NautilusTrader 1.214.0 Beta

Released on 28th March 2025 (UTC).

Enhancements

• Added Coinbase International Exchange initial integration adapter
• Added time_in_force parameter for Strategy.close_position(...)
• Added time_in_force parameter for Strategy.close_all_positions(...)
• Added MarkPriceUpdate data type
• Added IndexPriceUpdate data type
• Added Actor.subscribe_mark_prices(...)
• Added Actor.subscribe_index_prices(...)
• Added Actor.unsubscribe_mark_prices(...)
• Added Actor.unsubscribe_index_prices(...)
• Added Actor.on_mark_price(...)
• Added Actor.on_index_price(...)
• Added Cache.mark_price(...)
• Added Cache.index_price(...)
• Added Cache.mark_prices(...)
• Added Cache.index_prices(...)
• Added Cache.mark_price_count(...)
• Added Cache.index_price_count(...)
• Added Cache.has_mark_prices(...)
• Added Cache.has_index_prices(...)
• Added UnixNanos.to_rfc3339() for ISO 8601 (RFC 3339) strings
• Added recv_window_ms config for Bybit WebSocket order client (#2466), thanks @sunlei
• Enhanced UnixNanos string parsing to support YYYY-MM-DD date format (interpreted as midnight UTC)

Breaking Changes

• Changed Cache.add_mark_price(self, InstrumentId instrument_id, Price price) to add_mark_price(self, MarkPriceUpdate mark_price)

Internal Improvements

• Improved WebSocketClient and SocketClient design with dedicated writer task and message channel
• Completed global message bus design in Rust (#2460), thanks @filipmacek
• Refactored enum dispatch (#2461), thanks @filipmacek
• Refactored data interfaces to messages in Rust
• Refined catalog file operations in Rust (#2454), thanks @faysou
• Refined quote ticks and klines for Bybit (#2465), thanks @davidsblom
• Standardized use of anyhow::bail (#2459), thanks @faysou
• Ported add_venue for BacktestEngine in Rust (#2457), thanks @filipmacek
• Ported add_instrument for BacktestEngine in Rust (#2469), thanks @filipmacek
• Upgraded redis crate to v0.29.2

Fixes

• Fixed race condition on multiple reconnect attempts for WebSocketClient and SocketClient
• Fixed position state snapshot ts_snapshot value, which was always ts_last instead of timestamp when the snapshot was taken
• Fixed instrument parsing for Tardis, now correctly applies changes and filters by effective
• Fixed OrderStatusReport for conditional orders of dYdX (#2467), thanks @davidsblom
• Fixed submitting stop market orders for dYdX (#2471), thanks @davidsblom
• Fixed retrying HTTP calls on DecodeError for dYdX (#2472), thanks @davidsblom
• Fixed LIMIT_IF_TOUCHED order type enum parsing for Bybit
• Fixed MARKET order type enum parsing for Bybit
• Fixed quote ticks for Polymarket to only emit new quote ticks when the top-of-book changes
• Fixed error on cancel order for IB (#2475), thanks @FGU1

Documentation Updates

• Improved custom data documentation (#2470), thanks @faysou

Deprecations

None