fixed bar aggregation start times for bar specs outside typical intervals (60-SECOND rather than 1-MINUTE etc)
  • Fixed backtest engine main loop ordering of time events with identically timestamped data
  • Fixed ModifyOrder message str and repr when no quantity
  • Fixed OCO contingency orders which were actually implemented as OUO for backtests
  • Fixed various bugs for Interactive Brokers integration, thanks @limx0 and @rsmb7z
  • Fixed pyarrow version parsing, thanks @ghill2
  • Fixed returning venue from InstrumentId, thanks @rsmb7z

Contributors

limx0, ghill2, and rsmb7z
Assets 9
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