NautilusTrader 1.195.0 Beta
NautilusTrader 1.195.0 Beta
Released on 17th June 2024 (UTC).
Enhancements
- Added Bybit base coin for fee rate parsing (#1696), thanks @filipmacek
- Added
IndexInstrument
with support for Interactive Brokers (#1703), thanks @rsmb7z - Refactored Interactive Brokers client and gateway configuration (#1692), thanks @rsmb7z
- Improved
InteractiveBrokersInstrumentProvider
contract loading (#1699), thanks @rsmb7z - Improved
InteractiveBrokersInstrumentProvider
option chain loading (#1704), thanks @rsmb7z - Improved
Instrument.make_qty
error clarity when a positive value is rounded to zero - Updated installation from source docs for Clang dependency (#1690), thanks @Troubladore
- Updated
DockerizedIBGatewayConfig
docs (#1691), thanks @Troubladore
Breaking Changes
None
Fixes
- Fixed DataFusion streaming backend mem usage (now constant mem usage) (#1693), thanks @twitu
- Fixed
OrderBookDeltaDataWrangler
snapshot parsing (was not prepending aCLEAR
action), thanks for reporting @VeraLyu - Fixed
Instrument.make_price
andmake_qty
when increments have a lower precision (was not rounding to the minimum increment) - Fixed
EMACrossTrailingStop
example strategy trailing stop logic (could submit multiple trailing stops on partial fills) - Fixed Binance
TRAILING_STOP_MARKET
orders (callback rounding was incorrect, was also not handling updates) - Fixed Interactive Brokers multiple gateway clients (incorrect port handling in factory) (#1702), thanks @dodofarm
- Fixed time alerts Python example in docs (#1713), thanks @davidsblom