NautilusTrader 1.129.0 Beta - Release Notes

Released on 12th, September 2021

Breaking Changes

• Removed CCXT adapter (#428).
• Backtest configuration changes.
• Renamed UpdateOrder to ModifyOrder (terminology standardization).
• Renamed DeltaType to BookAction (terminology standardization).

Enhancements

• Added BacktestNode.
• Added BookIntegrityError with improved integrity checks for order books.
• Added order custom user tags.
• Added Actor.register_warning_event (also applicable to TradingStrategy).
• Added Actor.deregister_warning_event (also applicable to TradingStrategy).
• Added ContingencyType enum (for contingency orders in an OrderList).
• All order types can now be reduce_only (#437).
• Refined backtest configuration options.
• Improved efficiency of UUID4 using the fastuuid Rust bindings.

Fixes

• Fixed Redis loss of precision for int64_t nanosecond timestamps (#363).
• Fixed behavior of reduce_only orders for both submission and filling (#437).
• Fixed PnL calculation for CASH accounts when commission negative (#436).