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
SimulatedExchangeorder matching and amendment logic. - Add
risksub-package to group risk components.
Fixes
StopLimitOrdertriggering behaviour.- All flake8 warnings.