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@github-actions github-actions released this 05 Apr 01:33

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 for LiveExecEngineConfig
  • Added purge_closed_orders_buffer_mins config option for LiveExecEngineConfig
  • Added purge_closed_positions_interval_mins config option for LiveExecEngineConfig
  • Added purge_closed_positions_buffer_mins config option for LiveExecEngineConfig
  • Added purge_account_events_interval_mins config option for LiveExecEngineConfig
  • Added purge_account_events_lookback_mins config option for LiveExecEngineConfig
  • Added Order.ts_closed property
  • Added instrument_ids and bar_types for BacktestDataConfig to improve catalog query efficiency (#2478), thanks @faysou
  • Added venue_dataset_map config option for DatabentoDataConfig 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 purging OrderFilled events and TradeIds associated with a client order ID
  • Added Consumer for WebSocketClient (#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

Deprecations

  • Deprecated strategies written in Cython and removed ema_cross_cython strategy example