NautilusTrader 1.228.0 Beta

Released on 8th June 2026 (UTC).

Enhancements

• Added BSC chain support to blockchain adapter with UniswapV3 and PancakeSwapV3 DEX registrations
• Added Aerodrome Slipstream pool-event signatures and parsers for bootstrap and replay on Base
• Added Blockchain adapter analyze-pools CLI for batch DeFi pool snapshot hydration
• Added structured PoolProfilerError carrying pool id, block, transaction/log index, and event kind
• Added DeFi data (DefiData) replay through the data and backtest engines as a first-class Data variant
• Added BacktestEngine.add_defi_data for replaying DeFi block, pool, and pool-event data in backtests
• Added funding-rate catalog replay and FundingSettlement handling for backtests (Rust)
• Added generic structured key-value fields to LogLine (#4090), thanks @filipmacek
• Added correlation_id field to trading and system command structs for request tracing (Rust)
• Added checked mantissa/exponent constructors for Price and Quantity (Rust)
• Added Cap'n Proto and adapter split propagation of trading command correlation_id
• Added nautilus-plugin crate for loading separately compiled Rust cdylibs at live-node startup (Rust)
• Added custom-data plug point via PluginCustomData trait and nautilus_plugin! macro (Rust)
• Added actor plug point via PluginActor trait with lifecycle and data callbacks (Rust)
• Added strategy plug point via PluginStrategy trait with HostVTable order-command surface (Rust)
• Added plug-in HostVTable callbacks for cache, subscriptions, msgbus, and timers (Rust)
• Added PluginActorAdapter and PluginStrategyAdapter wrapping plug-in cdylibs as host DataActor/Strategy (Rust)
• Added PluginLoader::with_host so the live node can install a custom HostVTable for order-command routing (Rust)
• Added host_vtable and plugin_loader helpers binding submit/cancel/modify order to the strategy adapter (Rust)
• Added register_custom_data_from_manifest to register plug-in custom data with DataRegistry at load time (Rust)
• Added config_json argument to plug-in create thunks and PluginActor::new/PluginStrategy::new (Rust)
• Added DataEngine continuous futures historical bar requests and live bar subscriptions (Rust)
• Added DataEngine response bounds-trim and request-pipeline fan-in with RequestJoin support (Rust)
• Added DataEngine catalog / client response-side request splitting (Rust)
• Added DataEngine catalog orchestration for funding rates, custom data, and instruments (Rust)
• Added DataEngine time-range pipeline support for long historical requests (Rust)
• Added DataEngine order book deltas request and response with catalog/client split (Rust)
• Added DataEngine historical order book snapshot replay at UTC day boundaries (Rust)
• Added support for mixed-instrument OrderLists at the same venue (e.g. pairs, calendar spreads, multi-leg legs)
• Added OrderList.is_uniform_instrument and OrderList.instrument_ids helpers (Python)
• Added deny guard for mixed-instrument order lists submitted with a position_id
• Added portfolio PyO3 bindings and Strategy.portfolio access (#4085), thanks @ms32035
• Added beta-weighted vega greeks against volatility index instruments (#4097), thanks @faysou
• Added native OptionGreeks persistence and backtest replay support (#4132), thanks @Jonah-Chan
• Added StrikeRange.delta(...) to select option-chain strikes by target delta
• Added deterministic liquidation engine for backtests (#4077), thanks @abhishektang
• Added configurable logging IO policies (#4158), thanks @sunlei
• Added Binance Futures liquidation custom data subscriptions (#4095), thanks @graceyangfan
• Added Binance Futures open interest request custom data (Rust) (#4109), thanks @graceyangfan
• Added Binance Spot JSON public market data mode (#4178), thanks @graceyangfan
• Added pending-resolution settlement pipeline for binary options (Rust) (#4101), thanks @graceyangfan
• Added Serialize/Deserialize derives for PositionEvent (#4199), thanks @filipmacek
• Added Coinbase WebSocket status channel subscription emitting InstrumentStatus events
• Added Coinbase Python v2 factory bindings and tester examples
• Added CryptoFuturesSpread and CryptoOptionSpread instrument types mirroring CryptoFuture/CryptoOption
• Added Deribit option_combo and future_combo parsing as CryptoOptionSpread/CryptoFuturesSpread instruments
• Added Deribit combo trade leg parsing (legs[], combo_id, combo_trade_id) on public trade messages
• Added Deribit get_last_trades_by_currency HTTP endpoint for combo trade backfill
• Added Deribit get_expirations HTTP endpoint for traded option-chain expirations
• Added Deribit public TradeId provenance prefix (RFQ-/BLK-/COMBO-) for block, RFQ, and combo trades
• Added Deribit subscribe_combo_legs opt-in for combo leg trade streams
• Added Derive initial adapter (on-chain spot, perps, options)
• Added Derive WebSocket trading API support for submit, cancel, modify, and cancel-all actions
• Added Hyperliquid WebSocket trading API support for submit, cancel, modify, and cancel-all actions
• Added Hyperliquid HIP-4 outcome BinaryOption.info with parsed venue description and question metadata
• Added Hyperliquid HYPERLIQUID_ACCOUNT_ADDRESS env var fallback for HyperliquidExecClientConfig.account_address
• Added Hyperliquid live open interest custom data from activeAssetCtx (Rust) (#4120), thanks @graceyangfan
• Added Hyperliquid allDexsAssetCtxs custom data subscriptions (#4136), thanks @graceyangfan
• Added Kraken WebSocket rate limiting (#4093), thanks @filipmacek
• Added Lighter initial adapter (DEX: spot, perps)
• Added OKX on_instrument write-through so data-client instrument updates refresh exec caches without restart
• Added OKX spread instrument discovery as CryptoFuturesSpread instruments (Rust)
• Added OKX Nitro spread order execution and reconciliation support (Rust)
• Added Polymarket adapter bounded-retry auto-load with auto_load_max_retries and exponential backoff with jitter (Rust)
• Added Polymarket condition-level resolution for expired markets (#4164), thanks @graceyangfan
• Added Polymarket new_market fetch dedupe and bounded concurrency (#4185), thanks @graceyangfan
• Added Polymarket POLY_1271 deposit-wallet signing support (#4053), thanks for reporting @sumuzhao and @sophyphilo
• Added shutdown_on_error to stop Rust backtests and live nodes after error logs
• Added Tardis option greeks ingestion to the catalog for backtest replay
• Added Tardis extract_bbo_as_quotes to emit QuoteTick from option_summary BBO fields

Breaking Changes

• Renamed custom-data field marker json to serde (#4133), thanks @faysou
• Removed live engine graceful_shutdown_on_error; use node-level shutdown_on_error instead
• Changed nautilus_pyo3.get_exchange_rate to return decimal.Decimal instead of float
• Changed DeFi pool-event and snapshot types to require ts_event/ts_init timestamps (was optional timestamp)
• Changed PoolProfiler::initialize and check_if_initialized to return Result rather than assert
• Changed command new constructors to accept correlation_id: Option<UUID4>, pass None for old behavior (Rust)
• Changed CVec to no longer implement Send; use typed wrappers for thread transfer (Rust)
• Changed Hyperliquid HIP-4 outcome InstrumentId to {outcome_index}-{YES|NO}-OUTCOME.HYPERLIQUID
• Changed Deribit DeribitWebSocketClient.with_credentials to accept api_key/api_secret after environment
• Changed order event reconciliation and due_post_only from u8 to bool (changes JSON/Arrow schemas)
• Changed Deribit combos to land as CryptoOptionSpread/CryptoFuturesSpread instead of OptionSpread/FuturesSpread; FuturesSpread/OptionSpread once again guarantee whole-contract sizing
• Changed NautilusKernelConfig.timeout_connection default from 120 to 60 seconds (#4179)

Security

• Added OpenSSF Scorecard workflow (#4187), thanks @pushkarm029
• Fixed DataFFI PyCapsules to reject mismatched types and prevent repeated CVec drops
• Fixed thread-local registry access to avoid exposing global-lifetime actor and component refs
• Fixed OrderBookDepth10 FFI constructor to avoid unwinding across C ABI boundaries
• Fixed StackStr::from_c_ptr_checked to return None for null C string pointers

Fixes

• Fixed matching engine panic on mark price bars in Rust (#4189), thanks @po4yka
• Fixed raw value boundary constants in Rust (#4188), thanks @po4yka
• Fixed unbounded Cache VecDeque memory leak (Rust) (#4107), thanks @filipmacek
• Fixed Throttler silently dropping buffered messages in buffer mode (Python v1) (#4221), thanks @santatic
• Fixed Cache.reset clearing FX rate lookup for retained instruments (#4159), thanks for reporting @dfjmax
• Fixed BacktestEngine option positions remaining open when data stops before expiry
• Fixed BacktestEngine losing latency-deferred commands at shutdown (Rust) (#4062), thanks for reporting @zhanghaoda
• Fixed BacktestEngine duplicate account state events on reset, thanks for reporting @dfjmax
• Fixed calculated account state flag for cash and margin accounts (#4218), thanks @faysou
• Fixed PortfolioStatistic.downsample_to_daily_bins to compound sub-daily returns (#4141), thanks @mahimn01
• Fixed missing PortfolioStatistic trait methods returning None (#4174), thanks @mahimn01
• Fixed matching engine not canceling unmatched IOC/FOK limit orders (Rust) (#4112), thanks for reporting @Jonah-Chan
• Fixed matching engine L1 slip-through for market orders exhausting top-of-book volume (Rust)
• Fixed multi-currency balance update violating total == locked + free (#4165), thanks for reporting @qaxayuan
• Fixed NETTING reconciliation opening phantom reduce-only positions (#4106), thanks for reporting @M-at-ti-a
• Fixed HEDGING margin scaling with fill count instead of net exposure (#4110), thanks for reporting @qaxayuan
• Fixed live reconciliation filtering for unclaimed external venue orders (Rust)
• Fixed ExecTester on_stop leaving INITIALIZED orders and bracket legs live across all cancel modes (Rust)
• Fixed Aerodrome Slipstream AmmType from StableSwap to CLAMM
• Fixed PoolProfiler::update_position to pre-validate active liquidity so failures leave pool state unchanged
• Fixed DefiDataEngine exposing zero-state pool profiler during snapshot bootstrap
• Fixed pool profiler AlreadyInitialized error when hypersync replay revisits Initialize after snapshot restore
• Fixed deterministic catalog directory registration order (#4208), thanks @faysou
• Fixed LiveNode signal handling during startup connection wait (#4102), thanks @filipmacek
• Fixed NautilusKernelConfig.timeout_connection default at 60 seconds (#4179), thanks for reporting @triyys
• Fixed quarter bar volume precision (#4201), thanks @HaakonFlaaronning
• Fixed Python ShutdownSystem dict serialization to round-trip correlation_id (was previously dropped)
• Fixed Python v2 live trading deadlocks from timer callbacks and kept Polymarket instrument refreshes Rust-only
• Fixed Python v2 order-book wranglers writing raw fixed-point bytes in big-endian (needed little-endian) (#4111), thanks for reporting @fabz1
• Fixed Python v2 type stub generation failing to locate libpython under uv-managed interpreters
• Fixed Betfair adapter snapshot book deltas emitting zero-volume Add entries (Rust)
• Fixed Betfair adapter traded volume cache to handle bet voids and non-runner adjustments (Rust)
• Fixed Betfair adapter RCM custom data ts_init parity between live and historical streams (Rust)
• Fixed Betfair adapter overfill checks for rounded stream matched sizes (Rust)
• Fixed Betfair adapter unsupported unsubscribe commands logging above debug (Rust)
• Fixed Binance Futures algo params for trailing stops/reduce-only (#4192), thanks for reporting @luckykefu
• Fixed Binance Futures execution symbol format (#4182), thanks for reporting @luckykefu
• Fixed Binance Futures full-depth book startup after snapshot retries
• Fixed Binance Spot full-depth book startup after snapshot retries (#4181), thanks for reporting @graceyangfan
• Fixed Binance Spot full-depth books to seed diffs from REST snapshots
• Fixed Binance Spot JSON full-depth books to use REST-synced diff streams (#4181), thanks @graceyangfan
• Fixed Binance Spot SBE numeric parsing to reject invalid price and quantity values
• Fixed Binance status-unknown submits emitting phantom rejections (#4215), thanks for reporting @Centaur-pub
• Fixed BitMEX startup handling for crypto futures spreads, duplicate subscriptions, USYC margins, and account ID discovery
• Fixed BitMEX order submission to deny unsupported GTD time-in-force locally
• Fixed BitMEX mark/index price updates on altcoin perps (#4147), thanks @filipmacek
• Fixed Blockchain adapter analyze-pool --to-block bounds during snapshot replay
• Fixed Blockchain adapter caching a half-initialized PoolProfiler when initialize returns InitialTickMismatch
• Fixed Blockchain adapter Multicall validation chunking and flash-event resume bounds
• Fixed Bybit linear/inverse minNotionalValue parsing (#4216), thanks @filipmacek
• Fixed Coinbase book snapshot deltas missing F_SNAPSHOT flag in REST and WebSocket parsers
• Fixed CurrencyPair.asset_class for crypto pairs (#4175), thanks @filipmacek
• Fixed Deribit DeribitExecutionClient not forwarding config credentials to the WebSocket client
• Fixed dYdX rate limiter being skipped due to missing keys (#4091), thanks @filipmacek
• Fixed Hyperliquid Alo limit order status reports being parsed as trigger orders
• Fixed Hyperliquid account balances for zeroed perp summaries (#4207), thanks @jungsooyun
• Fixed Hyperliquid balances preserving negative totalRawUsd (#4177), thanks for reporting @jzheng2017
• Fixed Hyperliquid cancel-replace modify overfill on an in-flight fill (#4154), thanks for reporting @AlphaTraderK
• Fixed Interactive Brokers order submit to guard on client readiness (#4100), thanks @honvl
• Fixed Interactive Brokers order requests to guard on client readiness (Rust) (#4125), thanks @faysou
• Fixed Interactive Brokers Python request_instruments cache leakage (#4099), thanks @mahimn01
• Fixed Interactive Brokers request_instruments returning cumulative cache (Rust) (#4114), thanks @faysou
• Fixed Interactive Brokers Rust orders routing to exchange MIC venues (#4129), thanks @faysou
• Fixed Interactive Brokers live bar reconnect tracking cleanup (#4169), thanks @faysou
• Fixed Interactive Brokers warmup last_disconnection_ns (#4173), thanks @HKOWL
• Fixed Kraken Futures feeScheduleUid deserialization to tolerate absence ahead of the 2026-06-22 Fee Schedules deprecation
• Fixed Kraken Spot L2 snapshots and subscribed-depth pruning
• Fixed OKX OKXExecutionClient not forwarding config credentials to WebSocket clients (#4115), thanks @pusteckiy
• Fixed OKX adapter to validate clOrdId rules before submission (#4116), thanks for reporting @pusteckiy
• Fixed Polymarket adapter dropping auto-load batches on Gamma chunk failures (Rust)
• Fixed Polymarket Gamma market lookups to send repeated list query params (Rust)
• Fixed Polymarket adapter treating encoded-empty clob_token_ids as terminal instead of transient (Rust)
• Fixed Polymarket PyO3 bootstrap to honor instrument_config (#4127), thanks @graceyangfan
• Fixed sandbox cached account config after initial AccountState (#4191), thanks @graceyangfan
• Fixed Tardis CSV delta loaders missing book resets between consecutive snapshots

Internal Improvements

• Added cargo machete pre-commit hook to detect unused workspace dependencies
• Added cargo conventions check for stale [package.metadata.cargo-machete] ignored entries
• Added default log color signature (#4202), thanks @HaakonFlaaronning
• Added try_liquidity_math_add returning structured LiquidityMathError alongside the panicking variant
• Added structured-error coverage tests for PoolProfiler overflow/underflow paths and Display formats
• Added round-trip tests for correlation_id in Cap'n Proto, Arrow, and msgpack serialization
• Added DEX event-signature/parser parity tests across all registered chains
• Added Derive fuzz targets
• Added option chain backtest replay tests for slice assembly and snapshot cadence
• Added Hyperliquid flatten binary that cancels working orders and closes perpetual positions
• Added Hyperliquid Criterion bench groups for inbound pipeline, exec pipeline, and dispatch (Rust)
• Added OKX Criterion bench groups for inbound pipeline, exec pipeline, dispatch, and HTTP signing (Rust)
• Added Polymarket auto_load_retry_delay helper with exponential backoff and jitter (Rust)
• Added Polymarket Criterion bench groups for inbound pipeline, exec pipeline, and signing (Rust)
• Enabled unreachable_pub rustc lint workspace-wide to prevent dead public surface
• Implemented OKX DataClient::unsubscribe_instrument override to silence missing-handler warning at teardown
• Improved Portfolio calculations with Decimal arithmetic (Rust)
• Improved RiskEngine per-order pre-trade checks to resolve each order's own instrument in mixed-instrument lists
• Improved ExecutionEngine to route own-order-book inserts per order for mixed-instrument lists
• Improved Binance Spot SBE missing credentials error message (#4092), thanks @filipmacek
• Improved Coinbase avg_price parsing to validate via Decimal before f64 conversion
• Aligned Derive and Lighter configs with workspace conventions (#4183), thanks @filipmacek
• Refined OptionSpread/FuturesSpread trait accessors to read size_precision/size_increment fields
• Refined Rust data engine to match Cython behavior (#4219), thanks @faysou
• Refined Hyperliquid adapter hot paths in WebSocket handler, parse, and signing modules
• Refined Interactive Brokers nautilus-execution/nautilus-network deps behind execution feature
• Refined OKX adapter hot paths in WebSocket frame deserializer, book10 parse, and fee currency lookup
• Removed dead Hyperliquid WebSocket codec module
• Removed unused async-stream and indexmap from nautilus-interactive-brokers dependencies
• Optimized common logging hot paths (#4150), thanks @sunlei
• Optimized datetime and UUID formatting (#4161), thanks @sunlei
• Optimized AtomicMap snapshot borrowing (#4162), thanks @sunlei
• Optimized Derive signing and hot paths with benchmark report
• Optimized Hyperliquid signing and hot paths with benchmark report
• Optimized OKX hot paths with benchmark report
• Optimized portfolio update_position to avoid per-event Position clones (#4197), thanks @po4yka
• Upgraded Rust (MSRV) to 1.96.0
• Upgraded Cython to v3.2.5
• Upgraded databento crate to v0.53.0
• Upgraded redis crate to v1.2.2
• Upgraded sqlx crate to v0.9.0

Documentation Updates

• Added plug-in concept guide covering the C-ABI boundary, manifest, lifecycle, and live-node integration
• Added event-sourcing concept guide covering capture, replay, snapshot recovery, and verifier behaviour
• Added concept-guide section on mixed-instrument order lists covering downstream caveats and OMS guards
• Added backtesting guide notes for funding settlement flows
• Added FFI and Rust unsafe-code guidance for PyCapsule ownership and scoped TLS access
• Added Polymarket integration guide notes for POLY_1271 deposit wallets
• Refined BacktestEngine shutdown notes with on_stop venue-latency ordering and pre-stop fill caveats
• Refined Coinbase integration guide for instrument-status, funding rate backlog, and order rejection wording
• Refined OKX integration guide with product capabilities and Nitro spread order notes
• Fixed NautilusKernelConfig state flag default docs (#4144), thanks for reporting @trikafi
• Fixed LatencyModelConfig base latency unit comment (1 second) (#4170), thanks for reporting @phx000
• Fixed Polymarket crate README labelling separate Gamma and Data API endpoints
• Fixed Polymarket integration guide inaccuracies (Gamma vs Data API split, determine_trade_id hash by adapter)

Deprecations

None

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 completion note

The automated publish-release-integrity job did not complete for this release. Cargo crate publishing was recovered after manually publishing these crates with a short-lived crates.io token: nautilus-analysis, nautilus-common, nautilus-execution, nautilus-lighter, nautilus-network, nautilus-portfolio, nautilus-testkit, and nautilus-trading. Those crate versions therefore show crates.io published_by metadata rather than Trusted Publishing metadata. The final integrity assets, including crates-manifest.json and attestation sibling files, were attached manually after PyPI/Sigstore verification continued to fail on CI despite the affected wheel verifying locally.