NautilusTrader 1.203.0 Beta

Released on 5th October 2024 (UTC).

Enhancements

• Added mode parameter to ParquetDataCatalog.write_data to control data writing behavior (#1976), thanks @faysou
• Added batch cancel for short terms orders of dYdX (#1978), thanks @davidsblom
• Improved OKX configuration (#1966), thanks @miller-moore
• Improved option greeks (#1964), thanks @faysou

Internal Improvements

• Implemented order book delta processing for SimulatedExchange (#1975), thanks @filipmacek
• Implemented bar processing for SimulatedExchange (#1969), thanks @filipmacek
• Implemented remaining getter functions in SimulatedExchange (#1970), thanks @filipmacek
• Implemented rate limiting for dYdX websocket subscriptions (#1977), thanks @davidsblom
• Refactored reconnection handling for dYdX (#1983), thanks @davidsblom
• Refined DatabentoDataLoader internals to accommodate usage from Rust
• Added initial large test data files download and caching capability

Breaking Changes

None

Fixes

• Fixed out of order row groups in DataFusion filter query (#1974), thanks @twitu
• Fixed BacktestNode data sorting regression causing clock non-decreasing time assertion error
• Fixed circular imports for Actor, thanks @limx0
• Fixed OKX HTTP client signatures (#1966), thanks @miller-moore
• Fixed resubscribing to orderbooks for dYdX (#1973), thanks @davidsblom
• Fixed generating cancel rejections for dYdX (#1982), thanks @davidsblom
• Fixed WebSocketClient task cleanup on disconnect (#1981), thanks @twitu
• Fixed Condition method name collisions with C true and false macros, which occurred during compilation in profiling mode