NautilusTrader 1.230.0 Beta

Released on 29th June 2026 (UTC).

Enhancements

• Added v2 Python visualization (tearsheet) support with a visualization extra
• Added non-compounding returns option for monthly and yearly tearsheet charts via compounding
• Added spread quote vega-pricing fallback controls for missing greeks (#4328), thanks @faysou
• Added Unix SIGTERM handling to the v2 LiveNode shutdown path (Rust)
• Added with_clock_factory for Rust live and sandbox nodes (#4331), thanks @folknor
• Added Betfair cricket match stream data subscriptions (Rust and Python)
• Added Bybit instrument subscription support via instrument-info polling (#4305), thanks @dxwil
• Added OKX region support for global, EEA, and US endpoints (#4318), thanks @dxwil

Breaking Changes

• Changed event_store format; beta v1.227-v1.229 stores must be regenerated (#4330), thanks @folknor
• Changed Throttler rate limit fields to non-zero accessors instead of public fields (Rust)
• Renamed Bybit data config instrument_status_poll_secs to instrument_poll_interval_secs

Security

• Fixed unbounded HTTP response buffering that could exhaust memory (#4332), thanks @AlaeddineMessadi
• Removed direct bincode use from event_store on-disk envelopes (#4330), thanks @folknor

Fixes

• Fixed LiveTimer tasks leaking after clock drop or component teardown (#4322), thanks @filipmacek
• Fixed Strategy order-list cache visibility for live handlers (Rust)
• Fixed Rust strategy oms_type registration for custom HEDGING position IDs (#4327), thanks for reporting @dxwil
• Fixed duplicate realized PnLs in post-run analysis (#4344), thanks for reporting @a1zb2yc3z
• Fixed RateOfChange period window and log calculation (#4326), thanks @Martingale42
• Fixed VerticalHorizontalFilter and OnBalanceVolume period windows (#4333), thanks @Martingale42
• Fixed Architect AX execution reconciliation for open positions and fills
• Fixed Architect AX to deny unsupported order types and times in force locally
• Fixed Architect AX to report unfilled IOC/FOK orders as canceled and flag post-only rejections
• Fixed Architect AX market data for null ticker prices and order book snapshot requests
• Fixed Databento adapter historical request edge cases and live state cleanup (Rust and Python)
• Fixed Binance Futures TRADING_HALT contract status handling (Rust and Python) (#4320), thanks @YeeTsai
• Fixed Bybit submit rejection classification and batch amend/cancel request builders (Rust)
• Fixed Databento OPRA option expirations stamped at midnight UTC (#4321), thanks for reporting @pjlegato
• Fixed Hyperliquid fill report decoding for new venue fill directions (#4325), thanks for reporting @magnified103
• Fixed Interactive Brokers stock contract resolution for non-USD and cross-listed symbols (#4337), thanks @dfjmax
• Fixed Interactive Brokers crypto quote-quantity SELL order sizing (#4309), thanks @bebop23
• Fixed Lighter stop-market and market-if-touched order modification rejected for a missing price
• Fixed Polymarket reconciliation producing out-of-range fill prices
• Fixed Polymarket RTDS duplicate snapshot replay and incremental batching (#4319), thanks @graceyangfan

Internal Improvements

• Expanded API facade surface coverage for Cache, Clock, Order, and Portfolio reads (Rust)
• Hardened plugin ABI surface to reject manifest ABI mismatches (Rust)
• Hardened CI release provenance checks with provenance refetch and transient 404 retries
• Improved default Rust builds to avoid abandoned proc-macro-error2 (#4315), thanks for reporting @folknor
• Standardized data subscription logging with a single canonical confirmation and reduced adapter log noise (Rust)
• Optimized OrderMatchingEngine post-match actions to avoid cloning resting orders (Rust)
• Optimized OrderMatchingEngine no-match GTD and trailing-order paths (Rust)
• Optimized Databento adapter decode and loader paths (Rust)
• Optimized Throttler hot paths and added Criterion benches (Rust)
• Upgraded Cython to v3.2.6

Documentation Updates

• Added a Lighter Rust quickstart and get-started guide
• Standardized the request_bars callback pattern for live bar warmup (#4311), thanks @dfjmax
• Refined Databento dataset configuration docs for schema limits and symbology inference
• Refined event sourcing marker sidecar docs to match the shipped markers module
• Refined Polymarket integration guide for Rust config fields and order behavior

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