NautilusTrader 1.229.0 Beta

Released on 25th June 2026 (UTC).

This release includes many breaking changes across the user-facing Python and Rust v2 APIs.

Enhancements

• Added Cache::try_currency with CurrencyLookupError for typed missing-currency lookups (Rust)
• Added Cache::try_instrument with InstrumentLookupError for typed missing-instrument lookups (Rust)
• Added Cache::try_order with OrderLookupError for typed missing-order lookups (Rust)
• Added negative price support for Commodity instruments in risk checks (#2330), thanks for reporting @fabz1
• Added cache order index crash-recovery restore for Redis and Postgres adapters (Rust)
• Added capability-aware analyze-pool(s)/sync-dex validation that fails before sync for unsupported DEXes
• Added ProbabilityPriceFeeModel and configurable sandbox fee models (#4262), thanks @graceyangfan
• Added SEC1 EC private key support to socket TLS configuration (Rust)
• Added order_position_index Postgres table for the order-position index; run make init-db to migrate
• Added add_native_exec_algorithm and ExecutionAlgorithmConfig bindings to the Python v2 backtest engine
• Added Order::to_order_status_report conversion in Rust
• Added with_msgbus_publisher for Rust live-node and kernel builders
• Added benchmark-relative portfolio stats (#4251), thanks @mahimn01
• Added SBE and Cap'n Proto encodings for Rust-native message bus publishers
• Added SBE and Cap'n Proto support for OptionGreeks
• Added Postgres cache position event-log persistence and restart recovery (Rust)
• Added Redis cache adapter order, position, and order-index write persistence (Rust)
• Added RedisCacheConfig, PostgresCacheConfig, and RedisMessageBusConfig for Rust factories
• Added Python v2 Strategy.order_factory accessor and validating OrderFactory bindings
• Added PyO3 cache purge APIs (#4249), thanks @graceyangfan
• Added PyO3 instrument tick_scheme fields with Arrow persistence
• Added Binance Futures bnfcr_currency config for Credits Trading Mode
• Added Binance Futures funding-rate history support in Rust
• Added Binance Futures MIN_NOTIONAL parsing for min_notional (#4280), thanks @filipmacek
• Added Binance Futures ticker data support in Rust
• Added Binance order-list submission in Rust
• Added Binance market-data WebSocket fixtures for CM-UM st and ps fields (Python and Rust)
• Added BitmexInstrumentState::Unknown to tolerate unrecognized venue states without bootstrap failure
• Added BitMEX legacy futures, spreads, and reference basket instrument parsing
• Added Blockchain CLI help for discoverable and snapshot-capable DEXes per chain
• Added Databento venue_dataset_map to override the default venue-to-dataset mappings
• Added Hyperliquid builder attribution opt-out
• Added Hyperliquid historical trade requests
• Added Hyperliquid minimum notional handling
• Added Interactive Brokers trailing stop basis-point offset support (#4292), thanks @faysou
• Added Lighter NVDA composite market maker Python v2 example
• Added PancakeSwap V3 on-chain snapshot validation via the Uniswap V3 pool reads
• Added PancakeSwap V3 pool-event parsers on BSC, Base, Arbitrum, and Ethereum
• Added Polymarket RTDS custom data subscriptions (#4214), thanks @graceyangfan
• Added Tardis Lighter venue mapping
• Added Tardis options_chain CSV loading, streaming, and catalog conversion
• Added Uniswap V3 SetFeeProtocol indexing so replayed snapshots carry the correct fee_protocol; run make init-db
• Added Uniswap V3 CollectProtocol indexing so pool snapshots track protocol-fee balances; run make init-db

Breaking Changes

• Changed backtest config builders to validate on build() and return ConfigResult (Rust)
• Changed BacktestDataConfig to require an instrument_id, instrument_ids, or bar_types target
• Changed example strategy and actor configs to use bon builder() instead of new()/with_* (Rust)
• Changed Rust actor self.clock() to return ClockApi; call methods directly instead of borrowing
• Changed Rust actor/strategy core access; use macros or native traits instead of Deref
• Changed PyO3 DataActor/Strategy historical request start/end to require UTC datetimes
• Changed Python NautilusDataType enum order to put OptionGreeks before InstrumentStatus
• Changed cache database and message bus backing construction to use factory-owned config structs (Rust)
• Changed CacheDatabaseAdapter::load_index_order_position to return position IDs instead of positions (Rust)
• Changed default message bus/cache encoding to JSON; set encoding="msgpack" for MessagePack
• Changed Redis cache account/order/position storage to event logs; clear old typed state (Rust)
• Changed Rust message bus subscriber-count and presence queries to return invalid-topic errors instead of panicking
• Changed SerializationEncoding repr order to Json=0, MsgPack=1, Capnp=2, Sbe=3
• Changed Cap'n Proto DataAny ordinals to put OptionGreeks before instrument schemas
• Changed SBE DataAny variants and template IDs to put OptionGreeks before instrument schemas
• Changed Currency::from_str and Currency::is_* to return CurrencyLookupError instead of anyhow::Error (Rust)
• Changed InstrumentId and OptionSeriesId string constructors to return typed errors (Rust)
• Changed OrderAny::from_events to return OrderReplayError instead of anyhow::Error (Rust)
• Changed OrderList::validate to return OrderListValidationError instead of anyhow::Error (Rust)
• Changed SyntheticInstrument fallible methods to return SyntheticInstrumentError instead of anyhow::Error (Rust)
• Changed tick scheme constructors and parsing to return TickSchemeError instead of anyhow::Error (Rust)
• Changed Parquet catalog write APIs to take borrowed slices instead of owned Vec (Rust) (#4296), thanks @sunlei
• Changed WebSocket and socket reconnect_timeout_ms to bound only connection establishment (Rust)
• Changed plug-in loader to reject build mismatches by default; opt out with set_allow_build_mismatch (Rust)
• Changed Binance Spot SBE WebSocket API schema to version 3:4, matching generated codecs (Rust)
• Changed Blockchain PoolProfiler.price_sqrt_ratio_x96 to return int instead of str
• Changed Bybit BybitHttpClient::submit_order to take trailing native TP/SL params; PyO3 defaults to None
• Removed CacheConfig.database and MessageBusConfig.backing; pass adapters separately
• Removed common DatabaseConfig and MessageBusBackingConfig; use Redis/Postgres configs
• Renamed message bus database terminology to backing in Rust message bus APIs
• Renamed add_native_actor to add_builtin_actor for bundled example actors
• Renamed add_native_strategy to add_builtin_strategy for bundled example strategies
• Renamed Rust/PyO3 instrument tick_scheme_name to tick_scheme; Cython keeps tick_scheme_name
• Renamed BitmexInstrumentType::StockPerpetual to TradFiPerpetual (covers equities, FX, and commodities)

Security

• Hardened Docker toolchain pins
• Fixed instrument base quantity calculation panic on zero last price (Rust)
• Fixed tick scheme navigation panics on NaN, infinite, and out-of-range prices (Rust)
• Fixed domain value conversions to reject invalid numeric inputs instead of panicking (Rust)
• Fixed plug-in host callbacks to return Panic errors instead of aborting the node on engine panics (Rust)
• Fixed plug-in create, clone_handle, and drop_handle panics to recover instead of aborting the process (Rust)
• Fixed plug-in host thunks to validate UTF-8 on plug-in strings instead of assuming it (Rust)
• Fixed plug-in loader rejection paths to cap diagnostic reads and never dlclose initialized cdylibs (Rust)
• Fixed event-store replay panic on captured fills carrying an invalid order side (Rust)
• Fixed Interactive Brokers disconnect reconciliation corrupting position state (#4230), thanks @HKOWL

Fixes

• Fixed account-currency PnL stats for NETTING accounts reusing a PositionId across cycles (#4294), thanks @faysou
• Fixed account-currency trade PnL stats for foreign-currency instruments (#4211), thanks @faysou
• Fixed blocking Python HTTP functions holding the GIL for the full request duration
• Fixed custom DataType metadata ordering and shared custom-data unsubscribes (Rust)
• Fixed data option-chain delta warmup
• Fixed DataEngine synthetic bar subscriptions with multiple venue clients (#4279), thanks for reporting @HSGartley
• Fixed DeFi pool profiler swap replay diverging from on-chain state at MIN/MAX-tick boundary swaps (Rust)
• Fixed DeFi replay bootstrap gaps in PoolSwap payload exposure, block timestamp units, and actor IDs (Rust)
• Fixed DonchianChannel period window (#4239), thanks @KaizynX
• Fixed event-store boot recovery to repair hard-crashed run files and skip damaged ones instead of failing (Rust)
• Fixed event-store capture duplicating order events, commands, and account states across dispatch hops (Rust)
• Fixed event-store snapshot-anchor validation across the verifier, retention, and restore paths (Rust)
• Fixed event-store replay, scan, marker, and halt-signal edge cases around skipped events, gaps, and reruns (Rust)
• Fixed HTTP client errors discarding the underlying cause from the reqwest source chain (Rust)
• Fixed HttpClient rejecting invalid response header keys instead of silently dropping them (Rust)
• Fixed Instrument rejecting negative min_price, preventing spread instruments from loading in Python
• Fixed live external order claim registration in Rust
• Fixed live reconciliation logging below-cached fill mismatches as errors, halting shutdown_on_error nodes (Rust)
• Fixed live reconciliation logging transient venue report-query failures as errors (Rust)
• Fixed live reconciliation synthesizing phantom cancels on cancel-replace venues (#4288), thanks @filipmacek
• Fixed local catalog queries and backtests for non-ASCII instrument IDs (#4259), thanks for reporting @seungpyoson
• Fixed matching engine fill commission side in Rust
• Fixed portfolio account update scoping in Rust
• Fixed PyO3 domain from_raw methods panicking on invalid input instead of raising ValueError
• Fixed rate limiter arithmetic to saturate so extreme quotas deny instead of admitting every request (Rust)
• Fixed reconnect backoff jitter collapsing to zero at the maximum delay (Rust)
• Fixed reconnect timeout cancelling the writer swap and replaying buffered messages into a readerless connection (Rust)
• Fixed recoverable order, commission, and PnL conditions logging as errors, halting shutdown_on_error nodes (Rust)
• Fixed Postgres order-client index load panic on orders persisted without a client ID (Rust)
• Fixed Postgres cache writer runtime
• Fixed risk sizing without max quantity in Rust
• Fixed Redis order updates to persist events before index replay can fail (Rust)
• Fixed RiskEngine bypass to also skip modify-order risk checks (#2330), thanks for reporting @fabz1
• Fixed socket client close stalling on and regressing an already closed client (Rust)
• Fixed socket reconnect confirmation hanging when a stalled peer blocks the buffer drain (Rust)
• Fixed stream-mode WebSocket clients accepting a zero heartbeat interval (Rust)
• Fixed streaming index prices and PyO3 mark, index, and funding data paths
• Fixed per-instrument streaming paths for MarkPriceUpdate (#4267), thanks @graceyangfan
• Fixed TLS client authentication silently dropped for combined key and certificate PEM files (Rust)
• Fixed TwapAlgorithm rejecting primary orders already cached by the engine submit path (Rust)
• Fixed TwapAlgorithm time event and lifecycle dispatch so all scheduled slices execute (Rust)
• Fixed unbounded WebSocket initial connection wait against servers that never complete the upgrade (Rust)
• Fixed WebSocket and socket writer failure paths overwriting a concurrent disconnect with a reconnect (Rust)
• Fixed WebSocket auth and connection-state waiters missing wakeups from unregistered Notify futures (Rust)
• Fixed WebSocket idle timeout starvation under control-frame floods faster than the check interval (Rust)
• Fixed Docker image build missing the patches directory needed by pyo3-stub-gen
• Fixed nightly CI publish and Windows Harden-Runner checks
• Fixed Architect AX to deny invalid submits locally and defer ambiguous command failures to reconciliation
• Fixed Binance Futures empty algo order IDs
• Fixed Binance Futures hedge reduce-only orders in Rust
• Fixed Binance Futures leverage initialization aborting execution client connect (#4289), thanks @YeeTsai
• Fixed Binance Futures node panic on BNFCR Credits Trading Mode balances
• Fixed Binance Spot expired order handling
• Fixed Binance Spot/Futures WebSocket connection pool race (#4244), thanks @filipmacek
• Fixed Binance HTTP client handling of non-JSON success responses during demo/testnet reconciliation
• Fixed BitMEX instrument bootstrap aborting on any row deserialize failure (#4283), thanks for reporting @seungpyoson
• Fixed Blockchain snapshot bootstrap checks
• Fixed Blockchain pool-event replay to require durable timestamps before checkpoints
• Fixed Blockchain pool sync aborting on swaps with an unrepresentable spot price
• Fixed Blockchain pool profiler logging self-correcting tick and liquidity mismatches at error severity (now warn)
• Fixed Blockchain snapshot validation rejecting fee-protocol-only mismatches
• Fixed Bybit demo native TP/SL and option params routing through the create-order endpoint (Rust and Python)
• Fixed Deribit chart bar volume for inverse perpetuals (#4245), thanks @filipmacek
• Fixed dYdX Indexer WebSocket dropping subscriptions beyond the 32-per-channel cap (#4290), thanks @filipmacek
• Fixed dYdX to share one REST rate-limit bucket across data and execution clients (#4265), thanks @filipmacek
• Fixed dYdX to deny unsupported submits locally and emit rejections only for definitive CheckTx refusals
• Fixed Hyperliquid bracket-child statuses and atomic fills orphaning orders (#4160), thanks @sonnymai
• Fixed Hyperliquid cancel-replace fill stranding on a dropped ACCEPTED (#4270), thanks for reporting @AlphaTraderK
• Fixed Hyperliquid order status queries surfacing a stale cancel closing a live order mid-modify (Rust)
• Fixed Interactive Brokers reconnect startup handling (#4210), thanks @faysou
• Fixed Interactive Brokers PERM cancel/modify routing and pending commission parsing (#4281), thanks @faysou
• Fixed Interactive Brokers to use permId for stable order identity (#4276), thanks @faysou
• Fixed Interactive Brokers to deny not-ready submits locally and drop synthetic cancel/modify rejections
• Fixed Kraken spot WebSocket dead-connection detection with an idle timeout (#4275), thanks @folknor
• Fixed Kraken count-only bar requests returning oldest bars instead of latest (#4274), thanks @folknor
• Fixed Lighter AccountState to include perp-side margin balance (#4246), thanks @filipmacek
• Fixed Lighter cancel and modify rejections for local, venue, and acked no-op failures
• Fixed Lighter concurrent batch nonce-ordering race (#4263), thanks @filipmacek
• Fixed Lighter maker-only key lookup authentication (#4234), thanks @filipmacek
• Fixed Lighter positions falsely flattening on malformed snapshots
• Fixed Lighter WebSocket clients exceeding shared venue rate limits (#4282), thanks @filipmacek
• Fixed Lighter nonce exhaustion halting order flow after 16 transactions per connection
• Fixed Lighter nonce recovery after venue rejections wedging subsequent transactions
• Fixed OKX instrument parsing for malformed venue payloads
• Fixed OKX conditional and attached TP/SL algo amend fields (#4268), thanks @jhavie
• Fixed Polymarket batch submit node panic on a venue-rejected leg (empty order ID); now emits OrderRejected
• Fixed Polymarket instrument expiration precision for Gamma markets (#4278), thanks for reporting @OnlyC
• Fixed Polymarket expired instruments re-entering live data paths (#4272), thanks @graceyangfan
• Fixed Polymarket marketable BUY fills above nominal size dropped as overfills (Rust)
• Fixed Polymarket marketable fills orphaning when a WS trade beats the submit response (Rust)
• Fixed Polymarket post-only crossing rejections not setting due_post_only

Internal Improvements

• Added Cargo publish dry-run and nightly publish plan checks
• Added a Docker check that Python references match the base image tag and requires-python
• Added turmoil coverage for WebSocket heartbeats, server-initiated pings, and server close frames (Rust)
• Improved instrument validation to reject non-positive multiplier and lot size (Rust)
• Improved FixedTickScheme validation to reject non-finite tick sizes (Rust)
• Improved release verifier retries and manual-publish recovery checks
• Improved network crate property tests with window-budget, full-domain arithmetic, and jitter-spread checks (Rust)
• Improved retry budget-exceeded errors to include the last underlying error (Rust)
• Improved plug-in ABI-mismatch reporting with manifest diagnostics instead of a null-manifest error (Rust)
• Improved nautilus_plugin! macro errors for missing name or version fields (Rust)
• Improved event-store marker writer and capture diagnostics with logged fail-stop errors (Rust)
• Improved Postgres order-client index restore to pick the latest client ID per order (Rust)
• Improved OTO contingency position ID recovery to persist re-indexed assignments (Rust)
• Improved backtest expiration timers and TestClock advancement performance (#4307), thanks @faysou
• Improved sandbox expired-instrument retention to prune after open positions settle (#4293), thanks @graceyangfan
• Improved Polymarket data client module structure (#4260), thanks @graceyangfan
• Improved Polymarket execution lookup retention for expired instruments (#4287), thanks @graceyangfan
• Improved Polymarket execution module structure (#4271), thanks @graceyangfan
• Improved Polymarket resolution module structure (#4269), thanks @graceyangfan
• Optimized Cache query filtering to scale with open orders and positions (#4242), thanks for reporting @magnified103
• Refined common clock reference-counted clone calls (#4302), thanks @learnerLj
• Standardized Rust OrderDenied reason codes
• Standardized Betfair adapter to emit order events for own orders and reports for external orders only (Rust)
• Standardized Polymarket adapter to emit order events for own orders and reports for external orders only (Rust)
• Upgraded Interactive Brokers Rust adapter to ibapi 3.0.1 (#4209), thanks @faysou
• Upgraded pandas to v3.0 and widened the supported range to <4.0.0
• Upgraded capnp and capnpc crates to v0.26.0
• Upgraded redis crate to v1.2.4
• Upgraded pyo3 and pyo3-async-runtimes crates to v0.29.0

Documentation Updates

• Added developer-guide rate-limiting policy distinguishing data and execution paths
• Added Binance COIN-M/USD-M architecture docs for stream, REST, rate-limit, and position-mode changes
• Updated plugins concept guide for panic recovery, build pinning, and UTF-8 validation semantics
• Updated event sourcing guide for capture dedup, recovery resilience, and snapshot-anchor verification
• Updated message bus docs for publisher forwarding, payload encoding, and JSON defaults
• Updated message bus docs for backing terminology and inbound subscriber shape
• Updated cache and message bus docs for technology-owned config factories
• Updated commodity instrument and execution concept guides for negative price support
• Updated OKX integration docs with EEA endpoint override guidance (#4250), thanks for reporting @msnatm-code

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