NautilusTrader 1.205.0 Beta

Released on 3rd November 2024 (UTC).

Enhancements

• Added Tardis Machine and HTTP API integration in Python and Rust
• Added LiveExecEngineConfig.open_check_interval_secs config option to actively reconcile open orders with the venue
• Added aggregation of bars from historical data (#2002), thanks @faysou
• Added monthly and weekly bar aggregations (#2025), thanks @faysou
• Added raise_exception optional parameter to TradingNode.run (#2021), thanks @faysou
• Added OrderBook.get_avg_px_qty_for_exposure in Rust (#1893), thanks @elementace
• Added timeouts to Interactive Brokers adapter configurations (#2026), thanks @rsmb7z
• Added optional time origins for time bar aggregation (#2028), thanks @faysou
• Added Polymarket position status reports and order status report generation based on fill reports
• Added USDC.e (PoS) currency (used by Polymarket) to internal currency map
• Upgraded Polymarket WebSocket API to new version

Internal Improvements

• Ported analysis subpackage to Rust (#2016), thanks @pushkarm029
• Improved Postgres testing (#2018), thanks @filipmacek
• Improved Redis version parsing to support truncated versions (improves compatibility with Redis-compliant databases)
• Refined Arrow serialization (record batch functions now also available in Rust)
• Refined core Bar API to remove unnecessary unwraps
• Standardized network client logging
• Fixed all pyo3 deprecations for API breaking changes
• Fixed all clippy warning lints for PyO3 changes (#2030), thanks @pushkarm029
• PyO3 upgrade refactor and repair catalog tests (#2032), thanks @twitu
• Upgraded pyo3 crate to v0.22.5
• Upgraded pyo3-async-runtimes crate to v0.22.0
• Upgraded tokio crate to v1.41.0

Breaking Changes

• Removed pyo3 DataTransformer (was being used for namespacing, so refactored to separate functions)
• Moved TEST_DATA_DIR constant from tests to nautilus_trader package (#2020), thanks @faysou

Fixes

• Fixed use of Redis KEYS command which, is unsupported in cluster environments (replaced with SCAN for compatibility)
• Fixed decoding fill HTTP messages for dYdX (#2022), thanks @davidsblom
• Fixed account balance report for dYdX (#2024), thanks @davidsblom
• Fixed Interactive Brokers market data client subscription log message (#2012), thanks @marcodambros
• Fixed Polymarket execution reconciliation (was not able to reconcile from closed orders)
• Fixed catalog query mem leak test (#2031), thanks @pushkarm029
• Fixed OrderInitialized.to_dict() tags value type to list[str] (was a concatenated str)
• Fixed OrderInitialized.to_dict() linked_order_ids value type to list[str] (was a concatenated str)
• Fixed Betfair clients shutdown (#2037), thanks @limx0