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NautilusTrader 1.199.0 Beta
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@github-actions github-actions released this 19 Aug 18:00
v1.199.0
05346c4

NautilusTrader 1.199.0 Beta

Released on 19th August 2024 (UTC).

Enhancements

  • Added LiveExecEngineConfig.generate_missing_orders reconciliation config option to align internal and external position states
  • Added LogLevel::TRACE (only available in Rust for debug/development builds)
  • Added Actor.subscribe_signal(...) method and Data.is_signal(...) class method (#1853), thanks @faysou
  • Added Binance Futures support for HEDGE mode (#1846), thanks @DevRoss
  • Overhauled and refined error modeling and handling in Rust (#1849, #1858), thanks @twitu
  • Improved BinanceExecutionClient position report requests (can now filter by instrument and includes reporting for flat positions)
  • Improved BybitExecutionClient position report requests (can now filter by instrument and includes reporting for flat positions)
  • Improved LiveExecutionEngine reconciliation robustness and recovery when internal positions do not match external positions
  • Improved @customdataclass decorator constructor to allow more positional arguments (#1850), thanks @faysou
  • Improved @customdataclass documentation (#1854), thanks @faysou
  • Upgraded datafusion crate to v41.0.0
  • Upgraded tokio crate to v1.39.3
  • Upgraded uvloop to v0.20.0 (upgrades libuv to v1.48.0)

Breaking Changes

  • Changed VolumeWeightedAveragePrice calculation formula to use each bars "typical" price (#1842), thanks @evgenii-prusov
  • Changed OptionsContract constructor parameter ordering and Arrow schema (consistently group option kind and strike price)
  • Renamed snapshot_positions_interval to snapshot_positions_interval_secs (more explicitly indicates time units)
  • Moved snapshot_orders config setting to ExecEngineConfig (can now be used for all environment contexts)
  • Moved snapshot_positions config setting to ExecEngineConfig (can now be used for all environment contexts)
  • Moved snapshot_positions_interval_secs config setting to ExecEngineConfig (can now be used for all environment contexts)

Fixes

  • Fixed Position exception type on duplicate fill (should be KeyError to align with the same error for Order)
  • Fixed Bybit position report parsing when position is flat (BybitPositionSide now correctly handles the empty string)

Contributors

faysou, DevRoss, and 2 other contributors
Assets 15
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