github nautechsystems/nautilus_trader v1.108.0
NautilusTrader 1.108.0 Beta

latest releases: v1.221.0, v1.220.0, v1.219.0...
4 years ago

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.

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