v1.141.0

nautechsystems/nautilus_traderv1.141.0Apr 4, 2022by github-actions[bot]

AI Summary

Beta release unifying NautilusKernel, renaming various configuration and execution items, and introducing Docker image support.

Key Highlights

  • Renamed run_sync to run
  • Renamed flatten_position to close_position
  • Added Docker image builds and GH packages

Breaking Changes

  • Renamed run_sync, flatten_position, flatten_all_positions
  • Renamed TradingNodeConfig properties
  • Changed NAUTILUS_CATALOG env var to NAUTILUS_PATH
  • Made hiredis and hyperopt optional extras

New Features

  • Docker image builds and GitHub packages
  • BinanceFuturesMarkPriceUpdate type
  • Generic subscribe and unsubscribe to template
  • Binance Futures COIN_M testnet support

Full Release Notes

# NautilusTrader 1.141.0 Beta

Released on 4th April 2022 (UTC).

### Breaking Changes
- Renamed `BacktestNode.run_sync()` to `BacktestNode.run()`
- Renamed `flatten_position()` to `close_position()`
- Renamed `flatten_all_positions()` to `close_all_positions()`
- Renamed `Order.flatten_side()` to `Order.closing_side()`
- Renamed `TradingNodeConfig` `check_residuals_delay` to `timeout_post_stop`
- The `SimulatedExchange` will now 'receive' market data prior to the `DataEngine`
  (note that this did not affect any test)
- Tightened requirement for `DataType` types to be subclasses of `Data`
- `CacheDatabaseConfig.type` now defaults to `in-memory`
- `NAUTILUS_CATALOG` env var changed to `NAUTILUS_PATH`
- `DataCatalog` root path now located under `$OLD_PATH/catalog/` from the Nautilus path
- `hiredis` and `redis` are now optional extras as 'redis'
- `hyperopt` is now an optional extra as 'hyperopt'

### Enhancements
- Unify `NautilusKernel` across backtest and live systems
- Improved configuration by grouping into `config` subpackage
- Improved configuration objects and flows
- Numerous improvements to the Binance Spot/Margin and Futures integration
- Added Docker image builds and GH packages
- Added `BinanceFuturesMarkPriceUpdate` type and data stream
- Added generic `subscribe` and `unsubscribe` to template
- Added Binance Futures COIN_M testnet
- The clarity of various error messages was improved

### Fixes
- Fixed multiple instruments in `DataCatalog` (#554), (#560) by @limx0
- Fixed timestamp ordering streaming from `DataCatalog` (#561) by @limx0
- Fixed `CSVReader` (#563) by @limx0
- Fixed slow subscribers to the Binance WebSocket streams
- Fixed configuration of `base_currency` for backtests
- Fixed importable strategy configs (previously not returning correct class)
- Fixed `fully_qualified_name()` format