NautilusTrader 1.169.0 Beta

Released on 18th February 2023 (UTC).

Breaking Changes

• NautilusConfig objects now pseudo-immutable from new msgspec 0.13.0
• Renamed OrderFactory.bracket param post_only_entry -> entry_post_only (consistency with other params)
• Renamed OrderFactory.bracket param post_only_tp -> tp_post_only (consistency with other params)
• Renamed build_time_bars_with_no_updates -> time_bars_build_with_no_updates (consistency with new param)
• Renamed OrderFactory.set_order_count() -> set_client_order_id_count() (clarity)
• Renamed TradingNode.start() to TradingNode.run()

Enhancements

• Complete overhaul and improvements to Binance adapter(s), thanks @poshcoe
• Added Binance aggregated trades functionality with use_agg_trade_ticks, thanks @poshcoe
• Added time_bars_timestamp_on_close option for configurable bar timestamping (True by default)
• Added OrderFactory.generate_client_order_id() (calls internal generator)
• Added OrderFactory.generate_order_list_id() (calls internal generator)
• Added OrderFactory.create_list(...) as easier method for creating order lists
• Added __len__ implementation for OrderList (returns length of orders)
• Implemented optimized logger using Rust MPSC channel and separate thread
• Expose and improve MatchingEngine public API for custom functionality
• Exposed TradingNode.run_async() for easier running from async context
• Exposed TradingNode.stop_async() for easier stopping from async context

Fixes

• Fixed registration of SimulationModule (and refine Actor base registration)
• Fixed loading of previously emulated and transformed orders (handles transforming OrderInitialized event)
• Fixed handling of MARKET_TO_LIMIT orders in matching and risk engines, thanks for reporting @martinsaip