NautilusTrader 1.136.0 Beta

Release Notes

Released 29th December 2021.

Breaking Changes

• Changed subscribe_data(...) method (client_id now optional).
• Changed unsubscribe_data(...) method (client_id now optional).
• Changed publish_data(...) method (added data_type).
• Renamed MessageBus.subscriptions method param to pattern.
• Renamed MessageBus.has_subscribers method param to pattern.`
• Removed subscribe_strategy_data(...) method.
• Removed unsubscribe_strategy_data(...) method.
• Removed publish_strategy_data(...) method.
• Renamed CryptoSwap to CryptoPerpetual.

Enhancements

• Can now modify or cancel in-flight orders live and backtest.
• Updated CancelOrder to allow None venue_order_id.
• Updated ModifyOrder to allow None venue_order_id.
• Updated OrderPendingUpdate to allow None venue_order_id.
• Updated OrderPendingCancel to allow None venue_order_id.
• Updated OrderCancelRejected to allow None venue_order_id.
• Updated OrderModifyRejected to allow None venue_order_id.
• Added DataType.topic string for improved message bus handling.

Fixes

• Implemented comparisons for DataType, BarSpecification and BarType.
• Fixed QuoteTickDataWrangler.process_bar_data with random_seed.