NautilusTrader 1.154.0 Beta

Released on September 14th 2022 (UTC).

Breaking Changes

• Changed ExecEngineConfig allow_cash_positions default to True (more typical use case)
• Removed check param from Bar (always checked for simplicity)

Enhancements

• Added MARKET_TO_LIMIT order implementation for SimulatedExchange
• Make strategy order_id_tag truly optional and auto incrementing
• Added PsychologicalLine indicator, thanks @graceyangfan
• Added initial Rust parquet integration, thanks @twitu and @ghill2
• Added validation for setting leverages on CASH accounts
• De-cythonized live data and execution client base classes for usability

Fixes

• Fixed limit order IOC and FOK behaviour, thanks @limx0 for identifying
• Fixed FTX CryptoFuture instrument parsing, thanks @limx0
• Fixed missing imports in data catalog example notebook, thanks @gaugau3000
• Fixed order update behaviour, affected orders:
  • LIMIT_IF_TOUCHED
  • MARKET_IF_TOUCHED
  • MARKET_TO_LIMIT
  • STOP_LIMIT