NautilusTrader 2.0.0rc9

Released on 10th November 2026 (UTC).

Enhancements

• Added Kalshi initial adapter with market data, limit-order execution, and account reconciliation
• Added FinFeedAPI prediction market data adapter with REST access, paginated historical requests, and polling
• Added bracket exit reduce-only options (#5563), thanks @programskillforverification
• Added indexed, count, and presence accessors for cached prices and funding rates (#5560), thanks @dxwil
• Added Python Parquet funding rate write and query methods (#5555), thanks @chaneyka1
• Added WebSocketClient::send_bytes_on_connection (#5539), thanks @madebymlai
• Added warnings for bounded startup fills without position coverage (#5541), thanks @zhaow-de
• Added checked StrikeRange::atm_percent and StrikeRange::delta constructors
• Added BacktestNodeBuilder with custom catalog factories for instrument loading and replay
• Added Cache lazy instrument and synthetic loads, saved component-state deletion, and explicit heartbeat writes
• Added DataEngine processing and managed books for external data clients (#5520), thanks @nicezic
• Added custom data support for GreeksData and PortfolioGreeks, including catalog storage and replay, thanks @faysou
• Added LiveExecutionEngineConfig.purge_from_database support in Python and live nodes
• Added HttpClient certificate support through certs_dir
• Added Postgres cache support for actor and strategy state, synthetics, heartbeat writes, and entity deletion
• Added OrderModifyDenied and OrderCancelDenied events and strategy and execution algorithm callbacks
• Added OrderPriorityResetPolicy for sandbox and backtests (#5503), thanks for reporting @todorkolev
• Added FromStr parsing for model identifiers with checked constructor validation
• Added Python ParquetDataCatalog.query_instrument_statuses and query_instrument_closes
• Added Betfair certificate login through certs_dir
• Added Bybit raw HTTP withdrawal and withdrawal history methods (#5458), thanks @dxwil
• Added CoinAPI flat-file support for numeric book update codes
• Added CoinApiDataLoader with cached instrument definitions for file and REST ingestion
• Added Deribit load_ids so a scoped node can omit other instruments during reconciliation
• Added Deribit routed spot metadata and local order and market data capability checks
• Added Lighter accountOrders targeted lookup, trades filters, and remaining_send_tx responses
• Added OKX Python contract filters, execution families, and spot margin configuration
• Added OKX history request coverage for catalog write-back (#5501), thanks @akarazhev
• Added OKX instrument request completion for catalog write-back (#5564), thanks @madebymlai
• Added Polymarket Protocol V2 market data, execution, account reporting, and resolution support
• Added Polymarket Protocol V2 split, merge, and redemption support for Deposit Wallets
• Added sandbox execution matching against OrderBookDepth snapshots (#5436), thanks @graceyangfan

Breaking Changes

• Removed Python RedisCacheDatabase and PostgresCacheDatabase; configure cache persistence through node factories
• Removed Python RedisMessageBusBacking; configure external message bus backing through node factories
• Removed BookImbalanceActor and its config; use OrderBookImbalance and OrderBookImbalanceConfig
• Removed native GreeksData and PortfolioGreeks records; use CustomData for catalog writes and replay
• Removed CoinAPI ingestion free functions and CoinApiOhlcvLoader; register definitions with CoinApiDataLoader
• Changed Parquet consolidation to reject gaps by default; pass ensure_contiguous_files=False to allow gaps
• Changed BaseAccount.events to Arc<Vec<AccountState>>; use Arc::make_mut to edit (#5496), thanks @mi-netizen007
• Changed DataEngine::connect and ExecutionEngine::connect to return Result; handle connection errors
• Changed NautilusKernel::connect_data_clients and connect_exec_clients to return Result; handle errors
• Changed Redis message retries to at-least-once delivery; deduplicate messages (#5491), thanks @Dworf
• Changed SubscribeOptionChain::new to return Result; propagate validation errors
• Changed DataActor::subscribe_option_chain and DataActorCore::subscribe_option_chain to return Result
• Changed custom_data to require ts_event and ts_init last, in that order, thanks @faysou
• Changed simulated spread execution to require encoded leg IDs; use new_generic_spread_id
• Changed simulated spreads to reject liquidity_consumption=true and cancel multi-candidate FOK orders
• Changed simulated cash spreads to bypass equity and binary-option short-sale checks; avoid these legs
• Changed OrderMatchingEngineConfig literals; add order_priority_reset_policy: Default::default()
• Changed SimulatedVenueConfig literals; add order_priority_reset_policy: Default::default()
• Changed BacktestEngine::reset to return trader reset errors; run the engine before resetting
• Changed local modify/cancel refusals to denied events; handle on_order_modify_denied and on_order_cancel_denied
• Changed modify/cancel rejection emitters and factories to take causation_id; pass the command ID or None
• Changed ExecutionAlgorithm::spawn_* to return Result; propagate construction errors
• Changed native strategy startup to call Strategy::on_start; remove explicit calls from DataActor::on_start
• Changed Strategy::mark_order_pending_update and mark_order_pending_cancel to take the command's UUID
• Changed Strategy::generate_order_pending_update and generate_order_pending_cancel to take the command's UUID
• Changed SBE to require matching precision modes and reject version 0; upgrade readers and writers together
• Changed PostgresCacheDatabase::connect to take PostgresCacheConfig; replace individual connection arguments
• Changed Rust Cache order/position/account purges to return Result; pass false for memory only
• Changed CacheDatabaseAdapter Greek and yield-curve defaults to errors; override supported reads and writes
• Changed Cache::cache_all to replace preloaded Greeks and yield curves; add transient values after loading
• Changed raw Price and Quantity construction and decoding to reject digits beyond precision; rescale or round first
• Changed Price.from_decimal and Quantity.from_decimal to round excess decimal places half even
• Changed protection_price_calculate to return ProtectionPriceError; update explicit error types
• Changed precision_from_str to return CorrectnessResult<u8>; propagate malformed-exponent errors
• Changed bytes_to_string_vec and optional_bytes_to_* to return Result; handle JSON decoding errors
• Changed trailing_stop_calculate* to return TrailingStopError; use MissingLast for missing last/mark prices
• Changed Postgres cache startup to require greeks and yield_curve tables; run nautilus database init
• Changed Redis Greek and yield-curve persistence to log errors; disable save_market_data or use Postgres
• Changed Postgres cache schema in defi builds; run nautilus database init
• Changed ordinary cache persistence failures to log and continue; use ERROR logs or runtime shutdown_on_error
• Changed Architect AX AxWhoAmI.is_onboarded and is_frozen to Option<bool>; handle missing flags as None
• Changed Binance non-GET REST requests to fail at quota gates; retry RateLimitBlocked when quota is available
• Changed Binance HTTP error enums to add RateLimitBlocked; update exhaustive matches
• Changed Binance REST to block on 418 without Retry-After; confirm the ban has ended before restarting
• Changed blockchain ERC-20 currency codes to SYMBOL@CHAIN
• Changed Bybit HTTP modify_order to take trigger_price; pass None when unchanged
• Changed CoinAPI OHLCV fields and APIs to OhlcvPeriod; convert string literals with .into()
• Changed CoinAPI symbol type and taker side APIs to SymbolType and TakerSide; use enum variants
• Changed Coinbase live fills to use polled REST history; raise retry_delay_max_ms to reduce REST usage
• Changed Databento and Interactive Brokers futures year settings to FuturesYearDigits; Python keeps 1/2
• Changed Databento futures IDs to two-digit years by default; futures_year_digits=1 keeps old IDs, thanks @faysou
• Changed Databento futures-option IDs and underlyings to match futures_year_digits
• Changed Databento and Interactive Brokers catalog/cache IDs; rebuild stored data when adopting two-digit years
• Changed Databento definition decoders to preserve native raw_symbol; supply msg.raw_symbol
• Changed Databento decode_nautilus_instrument_id; pass year mode, definitions, and optional request hints
• Changed Databento get_nautilus_instrument_id_for_record; pass year mode, definitions, venues, and request hints
• Changed Databento decode_optional_price and decode_price_or_undef to return Result; handle errors
• Changed Databento live precision overrides to take precedence; omit them to use definitions
• Changed Databento statistics to use at least nine decimal places
• Changed Databento market decoding to reject extra price digits, including sub-penny equity trades and bars
• Changed Deribit orders to require cached instruments; include traded product types in execution product_types
• Changed Deribit reconciliation to fail on uncached in-scope records; set load_ids to limit scope
• Changed Deribit spot orders to reject GTD; use GTC, IOC, or FOK
• Changed DeribitInstrument literals; add is_cbe_routed: None and is_csr: None
• Changed Derive endpoint overrides to SecretString; pass strings to builders or use .into() in struct literals
• Changed Interactive Brokers futures IDs to two-digit years by default; use futures_year_digits=1, thanks @faysou
• Changed Interactive Brokers futures-option IDs and underlyings to match futures_year_digits
• Changed Interactive Brokers provider config literals; add futures_year_digits: FuturesYearDigits::Two
• Changed Kraken FuturesEditStatus literals; add order_id_snake_case: None (#5567), thanks @zhaow-de
• Changed Lighter WebSocket enums with account transaction variants; update exhaustive matches
• Changed Lighter execution to reject readonly=true URLs; use only a data client for read-only access
• Changed Lighter proxy_url to require http:// or https://; replace SOCKS proxy URLs
• Changed Lighter slippage settings and overrides to require integers in [0, 10_000); lower larger values
• Changed OKX options to require non-blank families; set instrument_families before connecting
• Changed OKX filtered EVENTS and derivatives to require separate clients
• Changed OKX VIP4+ data configs to require complete API credentials
• Changed OKX retry delays to require 0 < initial <= max in configs and HTTP clients
• Changed OKXRawHttpClient constructors to anyhow::Result; use downcasts for typed error handling
• Changed OKX use_mm_mass_cancel to reject true; use ordinary cancellation for non-MMP orders
• Changed OKX WebSocket batch order tuples; add quote_quantity after reduce_only
• Changed OKX spot reduce-only orders to local denials; pass reduce_only=False for spot closes
• Changed Polymarket AssetType with ConditionalV2; update exhaustive matches
• Changed Polymarket build_limit_order expiry to Option<UnixNanos>; pass None for no expiry
• Changed Polymarket reports to require instruments for in-scope V2 orders and positions; set load_ids
• Changed Polymarket data/execution credentials and funders to reject blanks; omit them for environment fallback
• Changed Polymarket execution examples to dry run by default; disable DRY_RUN for live orders
• Changed Polymarket GammaMarket literals; add position_ids and resolution_status fields
• Changed Polymarket loaders to use Gamma outcome order; require matching Gamma/CLOB IDs and labels
• Changed SandboxExecutionClientConfig literals; add order_priority_reset_policy: Default::default()

Security

• Fixed HTTP default header debug redaction and WebSocket connection error log redaction
• Fixed Parquet consolidation hiding gaps, misordering rows, and duplicating data after cleanup errors
• Fixed Parquet consolidation moving instrument data outside its partitions
• Fixed Throttler timer deadline overflow that could panic during order submission or modification
• Improved R2 publishing credential handling to avoid writing keys to disk
• Fixed CoinAPI WebSocket diagnostics logging API keys from malformed frames
• Fixed Derive configs and HTTP client exposing endpoint credentials in Debug output

Fixes

• Fixed DeltaNeutralVol hedging with stale exposure after fill voids
• Fixed calculated daily theta to use a 365-day divisor instead of 365.25
• Fixed remote Parquet instrument queries under catalog prefixes containing a data segment
• Fixed execution algorithm submissions using stale quantities and prices (#5609), thanks @chaneyka1
• Fixed historical bar requests losing aggregation after live unsubscribe (#5597), thanks @Tickwhiz
• Fixed L1 slippage exceeding limit and protection prices (#5612), thanks @chaneyka1
• Fixed L1 trade-only matching using stale passive-side prices (#5573), thanks @chaneyka1
• Fixed relative catalog paths with the file protocol (#5562), thanks @madebymlai
• Fixed simulated order modifications filling while markets are not open (#5610), thanks @chaneyka1
• Fixed unmatched triggered limit-style IOC and FOK orders resting on the book (#5608), thanks @ngarid
• Fixed backtest funding settlement for single-currency accounts (#5581), thanks @chaneyka1
• Fixed Python open_check_lookback_mins=None ignoring unbounded lookback (#5540), thanks @SoYuCry
• Fixed orders losing the initialization event's reconciliation flag (#5523), thanks @costajohnt
• Fixed binary option expiry revisions during replay (#5511), thanks @imbolc
• Fixed matching engines retaining stale instrument definitions during replay (#5505), thanks @imbolc
• Fixed catalog write-back failures not reaching the data requester (#5494), thanks @madebymlai
• Fixed Redis message publishing stopping after retryable write errors (#5491), thanks @Dworf
• Fixed live data disrupting historical bar aggregator warm-up (#5469), thanks @mahimn01
• Fixed pending orders reusing closing position quantity before venue acknowledgement
• Fixed negative-price cash disposal funding and balance locks across reducing orders, lists, and modifications
• Fixed negative-price cash buys crediting unreceived proceeds toward pending order funding
• Fixed cash order lists reusing one currency for both sale inventory and purchase funding
• Fixed betting order lists and batched modifications checking each side against the same free balance
• Fixed FixedRiskSizer exceeding risk and quantity limits; sub-increment sizes now raise errors
• Fixed FixedRiskSizer using linear PnL for inverse futures, perpetuals, and futures spreads
• Fixed cache persistence failures interrupting memory updates, order submission, and event processing
• Fixed data and execution client connection failures waiting for timeouts instead of aborting node startup
• Fixed Postgres cache panicking on order-book additions with save_market_data
• Fixed TWAP slice persistence failures interrupting dispatch or skipping quantity
• Fixed execution algorithm spawns panicking on invalid parameters and reducing the primary before validation
• Fixed Python execution algorithm modify/cancel and strategy query_order using stale order snapshots
• Fixed FFI synthetic_instrument_is_valid_formula aborting on invalid component JSON
• Fixed StrikeRange and option-chain subscriptions accepting invalid ranges or zero snapshot intervals
• Fixed Portfolio reservations remaining locked after rejected LIT and trailing stop limit orders
• Fixed Portfolio skipping restored-order reservations when instrument, account, or price data arrives after startup
• Fixed Portfolio venue-wide margin equity reusing stale PnL after price or exchange rate changes
• Fixed partial totals from Portfolio venue valuation queries and account snapshots on Money overflow
• Fixed native strategy startup skipping GTD timer reactivation and expired-order cancellation for cached orders
• Fixed canonical backtest checks failing on float rounding (#5576), thanks for reporting @petarstamenov
• Fixed stale bundled execution reports incorrectly voiding newer fills
• Fixed simulated spread fills not creating leg positions or booking leg commissions (#4329), thanks @faysou
• Fixed emulated orders sharing a trigger instrument triggering from the wrong quote or trade source
• Fixed resting GTD orders filling after expiry in backtests and sandbox execution
• Fixed Trader shutdown skipping later components after stop errors and leaving degraded components active
• Fixed dynamically added backtest components starting at epoch time and missing timer deadlines
• Fixed native component registration overwriting another component kind with the same ID
• Fixed automatic strategy order ID tags colliding after removals or with explicit tags
• Fixed Strategy::market_exit skipping emulated and active-local orders during cancellation and completion
• Fixed bounded reconciliation leaving retained positions open after explicit closing fills
• Fixed Arrow trade tick decoding panicking on malformed trade IDs
• Fixed shutdown drains opening new data subscriptions (#5435), thanks @imbolc
• Fixed catalog display queries failing on clear-book deltas with no order side
• Fixed closed-order and position purges ignoring purge_from_database in execution timers
• Fixed Redis order and position deletion leaving routine snapshots and restoring purged positions
• Fixed built-in Redis cache records ignoring timestamps_as_iso8601; disabled now writes nanosecond strings
• Fixed external message bus payloads ignoring timestamps_as_iso8601
• Fixed HTTP timeout overflow panicking instead of returning an error for excessive timeouts
• Fixed Redis cache bulk loads ignoring bulk_read_batch_size
• Fixed Redis cache decoding of v1 Cython currencies, instruments, accounts, and component state
• Fixed Redis cache replay of v1 Cython order and position histories, including transformed orders
• Fixed Cache indexing closed positions as open and excluding them from purging after insertion
• Fixed NETTING realized PnL for cycles with equal PnL and after fill voids (#5534), thanks @d0ra-1h3-3xpl0ra
• Fixed managed order book subscriptions reusing a cached book of a different type
• Fixed managed order book quotes using event time for ts_init
• Fixed command refusals clearing unrelated pending operations or rolling back later order state
• Fixed duplicate order submission overwriting non-local cached orders in strategies and execution algorithms
• Fixed execution algorithms skipping spawn accounting for order events while stopped
• Fixed mixed-key market data batches being cached under the first row's instrument or bar type
• Fixed historical time bar boundary assignment for ticks sharing a timestamp
• Fixed composite time bars closing before their final source bar at a shared deadline
• Fixed queued timer callbacks logging missing-actor errors or targeting reused actor IDs after retirement
• Fixed backtest timer cancellation across data gaps and tail flushes
• Fixed backtest liquidation on bar and trade data (#5538), thanks @stooq1
• Fixed BacktestEngine reset hiding component reset failures
• Fixed EmaCross and DeltaNeutralVol retaining runtime state on engine reset
• Fixed streaming backtests failing to resume when the first batch has only data before the start time
• Fixed Python ForexSession.__repr__ identifying sessions as PositionSide
• Fixed ExecTester panicking on unsupported GTD brackets
• Fixed ExecTester stop replacements exceeding remaining quantity after partial fills
• Fixed ExecTester losing order quantity precision and dropping batch order parameters
• Fixed ExecTester retaining data subscriptions on stop in dry-run mode or after cache-miss startup
• Fixed test data downloads ignoring configured retry deadlines and skipping later retry delays with immediate_first
• Fixed Postgres cache not persisting or restoring Greeks and yield curves with save_market_data
• Fixed exchange-rate conversions failing on overflow despite a representable route or returning zero on underflow
• Fixed Sockudo WebSocket timeouts overriding the client heartbeat and idle policy
• Fixed false WebSocket heartbeat timeouts while receiving fragmented messages
• Fixed startup reconciliation failing when execution clients publish recovered instruments
• Fixed reconciliation double-counting order-report fills already covered by venue positions
• Fixed startup margin calculations overwriting reported account balances
• Fixed Architect AX clients failing to connect when /whoami omits onboarding and frozen states
• Fixed Architect AX order history and fill report requests panicking on timestamps beyond i64::MAX nanoseconds
• Fixed Binance perpetual test fixture lot size (#5499), thanks @Milchstrassse
• Fixed Binance Futures initial margin underestimation (#5531), thanks for reporting @wangzengzhi
• Fixed Binance startup reconciliation omitting closed orders from selected instruments
• Fixed Binance Futures instrument ts_event and ts_init defaulting to zero
• Fixed Binance REST requests ignoring 429 and 418 cooldowns from other requests
• Fixed Binance cancellations and COIN-M modifications consuming order-count quota
• Fixed Binance snapshot HTTP retries bypassing request-weight pacing
• Fixed Binance REST pacing ignoring endpoint weights and USD-M funding and open-interest limits
• Fixed Binance Futures sided cancel-all selecting other accounts' orders (#5467), thanks @Milchstrassse
• Fixed Binance Spot position checks incorrectly treating missing reports as flat (#5478), thanks @Milchstrassse
• Fixed blockchain currency collisions and missing token definitions during Redis/Postgres recovery
• Fixed blockchain event parsers panicking on short fields or misreading oversized topics
• Fixed blockchain execution retries after host clock errors
• Fixed blockchain pool events carrying a superseded block hash and timestamp after reorgs
• Fixed Bybit batch modify orders not using the trade WebSocket batch amend
• Fixed Bybit data client ignoring environment credentials when config credentials are omitted
• Fixed Bybit execution client omitting trigger prices from HTTP and WebSocket amendments
• Fixed Bybit demo cancels remaining pending cancel without an order stream update
• Fixed Bybit HTTP order reports dropping venue reject reasons and due_post_only
• Fixed Bybit HTTP writes being retried after a possible transmission
• Fixed Bybit HTTP rate limits rejecting orders that may have been sent
• Fixed Bybit 10006 and 10429 responses rejecting in-flight order commands
• Fixed Bybit option instrument loading and status updates covering only BTC instead of all listed base coins
• Fixed Bybit option order book subscriptions defaulting to unsupported depth 50 and rejecting depths 25 and 100
• Fixed Bybit instruments dropped on oversized maxOrderQty (#5592), thanks @abhijeetvichare76
• Fixed CoinAPI dropping first book snapshots before subscription writes complete
• Fixed CoinAPI L2 flat-file book loaders accepting unknown update types
• Fixed CoinAPI OHLCV pagination stopping before the record limit after filtering leading periods
• Fixed Coinbase and OKX checks closing positions outside report scope (#5280), thanks for reporting @chaneyka1
• Fixed Coinbase live fill IDs differing from REST reconciliation
• Fixed Coinbase quote-sized fills being interpreted as base quantities
• Fixed Databento statistics decoding with insufficient precision for VWAP, volatility, and delta
• Fixed Databento statistics Arrow encoding accepting mixed instruments or precisions
• Fixed Databento MBO decode errors delaying buffered book events at F_LAST boundaries
• Fixed Databento option strikes rejecting values finer than the strike currency precision
• Fixed Databento price scaling at explicitly selected 17- and 18-decimal precision
• Fixed Deribit instrument loading panicking on invalid spot definitions
• Fixed Deribit instrument loading panicking on invalid derivative and combo definitions
• Fixed Deribit single-order recovery treating failed lookups as missing orders
• Fixed Deribit unsent order commands staying unresolved and uncertain venue errors becoming rejections
• Fixed Deribit fill report requests returning partial results when a required trade fails to parse
• Fixed Deribit reconciliation omitting in-scope orders, fills, and positions when the instrument is not cached
• Fixed Deribit rejected order results emitting OrderAccepted
• Fixed Deribit delayed submit acknowledgements reactivating tracking for terminal orders
• Fixed Deribit post-terminal fills emitting OrderFilled instead of fill reports
• Fixed Deribit instrument refresh ignoring its configured interval (#5465), thanks @d0ra-1h3-3xpl0ra
• Fixed Derive option recovery rejecting startup or replacing real fills due to fee-inclusive averages
• Fixed Derive trade and funding history returning events outside requested nanosecond time bounds
• Fixed Derive historical trade responses accepting trades for a different instrument
• Fixed Derive order status reports treating another instrument or a request without order IDs as a missing order
• Fixed Derive reconciliation failing on excluded instruments when load_ids defines the scope
• Fixed Hyperliquid account state staying stale after fills (#5449), thanks for reporting @dxwil
• Fixed Hyperliquid instrument caching stalling node startup (#5354), thanks for reporting @Karrenbelt
• Fixed Hyperliquid startup reconciliation failing on truncated entry prices (#5530), thanks for reporting @mark1lah
• Fixed Hyperliquid perpetual quote currency differing from collateral (#5542), thanks @dxwil
• Fixed Interactive Brokers position recovery rejecting rounded average costs (#5430), thanks @TylerGriffin99
• Fixed Interactive Brokers canceled orders reported as partially filled (#5507), thanks @Milchstrassse
• Fixed Interactive Brokers account summaries stopping after reconnects (#5525), thanks @TylerGriffin99
• Fixed Interactive Brokers historical tick ts_init differing from ts_event (#5558), thanks @y1lan
• Fixed Interactive Brokers gateway startup returning before login (#5565), thanks @madebymlai
• Fixed Kalshi local denials blocking account recovery (#5630), thanks for reporting @wangschien
• Fixed Kraken Futures history skipping unreadable rows and using stale states (#5559), thanks @zhaow-de
• Fixed Kraken Futures order-update cancellations closing tracked orders before their fills arrive
• Fixed Kraken Spot startup recovery for emptied wallet balances (#5527), thanks @zhaow-de
• Fixed Kraken panics on malformed venue order IDs (#5567), thanks @zhaow-de
• Fixed Kraken Futures edits reporting missing order IDs after success (#5567), thanks @zhaow-de
• Fixed Kraken Futures open-order IOC and post-only reporting (#5571), thanks @zhaow-de
• Fixed Lighter modification confirmation delay (#5517), thanks for reporting @AlphaTraderK
• Fixed Lighter slippage overrides silently accepting invalid types and overflowing integers
• Fixed Lighter public data startup failing on unused malformed credentials
• Fixed Lighter execution config credential checks ignoring environment fallback
• Fixed Lighter free collateral ignoring venue availability (#5578), thanks for reporting @AlphaTraderK
• Fixed OKX TIF, RPI, and event parameter failures emitting OrderRejected instead of OrderDenied
• Fixed OKX VIP4+ book subscriptions failing without public WebSocket login
• Fixed OKX HTTP retries ignoring http_timeout_secs
• Fixed OKX algo and spread cancels retrying after ambiguous HTTP failures
• Fixed OKX rejected WebSocket logins waiting for the authentication timeout
• Fixed OKX private updates being dropped when their instrument definitions are missing
• Fixed OKX empty execution discovery failures omitting the selected scope from startup logs
• Fixed OKX MARGIN selection using cash accounting and spot order trade mode
• Fixed OKX event orders following derivative margin mode instead of using isolated mode
• Fixed OKX execution discovery ignoring contract_types
• Fixed OKX filtered execution missing active instruments and their WebSocket order identifiers
• Fixed OKX order status reports accepting incomplete active coverage and discarding valid partial history
• Fixed OKX order commands rejected before being written during WebSocket reconnects
• Fixed OKX repeated logins preventing authentication recovery after interrupted reconnects
• Fixed OKX spot market base/quote sizing for margin-mode accounts and batch submissions
• Fixed OKX instrument and book fetch failures leaving requests incomplete
• Fixed OKX reconnects dropping subscriptions after rejected unsubscriptions
• Fixed OKX empty order refusals leaving orders unresolved (#5529), thanks @Milchstrassse
• Fixed Polymarket accepting invalid funders, malformed load_ids, and unsafe retry delays
• Fixed Polymarket settled BUY spend staying locked when collateral credits offset balance decreases
• Fixed Polymarket explicit event slugs being ignored when an event-slug builder is configured
• Fixed Polymarket data-client builder defaults disabling the 60-minute instrument refresh
• Fixed Polymarket open-order checks failing while an admitted fill awaits application
• Fixed Polymarket Gamma requests not retrying transient HTTP failures (#5508), thanks @imbolc
• Fixed Polymarket Gamma condition_ids lookups failing with HTTP 414 (#5433), thanks for reporting @gingeard
• Fixed Polymarket immediate BUY share rounding and unsafe signed prices (#5582), thanks @SoYuCry
• Fixed Polymarket recovery and targeted reports rejecting fractional fills (#5616), thanks @SoYuCry
• Fixed Sandbox open-order checks rejecting resting orders (#5366), thanks for reporting @awss1i
• Fixed Sandbox execution panic on non-time bars (#5271), thanks for reporting @chaneyka1

Internal Improvements

• Added shared field definitions for model and Arrow codec generation, thanks @faysou
• Added NETTING startup reconciliation scenarios for flat accounts and recovered positions
• Added debug logs for live node shutdown drain progress (#5572), thanks @imbolc
• Fixed locale-dependent inventory comparisons in pre-commit hooks (#5514), thanks @Tickwhiz
• Fixed Python submodule checks ignoring comparison failures (#5515), thanks @Tickwhiz
• Improved Docker publishing with temporary digest directories isolated per job
• Standardized module ordering checks to place unconditional modules before cfg-gated modules
• Optimized Architect AX market data trade parsing and reduced allocations
• Improved Bybit book stress comparisons with a separate public order book connection
• Standardized Deribit report generation with HTTP collection on runtime workers (#5216)
• Standardized Derive report generation with HTTP collection on runtime workers (#5216)
• Refined Polymarket limit submit responses and venue order ID lookup
• Standardized Polymarket report generation with HTTP collection on runtime workers (#5216)
• Optimized Polymarket startup instrument lookup updates (#5561), thanks @imbolc
• Optimized account cloning by sharing event histories (#5496), thanks @mi-netizen007
• Optimized custom data Arrow encoding, decoding, and string buffer allocation, thanks @faysou
• Optimized deserialize_decimal_from_str and deserialize_decimal_or_zero to avoid intermediate string copies
• Optimized empty command-queue drains and L1 order-book quote replacement
• Upgraded cargo-binstall tool to v1.26.2
• Upgraded cargo-codspeed tool to v6.0.0
• Upgraded cargo-hawk tool to v0.1.17
• Upgraded cargo-nextest tool to v0.9.150
• Upgraded prek tool to v0.5.9
• Upgraded socket-cli tool to v1.11.1
• Upgraded uv tool to v0.13.6
• Upgraded uv pre-commit hook to v0.13.6
• Upgraded arrow and parquet crates to v59.3.2
• Upgraded aws-lc-rs crate to v1.19.0
• Upgraded hypersync-client crate to v2.0.0
• Upgraded log crate to v0.4.35
• Upgraded redis crate to v1.8.1
• Upgraded sysinfo crate to v0.40.1
• Upgraded pytest package (test) to v9.2.0
• Upgraded pytest-asyncio package (test) to v1.4.1
• Upgraded ruff package (dev) to v0.17.3
• Upgraded ty package (dev) to v0.0.92

Documentation Updates

• Fixed WebSocket module documentation for backend proxy support and SOCKS fallback
• Clarified Parquet migration coverage and CLEAR snapshot promotion limits
• Clarified WebSocket and raw TCP socket retry attempts, reconnect disabling, and send-wait timeouts
• Fixed Kalshi Rust execution tester example hardcoding shard 0 (#5631), thanks for reporting @wangschien
• Clarified Kraken margin recovery limits and manual reconciliation (#5470), thanks @zhaow-de
• Updated Kraken Futures Maker Protection rollout and split-amendment guidance
• Added Python tutorial for backtesting Lighter ANTHROPIC pre-IPO order books from CoinAPI Flat Files
• Added OKX history coverage and catalog write-back guidance (#5533), thanks @akarazhev
• Improved Polymarket setup, configuration troubleshooting, and cancel-replace recovery guidance
• Updated Python Polymarket examples with scoped reconciliation, risk checks, and 30-second shutdown waits

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