NautilusTrader 1.174.0 Beta

Released on 19th May 2023 (UTC).

Breaking Changes

• Parquet schemas are now shifting towards catalog v2 (we recommend you don't upgrade if using legacy catalog)
• Moved order book data from model.orderbook.data into the model.data.book namespace

Enhancements

• Improved handling for backtest account blow-up scenarios (balance negative or margin exceeded)
• Added AccountMarginExceeded exception and refined AccountBalanceNegative
• Various improvements to Binance clients error handling and logging
• Improve Binance HTTP error messages

Fixes

• Fixed handling of emulated order contingencies (not based on status of spawned algorithm orders)
• Fixed sending execution algorithm commands from strategy
• Fixed OrderEmulator releasing of already closed orders
• Fixed MatchingEngine processing of reduce only for child contingency orders
• Fixed MatchingEngine position ID assignment for child contingency orders
• Fixed Actor handling of historical data from requests (will now call on_historical_data regardless of state), thanks for reporting @miller-moore
• Fixed pyarrow schema dictionary index keys being too narrow (int8 -> int16), thanks for reporting @rterbush