NautilusTrader 1.139.0 Beta

Release Notes

Released on 11th March 2022 (UTC).

Breaking Changes

• Renamed CurrencySpot to CurrencyPair.
• Renamed PerformanceAnalyzer to PortfolioAnalyzer.
• Renamed BacktestDataConfig.data_cls_path to data_cls.
• Renamed BinanceTicker to BinanceSpotTicker.
• Renamed BinanceSpotExecutionClient to BinanceExecutionClient.

Enhancements

• Added initial (beta) Binance Futures adapter implementation.
• Added initial (beta) Interactive Brokers adapter implementation.
• Added custom portfolio statistics.
• Added CryptoFuture instrument.
• Added OrderType.MARKET_TO_LIMIT.
• Added OrderType.MARKET_IF_TOUCHED.
• Added OrderType.LIMIT_IF_TOUCHED.
• Added MarketToLimitOrder order type.
• Added MarketIfTouchedOrder order type.
• Added LimitIfTouchedOrder order type.
• Added Order.has_price property (convenience).
• Added Order.has_trigger_price property (convenience).
• Added msg param to LoggerAdapter.exception().
• Added WebSocket log_send and log_recv config options.
• Added WebSocket auto_ping_interval (seconds) config option.
• Replaced msgpack with msgspec (faster drop in replacement https://github.com/jcrist/msgspec).
• Improved exception messages by providing helpful context.
• Improved BacktestDataConfig API: now takes either a type of Data or a fully qualified path string.

Fixes

• Fixed FTX execution WebSocket 'ping strategy'.
• Fixed non-deterministic config dask tokenization.