NautilusTrader 1.131.0 Beta - Release Notes

Released on 10th, October 2021

Breaking Changes

• Renamed nanos_to_unix_dt to unix_nanos_to_dt (more accurate name).
• Changed Clock.set_time_alert(...) method signature.
• Changed Clock.set_timer(...) method signature.
• Removed pd.Timestamp from TimeEvent.

Enhancements

• OrderList submission and OTO, OCO contingencies now operational.
• Added Cache.orders_for_position(...) method.
• Added Cache.position_for_order(...) method.
• Added SimulatedExchange.get_working_bid_orders(...) method.
• Added SimulatedExchange.get_working_ask_orders(...) method.
• Added optional run_config_id for backtest runs.
• Added BacktestResult object.
• Added Clock.set_time_alert_ns(...) method.
• Added Clock.set_timer_ns(...) method.
• Added fill_limit_at_price simulated exchange option.
• Added fill_stop_at_price simulated exchange option.
• Improve timer and time event efficiency.

Fixes

• Fixed OrderUpdated leaves quantity calculation.
• Fixed contingency order logic at the exchange.
• Fixed indexing of orders for a position in the cache.
• Fixed flip logic for zero sized positions (not a flip).