NautilusTrader 1.226.0 Beta

Released on 29th April 2026 (UTC).

Enhancements

• Added Portfolio::mark_values, equity, and missing_price_instruments queries for Rust and Python
• Added instrument_status / instrument_statuses cache queries and auto-caching in the data engine (#3858)
• Added environment enum config for BitMEX, Deribit, dYdX, Hyperliquid, and OKX adapters
• Added BybitEnvironment to BybitDataClientConfig and BybitExecClientConfig
• Added missing config values to LiveExecEngineConfig (#3841), thanks @Javdu10
• Added calculate_commission to ExecutionClient for venue-specific reconciliation fills
• Added PyO3 bindings for DataEngineConfig, ExecutionEngineConfig, and OrderEmulatorConfig so they can be constructed from Python
• Added cache, msgbus, data_engine, exec_engine, and portfolio keyword arguments to BacktestEngineConfig Python constructor
• Added MarginAccount.margin_for_currency + margin_init/maint_for_currency helpers for cross-margin queries
• Added MarginAccount.total_margin_init(currency) / total_margin_maint(currency) summing both margin buckets
• Added MarginAccount.account_margins, account_margins_init/maint, and clear_account_margin accessors
• Added transport-sockudo feature with TransportBackend runtime selector for the WebSocket transport (Rust)
• Added TransportBackend PyO3 enum and WebSocketConfig.backend kwarg for backend selection from Python
• Added custom upgrade-header support on the sockudo backend so adapters carry the same User-Agent and per-venue headers on both backends (#3932), thanks @sunlei
• Added WebSocketConfig.proxy_url for HTTP CONNECT proxy tunneling with basic-auth support
• Added Betfair tiered tick scheme to BettingInstrument for ladder-snapped pricing
• Added Binance Futures use_trade_lite config to opt into low-latency TRADE_LITE fills (Rust, default False)
• Added Binance proxy_url plumbing for market and user-data WS streams (#3937), thanks for reporting @huangqingchi
• Added Bybit user-related endpoints (#3894), thanks @sunlei
• Added Bybit BybitPositionIdx enum and bybit_resolve_position_idx PyO3 helper
• Added Coinbase initial integration adapter (Rust)
• Added DydxNetwork re-export on the nautilus_trader.adapters.dydx package
• Added Hyperliquid historical funding rates via fundingHistory info endpoint
• Added Hyperliquid configurable MARKET slippage (market_order_slippage_bps) with per-order override
• Added Hyperliquid OrderBookDepth10 subscription backed by the l2Book feed
• Added Hyperliquid nSigFigs / mantissa L2 precision controls via subscribe_params
• Added Interactive Brokers Rust adapter with PyO3 compatibility layer (#3864), thanks @faysou
• Added Kraken xStocks tokenized asset support for spot market data, order submission, and futures instruments
• Added OKX option greeks support for both Black-Scholes and price-adjusted conventions on every tick
• Added OKX params["greeks_convention"] (string or list) to narrow option greeks subscriptions
• Added OKX transport_backend config to switch websockets between Tungstenite and Sockudo backends
• Added Polymarket game_id and fee_schedule to instrument info (#3811), thanks @Javdu10
• Added Polymarket batch SubmitOrderList via POST /orders for limit-order batches (Rust)
• Added Polymarket WebSocket idle_timeout_ms for zombie detection (#3908), thanks for reporting @camarigor
• Added Polymarket WebSocket proxy_url plumbing
• Added Polymarket pUSD collateral currency (Currency::pUSD() in Rust, pUSD in Python) for the CLOB V2 cutover
• Added configurable compression for Tardis Machine replay, defaulting to zstd
• Added ExecutionReport::OrderWithFills and send_order_with_fills emitter for bundled status + fill reconciliation
• Added ADL / liquidation detection and logging across Binance, Bybit, OKX, BitMEX, Hyperliquid, Deribit, and dYdX
• Added Binance Futures COIN-M delivery_autoclose- prefix recognition for expiring contract auto-close events
• Added Bybit adlRankIndicator warning log when an open position is ranked 4 or higher (next to deleverage)
• Added Hyperliquid liquidation metadata logging on fills and userEvents.liquidation routing
• Added Hyperliquid Auto-Deleveraging fill detection with warn logging on HTTP and WebSocket paths

Breaking Changes

• Added Option<&AccountId> to Rust Portfolio::unrealized_pnls, realized_pnls, total_pnls; pass None to keep prior behavior
• Added backend: TransportBackend to WebSocketConfig; struct-literal callers must add the field (Rust)
• Added proxy_url: Option<String> to WebSocketConfig; struct-literal callers must add the field (Rust)
• Migrated Polymarket adapter to CLOB V2: new EIP-712 domain version 2, new exchange contract addresses, timestamp/metadata/builder order fields replace taker/nonce/feeRateBps, and pUSD replaces USDC.e as collateral; the Python adapter now uses py-clob-client-v2
• Consolidated adapter HTTP and WebSocket proxy plumbing onto a single proxy_url field, replacing the prior http_proxy_url / ws_proxy_url split across adapter Rust and Python configs
• Removed DockerizedIBGatewayConfig::from_env_or_defaults (Rust); use the bon builder or Default::default, which still falls back to TWS_USERNAME/TWS_PASSWORD
• Removed OrderMatchingEngineConfig::new and with_price_protection_points (Rust); use OrderMatchingEngineConfig::builder() instead
• Removed BlockchainDataClientConfig::new, BlockchainExecutionClientConfig::new, and DexPoolFilters::new (Rust); use the corresponding ::builder() instead
• Removed DeribitExecClientConfig::new and HyperliquidExecClientConfig::new convenience constructors (Rust); use the ::builder() instead
• Removed DataEngineConfig::new 12-arg positional constructor (Rust); use DataEngineConfig::builder() instead
• Removed synthetic ACCOUNT-* placeholders from margin adapters; MarginBalance emits with currency only
• Removed nautilus_system::factories module; import factory traits from nautilus_common::factories (Rust)
• Removed indicators from nautilus-common default features; enable with features = ["indicators"] (Rust)
• Renamed Python DatabaseConfig.timeout to connection_timeout and response_timeout to match the Redis/PyO3 wire schema
• Replaced is_sandbox: bool with environment: AxEnvironment on AxDataClientConfig and AxExecClientConfig (Rust and Python), aligning with the Binance/Bybit/Kraken adapter pattern. Default is Sandbox.
• Changed BacktestEngine::add_venue and SimulatedExchange::new (Rust) to take SimulatedVenueConfig (bon builder)
• Changed Interactive Brokers Rust configs to use bon builders: InteractiveBrokersDataClientConfig, InteractiveBrokersExecClientConfig, InteractiveBrokersInstrumentProviderConfig, and DockerizedIBGatewayConfig
• Changed get_cached_bybit_http_client signature: replaced demo/testnet bools with environment: BybitEnvironment
• Changed UnsubscribeBookSnapshots to require interval_ms for exact snapshot interval unsubscribe (Rust)
• Changed OrderError::Invariant variant to wrap CorrectnessError instead of anyhow::Error (Rust)
• Changed HyperliquidEip712Signer::new() to return Result and take &EvmPrivateKey (Rust)
• Changed HyperliquidExchangeRequest::new/with_vault to accept HyperliquidSignature directly (Rust)
• Changed Binance USD-M Futures WebSocket URLs from /ws to /market/ws and /private/ws
• Changed Cap'n Proto and SBE wire formats to preserve Option state (unstable, may change)
• Changed Python and Serde-backed Rust config decoding to reject unknown fields, so stale or misspelled keys now fail fast during config parsing
• Changed MarginBalance.instrument_id to optional; None marks account-wide (cross margin) entries keyed by currency
• Changed MarginAccount.margins_init/margins_maint to per-instrument only; use account_margins_* for cross margin
• Changed Binance Futures COIN-M to emit one MarginBalance per base coin (previously hardcoded USDT)
• Changed matching-engine TradeId format to T-{hash}-{count} from {venue}-{raw_id}-{count}; ts_init-keyed
• Changed use_random_ids to no longer govern TradeId; flag still affects VenueOrderId and PositionId
• Changed workspace nautilus-live to default-features = false; enable features = ["node"] for LiveNode (Rust)
• Changed adapter LiveNode examples to require --features examples to build (Rust)
• Changed ParquetDataCatalog::to_object_path and to_object_path_parsed to return anyhow::Result so cross-store URIs surface as errors instead of silently rewriting against the catalog bucket (Rust)
• Changed prefixed remote catalogs (s3://bucket/base/path, etc.) to read and write under their declared URI prefix; data previously written to the bucket root by the prior buggy behavior will not be discovered after upgrading and must be moved into the prefix (#3930)

Security

• Hardened Binance Ed25519 credential detection so base64 HMAC secrets no longer pass as Ed25519 keys (Rust)
• Hardened Binance HTTP request signing by URL-encoding Ed25519 signatures in query strings (Rust)
• Replaced the third-party urlencoding crate with the in-tree nautilus_core::urlencoding to shrink the supply-chain surface (Rust)
• Bumped pinned SHAs for security-relevant GitHub Actions (harden-runner, codeql-action, setup-uv, setup-rust-toolchain) to current upstream releases
• Refreshed cargo-deny and osv-scanner advisory configuration; removed the stale pygments advisory ignore now that upstream is patched

Fixes

• Fixed sockudo WebSocket backend dropping handshake leftover bytes when the server piggybacks the first frame on the 101 response (#3932), thanks @sunlei
• Fixed account state regeneration dropping account-wide margins on every fill across live and backtest paths
• Fixed AccountState to accept empty balances and margins
• Fixed FillModel determinism via IndexMap in OrderMatchingEngine (#3914), thanks for reporting @timkoopmans
• Fixed quote midpoint raw arithmetic across precision modes (#3849), thanks @BurnOutTrader
• Fixed quote_quantity propagation in execution algorithm spawn orders (#3845), thanks @dxwil
• Fixed streaming backtest shutdown determinism on FORCE_STOP (#3920)
• Fixed mark_values/equity keying by base currency when conversion is off; now keys by settlement currency
• Fixed PortfolioAnalyzer AttributeError on MaxDrawdown/CAGR/CalmarRatio (#3941), thanks for reporting @a1zb2yc3z
• Fixed stop_timer in TimeBarAggregator (#3822), thanks @faysou
• Fixed RiskEngine applying base min_quantity/max_quantity bounds to quote-denominated orders
• Fixed backtest OrderMatchingEngine treating quote_quantity=True orders as base quantity; the quote notional is now converted to a base quantity before fill simulation (#3873), thanks for reporting @fedoraiver
• Fixed subscribe_option_chain hanging on bootstrap in backtest (#3938), thanks for reporting @aaurix
• Fixed backtest option expiry fills missing from cache and fills report (#3939), thanks for reporting @hotelmike
• Fixed backtest physical option assignment closing the option leg at the opening premium (#3948), thanks for reporting @hotelmike
• Fixed DataBackendSession GIL deadlock when streaming custom data types (#3847), thanks for reporting @GianC0
• Fixed BacktestNode streaming with mixed built-in and custom data types (#3853), thanks for reporting @GianC0
• Fixed DataBackendSession chunked streaming memory leak causing RSS growth (#3889), thanks for reporting @GianC0
• Fixed book snapshot subscriptions to preserve exact (instrument_id, interval_ms) semantics for shared intervals and exact unsubscribe handling (Rust) (#3823), thanks for reporting @dwolfesberger
• Fixed WebSocket auth state during reconnection for Bybit, OKX, and Deribit (#3820), thanks for reporting @KaizynX
• Fixed WebSocket idle_timeout_ms reset on Ping/Pong keep-alive frames (#3907), thanks for reporting @camarigor
• Fixed TradingNodeConfig.parse dropping importable live client config path and factory fields during raw config decoding
• Fixed OrderTriggered ValueError on market-style stop orders (#3812), thanks for reporting @jindrichsirucek
• Fixed consolidate_data_by_period pairwise merging on fragment-per-flush catalogs (#3857), thanks for reporting @M-Advis
• Fixed consolidate_data_by_period destroying data on repeat runs and when straddling files spanned the consolidation window, mirrored in the Rust catalog backend (#3883), thanks @M-Advis
• Fixed ParquetDataCatalog.get_intervals(identifier=None) on per-identifier data (#3903), thanks for reporting @GianC0
• Fixed ParquetDataCatalog.consolidate_data raising IndexError when the start/end range did not overlap any files, and consolidate_catalog_by_period aborting the loop on the first unrecognized directory rather than skipping it (#3910), thanks for reporting @M-Advis
• Fixed remote catalog object paths under URI prefix so writes and reads under s3://bucket/base/path (and other remote schemes) no longer collapse to the bucket root (#3930), thanks @fedoraiver
• Fixed S3-backed custom data queries and remote Feather discovery (#3931), thanks for reporting @fedoraiver
• Fixed FeatherWriter writing 0-precision metadata on leading CLEAR delta (#3913), thanks for reporting @fedoraiver
• Fixed empty error log on TradingNode clean shutdown from CancelledError (#3862), thanks for reporting @jxstanford
• Fixed Symbol and PositionId deserialize of non-ASCII escaped strings (#3893), thanks for reporting @volemont
• Fixed execution engine ignoring user-supplied position_id from submit_order (Rust)
• Fixed ExecutionEngine leg-fill position events not publishing to subscribers (#3939)
• Fixed cache load not repairing OTO contingent child position_id after a partial fill-time crash (Rust)
• Fixed TestDataGenerator.generate_trade_ticks using random UUID4; now sequences deterministic T-{idx} IDs
• Fixed reconciliation IDs non-deterministic across restarts (#3878), thanks for reporting @peanut-copilot
• Fixed reconciliation synthetic OrderStatusReport now propagates fill price to avg_px for downstream inferred fills
• Fixed reconcile_fill_report dropping fills for unknown orders; now bootstraps external orders for venue closures
• Fixed PyO3 InstrumentStatus persistence and backtest streaming through ParquetDataCatalog (#3855)
• Fixed PyO3 LiveNode request_bars() historical callbacks dropped during startup warmup (#3825), thanks @BurnOutTrader
• Fixed PyO3 DataActor missing on_historical_funding_rates and on_historical_data forwarding None
• Fixed PyO3 crypto instrument from_dict for unregistered base/underlying codes (#3882), thanks for reporting @volemont
• Fixed PyO3 catalog instruments() failing on unregistered currencies (#3898), thanks for reporting @volemont
• Fixed PyO3 from_dict on non-ASCII strings via ensure_ascii=False in json.dumps (#3895), thanks @costajohnt
• Fixed Betfair event order: Instrument now emits before InstrumentStatus/InstrumentClose within each MCM
• Fixed Betfair scratched runners (Removed/RemovedVacant) emitting close only at market close; now fire immediately
• Fixed Betfair non-snapshot book deltas emitting inline; now tailed after trades/tickers to match Python semantics
• Fixed Betfair BSP deltas emitting before book deltas; now tailed after book deltas within each MCM
• Fixed Betfair order rejection reason dropping instruction-level errorMessage detail
• Fixed Betfair query_order to emit status reports via customer_order_ref and bet_id lookups (Rust)
• Fixed Binance user data stream not recovering after keepalive failure (#3861), thanks for reporting @KaizynX
• Fixed Binance Futures user data stream event loss during listen key rotation (#3861), thanks for reporting @KaizynX
• Fixed Binance Futures WebSocket trades by forcing @aggTrade (#3861), thanks for reporting @KaizynX
• Fixed Binance Futures exchange-generated fills losing real trade_id and commission by bundling status + fill
• Fixed Binance Ed25519 detector silently accepting base64 HMAC secrets as Ed25519 keys (Rust)
• Fixed Binance HTTP request Ed25519 signature URL-encoding in query strings (Rust)
• Fixed Binance Futures USD-M cancel_all_orders silently failing; routes through HTTP (WS API does not support it)
• Fixed Binance Futures TRADE_LITE user data events logging "Unknown event type" warnings on every fill
• Fixed Binance USD-M Futures WebSocket routing for fstream-mm and fstream-auth hosts
• Fixed BitMEX trade ID fallback using random UUID4 when trdMatchID missing; now hashed from trade fields
• Fixed Bybit demo mode websocket data URLs (#3742), thanks for reporting @jindrichsirucek
• Fixed Bybit position deserialization for closed positions (#3836), thanks for reporting @pusteckiy
• Fixed Bybit perpetual instrument status to emit PreClose when scheduled for delisting (#3829), thanks @dxwil
• Fixed Bybit load_all_async dropping base_coin filter for options (#3865), thanks for reporting @Baerenstein
• Fixed Bybit InstrumentStatus messages silently dropped instead of forwarded to the data engine
• Fixed Bybit and Deribit option chain example subscribe_option_chain call (#3887), thanks @sunlei
• Fixed Bybit margin missing for accounts with orders but no positions (#3725), thanks for reporting @marco-rigoni
• Fixed Bybit JSON pong websocket frames not being skipped before classification (#3936), thanks @sunlei
• Fixed Bybit hedge mode positionIdx rejection when position_mode set (#3944), thanks for reporting @pusteckiy
• Fixed Bybit execution client not applying configured leverage, position mode, or margin mode on connect (Rust)
• Fixed Databento CMBP1 and TCBBO trade IDs using random UUID4 instead of deterministic hash of trade fields
• Fixed Databento dropping start_ns after session start; now logs error (#3877), thanks for reporting @jxstanford
• Fixed Deribit mark/index price subscriptions silently dropping data in Python (#3821), thanks for reporting @linimin
• Fixed Deribit StopMarket OrderRejected on market_price price field (#3925), thanks for reporting @marco-rigoni
• Fixed dYdX generate_order_status_report fetching only the first order and missing later matches in the response
• Fixed dYdX orderbook snapshots missing F_SNAPSHOT flag on deltas; empty-book Clear now emits F_SNAPSHOT | F_LAST
• Fixed dYdX crossed-book resolution stripping F_SNAPSHOT from synthetic uncrossing deltas and the terminator
• Fixed dYdX trade-tick pagination dedup missing non-adjacent duplicates across page boundaries
• Fixed dYdX trade-tick pagination overshooting target end block from fixed block-time estimate
• Fixed dYdX crossed-book size arithmetic using f64 subtraction; now uses Decimal at full precision
• Fixed dYdX position reports overriding venue side from size sign; venue side now preserved end-to-end
• Fixed dYdX DydxAdapterConfig defaulting to mainnet URLs regardless of network; added for_network helper
• Fixed Hyperliquid LiveNode bootstrap panic on HIP-3 instrument symbols containing */? (e.g. dex:STREAMABCD****-USD-PERP) by substituting wildcard bytes with x in InstrumentId.symbol while preserving the venue-official name on raw_symbol (#3896), thanks for reporting @daiwanwei
• Fixed Hyperliquid bracket order submission grouping (#3810), thanks for reporting @jindrichsirucek
• Fixed Hyperliquid modify cancel-replace emitting stale OrderCanceled (#3827), thanks for reporting @P1YU5H-50N1
• Fixed Hyperliquid order status query for closed orders (#3879), thanks for reporting @pusteckiy
• Fixed Hyperliquid batch cancel silently dropping per-item errors (#3879), thanks for reporting @pusteckiy
• Fixed Hyperliquid Rust query_order handler to emit status reports (#3879), thanks for reporting @pusteckiy
• Fixed Hyperliquid request_account_state discarding parsed margins (#3725), thanks for reporting @marco-rigoni
• Fixed Hyperliquid cancel_all_orders dropping per-order rejection events on partial or transport failure
• Fixed Hyperliquid request_trades silently returning empty; now bails explicitly
• Fixed Hyperliquid Auto-Deleveraging fill direction deserialization (#3922), thanks for reporting @AlphaTraderK
• Fixed IB Gateway Docker image failing on ARM64 hosts (#3813), thanks for reporting @Baki-0501
• Fixed Interactive Brokers rejecting negative average fill price on combo/spread net-credit fills (#3884), thanks @faysou
• Fixed Interactive Brokers position reconciliation TypeError when priceMagnifier is None (#3885), thanks @davidsblom
• Fixed Kraken Futures limit order OrderUpdated panic from wire stop_price: 0.0 treated as trigger price
• Fixed Kraken Futures fast-fill market orders resolving as rejected during order status reconciliation (#3870), thanks for reporting @Stamppot82
• Fixed Kraken Futures margin-account balance parse violating the AccountBalance invariant (total == locked + free) when Kraken's af field and the derived amount - af round independently at the currency precision
• Fixed Kraken Spot quote-quantity orders never reaching terminal state from base/quote size mismatch
• Fixed Kraken Spot ticker QuoteTick.ts_event using local init time instead of the exchange timestamp field (#3926), thanks @ptzafos
• Fixed Kraken trade dedup clearing the entire set at capacity instead of evicting the oldest entry
• Fixed Kraken Futures AccountBalance invariant panic on margin parse (#3868), thanks @Stamppot82
• Fixed Kraken Futures WebSocket re-authentication deadlock on reconnect (#3871), thanks for reporting @Stamppot82
• Fixed OKX option greeks not forwarded due to inaccessible Cython cdef subscription attribute
• Fixed OKX option greeks emitting BlackScholes convention regardless of subscribed greeks type
• Fixed OKX order identity registration race during concurrent order submission (Rust)
• Fixed OKX algo orders missing from order status reconciliation reports
• Fixed OKX spot margin position reconciliation preferring CurrencyPair with USDT/USDC/USD quote over alternatives
• Fixed OKX index-price subscription refcount leaking across reconnect and concurrent transitions
• Fixed OKX option summary subscription refcount not rolling back on subscribe failure
• Fixed OKX duplicate fills from empty trade_id using deterministic synthesized id instead of random UUID
• Fixed OKX panics on unmapped OrderStatus and empty OptionType values via TryFrom conversion (Rust)
• Fixed OKX InstrumentStatus messages logged as unhandled instead of forwarded to the data engine
• Fixed OKX query_order to emit status reports by merging regular and algo order lookups (Rust)
• Fixed Polymarket commission formula and fee source for fills (#3838), thanks for reporting @santivazq
• Fixed Polymarket reconciliation fills using incorrect commission (#3860), thanks for reporting @fedoraiver
• Fixed Polymarket instrument min_quantity denying market orders via limit-order shares rule (#3874), thanks for reporting @fedoraiver
• Fixed Polymarket request_instrument(s) dropping WS via stale token_meta (#3900), thanks for reporting @fedoraiver
• Fixed Polymarket parse_to_quote_ticks using changed level as top of book (#3905), thanks for reporting @camarigor
• Fixed Polymarket parse_to_snapshot missing F_SNAPSHOT flag on CLEAR and intermediate ADD deltas
• Fixed Polymarket parse_to_deltas flagging F_LAST on every delta instead of only the final one
• Fixed Polymarket parse_to_trade_tick using uuid.uuid4(), producing non-deterministic trade IDs
• Fixed Tardis replay handling of sparse book_snapshot_* levels (#3953), thanks for reporting @a1zb2yc3z
• Fixed Tardis trade ID fallback using random UUID4 when venue id missing/empty (CSV and WebSocket parsers)

Internal Improvements

• Added AccountBalance::from_total_and_locked and AccountBalance::from_total_and_free, and migrated adapter balance parsing to preserve the total == locked + free invariant at currency precision (Rust)
• Added typed CorrectnessError enum to replace anyhow::Error in correctness helpers (Rust)
• Added CorrectnessResultExt::expect_display for display-formatted panics on typed correctness errors (Rust)
• Added deterministic simulation testing (DST) re-export module gated behind simulation feature (Rust)
• Added wall_clock_now seam in nautilus-core for virtual time under simulation (Rust)
• Added biased to tokio::select! blocks in network and live crates for deterministic poll order
• Added nautilus_network::transport module with Message/TransportError/WsTransport for future backend swap (Rust)
• Added neutral Message/TransportError re-exports on nautilus_network to ease future backend swaps (Rust)
• Added engine config methods on PyO3 LiveNodeBuilder (#3848), thanks @BurnOutTrader
• Added read-only params() accessor to SubscribeCommand and TradingCommand (#3846), thanks @faysou
• Added ShutdownSystem handling via commands.system.shutdown pub/sub topic, wired to kernel, backtest, and live (Rust)
• Added PyO3 DataActor parity with v1 for publish_data, publish_signal, subscribe_signal, unsubscribe_signal, add_synthetic, and update_synthetic (Rust)
• Added per-currency account-wide margin storage to MarginAccount, routing event margins by instrument_id presence
• Added Architect AX unit and integration tests for execution, request filters, and WebSocket parsers
• Added dYdX debug logging to generate_order_status_report showing filter scope and page_full on None results
• Added Polymarket determine_trade_id helper with FNV-1a (Rust) and blake2b (Python) deterministic hashing
• Added Hyperliquid criterion benchmarks for L1 signing path
• Added Hyperliquid integration tests for funding rates, trades, cancel-all, and handle_l2_book routing
• Added Hyperliquid minTradeSpotNtlRejected order status and Unknown liquidation method fallback
• Added Binance unit tests for spot/futures dispatch dedup, post-only rejection, and value conversions
• Added derive_trade_id FNV-1a helpers in BitMEX and Tardis common parse modules for deterministic fallback
• Added derive_cmbp_trade_id in Databento decode for schemas without a native trade ID
• Added property-based tests for Databento trade ID derivation (stability and 16-hex format)
• Added Rust/Python parity tests pinning matching-engine TradeId format across language bindings
• Added node feature to nautilus-live gating builder, config, manager, and node modules (default on)
• Added support for user-provided Tokio runtime in live module (#3918), thanks @filipmacek
• Added continuous futures support for bar requests and subscriptions (#3921), thanks @faysou
• Improved nautilus-live/defi to no longer pull LiveNode orchestration deps
• Improved CI uv cache via setup-uv auto mode to skip GHA uploads on self-hosted runners (#3933), thanks @sunlei
• Cleaned up unused dependencies (#3886), thanks @sunlei
• Improved CI cache hygiene on self-hosted runners with uv prune, prek auto-gate, and footprint summary
• Migrated WebSocketClient onto the WsTransport trait, decoupling reconnect/auth from tungstenite types (Rust)
• Changed Polymarket PolymarketQuote.best_bid/best_ask to optional, matching the Rust Option<String> schema
• Ported Interactive Brokers Rust historical bar replay with Python parity fixes (#3892), thanks @faysou
• Standardized adapter example manifests and trading deps (#3891), thanks @sunlei
• Standardized margin emission convention across live derivatives adapters to use currency-keyed MarginBalance entries
• Refactored reconciliation module into types, ids, positions, and orders submodules (Rust)
• Refactored Binance Futures user data stream dispatch and listen key recovery into dedicated modules (Rust)
• Refactored Binance Futures value conversions into a new futures::conversions module (Rust)
• Replaced AHashMap/AHashSet with IndexMap/IndexSet in ExecutionManager for deterministic ordering in simulations (Rust)
• Refined nautilus-system to optional in adapter crates (gated by python); default builds drop heavy transitive deps
• Refined DST convention hook to enforce IndexMap in OrderMatchingEngine
• Refined make cargo-test to not include binaries for test harness builds (#3828), thanks @faysou
• Refined Interactive Brokers combo fill average price calculation (#3834), thanks @faysou
• Refined Kraken WebSocket execution dispatch to emit typed events for tracked orders via per-product modules
• Refined Kraken Spot WS auth via AuthTracker with is_authenticated/wait_until_authenticated Python APIs
• Optimized Hyperliquid L1 signing by caching PrivateKeySigner and EIP-712 domain (#3851)
• Optimized ClientOrderId generation with cached prefix buffer (#3935), thanks @sunlei
• Optimized OrderListId and PositionId generation with cached prefix buffers (Rust)
• Upgraded Rust (MSRV) to 1.95.0
• Upgraded Cap'n Proto to v1.4.0
• Upgraded alloy crate to v2.0.1
• Upgraded capnp crate to v0.25.4 (regenerated schemas with 4-space indents and version headers)
• Upgraded databento crate to v0.48.0
• Upgraded datafusion crate to v53.1.0
• Upgraded msgspec to v0.21.1
• Upgraded pyarrow to v24.0.0
• Upgraded tokio crate to v1.52.1

Documentation Updates

• Added Polymarket Python and Rust adapter config tables and updated rate limits
• Added ID determinism invariant to the reconciliation live and execution concept guides
• Added Trade ID derivation sections to Polymarket, Databento, BitMEX, and Tardis integration guides
• Added Trade ID derivation section to the backtesting concept guide
• Added "Equity and mark-to-market" section to the portfolio concept guide
• Added ADL / liquidation handling sections to the Binance, Bybit, OKX, BitMEX, Hyperliquid, Deribit, dYdX guides
• Added reconciliation reports section to the execution concept guide
• Refined docs to follow style guide for symbols and filler words (#3830), thanks @JKDasondee
• Refined Interactive Brokers documentation regarding UTC timestamps (#3826), thanks @faysou
• Refined dYdX integration guide config tables to match the Python API (environment, subaccount, base_url_grpc)
• Updated Hyperliquid integration guide with funding history, depth10, subscribe_params, and slippage
• Updated the configuration concept guide to define unknown-field rejection as the config standard in Python and Rust

Deprecations

• Deprecated demo/testnet bools on BybitDataClientConfig/BybitExecClientConfig - use environment
• Deprecated is_demo on OKXDataClientConfig/OKXExecClientConfig - use environment
• Deprecated testnet on HyperliquidDataClientConfig/HyperliquidExecClientConfig - use environment
• Deprecated is_testnet on DeribitDataClientConfig/DeribitExecClientConfig - use environment
• Deprecated is_testnet on DydxDataClientConfig/DydxExecClientConfig - use environment
• Deprecated testnet on BitmexDataClientConfig/BitmexExecClientConfig - use environment