NautilusTrader 1.224.0 Beta

Released on 3rd March 2026 (UTC).

Enhancements

• Added matching engine L1 quote-based queue position tracking for backtests
• Added fill_limit_inside_spread to FillModel and MatchingCore for at-or-inside-spread limit fill control
• Added synthetic book support for binary markets (#3495), thanks @Javdu10
• Added get_target_px_for_quantity method on OrderBook (#3627), thanks @Javdu10
• Added Betfair batch submit and cancel order support
• Added BitMEX dead man's switch (cancelAllAfter) support (Rust and Python)
• Added BitMEX grid market maker example (Rust)
• Added BitMEX instrument status subscription support (Rust and Python)
• Added Bybit book snapshot and funding rate request support (Rust)
• Added Databento skip_on_error flag for load_instruments to skip unparsable definitions (#3657), thanks for reporting @davidsblom
• Added Deribit instrument status subscription support (Rust and Python)
• Added dYdX instrument status subscription support (Rust and Python)
• Added Hyperliquid order modify support (Rust and Python)
• Added OKX trailing stop market order support (Rust and Python)
• Added OKX algo order amend support (Rust and Python)
• Added OKX instrument status updates from WebSocket instruments channel (Rust)
• Added OKX index price subscriptions with base-pair remapping to derivatives (Rust)
• Added OKX book snapshot and funding rate request support (Rust)
• Removed Hyperliquid builder fee charges (builder-fee approval no longer required)

Breaking Changes

• Removed Coinbase International (COINBASE_INTX) adapter, see RFC (#3555)
• Removed Binance BINANCE_ED25519_* env vars for Spot/Margin (use BINANCE_API_KEY/BINANCE_API_SECRET; Futures deprecated with warning)
• Removed Hyperliquid builder_fee_refresh_mins config option (builder fees no longer charged)
• Removed Polymarket fetch_orderbook_history, load_orderbook_snapshots, fetch_price_history and related methods (endpoints decommissioned, #3635)

Security

• Added pip-audit to security audit pipeline
• Added Docker image cosign signing and SBOM generation
• Standardized credential zeroization across all adapters (Ustr replaced with Box<str> for API keys)
• Standardized secret redaction in Debug impls across all adapter credentials
• Updated SECURITY.md with expanded scope, reporting guidelines, and responsible disclosure policy
• Bumped all eligible GitHub Actions pinned SHAs to latest versions (2-week release policy)

Fixes

• Fixed matching engine applying order book deltas for L1 books (#3615), thanks @maksym-mikheienko
• Fixed streaming backtest producing dummy bars past batch data exhaustion (#3628), thanks for reporting @cauta
• Fixed OrderEmulator trailing stop activation ignoring LAST_PRICE trigger type (#3629), thanks for reporting @HaakonFlaaronning
• Fixed LiveExecEngine position reconciliation infinite loop when venue reports flat (#3622), thanks for reporting @mrbaron3
• Fixed CryptoOption instrument pyo3 transform for (#3626), thanks @davidsblom
• Fixed StreamingFeatherWriter duplicate events from multiple message bus topics (#3625), thanks for reporting @fomotoshi
• Fixed VolumeImbalanceBarAggregator and VolumeRunsBarAggregator integer overflow for step >= 923 in high-precision mode (#3658), thanks for reporting @honvl
• Fixed InstrumentProvider load_ids_async loading all instruments instead of filtering to requested IDs (affected dYdX, Kraken, AX, Hyperliquid)
• Fixed Python WS callbacks running off asyncio event-loop thread in Rust adapters (#3653), thanks for reporting @camilorodegheri
• Fixed Binance Futures algo order serde field renames for WS and HTTP parsing (#3624), thanks for reporting @qu1zzyboy
• Fixed Binance silent HMAC fallback when using encrypted Ed25519 PEM keys (now warns)
• Fixed BinanceSymbol COIN-M perpetual symbol conversion (#3641), thanks @YeeTsai
• Fixed Binance algo order cancellation parsing (#3646), thanks @qu1zzyboy
• Fixed Binance Spot testnet WebSocket API URL (#3661), thanks @penguinwokrs
• Fixed Hyperliquid stop/trigger order price derivation (#3611), thanks for reporting @h-tsun3
• Fixed Hyperliquid price normalization and inner error detection (#3612), thanks for reporting @h-tsun3
• Fixed Interactive Brokers BarType/str comparison in get_historical_bars (#3616), thanks @powerseed
• Fixed Interactive Brokers historical bar processing crash (#3619), thanks @shzhng
• Fixed Interactive Brokers contract details parsing (#3638), thanks @davidsblom
• Fixed Kraken Spot and Futures execution clients not loading instruments during connect (#3644), thanks for reporting @husariancom
• Fixed Kraken Spot execution client HTTP client created without credentials (#3650), thanks for reporting @husariancom
• Fixed Kraken sequential ClientOrderId exceeding cl_ord_id 18-char free-text limit (#3651), thanks for reporting @husariancom
• Fixed Kraken missing account state registration during connect (#3652), thanks for reporting @husariancom
• Fixed Polymarket Gamma API load_ids path skipping sibling tokens (#3654), thanks for reporting @likenji
• Fixed Polymarket loader to use Data API trades instead of decommissioned orderbook/price history endpoints (#3635), thanks for reporting @JSai23
• Fixed Binance Spot testnet WebSocket API URL (legacy URL removed by Binance in May 2025) (#3660)
• Fixed pre-commit hooks portability for Windows (#3617), thanks for reporting @powerseed
• Fixed LiveNode startup RefCell panic when execution reports arrive during connect()
• Fixed dYdX new instrument discovery flooding logs with inactive/delisted markets
• Fixed dYdX fills and orders API requests missing required marketType parameter

Internal Improvements

• Added catalog deduplication functionality (#3613), thanks @ms32035
• Extracted common SBE decoder to nautilus-serialization crate
• Implemented BacktestNode with catalog streaming in Rust
• Improved OrderBookImbalance example strategy
• Improved BestPriceFillModel to fill inside bid ask spread (#3428), thanks @faysou
• Standardized use of atomic clock across adapters
• Standardized adapter credentials handling and testing
• Refined build script for Windows (#3636), thanks @faysou
• Optimized matching engine _seed_trade_consumption to use range-bounded FFI queries for deep books
• Optimized backtest engine settle loop to avoid Python list allocation on idle ticks
• Optimized MatchingCore.iterate to avoid list concatenation on every call
• Upgraded databento crate to v0.42.0
• Upgraded datafusion crate to v52.2.0

Documentation Updates

• Added AX Exchange gold perps book imbalance tutorial
• Added AX Exchange spot FX bars mean reversion tutorial
• Added BitMEX grid market maker tutorial
• Added adapter data and execution testing specifications
• Added order book concepts documentation
• Improved backtesting mermaid diagram and tutorial formatting