NautilusTrader 2.0.0rc7

Released on 15th October 2026 (UTC).

Enhancements

• Added negative price support for futures, except inverse futures (#5190), thanks @DeLuke84
• Added Clock.set_timer_zoned and CalendarSchedule for local calendar recurrence, thanks @faysou
• Added time_bars_time_zone and time_zone overrides for local calendar bars, thanks @faysou
• Added BacktestDataConfig.batch_deltas for batched book delta replay (#5215), thanks for reporting @nicezic
• Added candidate option IDs for supported CME Globex and OSI equity/index contracts, thanks @faysou
• Added reference instruments to OptionSeriesId with compatible derived-reference serialization, thanks @faysou
• Added OptionSideFilter and StrikeSearchProfile model types for option selection, thanks @faysou
• Added tick scheme registration, thanks @faysou
• Added WebSocket peer-close callbacks to control automatic reconnection
• Added Rust QuoteTick::has_same_bid_ask to compare prices and sizes independently of instrument IDs and timestamps
• Added YieldCurve custom data for catalog storage and backtest replay, including Python, thanks @faysou
• Added HttpClient builder redact_url to omit the request origin from client-added diagnostics
• Added Bybit public liquidation custom data for linear and inverse contracts (#5152), thanks @Martingale42
• Added Databento live bars, book depth, statistics, and imbalance subscriptions (#5201), thanks @faysou
• Added Derive adapter support for API v3
• Added Derive order book recovery for missing and stale snapshots
• Added Interactive Brokers subscription idle events (#5041), thanks @faysou
• Added Kraken Spot L2 checksum validation and resync on mismatch (#5219), thanks @zhaow-de
• Added Lighter native transaction batching with automatic splitting for order lists and batch operations
• Added Lighter native OTO, OCO, and OTOCO order groups with normalized Nautilus relationships

Breaking Changes

• Removed HttpClient::request_with_url_redacted; use request with builder redact_url(true)
• Removed HttpClient::request_with_params_url_redacted; use request_with_params with builder redact_url(true)
• Removed TickSchemeError::TickNotFinite; remove this arm from tick error matches
• Removed Interactive Brokers connection wrappers; use ibapi::Client (#5041), thanks @faysou
• Removed Interactive Brokers ErrorCategory and InteractiveBrokersErrorKind exports (#5041), thanks @faysou
• Removed Polymarket 30-second TWAP support; use window_seconds=60 (#5296)
• Renamed YieldCurveData to YieldCurve
• Renamed Polymarket reference-price types to drop Rtds, without aliases (#5296)
• Renamed Polymarket base_url_rtds to base_url_reference_prices (#5296)
• Replaced Interactive Brokers symbology functions with Symbology methods (#5041), thanks @faysou
• Changed BacktestNode to batch book deltas by default, so fills can differ; set batch_deltas=False to opt out
• Changed batched BacktestNode replay to reject deltas without a closing F_LAST; batch_deltas=False opts out
• Changed VirtualTimer/LiveTimer: interval_ns -> interval: TimerInterval; match TimerInterval::Fixed
• Changed DataEngineConfig/LiveDataEngineConfig: add time_bars_time_zone; use None for UTC alignment
• Changed TimeBarAggregator::new to require jiff::tz::TimeZone; pass TimeZone::UTC for UTC bars
• Changed Order to require non_reopened_voided_qty (#5133), thanks @abhijeetvichare76
• Changed ReconciliationResult literals; add empty order_only_fill_keys (#5114), thanks @zhaow-de
• Changed PortfolioGreeks::from(GreeksData) to apply the contract multiplier
• Changed GreeksData::new, PortfolioGreeks::new, and YieldCurve::new to take ts_event and ts_init last
• Changed calculated Greeks topics to data.GreeksData.underlying={underlying}.instrument_id={instrument_id}
• Changed GreeksCalculator::subscribe_greeks to match underlying symbols exactly; pass "*", not "", for all
• Changed register_custom_data_class to raise ValueError for another class using a PyO3 Rust type's name
• Changed OptionSeriesId::new to require a reference instrument; use new_derived to derive it
• Changed OptionSeriesId::from_expiry and from_expiry_ns; pass None as the final argument to derive a reference
• Changed OptionSeriesId::from_crypto_option and struct literals to require underlying_instrument_id
• Changed OptionSeriesId equality, hashing, and ordering to include the reference instrument
• Changed OptionSeriesId strings with fractional expiries, including topics and handler IDs, to retain nanoseconds
• Changed OptionSeriesId to reject empty or whitespace-only underlying symbols when deriving a reference
• Changed FixedTickScheme::new to accept Price; use Price::from("0.05") instead of a float
• Changed FixedTickSchemeRounder::new to accept Price; use Price::from("0.05") instead of a float
• Changed TickSchemeError::TickNotPositive.tick to Price and added variants; update exhaustive matches
• Changed fixed tick navigation to return None for incompatible precision; choose one that represents the tick
• Changed Deribit position leverage to Option<Decimal> (#5240), thanks @abhijeetvichare76
• Changed DeriveDataClientConfig: book_snapshot_timeout_secs/book_stale_threshold_secs or ..Default::default()
• Changed DeriveWsMessage to include BookSubscription; update exhaustive matches
• Changed Interactive Brokers contract and security filters to reject unknown values (#5041), thanks @faysou
• Changed Interactive Brokers provider loaders; use load_with_return_async (#5041), thanks @faysou
• Changed KrakenDataClientConfig literals; add validate_l2_checksum: true (#5219), thanks @zhaow-de
• Changed Kraken futures edit request literals; add qty_mode: None (#5314), thanks @zhaow-de
• Changed OKXAmendAlgoOrderRequest literals to require new_trigger_px_type; use None to omit it
• Changed Polymarket reference prices to PolyBolt; configure CLOB L2 credentials (#5296), thanks @yashwardhan-gautam
• Changed Polymarket crypto reference symbols to lowercase USD pairs such as btcusd (#5296)
• Changed Polymarket reference prices to exact decimals with source; equity drops full_accuracy_value (#5296)

Security

• Fixed provider text and URL secret exposure in client diagnostics, thanks for reporting @Strategizm
• Fixed Interactive Brokers gateway passwords appearing in debug and serialized output (#5041), thanks @faysou
• Fixed Kraken Spot L3 malformed WebSocket messages aborting the process (#5319), thanks @zifulifufu

Fixes

• Fixed non-reopened voided quantity returning to working leaves after updates (#5133), thanks @abhijeetvichare76
• Fixed maker/taker commission sign at negative prices
• Fixed Python indicator constructors aborting the process on invalid periods or oversized capacities
• Fixed cached custom currencies and their dependents missing after Redis restart (#5195), thanks @zhaow-de
• Fixed cache open-order queries retaining submitted orders after cancel or modify rejections
• Fixed instrument purging hiding order and position history and breaking PnL queries (#5304), thanks @imbolc
• Fixed Parquet catalog row order for equal ts_init timestamps (#5267), thanks @ragen1337
• Fixed streaming Parquet promotion of OrderBookDelta.clear() snapshots (#5268), thanks for reporting @hellow-star
• Fixed monthly time bars drifting after a clamped month-end origin offset
• Fixed queued time-bar callbacks affecting aggregation after a stop or restart
• Fixed released emulated orders sending stale order initialization (#5169), thanks @jrile018
• Fixed cancel rejection delivery for active orders while preserving their state (#5270), thanks @riven314
• Fixed late modify rejection delivery for submitted orders without reverting amended terms
• Fixed reconciliation rejecting fills on a pending order when a Filled report exceeds its quantity
• Fixed replacement reconciliation losing native fill IDs and duplicating inferred fills
• Fixed reconciliation losing fills for orders spanning a flat position boundary (#5114), thanks @zhaow-de
• Fixed simulated OTO releases reviving children canceled earlier in the same callback
• Fixed simulated reduce-only quote-quantity stops converting their resized quantity again
• Fixed simulated released bracket exits canceled with partially filled entries (#5159), thanks @abhijeetvichare76
• Fixed simulated bracket exits rejected as reduce-only before entry fills reached the cache (#5248), thanks @awss1i
• Fixed trailing stop prices falling between price increments (#5241), thanks @abhijeetvichare76
• Fixed duplicate account states and incorrect locked margins during funding settlements (#5249), thanks @XBeg9
• Fixed RiskEngine notional limits for negative prices
• Fixed RiskEngine free balance checks omitting unacknowledged orders (#5184), thanks @ngarid
• Fixed calculated margin equity omitting option value (#5252), thanks for reporting @abhijeetvichare76
• Fixed GreeksCalculator underlying resolution across venues (#5234), thanks @awss1i
• Fixed portfolio Greeks omitting multipliers before filtering and aggregation, including futures
• Fixed portfolio Greeks panics when calculations, subscribers, or filters write to the cache
• Fixed missing Python Greeks conversion, scalar-left multiplication, and portfolio addition
• Fixed position report ts_closed nanosecond precision with open rows (#5301), thanks @bfs2021
• Fixed BacktestNode streaming runs leaving the engine running after a data load failure
• Fixed Binance Spot quote-sized market orders remaining open after full execution
• Fixed Bybit stale WebSocket subscriptions blocking subscriptions after reconnect (#5250), thanks @Martingale42
• Fixed Bybit failed quote subscriptions retaining shared order book references (#5258), thanks @Martingale42
• Fixed Bybit incomplete position reports causing held positions to reconcile as flat
• Fixed Bybit option quotes repeating when only timestamps change
• Fixed Databento data client intraday requests failing to resolve price precision
• Fixed Deribit position reports failing on fractional leverage (#5240), thanks @abhijeetvichare76
• Fixed Deribit duplicate fills from order responses and user trade subscriptions
• Fixed Derive accepting null or empty order book prices and amounts as zero
• Fixed Derive fill history marked complete when trades lack trade or venue order IDs
• Fixed dYdX quotes repeating when only timestamps change
• Fixed Hyperliquid HIP-4 outcome price and size precision (#5266), thanks @vignesh-chaturvedi
• Fixed Hyperliquid place and modify requests retaining trailing zeros in signed order values
• Fixed Hyperliquid cancel actions to omit explicit fast: Some(false) flags
• Fixed Hyperliquid account updates retaining balances reported at zero (#5210), thanks @XBeg9
• Fixed Hyperliquid reduce-only filled order lookups overstating fill quantity (#5222), thanks @XBeg9
• Fixed Hyperliquid canceled replacements leaving orders open when acceptance updates are missing
• Fixed Hyperliquid recovery sending corrective reductions for canceled replacement orders
• Fixed Hyperliquid stop-market replacement updates causing order-state panics
• Fixed Hyperliquid order closure after partial-fill rejections
• Fixed Hyperliquid dropping late fill reports after orders close
• Fixed Interactive Brokers order ID reuse after completed orders (#5284), thanks @honvl
• Fixed Interactive Brokers account balances and margins remaining stale after connect (#5041), thanks @faysou
• Fixed Interactive Brokers execution queries replaying historical fills as live fills (#5041), thanks @faysou
• Fixed Interactive Brokers spread fills arriving before their leg fills (#5041), thanks @faysou
• Fixed Interactive Brokers invalid single orders staying initialized (#5274), thanks @faysou
• Fixed Interactive Brokers order tags overriding tracked order fields and sides (#5274), thanks @faysou
• Fixed Interactive Brokers quote-sized order validation after applying tags (#5274), thanks @faysou
• Fixed Interactive Brokers duplicate position reports inflating startup quantities (#5274), thanks @faysou
• Fixed Interactive Brokers entry price recovery across flat crossings and combo fills (#5274), thanks @faysou
• Fixed Interactive Brokers connecting with order IDs above the client partition (#5306), thanks @honvl
• Fixed Kraken spot and futures wallets retaining balances reported at zero (#5186), thanks @zhaow-de
• Fixed Kraken futures margin currencies, aggregation, and maintenance requirements (#5199), thanks @zhaow-de
• Fixed Kraken spot order lookups failing on unrelated pairs (#5295), thanks @zhaow-de
• Fixed Kraken futures reads silently omitting unresolved live orders and positions (#5217), thanks @zhaow-de
• Fixed Kraken spot and futures reads silently omitting unparsable open orders (#5295), thanks @zhaow-de
• Fixed Kraken futures order-history parsing and filled-order pricing (#5247), thanks @zhaow-de
• Fixed Kraken futures status reports restoring full client order IDs (#5293), thanks @zhaow-de
• Fixed Kraken futures startup reconciliation omitting order history (#5114), thanks @zhaow-de
• Fixed Kraken futures quotes repeating when only timestamps change
• Fixed Kraken futures quotes using stale books when joining an existing order book subscription
• Fixed Kraken futures edits increasing partially filled orders by their filled quantity (#5314), thanks @zhaow-de
• Fixed Kraken spot reports using fill prices as limit prices (#5315), thanks @zhaow-de
• Fixed Kraken spot and futures lookups reporting absent orders from partial reads (#5311), thanks @zhaow-de
• Fixed Lighter transaction nonce send ordering under concurrent preparation
• Fixed Lighter CancelAllOrders to select cached orders only from the execution account
• Fixed Lighter batch cancel outcome recovery and overlapping cancellation rejection handling
• Fixed Lighter single and batch modify failures remaining pending after admission
• Fixed Lighter fills and order updates preceding modification confirmation
• Fixed Lighter duplicate fill reports across HTTP history pages
• Fixed OKX conditional order amendments dropping prices (#5275), thanks for reporting @ProfitChef
• Fixed Polymarket modify canceling a working order when the signed replacement is below the market minimum
• Fixed Polymarket recovered BUY overfills being rejected instead of raising order quantity
• Fixed Polymarket free balance treating BUY fill spend as available before the venue collateral total reflects it
• Fixed Polymarket bounded restarts marking cached closed orders as incomplete
• Fixed Polymarket bounded restarts omitting confirmed partial fills from resting orders
• Fixed Polymarket execution disconnect overrunning the node disconnect timeout with an in-flight cancel
• Fixed Sandbox cached quote and trade replay replenishing consumed liquidity on order submissions

Internal Improvements

• Added BacktestNode book delta replay benchmark comparing batched and individual dispatch
• Migrated OKX built-in WebSocket URLs to port 443 for live and demo environments
• Ported the Interactive Brokers adapter to the ibapi v5.0.0 API (#5041), thanks @faysou
• Improved Kraken margin entry average and net-short test coverage (#5214), thanks @zhaow-de
• Improved Lighter report generation with HTTP collection on runtime workers (#5216)
• Improved Lighter execution race coverage and grouped-order signer validation
• Refined backtest replay with shared ordered batch consumption, thanks @faysou
• Refined shared pointer cloning in data, infrastructure, CLI, and event store code (#5236, #5289), thanks @mirooon
• Refined shared pointer cloning in network clients and transports (#5294), thanks @mirooon
• Refined Hyperliquid unified account tests to use JSON fixtures (#5220), thanks @XBeg9
• Optimized core string formatting, precision parsing, and API key masking allocations (#5225), thanks @sunlei
• Optimized hexadecimal encoding and decoding (#5227), thanks @sunlei
• Optimized UUID4 byte conversion (#5230), thanks @sunlei
• Optimized integer UnixNanos parsing (#5228), thanks @sunlei
• Optimized core UTC timestamp formatting (#5226), thanks @sunlei
• Optimized JSON decimal deserialization to avoid temporary string allocations (#5229), thanks @sunlei
• Optimized backtest funding settlements to update positions in place (#5238), thanks @XBeg9
• Optimized portfolio snapshots to skip copying account event history (#5237), thanks @XBeg9
• Optimized Python Portfolio queries to avoid copying account event history (#5260), thanks @XBeg9
• Optimized dYdX order book delta processing
• Upgraded Rust (MSRV) to 1.99.0
• Upgraded Socket CLI tool to v1.5.0
• Upgraded cargo-hawk tool to v0.1.15
• Upgraded cargo-nextest tool to v0.9.148
• Upgraded prek tool to v0.5.5
• Upgraded uv tool and pre-commit hook to v0.12.24
• Upgraded typos pre-commit hook to v1.51.1
• Upgraded databento crate to v0.63.0
• Upgraded datafusion crate to v55.2.0
• Upgraded either crate to v1.19.0
• Upgraded h2 crate to v0.4.20
• Upgraded hyper crate to v1.12.0
• Upgraded hyper-util crate to v0.1.21
• Upgraded ibapi crate to v5.0.0
• Upgraded implied-vol crate to v2.1.0
• Upgraded jiff crate to v0.2.38
• Upgraded libc crate to v0.2.190
• Upgraded pyo3 crates to v0.29.3
• Upgraded rustls crate to v0.23.46 (fixes RUSTSEC-2026-0346 through RUSTSEC-2026-0349)
• Upgraded tokio crate to v1.53.2
• Upgraded tokio-rustls crate to v0.26.6
• Upgraded tokio-util crate to v0.7.20
• Upgraded uuid crate to v1.27.0
• Upgraded zeroize crate to v1.9.1
• Upgraded ruff package (dev) and pre-commit hook to v0.16.10
• Upgraded simplejson package (visualization) to v4.2.0
• Upgraded ty package (dev) to v0.0.84
• Upgraded uvicorn package (test) to v0.54.0
• Upgraded uvloop package (test) to v0.23.0

Documentation Updates

• Fixed Binance and Hyperliquid custom data examples to unwrap CustomData (#5246), thanks @Martingale42
• Fixed Hyperliquid all-DEX example to unwrap CustomData and read dictionary entries (#5307), thanks @Martingale42
• Updated Derive integration guide for API v3 setup, margin models, and recovery limits
• Clarified Portfolio equity rules for calculated and reported margin accounts
• Clarified Hyperliquid modify replacement rules and individual batch results
• Clarified Kraken cached and external closing-order recovery (#5208), thanks @zhaow-de
• Clarified Lighter cancel-all scope and batch cancellation failure handling
• Clarified Lighter contingent order mappings, execution ordering, and venue limits
• Documented Polymarket PolyBolt reference prices and the RTDS migration (#5296)

Deprecations

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