NautilusTrader 1.227.0 Beta

Released on 18th May 2026 (UTC).

Enhancements

• Added continuous futures support for aggregated bars (#3921), thanks @faysou
• Added purge_instrument cache method for trimming unused instruments (#3945), thanks for reporting @fedoraiver
• Added LoggerConfig.file_config and clear_log_file support to the Rust LiveNode runtime (#3955), thanks @filipmacek
• Added LoggerConfig Python constructor for direct construction without from_spec (#3955), thanks @filipmacek
• Added limit_aggressive and test_modify_rejected flags to ExecTesterConfig for marketable/modify-rejection tests
• Added CompositeMarketMaker example strategy with book-mid quoting and synthetic-signal skew (Rust)
• Added #[custom_data_field(json)] for JSON-backed Arrow Serde fields and PyO3 IndexMap/HashMap dict conversion (#4003), thanks @faysou
• Added priority parameter to DataActor.subscribe_signal for ordered dispatch between subscribers (Rust and PyO3)
• Added Cache::order_owned returning an owned OrderAny snapshot for boundary handover (Rust)
• Added Cache::account_mut, account_owned, account_for_venue_owned with AccountRefMut/AccountAny returns (Rust)
• Added Cache::position_mut and position_owned with PositionRefMut/Position returns (Rust)
• Added PortfolioSnapshot event for per-account mark-to-market emission, gated by snapshot_interval_ms (Rust)
• Added Portfolio::build_snapshot and Portfolio::snapshots accessors with a bounded per-account ring (Rust)
• Added subscribe_portfolio_snapshot and publish_portfolio_snapshot message bus API on events.portfolio (Rust)
• Added subscribe_positions message bus function (Rust)
• Added InstrumentId::parse_parent_components and InstrumentClass parent suffix conversion methods, exposed via PyO3 (Rust)
• Added serde Deserialize support for LiveNodeConfig and adapter client configs to enable loading from TOML
• Added Betfair Rust adapter post-reconnect mass-status reconciliation that halts submits via STREAM_RECONCILING
• Added Betfair Rust adapter stream_gap_recovery_lookback_mins config for the reconciliation lookback window
• Added Binance Spot expiryReason field capture on schema 3:4 SBE order responses (Rust)
• Added Binance Spot serverShutdown event handling on market-data and trading WebSocket streams (Rust)
• Added Binance USDM mark price moving average (ap) field on BinanceFuturesMarkPriceMsg (Rust)
• Added Bybit hedge-mode venue position IDs for order, position, and fill events
• Added Bybit BBO order support for linear and inverse limit-style orders
• Added Bybit flatten binary that cancels working orders and flattens Linear/Inverse positions
• Added Bybit instrument-info symbolId, symbolType (with xstocks/stock/forex/commodity), and spot xstockMultiplier fields (Rust)
• Added Bybit position openTime field on REST BybitPosition and WS BybitWsAccountPosition (Rust)
• Added Bybit execution.fast private WebSocket channel support with slim payload struct and FillReport dispatch (Rust)
• Added Coinbase liquidation/ADL warning on forced-close order events
• Added Coinbase CFM liquidation buffer warning when buffer drops below 20%
• Added Databento set_price_precision and get_price_precisions methods on the data loader and historical client
• Added Deribit auto_load_missing_instruments config flag to lazy-load uncached instruments on subscribe
• Added Deribit DVOL custom data subscriptions (#4069), thanks @graceyangfan
• Added dYdX historical funding rate requests via the request_funding_rates HTTP method and PyO3 binding
• Added Hyperliquid HIP-4 outcome instruments: +E/#E encoding, USDH settlement, and per-side BinaryOption modeling
• Added Hyperliquid HIP-4 outcome reconciliation via spot balances; outcomeMeta settlement dispatch on the Rust client
• Added Hyperliquid HIP-4 userOutcome actions (split, merge, mergeQuestion, negate) and venue Settlement fill parsing
• Added Hyperliquid allMids custom data subscriptions with optional dex metadata (#4067), thanks @graceyangfan
• Added Kraken Spot margin trading support (#3965), thanks @mcgrj
• Added Kraken Spot L3 order book support via WebSocket v2 (#4041), thanks @mcgrj
• Added Kraken Spot WebSocket v2 order submission (#4007), thanks @mcgrj
• Added OKX X-Perp (ruleType=xperp) futures support with funding-rate subscriptions
• Added OKX slippagePct parameter for market orders via the slippage_pct order param
• Added OKX event contracts support
• Added Polymarket OrderStatusReport.filled_qty dust snap at terminal Filled status to absorb venue truncation
• Added Polymarket PolymarketFeeModel backtest fee model with maker-rebate inference
• Added Polymarket PolymarketDataLoader.sanitize_info flag to strip resolution fields on resolved markets

Breaking Changes

• Removed legacy adapter environment flags per previous deprecation; use environment enum
• Removed From<OrderInitialized> for order types; use TryFrom to surface invariant errors via try_from/try_into
• Removed Polymarket SNAP_UNDERFILL_ULPS and SNAP_OVERFILL_ULPS; reverting to single DUST_SNAP_THRESHOLD constant
• Removed stale Tardis crypto-com-derivatives exchange variant
• Renamed Binance and Kraken environments from Mainnet/MAINNET to Live/LIVE
• Renamed time_bars_origins config param to time_bars_origin_offset in DataEngineConfig/LiveDataEngineConfig (Rust)
• Renamed Cache::mut_order to order_mut; takes &mut Cache and returns OrderRefMut<'_> (Rust)
• Changed Cache::order and orders_* to return OrderRef<'_> (newtype borrow, was &OrderAny) (Rust)
• Changed Cache::account, account_for_venue, accounts to return AccountRef<'_> (was &AccountAny) (Rust)
• Changed Cache::position, position_for_order, positions_* to return PositionRef<'_> (was &Position) (Rust)
• Changed Cache::take_account to move the account out of its cell and panic on alias instead of cloning (Rust)
• Changed to deny submit_order/submit_order_list with a custom position_id under NETTING OMS; use HEDGING for custom position IDs
• Changed JSON log file extension from .json to .jsonl; update log shippers watching .json (#3955), thanks @filipmacek
• Changed Python order create() methods to raise ValueError on invalid OrderInitialized instead of panicking
• Changed default TransportBackend to Sockudo; set backend = Tungstenite to keep the previous default
• Changed nautilus-network default Cargo features to include transport-sockudo
• Changed nautilus-model arrow to an optional feature; enable arrow (or python-arrow) for prior behavior (#4008), thanks @sunlei
• Changed OrderMatchingEngineConfig defaults to match the Cython per-engine constructor (Rust)
• Changed Strategy order methods to take Option<Params> to avoid unnecessary IndexMap allocations (Rust); use None or Some(params)
• Changed Strategy::cancel_order and modify_order to take ClientOrderId instead of OrderAny (Rust v2)
• Changed Strategy::cancel_orders to take Vec<ClientOrderId> instead of Vec<OrderAny> (Rust v2)
• Changed Rust strategy registration to append order_id_tag to explicit strategy IDs, matching Cython
• Changed Binance Futures to prefer DEMO endpoints for simulated trading
• Changed Databento data loaders to error on unresolved precision; pass price_precision or call set_price_precision
• Changed Kraken Spot to reject DEMO; demo remains Futures-only
• Changed nautilus_core::from_pydict from Py<PyDict> to &Py<PyDict> to avoid moving the input dict (Rust) (#4003), thanks @faysou
• Changed DataActor::subscribe_signal to take priority: Option<u32>; existing callers must pass None (Rust)
• Changed message bus subscription priority from u8 to u32 to match Cython int priority parity (Rust)
• Changed OrderFactory::bracket to a bon builder with per-leg entry_*/tp_*/sl_* setters; use factory.bracket()...call() (Rust)

Security

• Added Sigstore SBOM attestation for Docker container images at the published digest
• Added CI smoke tests verifying wheel, sdist, and Docker image signatures after publish
• Removed long-lived PACKAGES_TOKEN PAT in favor of per-job GHCR GITHUB_TOKEN
• Hardened CI release signing chain: pinned cosign tooling, harden-runner on merge jobs
• Hardened nightly-merge auth by storing token in git extraheader rather than remote URL
• Hardened PyPI publishing with OIDC trusted publishing, eliminating long-lived API tokens
• Hardened Python deps: pinned every third-party package in [tool.uv].no-build-package so lost wheels fail uv lock not build sdist
• Upgraded urllib3 to v2.7.0 (GHSA-mf9v-mfxr-j63j decompression-bomb bypass, GHSA-qccp-gfcp-xxvc cross-host proxy header leak)
• Fixed DatabaseConfig repr to fully redact passwords (#4028), thanks @faysou
• Documented Sigstore signature and SBOM verification commands in SECURITY.md

Fixes

• Fixed RefCell reentrancy panic in ExecutionEngine::handle_order_fill for OTO parent fills (#3981), thanks for reporting @GreatLandmark
• Fixed RefCell reentrancy in ExecutionEngine::load_cache nested borrow_mut calls
• Fixed RefCell double-borrow panic in Portfolio::update_position when calculate_account_state is true
• Fixed identifier deserialization inside #[serde(tag = "type")] enums and serde_json::Value via Cow<'de, str> owned-string support
• Fixed AccountsManager::update_balances discarding recalculated balances by mutating a dropped clone
• Fixed margin account balance not applying realized price PnL on close and reversal fills (#4056), thanks @faysou
• Fixed Rust portfolio account event clone overhead (#4004), thanks for reporting @magnified103
• Fixed margin AccountState events emitting empty balances when balances were populated
• Fixed allow_cash_borrowing not applied to cached cash accounts during simulated venue initialization
• Fixed cache venue order ID updates and own-book cleanup for cancel-replace flows (Rust)
• Fixed Cache::orders_for_exec_algorithm discarding query filters when applying intersection (Rust)
• Fixed OwnOrderBook tracking for reconciled external open orders (Rust)
• Fixed OrderAny::from_events panic on malformed OrderInitialized; reconciliation returns Err instead of crashing
• Fixed BacktestEngine not enabling calculate_account_state on accounts (#3988), thanks for reporting @magnified103
• Fixed BacktestEngine not settling on_stop commands before shutdown (#4062), thanks for reporting @zhanghaoda
• Fixed MessageBus late wildcard subscriptions missing events on already-cached topics (#3942), thanks for reporting @graceyangfan
• Fixed OrderMatchingEngine to propagate tick-size to MatchingCore (#3942), thanks for reporting @graceyangfan
• Fixed OrderMatchingEngine duplicate fills from closed matching-core orders (#4075)
• Fixed OrderMatchingEngine.reset leaking OrderBook.ts_last across resets (Python) (#3992), thanks @YeeTsai
• Fixed sandbox tick-size precision race that could panic on stale ticks (#3994), thanks @graceyangfan
• Fixed matching engine and sandbox handling of stale-precision quote and trade ticks (#4044), thanks @graceyangfan
• Fixed bracket SL/TP rejected by matching engine on submit (Rust) (#4040), thanks for reporting @maximsamsonov
• Fixed ExecutionEngine reconciliation skipping OrderUpdated when both report and order were already ACCEPTED
• Fixed ExecutionEngine subscribe_venue_instruments routing through the typed publisher so adapters receive instrument updates
• Fixed execution fill reconciliation account scoping and duplicate trade IDs (Rust)
• Fixed reconciliation drift when a venue snapshot carries both a fill mismatch and a quantity/price amendment (Rust)
• Fixed reconciliation premature OrderUpdated emission for pending venue states before venue confirmation (Rust)
• Fixed reconciliation missing MarketIfTouched/LimitIfTouched price and trigger drift detection (Rust)
• Fixed live position reconciliation conflating positions across accounts (#4029), thanks @faysou
• Fixed live position reconciliation retry/throttle leaking across accounts on the same instrument (Python and Rust)
• Fixed live position reconciliation collapsing multi-account positions on the same instrument (Rust)
• Fixed Strategy/Actor clock callback leak on dispose (#3967), thanks for reporting @frslvr
• Fixed Strategy pending cancel and pending update events before order commands (Rust)
• Fixed Strategy submit methods to publish OrderInitialized before cache updates (Rust)
• Fixed ExecTester LIT pricing direction so reconciled BUY/SELL LIT orders satisfy the trigger_price invariant
• Fixed wrangler v2 timestamp resolution to force nanoseconds before the int64 cast for pandas 3 compatibility (#3970), thanks @gzenz
• Fixed custom data parquet schema registration and multi-file query (#4021), thanks @faysou
• Fixed custom_data macro PyO3 stub generation: order gen_stub above pyo3 attributes and detect cfg_attr-wrapped invocations
• Fixed catalog consolidate_data_by_period cleanup for skipped targets (#4080), thanks @arpankapoor
• Fixed SQL ParserError for symbols containing ampersand (#4025), thanks @arpankapoor
• Fixed DataEngine to route subscribe/unsubscribe commands to the BACKTEST client when registered (Rust)
• Fixed DataEngine to apply validate_data_sequence to bars emitted by internal aggregators (Rust)
• Fixed emit_quotes_from_book and emit_quotes_from_book_depths config flags being silently ignored (Rust)
• Fixed DataEngine composite book subscriptions not routing per-underlying deltas/depth to per-underlying books (Rust)
• Fixed DataEngine composite + exact book subscription overlap double-applying to the shared cache book (Rust)
• Fixed DataEngine unsubscribe detaching the client while exact-topic subscribers remained (Rust)
• Fixed DataEngine bar aggregator quote/trade subscription priority (Rust)
• Fixed DataEngine::reset leaking book and option-chain state across resets (Rust)
• Fixed DataActor composite book delta subscriptions not receiving per-underlying publishes (Rust)
• Fixed Architect AX GET /order-status to use oid/cid per v14.0.1; legacy order_id/client_order_id now return HTTP 400
• Fixed Binance Futures reduce-only orders not reconciling venue-side quantity (Python and Rust) (#3983), thanks for reporting @KaizynX
• Fixed Binance Spot inflight REST polls for pruned IOC orders (#4072), thanks for reporting @marcelmdn
• Fixed Binance WebSocket pong unhandled RuntimeError blocking reconnect after server close (#4020), thanks for reporting @M-at-ti-a
• Fixed Bybit ambiguous submit failures to await reconciliation, thanks for reporting @Shorino
• Fixed Bybit BBO orders not reconciling the venue-resolved price in cached order state (Rust and Python)
• Fixed Bybit funding rate parsing for dated futures on shared tickers.linear WS topic; gates to CryptoPerpetual only (#4084)
• Fixed Betfair Rust adapter dropped fills on reconnect by resyncing the fill tracker from cache
• Fixed Betfair Rust adapter panic on blank customerOrderRef/rfo by normalizing empty strings to None
• Fixed Betfair Rust adapter spurious OrderRejected after OCM already reported a terminal state
• Fixed Betfair Rust adapter ignore_external_orders to treat empty rfo strings the same as missing
• Fixed Databento market data price precision preservation (#4002), thanks @faysou
• Fixed Databento MBP10 panic on undefined depth levels (#4046), thanks for reporting @prajjwal23
• Fixed Databento decoder gaps on dbn 0.58 wire data: skip 'I' (Index) classes and map new stat types 14-20
• Fixed dYdX FOK and DAY time-in-force orders to reject pre-submission instead of failing at the venue or mapping to GTC
• Fixed dYdX MIT/LIT round-tripping on reconcile when the Indexer collapses both variants under TAKE_PROFIT
• Fixed dYdX GTD expiry to surface OrderExpired on both WS and HTTP reconciliation paths
• Fixed dYdX TriggerType default when condition_type is unset so reconciliation no longer rejects the report
• Fixed dYdX TAKE_PROFIT order type deserialization (the Indexer omits the _LIMIT suffix)
• Fixed dYdX reconciliation noise by dropping reports for orders already in a terminal state in the local cache
• Fixed dYdX Python _request_instrument(s) to pass the full _handle_data_response argument set
• Fixed dYdX Python _subscribe_order_book_depth to log a graceful warning instead of raising NotImplementedError
• Fixed Deribit StopMarket OrderRejected when the order response omits filled_amount (#3995), thanks for reporting @marco-rigoni
• Fixed Deribit cross-margin overcounting; reports equity for total and available_withdrawal_funds for free (#4009), thanks @filipmacek
• Fixed Deribit subscriptions silently dropping data for uncached instruments (#4035), thanks for reporting @linimin
• Fixed Deribit funding rate log spam from perpetual channel updates emitting info/debug on every tick (#4083)
• Fixed Deribit and Hyperliquid custom data builds without the arrow feature
• Fixed Hyperliquid modify-after-partial-fill sending absolute quantity to the cancel-replace leg, causing engine overfill (#3986)
• Fixed Hyperliquid testnet orders rejected with "Builder fee has not been approved" by omitting builder attribution like vault orders (#3989)
• Fixed Hyperliquid spurious OrderCanceled on concurrent modifies (Python and Rust) (#3971), thanks @M-Advis
• Fixed Hyperliquid cancel-replace fill race emitting OrderFilled against stale local order state (Python and Rust) (#3972)
• Fixed Hyperliquid dropping FillReport before order cached; fills now buffered and drained on OrderAccepted (#4076), thanks @M-Advis
• Fixed Hyperliquid terminal rejections on submit/cancel/modify failures; defers to WS reconciliation (Python and Rust), thanks @M-Advis
• Fixed Hyperliquid Rust data client reconnect leaving the consumption loop on a cancelled token after disconnect
• Fixed Interactive Brokers spread fill races (#3957), thanks @taozle
• Fixed Interactive Brokers callback ordering races (#3976), thanks @faysou
• Fixed Interactive Brokers market data farm reconnects not resubscribing feeds (#3968), thanks @onixenix
• Fixed Interactive Brokers market data dispatch on fractional tick sizes (#4022), thanks @faysou
• Fixed Interactive Brokers shutdown reader RuntimeError on stop and dispose (#4023), thanks @faysou
• Fixed Interactive Brokers reconnect before server version handshake (#4027), thanks @faysou
• Fixed Interactive Brokers SMART stock venue resolution (#4061), thanks @faysou
• Fixed Kraken Spot margin wallet balances for multi-asset collateral (#3997), thanks @mcgrj
• Fixed Kraken symbol normalization for WS v2 compatibility (#3961), thanks @mcgrj
• Fixed Kraken Spot WebSocket dispatch dropping delta-only execution frames that omit symbol (#4052), thanks @mcgrj
• Fixed Kraken Futures order-update batches failing to deserialize on venue-emitted "unknown" enum values
• Fixed OKX missing post_only instrument status (#3966), thanks @jhavie
• Fixed OKX missing rebase instrument status (#3998), thanks @jhavie
• Fixed OKX future instrument status parsing (#4005), thanks @cryptoSUN2049
• Fixed Polymarket V2 BUY overfill rejection via overfill-only last_qty snap on WS, REST, and buffered drain paths
• Fixed Polymarket REST fill paths bypassing dust normalization, causing engine state to diverge from venue across paths
• Fixed Polymarket residual ACCEPTED orders via trade-history recovery (#4024), thanks for reporting @fedoraiver
• Fixed Polymarket adapter book resync on tick_size_change (#3942), thanks for reporting @graceyangfan
• Fixed Polymarket no-op tick_size_change clearing local book and queuing a redundant snapshot (Python and Rust)
• Fixed Polymarket stale local book and last quote leaked across unsubscribe cycles (Python and Rust)
• Fixed Polymarket auto-loaded instrument subscriptions not receiving live data (#4050), thanks for reporting @d0dge
• Fixed Polymarket auto-load dropping subscriptions on CLOB transient 404 and empty token_id for newly-minted markets
• Fixed Polymarket market IOC orders submitting as FOK (#4006), thanks for reporting @fedoraiver
• Fixed Polymarket WS order parsing of venue cancellations with reason suffix (#3987), thanks for reporting @Javdu10
• Fixed Polymarket WebSocket parse-error logging raising a secondary exception on non-UTF8 payloads (#4038), thanks @graceyangfan
• Fixed Polymarket parse_trades TradeId collisions on multi-fill transactionHash (Python and Rust)
• Fixed Polymarket parse_trades ts_event collisions on same-second fills (Python and Rust)
• Fixed Polymarket fetch_trades aborting on historical-offset ceiling; warns and returns partial (Python and Rust)
• Fixed Polymarket load_trades non-deterministic same-second ordering across pages (Python and Rust)
• Fixed Polymarket Gamma instrument loading capped at 100 markets (#4086), thanks for reporting @haimgel
• Fixed Tardis instrument metadata parsing for numeric fields encoded as strings

Internal Improvements

• Added OrderMatchingCore::update_price_increment primitive for tick-size propagation parity (Rust)
• Added iter_* API on OrderMatchingCore for zero-allocation read-only iteration of resting orders (Rust)
• Added Criterion bench suite for OrderMatchingCore covering add/get/delete/iterate hot paths (Rust)
• Added OwnOrderBook property tests for Rust model invariants
• Added ContinuousFutureAdjustmentType enum and BarBuilder price adjustment pipeline (Rust)
• Added native is_externally_aggregated/is_internally_aggregated methods on BarType (Rust)
• Added live node stress harness with trade_burst and cancel_starvation scenarios (Rust)
• Added DataEngine and AsyncRunner per-stage benches for the trade-to-cache path (Rust)
• Added Python TradingNode parity stress harness for v1 vs v2 comparison
• Added cargo-flamegraph to workspace tools with pinned version
• Added simulation feature on nautilus-live so the stress harness runs under cfg(madsim) for DST validation
• Added NautilusKernel::with_cache_database builder setter and constructor variant for cache database adapter injection (Rust)
• Added nautilus-event-store snapshot capture/restore/replay via NautilusKernel for durable cache state across runs (Rust)
• Added automatic Tungstenite fallback when WebSocketConfig.proxy_url is set with Sockudo selected (Rust)
• Added typed publish_instrument() to message bus (#4081), thanks @filipmacek
• Added Binance Futures -4531 (UM/CM dualSidePosition sync) error classifier with hedge-mode hint (Rust)
• Added BinanceSpotUserDataEventType enum for typed Spot user-data event dispatch (Rust)
• Added Interactive Brokers PyO3 live client config support in TradingNodeConfig (#3964), thanks @faysou
• Added Interactive Brokers Rust adapter support for v2 live trading (#3974), thanks @faysou
• Added Interactive Brokers per-order exchange routing params (#4079), thanks @faysou
• Improved #[custom_data] to support live-only JSON types without Arrow registration
• Improved DataEngine.reset to clear book updaters, snapshotters, option chain managers, and timers (Rust)
• Improved DataEngine to create per-underlying books for composite-symbol book subscriptions (Rust)
• Improved object materialization in Rust stream Feather to parquet conversion (#3954), thanks @faysou
• Improved cache order storage to per-order Rc<RefCell<OrderAny>> cells, closing stale-clone bug class (Rust)
• Improved OwnBookLadder to defer error logging to callers, removing duplicate own-book error noise
• Improved DataEngine/DataActor bulky responses: summaries at debug, full at trace; same for raw WS frames in Bybit, OKX, BitMEX
• Improved OrderMatchingEngine trailing-stop activation to use the OrderMatchingCore iter_* API (Rust)
• Improved OrderMatchingEngine.iterate per-order loop to align trailing-stop and GTD timing with Cython (Rust)
• Improved OrderMatchingEngine queue-position fill gating to match Cython on cross-through trades (Rust)
• Improved OrderMatchingEngine.iterate bid/ask reset gate to honor in-flight trade overrides (Rust)
• Improved update_balance_multi_currency to delegate negative-balance enforcement to per-account update_balances
• Improved live exec clients to log ERROR with timeout_post_stop hint when cancel tasks abort on disconnect
• Improved ExecTester to refresh tracked orders from cache before modify/cancel-replace so they see venue acks
• Improved make build to leave the venv able to import nautilus_trader from any cwd via a local editable .pth
• Improved Betfair Rust adapter to suppress late HTTP acceptance at debug level
• Improved Betfair Rust adapter to suppress noisy instrument_close subscribe/unsubscribe warnings
• Improved Betfair Rust HTTP client connect() to short-circuit when authenticated and serialise concurrent callers
• Improved Betfair Rust HTTP client disconnect() to cancel in-flight retries and install a fresh cancellation token
• Improved Betfair Rust unsubscribe_book_deltas log level to warn to match Python visibility
• Improved Betfair Rust adapter with explicit info-level no-op overrides for unsupported unsubscribe methods
• Improved Betfair Rust integration test coverage to cover OCM, replace flow, batch ops, and session recovery
• Improved Hyperliquid data client to track spawned subscribe tasks for abort on disconnect/reset (Rust)
• Improved Interactive Brokers Python 3.14 installation and integration test coverage
• Regenerated Binance Spot SBE codecs against schema 3:4
• Refined data engine request workflow (#3928), thanks @faysou
• Refined Hyperliquid data client by extracting parse_l2_book_snapshot helper for direct unit testing (Rust)
• Optimized Cache order and position query methods to a single size-ordered intersection pass (Rust)
• Optimized Cache::*_count methods to count via index without materializing a sorted Vec (Rust)
• Optimized OrderMatchingCore storage to split BTreeMap limit/stop books per side for price-time priority (Rust)
• Optimized live node biased select to dispatch exec commands ahead of market data (Rust)
• Optimized live node loop by collapsing six maintenance timers into one shared maintenance dispatcher (Rust)
• Ported Interactive Brokers adapter hardening fixes to Rust (#4073)
• Upgraded alloy crate to v2.0.4
• Upgraded databento crate to v0.51.0
• Upgraded redis crate to v1.2.1
• Upgraded tokio crate to v1.52.3 (fixes a performance regression)

Documentation Updates

• Added DST docs caveats for process-global lazy state RNG consumption and CacheView factory blocker
• Added Bybit hedge-mode docs with official positionIdx API links
• Added Bybit BBO order docs with params and examples
• Added Databento docs for price precision precedence and publisher mappings
• Added Deribit DVOL and Hyperliquid allMids adapter docs
• Added Polymarket fill quantity normalization section explaining the dust snap, deferred dust, and commission semantics
• Added dYdX adapter notes for FOK deprecation, DAY rejection, equity-tier limit, and MIT/LIT round-tripping
• Added adapter timestamp conversion conventions covering ms-to-ns helpers and ts_event vs ts_init
• Added Rust shared-mutability storage guide with Rc<RefCell<T>> decision tree to the developer guide
• Improved Hyperliquid integration guide flagging Rust-only execution config options and scoped slippage note
• Added Shutdown semantics to the backtesting guide covering on_stop command settlement
• Updated adapter docs and examples to use environment enums instead of legacy test flags

Artifact checksums

SHA256 checksums are attached as SHA256SUMS, per-asset .sha256 files, and dist-manifest.json.

Verify provenance

After downloading an artifact, verify its GitHub artifact attestation:

gh attestation verify <artifact> \
  --repo nautechsystems/nautilus_trader \
  --cert-identity "https://github.com/nautechsystems/nautilus_trader/.github/workflows/build.yml@refs/heads/master" \
  --cert-oidc-issuer https://token.actions.githubusercontent.com

Release integrity addendum

Two integrity assets normally shipped with each release are absent here: crates-manifest.json, and .sigstore/.intoto.jsonl
siblings for each wheel and the sdist. The release was flipped to non-draft before publish-release-integrity retried,
freezing the asset set under immutability. Underlying attestations remain valid at PyPI and the GitHub attestation store.

Verify Python provenance:

uvx --from pypi-attestations pypi-attestations verify pypi \
  --repository https://github.com/nautechsystems/nautilus_trader \
  <pypi-url>

Verify crates:

curl -sS https://crates.io/api/v1/crates/nautilus-core/0.57.0 | jq .version.trustpub_data

Seven crates at 0.57.0 were published via crates.io API token rather than OIDC trusted publishing, as a one-off recovery from
a topo-sort bug in publish-cargo-crates.sh. They show trustpub_data: null:

• nautilus-analysis
• nautilus-common
• nautilus-execution
• nautilus-network
• nautilus-portfolio
• nautilus-testkit
• nautilus-trading

Script patched before v1.228.0.