NautilusTrader 1.158.0 Beta

Released on 3rd November 2022 (UTC).

Breaking Changes

• Added LiveExecEngineConfig.reconciliation boolean flag to control if reconciliation is active
• Removed LiveExecEngineConfig.reconciliation_auto (unclear naming and concept)
• All Redis keys have changed to a lowercase convention (please either migrate or flush your Redis)
• Removed BidAskMinMax indicator (to reduce total package size)
• Removed HilbertPeriod indicator (to reduce total package size)
• Removed HilbertSignalNoiseRatio indicator (to reduce total package size)
• Removed HilbertTransform indicator (to reduce total package size)

Enhancements

• Improved accuracy of clocks for backtests (all clocks will now match generated TimeEvents)
• Improved risk engine checks for reduce_only orders
• Added Actor.request_instruments(...) method
• Added Order.would_reduce_only(...) method
• Extended instrument(s) Req/Res handling for DataClient and `Actor

Fixes

• Fixed memory management for Rust backing structs (now being properly freed)