NautilusTrader 2.0.0rc3

Released on 20th August 2026 (UTC).

Enhancements

• Added dead-peer detection to every transport with a configured heartbeat, reconnecting when the peer stops sending
• Added TCP keepalive and Linux TCP_USER_TIMEOUT to all outbound connections, detecting half-open sockets in ~1 min
• Added HTTP CONNECT proxy support to the Sockudo WebSocket backend
• Added WebSocketConfig.heartbeat_timeout_secs so every connect entry point can set a liveness window
• Added a one‑second floor on flapping reconnect attempts, keeping clients under venue connection‑rate limits
• Added WalletAccount for native and token balances with local reservations
• Added PositionOpened realized PnL
• Added AccountState venue metadata
• Added canonical Rust backtest results with normalized projections, content digests, and stable ordering
• Added full Rust config parity for the Python testkit ExecTesterConfig
• Added Sum iterator support for owned and borrowed Quantity values (#4720), thanks @faysou
• Added Python v2 Redis message bus backing for LiveNode (#4630), thanks for reporting @davidgreyme
• Added Python v2 cache database backing for LiveNode (#4634), thanks for reporting @AlphaTraderK
• Added Python v2 LiveNode.run_async(), LiveNodeHandle, and NodeState for caller-owned event loops
• Added direct message bus backing installation through RedisMessageBusConfig
• Added LiveNode.start() warning when external message bus ingress requires run()
• Added trader start warning when load_state or save_state is enabled without a cache database backing
• Added runtime external‑order claim registration and removal to Rust LiveNode (#4620), thanks @folknor
• Added INFO logs for socket and WebSocket connection loss and recovery (#4621), thanks @folknor
• Added Rust and Python SocketStateChanged events for Binance Futures, Lighter, and Polymarket live clients
• Added Coinbase heartbeat counter gap warnings, resetting after reconnect
• Added Deribit book summaries as requestable custom data (#4576), thanks @graceyangfan
• Added Derive fixed-window rate limits for global and per-instrument matching requests
• Added Hyperliquid socket-state reporting and reconnect_socket on data and execution WebSockets
• Added Hyperliquid user TWAP history and slice fills as opt‑in custom data (#4674), thanks @graceyangfan
• Added Interactive Brokers support for canonical 21‑character OPRA option IDs (#4774), thanks @xxxxxx-oss
• Added Lighter inbound liveness timeout and socket-state reporting on data and execution WebSockets
• Added Polymarket compute_effective_deltas config option to emit net changes for book snapshots (default False)
• Added Polymarket series_ids instrument provider scoping for Gamma market families (#4650), thanks @mystic-io
• Added Polymarket instrument bootstrap from a filters map or a registered InstrumentFilter without load_all
• Added Polymarket backtest fee model with per-market taker fees and maker credits

Breaking Changes

• Removed legacy v1 Cython package and root build path; use the Rust + PyO3 package
• Removed nautilus_trader.core.is_pycapsule; use normal Python type checks on model objects
• Removed model as_pycapsule methods and OrderBookDeltas.from_pycapsule; pass typed model objects directly
• Removed FFI features and static libraries outside nautilus-core and nautilus-model; use Rust or PyO3 APIs
• Removed cython-compat, Cython cbindgen configs, and drop_cvec_pycapsule; use PyO3 APIs
• Removed generic Python clients and support APIs from nautilus_trader.network; use adapter APIs or nautilus-network
• Removed LiveNode.poll() and Python LiveNode.start(); use hosted run_with_mode(...) or run_async()
• Removed nautilus_trader.data.OptionChainManager; use subscribe_option_chain and handle OptionChainSlice
• Removed Cache.actor_ids(), which always returned an empty set; use Rust Trader::actor_ids()
• Removed WebSocketClient::connect_with_heartbeat_timeout; set WebSocketConfig.heartbeat_timeout_secs instead
• Removed duck-typed object conversion from BacktestEngine.add_data; pass model objects directly
• Removed unused Rust SocketClient and WebSocketClient connection callbacks; use message or epoch handlers
• Removed Rust nautilus_execution::matching_engine::adapter::OrderEngineAdapter; use OrderMatchingEngine
• Removed Rust from_pyobject constructors from nautilus_model data types; use Bound::extract for the target type
• Removed Rust nautilus_core::CleanDrop and its drop module; implement Drop directly
• Removed Databento load_*_as_pycapsule methods; use the corresponding load_* methods
• Removed the trailing heartbeat_timeout parameter from the epoch-handler connect; set it on the config
• Replaced Rust nautilus_model::python::data::data_to_pycapsule with data_to_pyobject
• Renamed Portfolio.margins_init to instrument_initial_margins
• Renamed Portfolio.margins_maint to instrument_maintenance_margins
• Renamed Portfolio.is_flat to is_net_flat
• Renamed Portfolio.is_completely_flat to is_completely_net_flat
• Renamed AggressorSide Buyer/Seller variants to Buy/Sell and BUYER/SELLER members to BUY/SELL
• Renamed Cap'n Proto AggressorSide symbols to buy/sell, preserving ordinals
• Renamed PostgreSQL AGGRESSOR_SIDE labels to BUY/SELL; migrate with ALTER TYPE ... RENAME VALUE
• Changed Rust OrderMatchingEngine import to nautilus_execution::matching_engine::OrderMatchingEngine
• Changed Rust QueryResult and DataQueryResult to iterate Result items carrying a new QueryError
• Changed DataQueryResult iteration to return Python object lists instead of DataFFI capsules
• Changed adapter callbacks to receive typed model objects instead of PyCapsule objects
• Changed cache actor APIs to ActorId from ComponentId, covering CacheDatabaseAdapter actor state methods
• Changed Interactive Brokers historical tick responses and Tardis batch streams to provide typed model objects
• Changed portfolio statistic calculate_from_positions to require Position objects instead of duck-typed ones
• Changed AggressorSide string output from BUYER/SELLER to BUY/SELL for display, serde, and SQL encoding
• Changed WebSocketConfig.heartbeat to heartbeat_interval_secs and heartbeat_msg to heartbeat_payload
• Changed WebSocketConfig.reconnect_timeout_ms to connect_timeout_ms, which also bounds the initial dial
• Changed SocketConfig.heartbeat from a tuple to Option<SocketHeartbeat> with interval_secs and payload
• Changed SocketConfig.idle_timeout_ms to heartbeat_timeout_secs, matching the inbound silence it always detected
• Changed a configured heartbeat to imply dead-peer detection, defaulting heartbeat_timeout_secs to three intervals
• Changed the Sockudo backend to tunnel through a configured proxy_url instead of silently falling back to Tungstenite
• Changed WebSocket and socket clients to validate config on connect, so an invalid config now fails at startup
• Changed custom cache database adapters to require index_order_clients for live orders (#4797), thanks @xxxxxx-oss
• Changed Betfair stream_heartbeat_ms to stream_heartbeat_secs, now seconds rather than milliseconds (default 5)
• Changed Betfair stream_idle_timeout_ms to stream_heartbeat_timeout_secs, now seconds (default 60)
• Changed Binance spot and futures WebSocket API trading clients to send a keepalive, which they previously omitted
• Changed Bybit bybit_bar_spec_to_interval to take a BarAggregation instead of an integer
• Changed Bybit execution heartbeat_interval_secs default from 5 to 20, matching the documented cadence
• Changed Hyperliquid subscribe_book_deltas and subscribe_book_snapshots to take a BookType instead of an integer
• Changed OKX and dYdX Python WebSocket clients to default heartbeat to the venue cadence instead of None
• Changed Polymarket HeartbeatResponse::Acknowledged to carry a required chained ID
• Changed Polymarket Gamma game_id to a string on GammaMarket, GammaEvent, and instrument info
• Changed Polymarket Gamma and CLOB tick size fields from f64 to Decimal
• Changed Polymarket strict allowance decoding to require the plural allowances map (#4760), thanks @seungpyoson

Security

• Hardened development wheel publishing to validate exact artifacts and fail closed
• Pinned the direct alloy crate dependency to v2.2.0 to limit its larger supply‑chain risk surface
• Fixed Rust network and WebSocket adapter logs that could expose credentials and payload contents
• Removed OrderBookDeltas.from_pycapsule, which reinterpreted unvalidated pointers and risked invalid memory access
• Fixed Hyperliquid client configs leaking private keys in Debug output

Fixes

• Fixed overflowing order fill raw sums becoming undefined quantities or panicking
• Fixed MarginAccount total margin getters panicking on out-of-range raw sums
• Fixed clocks accepting oversized timer intervals and unrepresentable first event times
• Fixed live timers firing up to 1 ms before their nominal deadlines
• Fixed LiveClock::default() missing time-event senders initialized after clock construction
• Fixed Python on_historical_data to receive CustomData response batches as a single list
• Fixed Cache::get_xrate for instrument symbols that do not use the BASE/QUOTE format
• Fixed market order risk checks to use cached bars and deny orders without a usable price
• Fixed Position average open price (avg_px_open) for exact closes after partial fills
• Fixed order list OrderInitialized events to carry order_list_id through publication, persistence, and replay
• Fixed Postgres cache restore dropping order tags and exec_algorithm_params
• Fixed Cache venue order ID alias indexing and purging during mass-status reconciliation
• Fixed failed live strategy registrations leaving orphaned external‑order claims (#4620), thanks @folknor
• Fixed network controllers treating aborted reconnects as completed reconnections (#4623), thanks @folknor
• Fixed WebSocket pongs held across a reconnect being enqueued on the replacement connection (#4613), thanks @folknor
• Fixed Python v2 FeeModel subclass constructors and concrete model inheritance (#4640), thanks @dfjmax
• Fixed fee model panics from invalid Python inputs and decimal overflow (#4640), thanks @dfjmax
• Fixed malformed external message topics aborting Python v2 LiveNode (#4630), thanks for reporting @davidgreyme
• Fixed macOS ARM64 PyArrow SIGSEGVs (#4633, #4642), thanks for reporting @ZhongxuanWang; thanks @alex09x
• Fixed macOS Python allocator TLS collisions by selecting mimalloc v2 (#4758), thanks @faysou
• Fixed CashAccount aborts when reserving negative‑price buy orders (#4725), thanks @folknor
• Fixed OrderBookDeltas::new_checked accepting child instrument mismatches (#4710), thanks @folknor
• Fixed Python MessageBus endpoint panics from empty, whitespace, or wildcard addresses
• Fixed synthetic formula parser stack overflows from unbounded nesting (#4723), thanks @folknor
• Fixed f32 logarithm approximation on non‑positive and non‑finite inputs (#4740), thanks @folknor
• Fixed margin models reserving a negative requirement for negative‑price orders (#4751), thanks @folknor
• Fixed DeltaNeutralVol aborting when a rehedge quantity rounds to zero (#4752), thanks @folknor
• Fixed strategy config accepting GTD market exits, which later aborted flattening (#4762), thanks @folknor
• Fixed backtest BorrowMutError aborts when use_message_queue is disabled (#4763), thanks @folknor
• Fixed AMA reset history retention and Rust FuzzyCandlesticks output retention (#4666), thanks @mkzung
• Fixed ChandeMomentumOscillator returning values outside [-100, 100] for a zero gain average (#4667), thanks @mkzung
• Fixed portfolio PnL and net exposure currency when convert_to_account_base_currency is disabled
• Fixed portfolio realized PnL mixing snapshot and position exchange rates with use_mark_xrates enabled
• Fixed account state log throttling for events carrying an earlier ts_init
• Fixed catalog and session queries treating DataFusion decode failures as exhausted; Python now raises RuntimeError
• Fixed default execution mass status generation to compose granular reports (#4669), thanks @folknor
• Fixed Parquet custom data queries for Vec<u8> fields (#4670), thanks @TheoBabilon
• Fixed WebSocket pongs replaying on replacements via connection epoch binding (#4683), thanks @folknor
• Fixed backtest windows dropping boundary data and empty runs advancing time (#4685), thanks @folknor
• Fixed BetPosition average price and PnL after stake increases (#4684), thanks @folknor
• Fixed option expiry settlement dispatching partial legs and failing to retry missing prices (#4618), thanks @folknor
• Fixed simulated exchange order queries returning all orders for unknown instruments (#4687), thanks @folknor
• Fixed FixedRiskSizer omitting instrument contract multipliers (#4699), thanks @dfjmax
• Fixed cache resets retaining stale OptionGreeks values (#4701), thanks @folknor
• Fixed f32 exponential approximation outside its normal exponent range (#4709), thanks @folknor
• Fixed orderless position cache indexes and replayed flips (#4688), thanks @pengpengyi92
• Fixed event-store verify reporting a timeout when a large corrupt report filled the worker pipes
• Fixed event-store writer treating a zero channel capacity as a rendezvous that fail-stopped the run
• Fixed portfolio Greeks failing on closed positions (#4700), thanks @folknor
• Fixed AverageTrueRange ignoring its configured ma_type and always using a simple moving average
• Fixed Python MessageBus accepting empty or whitespace‑only subscription patterns
• Fixed the OptionSeriesId Python constructor panicking on an invalid venue; it now raises ValueError
• Fixed Python BarSpecification panicking on oversized time intervals; construction now raises ValueError
• Fixed stale venue book snapshots logging one out‑of‑order warning per delta
• Fixed backtest timer callbacks inheriting the next data event's timestamp (#4747), thanks @faysou
• Fixed AverageTrueRange.reset() leaving the inner moving average populated (#4749), thanks @mkzung
• Fixed HTTP query parameters being dropped when the URL already has a fragment (#4750), thanks @folknor
• Fixed option constructors accepting a zero or negative strike price (#4745), thanks @folknor
• Fixed cache position updates applying the index change before the value write (#4767), thanks @folknor
• Fixed DeFi pool positions dropping fees when fee‑growth counters wrap (#4768), thanks @folknor
• Fixed MovingAverageConvergenceDivergence input counting (#4779), thanks @mkzung
• Fixed WebSocket text heartbeats being replayed on the replacement connection
• Fixed startup reconciliation losing the source execution client for external orders (#4781), thanks @xxxxxx-oss
• Fixed cache order and position adds leaving partial indexes when persistence failed (#4783), thanks @folknor
• Fixed cache position updates recreating a partial entry for an unknown or purged ID (#4785), thanks @folknor
• Fixed purge retention minutes overflowing nanoseconds and panicking in timer callbacks (#4784), thanks @folknor
• Fixed stopped TWAP execution schedules never resuming their remaining slices (#4786), thanks @folknor
• Fixed purge timer setup panicking on oversized intervals (#4804), thanks @folknor
• Fixed Betfair stream reauthentication and subscription replay after session replacement
• Fixed Betfair rounding a sub-second stream heartbeat interval up instead of down
• Fixed Binance Spot HTTP submissions to use private‑stream order events across reconnects
• Fixed Binance Futures hedge‑mode positionSide for close_position exits (#4732), thanks @hashtagdenis
• Fixed Bybit REST and WebSocket order smpGroup string decoding (#4655), thanks for reporting @a-green-hand-jack
• Fixed Bybit open_only reports missing recently closed orders (#4765), thanks @NoiceHax
• Fixed Databento MBO snapshots advancing the incremental sequence (#4686), thanks @faysou
• Fixed Databento parent book-delta responses splitting by child instrument
• Fixed Deribit losing its set_heartbeat contract after reconnecting, disabling venue test_request for the session
• Fixed Derive cancel‑only replacements and reused labels during order reconciliation
• Fixed Derive WebSocket recovery, subscription replay, and silent connection detection
• Fixed Derive fill commissions to construct exactly from wire decimals and error on unrepresentable fees
• Fixed Derive account state reporting collateral credit as locked and net health as margin requirements
• Fixed Derive denying unsupported orders only after OrderSubmitted
• Fixed Derive historical trade aggressor side and forward-price event times
• Fixed Hyperliquid historical candle timestamps and unfinished candle filtering (#4727), thanks @HKOWL
• Fixed Hyperliquid order and position reconciliation across standard and HIP‑3 dexes
• Fixed Hyperliquid WebSocket reconnect events being swallowed after resubscription
• Fixed Hyperliquid oid queries dropping the known client order ID
• Fixed Hyperliquid REST user fills dropping venue tid and builderFee
• Fixed Hyperliquid historical order and order‑status parsing for FrontendMarket and LiquidationMarket TIF
• Fixed Interactive Brokers continuous futures historical bar requests (#4664), thanks @dfjmax
• Fixed Interactive Brokers deactivated open‑order processing
• Fixed Interactive Brokers delayed market data not emitting QuoteTick values (#4719), thanks @faysou
• Fixed Interactive Brokers local modify and cancel rejection event emission (#4564), thanks for reporting @davidgreyme
• Fixed Lighter startup reconciliation for bounded fill history, incomplete coverage, and restored fills
• Fixed Lighter acknowledged creates, position snapshot versus incremental updates
• Fixed OKX margin reconciliation omitting SPOT orders and fills (#4743), thanks @silarin
• Fixed OKX QueryOrder routing for algo and regular orders (#4731), thanks @silarin
• Fixed OKX algo child dispatch and triggered conditional query recovery
• Fixed OKX retryable and timeout command failures being treated as venue rejections
• Fixed Polymarket commissions to preserve exact decimal values in Money construction
• Fixed Polymarket maker fill ownership and reported mass‑status trade drops (#4662), thanks @seungpyoson
• Fixed Polymarket WebSocket asset and discovery subscription replay across reconnects
• Fixed Polymarket market subscriptions to explicitly request initial book snapshots
• Fixed Polymarket buffered fills after terminal status leaving orders PartiallyFilled and dropping expiry fills
• Fixed Polymarket HTTP rejection reasons carrying the raw JSON body instead of the venue message
• Fixed Polymarket WebSocket FAK and FOK BUY sizes reported as the signed pUSD maker amount
• Fixed Polymarket order‑safety heartbeat routing, ID chaining, rate‑limit retries, and safety deadlines
• Fixed Polymarket order book snapshots accepting divergent data with invalid venue hashes
• Fixed Polymarket compact book snapshots being dropped when hash preimage fields are absent
• Fixed Polymarket open markets being removed from live state after endDate (#4706), thanks @mystic-io
• Fixed Polymarket Gamma pagination for composite gameId sports markets (#4771), thanks for reporting @jamesjklin
• Fixed Polymarket treating HTTP 425 and non‑CLOB 429 submit failures as definitive rejections
• Fixed Polymarket WebSocket application heartbeat liveness
• Fixed Polymarket terminal condition retirement repeating every poll cycle
• Fixed Polymarket auto‑load dropping open markets omitted from the default Gamma lookup (#4728), thanks @mystic-io
• Fixed Polymarket allowance decoding accepting duplicate spender keys (#4760), thanks @seungpyoson
• Fixed Polymarket FIFO replay evicting still‑active order identity and fill state
• Fixed Polymarket unsent and rejected cancels remaining in flight
• Fixed Polymarket user channel dropping batched messages on unknown event types (#4794), thanks @yashwardhan-gautam
• Fixed Polymarket partial GTC fills not reaching a terminal order status (#4795), thanks @yashwardhan-gautam
• Fixed Polymarket pagination accepting stalled or repeated cursors (#4800), thanks @seungpyoson
• Fixed Tardis CSV funding rates dropping next_funding_ns without a predicted rate
• Fixed Tardis Machine funding rates omitting next_funding_ns
• Fixed Tardis Machine heartbeats continuing after the stream ended

Internal Improvements

• Added From conversions from ActorId, ExecAlgorithmId, and StrategyId to ComponentId
• Improved native backtest workload coverage for canonical result checks
• Improved indicator test tolerances across floating‑point magnitudes (#4718, #4742), thanks @mkzung
• Improved published‑registry verifier tests to ignore fork metadata (#4715), thanks @xxxxxx-oss
• Improved Coinbase request tests by removing redundant waits (#4637), thanks @pengpengyi92
• Improved WebSocket reconnect replay to drop Ping, Pong, and Close frames instead of resending them
• Improved network crate tests for retries, rate limits, mutual TLS, HTTP, socket reconnects, and WebSocket messages
• Improved Polymarket order response tests for the tradeIDs matched shape and batch submission legs
• Improved Polymarket on‑chain approval‑plan sharing and test coverage (#4773), thanks @seungpyoson
• Improved Tardis tests with OKX X‑Perp and USDC index migration fixtures
• Refactored the Redis cache adapter to delegate deletions and custom data writes to RedisCacheDatabase (Rust)
• Refined CI, build, and dependency configuration after the v1 removal
• Replaced Chrono and Chrono-TZ with Jiff and bundled TZDB data (#4639), thanks @sunlei
• Standardized remaining risk engine order‑denied reasons to coded values (#4744), thanks @folknor
• Standardized order command failure classification with shared CommandFailure for Architect AX, Bybit, and Kraken
• Standardized OKX order command failure classification with the shared CommandFailure type
• Standardized Polymarket submit and cancel HTTP failures with CommandFailure
• Standardized Polymarket local order denials to coded OrderDeniedReason values
• Optimized pre-commit and local validation by reusing build artifacts and skipping unchanged checks, thanks @faysou
• Optimized Hyperliquid allMids projection to update on subscribe instead of every message
• Optimized Polymarket interleaved price‑change dispatch and timestamp parsing
• Updated concept and tutorial docs to describe current Rust and PyO3 behavior after the v1 removal
• Upgraded Python and workflow tools: uv v0.12.5, pypi-attestations v0.0.30, and zizmor v1.29.0
• Upgraded Python lockfile dependencies: numpy v2.5.2, platformdirs v4.11.2, librt v0.15.0, and soupsieve v2.9.2
• Upgraded Rust development tools: cargo-hawk v0.1.12, cargo-nextest v0.9.143, and Miri nightly-2026-08-14
• Upgraded cargo-llvm-cov to v0.9.0
• Upgraded flamegraph to v0.6.14
• Upgraded prek to v0.4.14 and osv-scanner to v2.5.1
• Upgraded async-trait crate to v0.1.92
• Upgraded aws-lc-rs crate to v1.18.0
• Upgraded base64 crate to v0.23.1 with only its safe std feature enabled
• Upgraded blake3 crate to v1.8.6
• Upgraded bollard crate to v0.21.1
• Upgraded capnp and capnpc crates to v0.27.0 and regenerated schema bindings
• Upgraded clap crate to v4.6.6
• Upgraded databento crate to v0.58.0
• Upgraded futures and futures-util crates to v0.3.34
• Upgraded http crate to v1.5.0
• Upgraded ibapi crate to v3.3.0
• Upgraded pem crate to v4.0.0 to align with the current Base64 API
• Upgraded pyo3 crate to v0.29.2 for object‑lifetime, free‑threading, and compatibility fixes
• Upgraded rcgen crate to v0.14.9
• Upgraded redb crate to v4.2.0
• Upgraded redis crate to v1.6.0
• Upgraded thiserror crate to v2.0.20
• Upgraded time crate to v0.3.55
• Upgraded toml crate to v1.1.4
• Upgraded uuid crate to v1.24.1

Documentation Updates

• Added Python concept guidance for runtime ownership, public APIs, and hosted live execution
• Added thousands separators to adapter config-table quantity values
• Consolidated Python v2 integration guides and examples on canonical paths
• Corrected the Rust DataTester book depth support note in the data testing spec
• Documented external Redis message fields and Python custom-data registration
• Documented order book out‑of‑order update and stale snapshot reporting behavior
• Documented Polymarket command‑failure classes and coded local denial reasons
• Documented Hyperliquid reconnect event forwarding, dead‑peer timeout, and socket-state endpoints
• Documented the transient startup position-check race in the Lighter integration guide
• Fixed broken README links on PyPI (#4644, #4648), thanks for reporting @ZhongxuanWang; thanks @xxxjqm

Deprecations

• Deprecated BUYER/SELLER serialization input for AggressorSide; use BUY/SELL (removal in a future release)

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