NautilusTrader 1.159.0 Beta

Released on 18th November 2022 (UTC).

Breaking Changes

• Removed FTX integration
• Renamed SubmitOrderList.list -> SubmitOrderList.order_list
• Slight adjustment to bar aggregation (will not use the last close as the open)

Enhancements

• Implemented TRAILING_STOP_MARKET orders for Binance Futures (beta)
• Added OUO One-Updates-Other ContingencyType with matching engine implementation
• Added bar price fallback for exchange rate calculations, thanks @ghill2

Fixes

• Fixed deallocation of Rust backing struct on Python exceptions causing segfaults
• Fixed bar aggregation start times for bar specs outside typical intervals (60-SECOND rather than 1-MINUTE etc)
• Fixed backtest engine main loop ordering of time events with identically timestamped data
• Fixed ModifyOrder message str and repr when no quantity
• Fixed OCO contingency orders which were actually implemented as OUO for backtests
• Fixed various bugs for Interactive Brokers integration, thanks @limx0 and @rsmb7z
• Fixed pyarrow version parsing, thanks @ghill2
• Fixed returning venue from InstrumentId, thanks @rsmb7z