NautilusTrader 1.213.0 Beta
Released on 16th March 2025 (UTC).
Enhancements
- Added
CryptoOptioninstrument, supporting inverse and fractional sizes - Added
Cache.prices(...)to return a map of latest price per instrument for a price type - Added
use_uuid_client_order_idsconfig option forStrategyConfig - Added catalog consolidation functions of several parquet files into one (#2421), thanks @faysou
- Added FDUSD (First Digital USD) crypto
Currencyconstant - Added initial leverage,
margin_modeandposition_modeconfig options for Bybit (#2441), thanks @sunlei - Updated parquet catalog in Rust with recent features (#2442), thanks @faysou
Breaking Changes
None
Internal Improvements
- Added
timeout_secsparameter toHttpClientfor default timeouts - Added additional precision validations for
OrderMatchingEngine - Added symmetric comparison impls between
u64andUnixNanos - Improved
InstrumentProvidererror handling when loading (#2444), thanks @davidsblom - Improved order denied reason message for balance impact
- Handle BybitErrors when updating instruments for ByBit (#2437), thanks @davidsblom
- Handle unexpected errors when fetching order books for dYdX (#2445), thanks @davidsblom
- Retry if HttpError is raised for dYdX (#2438), thanks @davidsblom
- Refactored some Rust logs to use named parameters in format strings (#2443), thanks @faysou
- Some minor performance optimizations for Bybit and dYdX adapters (#2448), thanks @sunlei
- Ported backtest engine and kernel to Rust (#2449), thanks @filipmacek
- Upgraded
pyo3andpyo3-async-runtimescrates to v0.24.0 - Upgraded
tokiocrate to v1.44.1
Fixes
- Fixed source distribution (sdist) packaging
- Fixed
Clock.timer_names()memory issue resulting in an empty list - Fixed underflow panic when setting a time alert in the past (#2446), thanks for reporting @uxbux
- Fixed logger name for
Strategycustomstrategy_ids - Fixed unbound variable for Bybit (#2433), thanks @sunlei
Documentation Updates
- Clarify docs for timestamp properties in
Data(#2450), thanks @stefansimik - Updated environment setup document (#2452), thanks @faysou
Deprecations
None