NautilusTrader 1.177.0 Beta
Released on 26th August 2023 (UTC).
This release includes a large breaking change to QuoteTick bid and ask price property and
parameter naming. This was done in the interest of maintaining our generally explicit naming
standards, and has caused confusion for some users in the past. Data using 'bid' and 'ask' columns should
still work with the legacy data wranglers, as columns are renamed under the hood to accommodate
this change.
Enhancements
- Added
ActorExecutorwithActorAPI for creating and running threaded tasks in live environments - Added
OrderEmulatedevent and associatedOrderStatus.EMULATEDenum variant - Added
OrderReleasedevent and associatedOrderStatus.RELEASEDenum variant - Added
BacktestVenueConfig.use_position_idsoption (default true to retain current behavior) - Added
Cache.exec_spawn_total_quantity(...)convenience method - Added
Cache.exec_spawn_total_filled_qty(...)convenience method - Added
Cache.exec_spawn_total_leaves_qty(...)convenience method - Added
WebSocketClient.send_text, thanks @twitu - Implemented string interning for
TimeEvent
Breaking Changes
- Renamed
QuoteTick.bidtobid_priceincluding all associated parameters (for explicit naming standards) - Renamed
QuoteTick.asktoask_priceincluding all associated parameters (for explicit naming standards)
Fixes
- Fixed execution algorithm
position_idassignment inHEDGINGmode - Fixed
OrderMatchingEngineprocessing of emulated orders - Fixed
OrderEmulatorprocessing of exec algorithm orders - Fixed
ExecutionEngineprocessing of exec algorithm orders (exec spawn IDs) - Fixed
Cacheemulated order indexing (were not being properly discarded from the set when closed) - Fixed
RedisCacheDatabaseloading of transformedLIMITorders - Fixed a connection issue with the IB client, thanks @dkharrat and @rsmb7z