v1.138.0
nautechsystems/nautilus_traderv1.138.0Feb 13, 2022by github-actions[bot]
AI Summary
Beta release standardizing terminology, renaming 'working' orders to 'open' orders and 'ExecutionId' to 'TradeId'.
Key Highlights
- Renamed 'working' orders to 'open' orders
- Renamed ExecutionId to TradeId
- Introduced trailing stop order types
Breaking Changes
- Renamed working to open (and completed to closed)
- Renamed ExecutionId to TradeId
- Renamed trigger to trigger_price
- Removed active order concept
New Features
- TradeId type enforcement
- TrailingOffsetType enum
- TrailingStopMarketOrder and TrailingStopLimitOrder
- allow_cash_positions config option
Full Release Notes
# NautilusTrader 1.138.0 Beta ## Release Notes Released on 15th February 2022 (UTC). **This release contains numerous method, parameter and property name changes** For consistency and standardization with other protocols, the `ExecutionId` type has been renamed to `TradeId` as they express the same concept with a more standardized terminology. In the interests of enforcing correctness and safety this type is now utilized for the `TradeTick.trade_id`. ### Breaking Changes - Renamed `working` orders to `open` orders including all associated methods and params. - Renamed `completed` orders to `closed` orders including all associated methods and params. - Removed `active` order concept (often confused with `open`). - Renamed `trigger` to `trigger_price`. - Renamed `StopMarketOrder.price` to `StopMarketOrder.trigger_price`. - Renamed all params related to a `StopMarketOrders` `price` to `trigger_price`. - Renamed `ExecutionId` to `TradeId`. - Renamed `execution_id` to `trade_id`. - Renamed `Order.trade_id` to `Order.last_trade_id` (for clarity). - Renamed other variations and references of 'execution ID' to 'trade ID'. - Renamed `contingency` to `contingency_type`. ### Enhancements - Introduced the `TradeId` type to enforce `trade_id` typing. - Improve handling of unleveraged cash asset positions including Crypto and Fiat spot currency instruments. - Added `ExecEngineConfig` option `allow_cash_positions` (`False` by default). - Added `TrailingOffsetType` enum. - Added `TrailingStopMarketOrder`. - Added `TrailingStopLimitOrder`. - Added trailing order factory methods. - Added `trigger_type` param to stop orders. - Added `TriggerType` enum. - Large refactoring of order base and impl classes. - Overhaul of execution reports. - Overhaul of execution state reconciliation. ### Fixes - Fixed WebSocket base reconnect handling.