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 forLiveExecEngineConfig
- Added
purge_closed_orders_buffer_mins
config option forLiveExecEngineConfig
- Added
purge_closed_positions_interval_mins
config option forLiveExecEngineConfig
- Added
purge_closed_positions_buffer_mins
config option forLiveExecEngineConfig
- Added
purge_account_events_interval_mins
config option forLiveExecEngineConfig
- Added
purge_account_events_lookback_mins
config option forLiveExecEngineConfig
- Added
Order.ts_closed
property - Added
instrument_ids
andbar_types
forBacktestDataConfig
to improve catalog query efficiency (#2478), thanks @faysou - Added
venue_dataset_map
config option forDatabentoDataConfig
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 purgingOrderFilled
events andTradeId
s associated with a client order ID - Added
Consumer
forWebSocketClient
(#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