NautilusTrader 1.133.0 Beta - Release Notes

Released on 8th, November 2021

Breaking Changes

None

Enhancements

• Added LatencyModel for simulated exchange.
• Added last_update_id to order books.
• Added update_id to order book data.
• Added depth param when subscribing to order book deltas.
• Added Clock.timestamp_ms().
• Added TestDataProvider and consolidate test data.
• Added orjson default serializer for arrow.
• Reorganized example strategies and launch scripts.

Fixes

• Fixed logic for partial fills in backtests.
• Various Betfair integration fixes.
• Various BacktestNode fixes.