Starstruk Logo MarkStarstruk

v1.136.0

nautechsystems/nautilus_traderv1.136.0Dec 29, 2021by github-actions[bot]

AI Summary

A beta release focused on improving order lifecycle management, renaming CryptoSwap to CryptoPerpetual, and removing deprecated strategy data subscription methods.

Key Highlights

  • Renamed CryptoSwap to CryptoPerpetual.
  • Enabled modification and cancellation of in-flight orders in live and backtest modes.
  • Added DataType.topic string for improved message bus handling.
  • Removed deprecated strategy data subscription methods.

Breaking Changes

  • Changed subscribe_data(...) method (client_id now optional).
  • Changed unsubscribe_data(...) method (client_id now optional).
  • Changed publish_data(...) method (added data_type).
  • Renamed MessageBus.subscriptions method param to pattern.
  • Renamed MessageBus.has_subscribers method param to pattern.
  • Removed subscribe_strategy_data(...) method.
  • Removed unsubscribe_strategy_data(...) method.
  • Removed publish_strategy_data(...) method.
  • Renamed CryptoSwap to CryptoPerpetual.

New Features

  • Updated CancelOrder to allow None venue_order_id.
  • Updated ModifyOrder to allow None venue_order_id.
  • Updated OrderPendingUpdate to allow None venue_order_id.
  • Updated OrderPendingCancel to allow None venue_order_id.
  • Updated OrderCancelRejected to allow None venue_order_id.
  • Updated OrderModifyRejected to allow None venue_order_id.
  • Added DataType.topic string.

Full Release Notes

# NautilusTrader 1.136.0 Beta 

## Release Notes

Released 29th December 2021.

### Breaking Changes
- Changed `subscribe_data(...)` method (`client_id` now optional).
- Changed `unsubscribe_data(...)` method (`client_id` now optional).
- Changed `publish_data(...)` method (added `data_type`).
- Renamed `MessageBus.subscriptions` method param to `pattern`.
- Renamed `MessageBus.has_subscribers` method param to `pattern`.`
- Removed `subscribe_strategy_data(...)` method.
- Removed `unsubscribe_strategy_data(...)` method.
- Removed `publish_strategy_data(...)` method.
- Renamed `CryptoSwap` to `CryptoPerpetual`.

### Enhancements
- Can now modify or cancel in-flight orders live and backtest.
- Updated `CancelOrder` to allow None `venue_order_id`.
- Updated `ModifyOrder` to allow None `venue_order_id`.
- Updated `OrderPendingUpdate` to allow None `venue_order_id`.
- Updated `OrderPendingCancel` to allow None `venue_order_id`.
- Updated `OrderCancelRejected` to allow None `venue_order_id`.
- Updated `OrderModifyRejected` to allow None `venue_order_id`.
- Added `DataType.topic` string for improved message bus handling.

### Fixes
- Implemented comparisons for `DataType`, `BarSpecification` and `BarType`.
- Fixed `QuoteTickDataWrangler.process_bar_data` with `random_seed`.