NautilusTrader 1.180.0 Beta

Released on 3rd November 2023 (UTC).

Enhancements

• Improved internal latency for live engines by using loop.call_soon_threadsafe(...)
• Improved RedisCacheDatabase client connection error handling with retries
• Added WebSocketClient connection headers, thanks @ruthvik125 and @twitu
• Added support_contingent_orders option for venues (to simulate venues which do not support contingent orders)
• Added StrategyConfig.manage_contingent_orders option (to automatically manage open contingent orders)
• Added FuturesContract.activation_utc property which returns a pd.Timestamp tz-aware (UTC)
• Added OptionsContract.activation_utc property which returns a pd.Timestamp tz-aware (UTC)
• Added CryptoFuture.activation_utc property which returns a pd.Timestamp tz-aware (UTC)
• Added FuturesContract.expiration_utc property which returns a pd.Timestamp tz-aware (UTC)
• Added OptionsContract.expiration_utc property which returns a pd.Timestamp tz-aware (UTC)
• Added CryptoFuture.expiration_utc property which returns a pd.Timestamp tz-aware (UTC)

Breaking Changes

• Renamed FuturesContract.expiry_date to expiration_ns (and associated params) as uint64_t UNIX nanoseconds
• Renamed OptionsContract.expiry_date to expiration_ns (and associated params) as uint64_t UNIX nanoseconds
• Renamed CryptoFuture.expiry_date to expiration_ns (and associated params) as uint64_t UNIX nanoseconds
• Changed FuturesContract Arrow schema
• Changed OptionsContract Arrow schema
• Changed CryptoFuture Arrow schema
• Transformed orders will now retain the original ts_init timestamp
• Removed unimplemented batch_more option for Strategy.modify_order
• Removed InstrumentProvider.venue property (redundant as a provider may have many venues)
• Dropped support for Python 3.9

Fixes

• Fixed ParquetDataCatalog file writing template, thanks @limx0
• Fixed Binance all orders requests which would omit order reports when using a start param
• Fixed managed GTD orders past expiry cancellation on restart (orders were not being canceled)
• Fixed managed GTD orders cancel timer on order cancel (timers were not being canceled)
• Fixed BacktestEngine logging error with immediate stop (caused by certain timestamps being None)
• Fixed BacktestNode exceptions during backtest runs preventing next sequential run, thanks for reporting @cavan-black
• Fixed BinanceSpotPersmission value error by relaxing typing for BinanceSpotSymbolInfo.permissions
• Interactive Brokers adapter various fixes, thanks @rsmb7z