NautilusTrader 1.161.0 Beta

Released on 10th December 2022 (UTC).

This release adds support for Python 3.11.

Breaking Changes

• Renamed OrderFactory.bracket_market to OrderFactory.bracket_market_entry
• Renamed OrderFactory.bracket_limit to OrderFactory.bracket_limit_entry
• Renamed OrderFactory bracket order price and trigger_price parameters

Enhancements

• Consolidated config objects to msgspec providing better performance and correctness
• Added OrderFactory.bracket_stop_limit_entry_stop_limit_tp(...)
• Numerous improvements to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z
• Removed dependency on pydantic

Fixes

• Fixed STOP_MARKET order behavior to fill at market on immediate trigger
• Fixed STOP_LIMIT order behavior to fill at market on immediate trigger and marketable
• Fixed STOP_LIMIT order behavior to fill at market on processed trigger and marketable
• Fixed LIMIT_IF_TOUCHED order behavior to fill at market on immediate trigger and marketable
• Fixed Binance start and stop time units for bar (kline) requests, thanks @Tzumx
• RiskEngineConfig.bypass set to True will now correctly bypass throttlers, thanks @DownBadCapital
• Fixed updating of emulated orders
• Numerous fixes to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z