NautilusTrader 1.216.0 Beta

Released on 13th April 2025 (UTC).

This release adds support for Python 3.13 (not yet compatible with free-threading),
and introduces support for Linux on ARM64 architecture.

Enhancements

• Added allow_past boolean flag for Clock.set_timer(...) to control behavior with start times in the past (default True to allow start times in the past)
• Added allow_past boolean flag for Clock.set_time_alert(...) to control behavior with alert times in the past (default True to fire immediate alert)
• Added risk engine check for GTD order expire time, which will deny if expire time is already in the past
• Added instrument updating for exchange and matching engine
• Added additional price and quantity precision validations for matching engine
• Added log file rotation with additional config options max_file_size and max_backup_count (#2468), thanks @xingyanan and @twitu
• Added bars_timestamp_on_close config option for BybitDataClientConfig (default True to match Nautilus conventions)
• Added BetfairSequenceCompleted custom data type for Betfair to mark the completion of a sequence of messages
• Added Arrow schema for MarkPriceUpdate in Rust
• Added Arrow schema for IndexPriceUpdate in Rust
• Added Arrow schema for InstrumentClose in Rust
• Added BookLevel.side property
• Added Position.closing_order_side() instance method
• Improved robustness of in-flight order check for LiveExecutionEngine, once exceeded query retries will resolve submitted orders as rejected and pending orders as canceled
• Improved logging for BacktestNode crashes with full stack trace and prettier config logging

Breaking Changes

• Changed external bar requests ts_event timestamping from on open to on close for Bybit

Internal Improvements

• Added handling and warning for Betfair zero sized fills
• Improved WebSocket error handling for dYdX (#2499), thanks @davidsblom
• Ported GreeksCalculator to Rust (#2493, #2496), thanks @faysou
• Upgraded Cython to v3.1.0b1
• Upgraded redis crate to v0.29.5
• Upgraded tokio crate to v1.44.2

Fixes

• Fixed setting component clocks to backtest start time
• Fixed overflow error in trailing stop calculations
• Fixed missing SymbolFilterType enum member for Binance (#2495), thanks @sunlei
• Fixed ts_event for Bybit bars (#2502), thanks @davidsblom
• Fixed position ID handling for Binance Futures in hedging mode with execution algorithm order (#2504), thanks for reporting @Oxygen923

Documentation Updates

• Removed obsolete bar limitations in portfolio docs (#2501), thanks @stefansimik

Deprecations

None