NautilusTrader 1.110.0 Beta

NautilusTrader 1.110.0 Beta - Release Notes

This release applies one more major change to the identifier API. Security has
been renamed to InstrumentId for greater clarity that the object is an identifier,
and to group the concept of an instrument with its identifier.

Data objects in the framework have been further abstracted to prepare for the
handling of custom data in backtests.

A RiskEngine base class has also been scaffolded.

Breaking Changes

• Security renamed to InstrumentId.
• Instrument.security renamed to Instrument.id.
• Data becomes an abstract base class with timestamp and unix_timestamp
  properties.
• Data and DataType moved to model.data.
• on_data methods now take GenericData.

Enhancements

• Add GenericData.
• Add Future instrument.

Fixes

None

NautilusTrader 1.109.0 Beta

NautilusTrader 1.109.0 Beta - Release Notes

The main thrust of this release is to refine and further bed down the changes
to the identifier model via Security, and fix some bugs.

Errors in the CCXT clients caused by the last release have been addressed.

Breaking Changes

• Security now takes first class value object Symbol.
• Security asset_class and asset_type no longer optional.
• SimulatedExchange.venue changed to SimulatedExchange.id.

Enhancements

• Ensure TestTimer advances monotonically increase.
• Add AssetClass.BETTING.

Fixes

• CCXT data and execution clients regarding security vs symbol naming.
• Security equality and hashing.
• Various docstrings.

NautilusTrader 1.108.0 Beta

NautilusTrader 1.108.0 Beta - Release Notes

This release executes a major refactoring of Symbol and how securities are
generally identified within the platform. This will allow a smoother integration
with Interactive Brokers and other exchanges, brokerages and trading
counterparties.

Previously the Symbol identifier also included a venue which confused the concept.
The replacement Security identifier more clearly expresses the domain with a
symbol string, a primary Venue, AssetClass and AssetType properties.

Breaking Changes

• All previous serializations.
• Security replaces Symbol with expanded properties.
• AssetClass.EQUITY changed to AssetClass.STOCK.
• from_serializable_string changed to from_serializable_str.
• to_serializable_string changed to to_serializable_str.

Enhancements

• Reports now include full security name.
• Add AssetType.WARRANT.

Fixes

• StopLimitOrder serialization.

NautilusTrader 1.107.1 Beta

NautilusTrader 1.107.1 Beta - Release Notes

This is a patch release which applies various fixes and refactorings.

The behaviour of the StopLimitOrder continued to be fixed and refined.
SimulatedExchange was refactored further to reduce complexity.

Breaking Changes

None

Enhancements

None

Fixes

• TRIGGERED states in order FSM.
• StopLimitOrder triggering behaviour.
• OrderFactory.stop_limit missing post_only and hidden.
• Order and StopLimitOrder __repr__ string (duplicate id).

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NautilusTrader 1.107.0 Beta

NautilusTrader 1.107.0 Beta - Release Notes

The main thrust of this release is to refine some subtleties relating to order
matching and amendment behaviour for improved realism. This involved a fairly substantial refactoring
of SimulatedExchange to manage its complexity, and support extending the order types.

The post_only flag for LIMIT orders now results in the expected behaviour regarding
when a marketable limit order will become a liquidity TAKER during order placement
and amendment.

Test coverage was moderately increased.

Breaking Changes

None

Enhancements

• Refactored SimulatedExchange order matching and amendment logic.
• Add risk sub-package to group risk components.

Fixes

• StopLimitOrder triggering behaviour.
• All flake8 warnings.

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NautilusTrader 1.106.0 Beta

NautilusTrader 1.106.0 Beta - Release Notes

The main thrust of this release is to introduce the Interactive Brokers
integration, and begin adding platform capabilities to support this effort.

Breaking Changes

• from_serializable_string methods changed to from_serializable_str.

Enhancements

• Scaffold Interactive Brokers integration in adapters/ib.
• Add the Future instrument type.
• Add the StopLimitOrder order type.
• Add the Data and DataType types to support custom data handling.
• Add the Security identifier types initial implementation to support extending the platforms capabilities.

Fixes

• BracketOrder correctness.
• CCXT precision parsing bug.
• Some log formatting.

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NautilusTrader 1.105.1 Beta

v1.105.1

Released version 1.105.1

NautilusTrader 1.105.0 Beta

v1.105.0

Released version 1.105.0

NautilusTrader 1.104.0 Beta

v1.104.0

Released version 1.104.0

NautilusTrader 1.103.1 Beta

v1.103.1

Released version 1.103.1