NautilusTrader 2.0.0rc4

Released on 2nd September 2026 (UTC).

Enhancements

• Added error reporting for strategies left running after a backtest ends (#4803), thanks @folknor
• Added client order ID options to Python GridMarketMakerConfig (#4822), thanks @mameikagou
• Added custom Python fee model support to simulation configs (#4806), thanks for reporting @gtalknitin
• Added instrument-scoped order fill-voided event topics
• Added Rust model handles for custom backtest margin and latency implementations
• Added live socket state events and targeted reconnect controls across adapters
• Added warnings for open orders excluded by the reconciliation lookback window (#4847), thanks @folknor
• Added Serializable support to OrderBookDeltas (#4889), thanks @abhijeetvichare76
• Added Lighter support for Robinhood Chain with deployment-specific venues and credentials
• Added OKX instrument cache reconciliation and WebSocket instrument updates
• Added Polymarket market descriptions to instrument.info (#4840), thanks for reporting @mystic-io
• Added Polymarket quote ticks from best_bid_ask market events
• Added Polymarket RTDS crypto TWAP custom data (#4843), thanks @seungpyoson
• Added matching engine controls to sandbox execution configs (#4813), thanks @graceyangfan

Breaking Changes

• Removed BitmexExecFactoryConfig; pass BitmexExecutionClientConfig directly to the factory
• Removed DatabentoLiveClientConfig; pass DatabentoDataClientConfig directly to the factory
• Removed DeriveExecFactoryConfig; pass DeriveExecutionClientConfig directly to the factory
• Removed HyperliquidExecFactoryConfig; pass HyperliquidExecutionClientConfig directly to the factory
• Removed trader_id from adapter execution client configs and factory construction
• Removed backtest settlement_prices configuration and setters; use InstrumentClose expiry data
• Removed low-level Python WebSocket clients and their dedicated request, error, and channel-control types from adapters
• Replaced Rust HttpClient, WebSocketClient, and SocketClient constructor overloads with builder APIs
• Renamed ImportableExecAlgorithmConfig to ImportableExecutionAlgorithmConfig
• Renamed LiveDataClientConfig to DataClientConfig
• Renamed LiveExecClientConfig to ExecutionClientConfig
• Renamed LiveExecEngineConfig to LiveExecutionEngineConfig
• Renamed ExecFactoryExtractor to ExecutionFactoryExtractor
• Renamed SimExecFactoryExtractor to SimulatedExecutionFactoryExtractor
• Renamed *ExecClientConfig types to *ExecutionClientConfig
• Renamed BetfairDataConfig to BetfairDataClientConfig
• Renamed BetfairExecConfig to BetfairExecutionClientConfig
• Changed Rust OrderSide to BUY or SELL; removed OrderSideSpecified; use Option if needed
• Changed Rust PositionSide to FLAT, LONG, or SHORT; removed PositionSideSpecified; use Option if needed
• Changed Rust ContingencyType, TrailingOffsetType, and TriggerType to use Option for absence
• Changed Rust backtest margin parameters to MarginModelHandle
• Changed Rust backtest latency parameters to LatencyModelHandle
• Changed contract expiry to use InstrumentClose.close_price for futures, binary contracts, and option close legs
• Changed omitted backtest leverage to 10x for margin and 1x for cash; set default_leverage=1 for prior behavior
• Changed Rust MarginModel implementations to require Send + Sync and name()
• Changed ExecutionManager::new to validate lookback bounds and return ConfigResult (#4809), thanks @folknor
• Changed Strategy.cancel_all_orders to associated orders by default (#4470), thanks for reporting @zurpet
• Changed ExecutionClientFactory::create to receive the node's TraderId
• Changed SimulatedExecutionClientFactory::create to receive the node's TraderId
• Changed adapter execution account configs to use account_id instead of factory arguments
• Changed adapter execution factories to use no-argument constructors
• Changed Lighter client configs (Rust); complete struct literals must add deployment and venue or use builders
• Changed Polymarket Gamma models to expose resolution metadata (#4842), thanks @seungpyoson
• Changed Polymarket REST reconciliation to reject unbound or invalid reports (#4831), thanks @seungpyoson

Security

• Added fail-closed Cargo dependency cooldown checks and transactional repair for both lockfiles,
  with portable GNU and BSD date handling
• Fixed foreign-instrument fills corrupting cached position state (#4802), thanks @folknor

Fixes

• Fixed active-local order modifications bypassing their execution algorithm (#4793), thanks @folknor
• Fixed execution algorithms submitting spawned orders with live emulation triggers (#4881), thanks @folknor
• Fixed trigger-carrying order modifications bypassing the order emulator (#4848), thanks @folknor
• Fixed Efficiency Ratio windowing and invalid Python input handling (#4807), thanks for reporting @staffordjh
• Fixed indicator string representations reporting fields out of order (#4816), thanks @s1amese2003
• Fixed own order book audits removing active-local orders
• Fixed stale order slippage after fill-void corrections
• Fixed StrategyConfig.manage_contingent_orders for open, non-active-local OTO, OCO, and OUO orders
• Fixed native strategy timers bypassing managed time-event routing (#4888), thanks for reporting @silarin
• Fixed rate-limit requests consuming quota before all applicable limits were available
• Fixed reconnect-buffered socket messages stalling or being overtaken by newer messages
• Fixed Python factory re-entry through LiveNodeBuilder causing process aborts
• Fixed live order snapshots not being persisted to PostgreSQL
• Fixed live position snapshots not being persisted to PostgreSQL
• Fixed partial late fills reopening canceled orders
• Fixed cloned execution event emitters dropping events after sender initialization (#4874), thanks @folknor
• Fixed BacktestEngine delayed orders using unrelated instrument prices (#4891), thanks for reporting @mdou7
• Fixed generate_missing_orders=False creating synthetic orders and fills (#4739), thanks for reporting @hashtagdenis
• Fixed Betfair CancelAllOrders side filters and large batch cancellation
• Fixed Betfair order and fill reconciliation with more than 250 market IDs
• Fixed Betfair stream readiness, liveness, subscription replay, and reconnect reconciliation
• Fixed Betfair modify recovery after ambiguous REST outcomes and instruction failures
• Fixed Betfair terminal order identity across reconnects, late fills, void corrections, and replacements
• Fixed Binance Futures fill reconciliation treating history outside venue retention as complete
• Fixed Binance Futures hedge-mode position reconciliation across REST snapshots and partial WebSocket fills
• Fixed Binance Futures whole-position exits denied by placeholder bounds (#4746), thanks for reporting @hashtagdenis
• Fixed Binance Spot and Futures execution reconciliation when no data client is configured
• Fixed Bybit option batch limits and WebSocket batch amend payloads
• Fixed Bybit rate limiting causing expired requests, venue rejections, and inconsistent order state
• Fixed Bybit scoped SPOT position reports and wallet balance fan-out (#4844), thanks @folknor
• Fixed Bybit WebSocket order book depth validation (#4823), thanks @Centaur-pub
• Fixed Deribit lazy-load subscriptions racing instrument cache updates
• Fixed Derive CancelAllOrders to use cached orders without refreshing venue state
• Fixed Hyperliquid execution disconnect cleanup
• Fixed Hyperliquid market order prices in order list submits
• Fixed Interactive Brokers adaptive limit orders parsed as market orders (#4830), thanks @mameikagou
• Fixed Interactive Brokers restored-order cancel callback routing (#4852), thanks @gapurov
• Fixed L2/L3 matching against deleted book touches (#4819), thanks @SoYuCry
• Fixed Lighter Plus and Premium quota metadata to match deployed account-tier limits
• Fixed Lighter Testnet orders by omitting mainnet-only integrator attribution (#4834), thanks @Buff2out
• Fixed OKX WebSocket submissions omitting reduceOnly (#4827), thanks for reporting @silarin
• Fixed OKX ambiguous submissions, subscription recovery, and triggered child reconciliation
• Fixed OKX conditional order identity, replay deduplication, and post-trigger cancellation
• Fixed Polymarket user WebSocket subscriptions to cover all account orders and trades
• Fixed Polymarket CancelAllOrders handling for empty caches and cross-strategy, instrument, and side scopes
• Fixed Polymarket FAK no-match batch responses missing OrderRejected events
• Fixed Polymarket market WebSocket heartbeats before initial subscription (#4864), thanks for reporting @mystic-io
• Fixed Polymarket position pagination returning incomplete results at the offset limit (#4811), thanks @seungpyoson
• Fixed Polymarket stale tick refreshes and mixed price precision (#4896), thanks for reporting @mystic-io
• Fixed Tardis incremental L2 batches ending on exchange timestamps (#4872), thanks for reporting @szpony

Internal Improvements

• Added Python memory leak checks for backtest, live node, model, and persistence lifecycles
• Added strict Clippy audit tooling
• Allowed DataActor implementations without native Component state
• Improved model type boundary regression coverage
• Improved nightly Clippy compatibility across Rust workspace checks
• Improved OrderBook regression coverage
• Improved Python Position lifecycle validation to raise ValueError for invalid fills
• Improved Architect AX and Bybit initial WebSocket retries and cancellation (#4867), thanks @folknor
• Improved Betfair stream lifecycle test synchronization (#4849), thanks @folknor
• Improved dYdX retry timeout test coverage (#4835), thanks @folknor
• Improved Lighter async task ownership across execution and WebSocket reconnects
• Improved Polymarket auto-load and data task ownership across reconnects
• Improved Polymarket reconciliation regression coverage (#4855), thanks @seungpyoson
• Refined model fixed-point validation and wallet scaling
• Refined OrderBook validation, snapshots, quotes, and display paths
• Refined Python actor setup across runtime paths
• Standardized Rust blocking locks on parking_lot
• Optimized BacktestEngine processing when simulation modules and liquidation are disabled
• Optimized IdsGenerator trade ID formatting
• Optimized MatchingEngine L1 pending order queue scans
• Optimized OrderMatchingEngine queue tracking and liquidity consumption
• Optimized OrderBook L1 level reuse
• Optimized risk, execution, and portfolio processing for accounts and positions with long histories
• Optimized Betfair subscription test teardown (#4837), thanks @folknor
• Optimized Hyperliquid startup reconciliation to skip inactive dexes (#4861), thanks for reporting @nah294
• Optimized Polymarket quote parsing across WebSocket inputs
• Upgraded Rust (MSRV) to 1.98.0
• Upgraded Miri to nightly-2026-08-23
• Upgraded cargo-hawk to v0.1.13
• Upgraded shellcheck-py pre-commit hook to v0.11.0.1-1
• Upgraded alloy crate to v2.4.1
• Upgraded alloy-primitives crate to v1.7.1
• Upgraded arrow crate to v59.2.0
• Upgraded arrow-row crate to v59.2.0
• Upgraded blake3 crate to v1.8.7
• Upgraded databento crate to v0.60.0
• Upgraded datafusion crate to v55.0.0
• Upgraded either crate to v1.18.0
• Upgraded log crate to v0.4.34
• Upgraded parquet crate to v59.2.0
• Upgraded uuid crate to v1.26.0
• Upgraded maturin build backend and package (dev) to v1.15.0
• Upgraded ruff package (dev) and pre-commit hook to v0.16.4
• Upgraded simplejson package (visualization) to v4.1.1
• Upgraded ty package (dev) to v0.0.74
• Upgraded uvicorn package (dev) to v0.52.4

Documentation Updates

• Updated maintained examples and tutorials for current APIs and removed unsupported variants
• Documented behavioral model dispatch and native model extension boundaries
• Documented Lighter Testnet account and API key setup
• Documented OKX instrument cache reconciliation and WebSocket update behavior
• Documented Polymarket quote sources and order book feed interaction
• Documented Polymarket RTDS crypto TWAP delivery, reconnect, and conflict handling
• Fixed broken OMS configuration link (#4877), thanks for reporting @aarushkandukoori

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