NautilusTrader 2.0.0rc8

Released on 28th October 2026 (UTC).

Enhancements

• Added gzip support to buffered HTTP requests (#5420), thanks @cryptolenny3
• Added ReplaySource and DataIterator::add_source for fallible replay with pending frontiers
• Added batched data subscriptions and unsubscriptions, thanks @faysou
• Added batched historical instrument, quote, and trade requests, thanks @faysou
• Added on_data_response hooks for historical completion and partial failures, thanks @faysou
• Added DataActor::request_group for grouped historical request completion
• Added Python historical request callbacks, request_join, and pending inspection for actors and strategies
• Added historical request catalog write-back with confirmed source coverage, thanks @faysou
• Added native external MessageBus data requests and replies for JSON and MessagePack
• Added LiveNode::add_python_exec_algorithm_from_config for embedded Python execution algorithms
• Added LiveNode::add_python_strategy_from_config for embedded Python strategies
• Added nautilus_pyo3::register_embedded_module for embedded Python
• Added Money::from_decimal_exact and Money::from_str_exact for fractional amounts beyond currency precision
• Added exact Money round trips through JSON, MessagePack, Arrow, PostgreSQL, and Python balance dictionaries
• Added accumulation of fractional Money commissions beyond currency precision
• Added optional venue-reported liquidation prices to PositionStatusReport
• Added custom fee models for sandbox execution clients (#5328), thanks @imbolc
• Added Python-subclassable latency models with command and clock time context
• Added custom Python fill models in backtest venue and sandbox configuration
• Added custom Python margin models in backtest venue and sandbox configuration
• Added Binance Spot JSON update_speed subscription parameter for 100ms depth streams
• Added Binance Spot SBE list-status decoding with child acceptance and rejection
• Added Derive explicit WebSocket cancel-on-disconnect control
• Added Derive execution-client cancel-on-disconnect configuration for resting limit orders
• Added Hyperliquid scheduled cancellation with automatic execution-client refresh
• Added Hyperliquid instrument status subscriptions through metadata polling (#5346), thanks @dxwil
• Added Interactive Brokers optional account base currency (#5322), thanks @chaneyka1
• Added Interactive Brokers max_reconnect_attempts configuration (#5392), thanks @tradatious
• Added liquidation prices to Lighter position status reports
• Added proactive Lighter WebSocket reconnects on venue shutdown notices
• Added Lighter APIs for account-wide cancellation and manual scheduled cancellation with revocation
• Added Lighter execution-client scheduled cancellation with automatic renewal
• Added Lighter self-trade behavior and account-scope order params with explicit defaults
• Added OKX startup reconciliation history page limits (#5279), thanks for reporting @almostintuitive
• Added OKX trading-account bills and archive queries (#5352), thanks @silarin

Breaking Changes

• Removed Cap'n Proto codecs and capnp features; use JSON or MessagePack for native messages
• Removed Params mutation; build an IndexMap and call Params::new
• Removed instrument_expiration and has_unprocessed_instrument_expiration (#5407), thanks @mahimn01
• Removed Hyperliquid Secrets::from_file and from_json; use from_private_key or from_env
• Removed Polymarket FeeRateResponse::to_rate and Gamma set_clob_client and clob_client methods
• Replaced flat BacktestDataConfig catalog fields with catalog: DataCatalogConfig
• Replaced ExecutionReportTask.result with synchronous finish; join the collection worker first
• Renamed Params::new() to Params::empty() and Params::from_index_map to Params::new(map)
• Changed simulated MARK_PRICE triggers to require mark updates; sandbox mark triggers remain unsupported
• Changed buffered HttpClient bodies to decode gzip; remove manual decoding or use get_stream for raw bytes
• Changed DataIterator::{peek, next, next_stream_item} to return Result<ReplayPoll<_>>; handle all states
• Changed DataIterator::peek to require &mut self for source polling
• Changed DataIterator::reset_all_cursors to return Result; handle unsupported or failed resets
• Changed DataIterator and BacktestDataIterator to omit Send and Sync; construct and use on one thread
• Changed request and subscription fields to instrument_ids and bar_types lists, thanks @faysou
• Changed quote and trade response fields to instrument_ids lists, thanks @faysou
• Changed quote, trade, bar, book-delta, book-depth, and funding responses to BatchView<T>, thanks @faysou
• Changed correlated response handlers to TypedHandler<DataResponseEnvelope>, thanks @faysou
• Changed backtest registration to reject conflicting definitions for an instrument ID (#5407), thanks @mahimn01
• Changed nautilus-pyo3 without default features to omit standard adapter bindings; enable adapters to include them
• Changed BusPayloadType: add RequestCommand and DataResponse arms to exhaustive matches
• Changed StrikeRange to non-exhaustive; add a wildcard arm to downstream matches
• Changed Money display and decimal conversion to retain finer digits; round to currency precision explicitly
• Changed Money deserialization to reject excess precision instead of rounding; round inputs before loading
• Changed SBE depth encoding for padded or variable levels and nonzero order IDs; update readers for the new layout
• Changed BusMessage to add source; use BusMessage::new to construct messages without provenance
• Changed PositionStatusReport literals: add liquidation_price: None or use new
• Changed emulated releases to undergo risk checks; use REDUCING for eligible exits, as HALTED denies stops
• Changed order-list validation to deny unsent siblings; retry with new IDs (#5336), thanks @imbolc
• Changed direct OrderMatchingEngine use: share MatchingOrders and drain commands for cross-instrument OTO orders
• Changed OrderMatchingEngine expiration to wait for queued fills; retry process_instrument_expiration afterward
• Changed LatencyModel operation methods; accept (command, ts_now) and return Result in custom models
• Changed Python BacktestVenueConfig model and module argument order; pass them by keyword
• Changed Python BacktestEngine.add_venue() model argument order; pass models by keyword
• Changed Python SandboxExecutionClientConfig argument order; pass models and matching options by keyword
• Changed MarginModelAny with the python feature enabled; add the Python variant to exhaustive matches
• Changed SandboxExecutionClientConfig literals; add margin_model: None or use the builder
• Changed OrderDeniedReason: add UnsupportedQuoteQuantity { detail } to exhaustive matches
• Changed OrderDeniedReason: add UnsupportedPostOnly { detail } to exhaustive matches
• Changed unsupported quote-quantity denials to UNSUPPORTED_QUOTE_QUANTITY; update reason string matching
• Changed unsupported post-only denials to UNSUPPORTED_POST_ONLY; update reason string matching
• Changed Architect AX WebSocket submit_order: pass &OrderInitialized::from(&order) for identity and side
• Changed Architect AX OrderMetadata literals: add order_init and is_accepted
• Changed Architect AX AxMdTrade.d to required AxOrderSide; replace Some(side) with side
• Changed Binance Spot JSON depth subscriptions to default to 100ms; set update_speed=1000 for 1000ms
• Changed Binance Spot SBE parse_trades_event and parse_bbo_event to return Result; handle parse errors
• Changed Binance Spot SBE parse_depth_snapshot and parse_depth_diff to return Result; handle parse errors
• Changed Binance spot BinanceAccountInfo::to_account_state and parse_spot_account_position to return Result
• Changed Bybit TradFi perpetuals to PerpetualContract; update type checks (#5344), thanks @dxwil
• Changed Bybit spot xStocks to TokenizedAsset; update type checks (#5344), thanks @dxwil
• Changed Deribit local validation failures from OrderRejected to OrderDenied; invalid members deny the whole list
• Changed dYdX mark/index precision to the build maximum; precision-16 recordings require a high-precision reader
• Changed Hyperliquid UpdateIsolatedMargin: replace delta with is_buy and ntli (signed millionths)
• Changed Hyperliquid account inputs to require lowercase or EIP-55 hex; blank explicit addresses now error
• Changed HyperliquidHttpClient::set_account_address to return Result; handle validation errors
• Changed Interactive Brokers magnified price units; follow the adapter upgrade guide (#5322), thanks @chaneyka1
• Changed Interactive Brokers execution config literals; add base_currency: None (#5322), thanks @chaneyka1
• Changed Lighter LighterHttpError: Http adds retry_after; RateLimit uses named message and retry_after
• Changed Lighter compute_tx_hash and sign_tx to return Result; handle invalid transaction attributes
• Changed Lighter execution config literals; add scheduled_cancel_timeout_secs: None or use the builder
• Changed Lighter L2TxAttributes literals; add the new fields or use ..Default::default()
• Changed OKX spot stop/touched buys to explicit base or quote sizing; resubmit pending buys
• Changed OKX unsupported algo quote sizing to local denials; resubmit spot trailing buys with quote quantity
• Changed OKX algo triggers to deny unsupported feeds and cash/trailing mark/index; use last price
• Changed OKX WebSocket algo placement to return an error; use OKXHttpClient for algo orders
• Changed OKX OKXPlaceAlgoOrderRequest literals to require ccy; use quote currency for spot margin, otherwise None
• Changed Python OKXHttpClient.place_algo_order spot stop-market and market-if-touched buy defaults from quote to base
• Changed Python OKX quote-budget algo calls to require quote_quantity=True, including spot trailing buys
• Changed OKX place_algo_order_with_domain_types to require quote_quantity; pass false for base sizing
• Changed OKX execution config literals; add max_reconciliation_history_pages: None
• Changed PolymarketInstrumentDef.gamma_event from Option<String> to Option<Arc<Value>> (#5389), thanks @imbolc
• Changed Polymarket market-order preparation to use OrderDenied consistently; handle on_order_denied
• Changed Polymarket PolymarketTradeReport.transaction_hash from String to Option<String>
• Changed Polymarket data WebSocket timeouts from 15 to 30 seconds by default; ws_timeout_secs must be positive
• Changed PolymarketInstrumentDef to require market_version: "v1"; reload cached instruments
• Changed Polymarket EventQueryFilter to reject unsupported inputs; remove unsupported parameters and sort fields

Security

• Fixed backtest aborts on non-time execution bars (#5271), thanks for reporting @axlnur
• Fixed order fills accepting cumulative commissions beyond Money bounds or panicking after partial state changes
• Fixed matching-engine restarts reusing position IDs for independent hedging orders
• Fixed DataType::from_str panics on repeated identifier suffixes
• Fixed custom-data deserialization panics on metadata containing the reserved identifier key
• Fixed exchange-rate calculation panics on decimal overflow
• Fixed Parquet period consolidation and delete losing rows when rewrites share a file name (#5422), thanks @faysou
• Fixed Parquet catalog queries reading NaN floats back as another row's value (#5422), thanks @faysou
• Fixed Python order from_dict methods aborting on invalid identifiers, quantities, and prices
• Fixed Python account reconstruction aborting on invalid account IDs
• Fixed Python margin balance and account reconstruction aborting on invalid instrument IDs
• Fixed JSON decimal deserialization panics on i32::MIN exponents in builds with overflow checks enabled
• Fixed HTTP Referer headers exposing URL paths and query parameters on cross-origin redirects
• Fixed Feather run recovery modifying files outside the catalog through path traversal or symlinks

Fixes

• Fixed Parquet promotion rejecting bar replays and skipping cleanup (#5400), thanks for reporting @onixlab-ai
• Fixed backtest MARK_PRICE triggers ignoring mark prices (#5264), thanks for reporting @rubix28
• Fixed NETTING PnL statistics losing cycles with the same open timestamp (#5288), thanks for reporting @qOeOp
• Fixed account state subscriptions missing accepted updates (#5410), thanks @graceyangfan
• Fixed unavailable OrderFilled commissions displaying as zero
• Fixed live bulk order reconciliation timeouts discarding finalized adapter reports
• Fixed live timer backlogs starving data events and commands (#5431), thanks @imbolc
• Fixed book recovery timeouts reporting the snapshot limit instead of the attempt limit (#5425), thanks @imbolc
• Fixed position reconciliation timeouts discarding finalized snapshots and authoritative fills
• Fixed Python LiveNode.add_strategy_from_config accepting strategies when the node is not idle
• Fixed Python Parquet catalog typed reads and writes holding the GIL during native I/O
• Fixed Python statistics and return series ordering (#5432), thanks @mahimn01
• Fixed targeted order reconciliation discarding accepted statuses and fills after timeout or cancellation
• Fixed OUO sibling resizes converting base quantities twice when quote-denominated stops trigger
• Fixed matching engine bracket exit rejections cascading to valid siblings (#5460), thanks for reporting @luk911
• Fixed LAST and MID bar execution skipping positive volume when OHLC prices repeat
• Fixed matching engine liquidity overconsumption with market-to-limit, reduce-only, and queue position tracking
• Fixed expiration settlement missing final-tick fills when position updates are deferred
• Fixed reduce-only FOK orders canceling when liquidity covered the remaining position but not the order quantity
• Fixed MarketToLimit first-level fills and FOK/IOC handling (#5408), thanks @Milchstrassse
• Fixed external JSON and MessagePack DeFi blocks losing their chain identity
• Fixed DeFi swap simulation and replay hanging at bounds or accepting unreachable price limits
• Fixed SBE market data decoding panics on invalid prices and quantities
• Fixed Parquet writes of mixed custom data; conflicting file groups fail before writing (#5405), thanks @faysou
• Fixed reconciliation leaving amended orders in PendingUpdate after working reports confirm changed terms
• Fixed startup reconciliation leaving orders partially filled after venue quantity reductions
• Fixed risk denials for released orders and cleanup of their contingent orders
• Fixed simulated venues matching cross-instrument OTO children with their parent's market and execution state
• Fixed Python isolation checks failing with inherited PYTHONHOME
• Fixed non-ASCII signal topics to use Unicode titlecase mappings
• Fixed unbounded memory growth in SubscriptionState from unknown WebSocket subscription acknowledgments
• Fixed RetryManager skipping minimum retry delays after operation timeouts (#5406), thanks @imbolc
• Fixed ExecTester submitting replacement stop orders before cancellation acknowledgment
• Fixed sandbox restarts reviving closed OTO children while the cache still shows them open
• Fixed sandbox position checks creating spurious closing trades (#5357), thanks @awss1i
• Fixed Architect AX handler stalls during book writes and uncanceled queued book replacements
• Fixed Architect AX order tracking across uncertain submits, replacements, and simulated market order fills
• Fixed Architect AX closed-order reports preceding their fills during reconciliation
• Fixed Architect AX special-fill reconciliation, fill-history windows, and cached flat-position recovery
• Fixed Architect AX position-report requests dropping flat rows and skipping invalid rows
• Fixed Architect AX WebSocket trades accepting missing aggressor sides
• Fixed Binance Spot and Futures overlapping instrument-status updates losing or duplicating changes
• Fixed Binance USD-M and COIN-M aggregate trade requests rejecting history between 24 and 48 hours old
• Fixed Binance Futures funding-fee account updates discarding symbol attribution
• Fixed Binance Futures HTTP order reports using update time as acceptance time
• Fixed Binance spot account balances panicking or skipping an unrepresentable amount
• Fixed Binance spot SBE exponent overflow aborting user-data decode (#5320), thanks @zifulifufu
• Fixed Binance Spot SBE stream panics and negative quantities parsed as large sizes
• Fixed Binance Spot HTTP SBE order reports mapping take-profit orders as stop orders
• Fixed Binance Futures recovery stalling on expired listen keys (#5446), thanks @Milchstrassse
• Fixed Bybit fill prices using the commission currency instead of the quote currency (#5385), thanks @Milchstrassse
• Fixed Bybit fill-report requests silently dropping fills that fail to parse
• Fixed Bybit premature order acceptance from invalid WebSocket executions
• Fixed Bybit unsupported time in force reaching submission for market, limit, and post-only orders
• Fixed Bybit GTD orders failing validation on HTTP submission
• Fixed Bybit reconciliation timeouts losing pending cancel and amend rejection events
• Fixed Databento live trades duplicated across different record types (#5367), thanks @chaneyka1
• Fixed Deribit depth subscriptions emitting deltas and disrupting raw order books
• Fixed Deribit sending orders after event channel failures (#5324), thanks for reporting @maru-marvelquant
• Fixed Deribit WebSocket subscribe and unsubscribe requests bypassing the subscription rate limit
• Fixed Derive decoding null or empty mark/index prices, candle values, and historical funding rates as zero
• Fixed Derive data clients ignoring the configured instrument refresh interval
• Fixed Derive public trades with unrecognized liquidity roles reporting a known aggressor side
• Fixed Derive submitting quote-denominated order quantities as base units
• Fixed Derive iceberg display quantities being silently discarded during order submission
• Fixed Derive startup stalls when loading large instrument listings
• Fixed Derive tracked fills routed to reconciliation after cancellation (#5355), thanks for reporting @Karrenbelt
• Fixed dYdX oracle price precision for catalog promotion (#5391), thanks for reporting @fintech07
• Fixed Hyperliquid funding history truncation and latest-row limits (#5343), thanks @dxwil
• Fixed Hyperliquid builder-fee commands treating invalid HYPERLIQUID_TESTNET values as mainnet
• Fixed Hyperliquid leverage and isolated-margin request serialization and signing
• Fixed Hyperliquid account addresses reaching requests and subscriptions without validation or normalization
• Fixed Hyperliquid USD class transfers to return an explicit unsupported-action error before signing
• Fixed Hyperliquid WebSocket readiness being published before handler initialization
• Fixed Hyperliquid private WebSocket parse errors exposing account data in logs
• Fixed Hyperliquid data client consumption loop remaining active after its WebSocket handler closes
• Fixed Hyperliquid REST fill reports omitting venue client order IDs
• Fixed Hyperliquid REST order and fill report panics on invalid client order IDs
• Fixed Hyperliquid reconnect recovery losing missed events after history request failures
• Fixed Hyperliquid capped reconciliation history creating positions without explicit position reports
• Fixed Interactive Brokers small-lot entry prices after commission rounding (#5327), thanks @bebop23
• Fixed Interactive Brokers futures expiry times blocking market data (#5318), thanks @chaneyka1
• Fixed Interactive Brokers quote sizes dropped by float rounding (#5318), thanks @chaneyka1
• Fixed Interactive Brokers stocks ignoring symbol_to_mic_venue (#5330), thanks @mmatvien
• Fixed Interactive Brokers FX prices falling between price increments (#5322), thanks @chaneyka1
• Fixed Interactive Brokers orders and fills for instruments loaded at runtime (#5349), thanks @jweltmer
• Fixed Interactive Brokers missing or stale bars after resubscription (#5331), thanks @tradatious
• Fixed Interactive Brokers spread instrument requests at runtime (#5397), thanks @faysou
• Fixed Interactive Brokers order updates stopping after stream errors (#5427), thanks @tradatious
• Fixed Kraken Futures batch edits sending orderId instead of order_id (#5312), thanks @zhaow-de
• Fixed Kraken Futures client order IDs shortened to 18 characters (#5312), thanks @zhaow-de
• Fixed Kraken Spot L3 queue priority after same-price order modifications (#5421), thanks @ahmetsbilgin
• Fixed Lighter funding rates 100x too high and missing the live interval (#5338), thanks @dxwil
• Fixed Lighter order lookups using the wrong client order ID after a collision and restart
• Fixed Lighter deferred order reports being treated as proof of absence
• Fixed Lighter execution sender setup and reinstallation on repeated starts
• Fixed Lighter fill parse errors consuming acceptance and replay state
• Fixed Lighter read retries ignoring Retry-After response headers
• Fixed Lighter probes for completed cancels consuming REST quota and delaying modification confirmation
• Fixed Lighter cancellation recovery stopping before terminal order status is available
• Fixed Lighter single-order cancel transaction failures leaving orders pending cancel
• Fixed Lighter batch operations failing instead of retrying as nonce refresh completes
• Fixed empty and incomplete OKX historical bar responses (#5339), thanks for reporting @AlphaTraderK
• Fixed OKX external limit orders missing amendment confirmations
• Fixed OKX spot StopMarket and MarketIfTouched buy sizing (#5371), thanks for reporting @michalismeng
• Fixed OKX WebSocket send failures delaying rejection events and leaving unsent cancels unresolved
• Fixed OKX USD-margined futures and swaps routed as spreads (#5337), thanks for reporting @michalismeng
• Fixed Polymarket event metadata duplicated across instruments and cache clones (#5389), thanks @imbolc
• Fixed Polymarket backtest taker fees rounding to nearest instead of flooring to five decimal places
• Fixed Polymarket data clients ignoring ws_timeout_secs for market and PolyBolt WebSockets
• Fixed Polymarket auto-load retrying filter-rejected instruments and logging false missing-market errors
• Fixed Polymarket batch cancels discarding completed results when a later chunk fails
• Fixed Polymarket batch submits delaying later chunks behind FOK recovery and deferred cancels
• Fixed Polymarket book recovery continuing after market resolution (#5359), thanks @imbolc
• Fixed Polymarket tick-size changes logging misleading invalid book snapshot warnings
• Fixed Polymarket quiet books staying unsynced when the initial subscription snapshot is lost
• Fixed Polymarket stale snapshots restoring deleted book levels
• Fixed Polymarket cancels lost while submit responses register venue order IDs
• Fixed Polymarket closure timestamps causing catalog promotion overlaps (#5358), thanks @imbolc
• Fixed Polymarket reconciliation reverting resting partially filled orders to Accepted
• Fixed Polymarket price_change quotes carrying sizes from different price levels
• Fixed Polymarket stale quotes after suppressing unchanged quotes (#5424), thanks @imbolc
• Fixed Polymarket stale book levels after resubscribing with effective deltas enabled
• Fixed Polymarket loading, request caching, and execution lookup cleanup for open markets past endDate
• Fixed Polymarket market order reconciliation panics after delayed FOK status checks
• Fixed Polymarket market-order HTTP rejections missing OrderSubmitted
• Fixed Polymarket market data subscriptions stalling after transient initial WebSocket connection failures
• Fixed Polymarket taker rates derived from CLOB base_fee when Gamma rates are missing or zero
• Fixed Polymarket zero_fees markets logging missing taker-rate warnings
• Fixed Polymarket trade history and settlement recovery failing on missing or null transaction hashes
• Fixed Polymarket taker fill prices and fees across price levels and complementary tokens (#5404), thanks @SoYuCry
• Fixed Polymarket accepting unsupported market protocols during discovery, trading, and position operations
• Fixed Polymarket accepting new submissions and replacements after settlement hard faults (#4876)

Internal Improvements

• Added deferred finalization for live execution report collection
• Added rust-code-analysis-cli v0.0.25 to make install-tools
• Improved make pre-commit to check Rust formatting against origin/develop (#5442), thanks @tradatious
• Improved Dockerfile linting to run Hadolint without Docker
• Improved live shutdown test coverage for slow position report collection
• Improved performance CI to fail when any benchmark crate fails
• Refined live reconciliation report collection and task ownership
• Refined live execution reconciliation to share cached-order processing and simplify position coverage checks
• Restored default-feature compilation of position_replay_criterion benchmarks
• Standardized Blockchain Clippy exceptions to preserve workspace checks
• Optimized bar execution when no orders are working (#5454), thanks @mi-netizen007
• Optimized JSON and MessagePack decoding and custom data response encoding
• Optimized order last-event reads to avoid collecting history (#5412), thanks @graceyangfan
• Optimized passive limit matching and L1 queue tracking with many orders behind the BBO
• Optimized position purging to avoid cloning fill and replay history (#5414), thanks @graceyangfan
• Optimized position reconciliation checks for already-applied fill reports
• Optimized typed message router subscription registration and removal (#5426), thanks @imbolc
• Optimized virtual hedging fill-history checks during execution and reconciliation
• Standardized Architect AX owned execution report tasks
• Removed unused Interactive Brokers data farm degradation timestamps (#5376), thanks @tradatious
• Optimized Polymarket instrument caching during bootstrap and refresh (#5373), thanks @imbolc
• Optimized Polymarket market WebSocket shutdown (#5443), thanks @imbolc
• Optimized Polymarket snapshot diffs and trade ID formatting
• Optimized Polymarket subscription registration and resolution watchlists (#5438), thanks @imbolc
• Updated Nautilus Engineering common tooling
• Upgraded Rust (MSRV) to 1.99.1
• Upgraded cargo-codspeed tool to v5.0.3
• Upgraded cargo-edit tool to v0.13.14
• Upgraded cargo-nextest tool to v0.9.149
• Upgraded cargo-vet tool to v0.10.3
• Upgraded OSV Scanner tool to v2.7.0
• Upgraded pgAdmin container image to v9.18
• Upgraded PostgreSQL container image to v18.6
• Upgraded prek tool to v0.5.7
• Upgraded Redis container image to v8.10.2
• Upgraded Socket CLI tool to v1.10.0
• Upgraded uv tool and pre-commit hook to v0.13.5
• Upgraded markdownlint-cli2 pre-commit hook to v0.24.0
• Upgraded pyupgrade pre-commit hook to v3.22.0
• Upgraded zizmor pre-commit hook to v1.31.1
• Upgraded arc-swap crate to v1.9.3
• Upgraded arrow and parquet crates to v59.3.1
• Upgraded aws-lc-rs crate to v1.18.2
• Upgraded codspeed-criterion-compat crate to v5.0.3
• Upgraded libc crate to v0.2.191
• Upgraded parking_lot crate to v0.13.0
• Upgraded proptest crate to v1.12.0
• Upgraded pyo3 crate to v0.30.1
• Upgraded pyo3-async-runtimes crate to v0.30.0
• Upgraded redb crate to v4.4.0
• Upgraded redis crate to v1.8.0
• Upgraded rstest crate to v0.28.0
• Upgraded ruint crate to v1.21.1
• Upgraded serde_json crate to v1.0.154
• Upgraded smallvec crate to v1.16.4
• Upgraded sockudo-ws crate to v3.1.0 (#5345), thanks @sunlei
• Upgraded syn crate to v3.0.9
• Upgraded tokio crate to v1.54.1
• Upgraded toml crate to v1.1.8
• Upgraded uuid crate to v1.29.0
• Upgraded webpki-roots crate to v1.0.11
• Upgraded certifi package to v2026.10.19
• Upgraded kaleido package to v1.5.0
• Upgraded polars package (dev) to v2.0.0
• Upgraded pyarrow package (dev) to v26.0.0
• Upgraded ruff package (dev) and pre-commit hook to v0.17.2
• Upgraded ty package (dev) to v0.0.89

Documentation Updates

• Added Money exact-construction and persistence guidance
• Added historical request batching, callback, and completion group guidance
• Added custom Python fill, fee, margin, and latency model guidance
• Added BDD guidance for startup reconciliation scenarios
• Added partial release recovery and verification procedures
• Clarified cache history ordering, indexing, and Python accessors
• Updated Lighter funding rate units and live interval documentation (#5356), thanks @dxwil
• Documented Polymarket taker fill averaging, fees, and settlement precision (#5415), thanks @SoYuCry

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