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 forStrategyConfig
- 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
andposition_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 toHttpClient
for default timeouts - Added additional precision validations for
OrderMatchingEngine
- Added symmetric comparison impls between
u64
andUnixNanos
- 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
andpyo3-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
customstrategy_id
s - 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