v1.151.0

nautechsystems/nautilus_traderv1.151.0Aug 22, 2022by github-actions[bot]

AI Summary

Adds functionality for historical data processing and improves Binance Futures performance with unthrottled order book updates.

Key Highlights

Added `on_historical_data` method with wiring for functionality
Added 'unthrottled' 0ms order book updates for Binance Futures
Improved robustness of `WebSocketClient` base during reconnects
Fixed `asyncio.tasks.gather` for Python 3.10+

New Features

Added `on_historical_data` method with wiring for functionality
Added 'unthrottled' 0ms order book updates for Binance Futures

Full Release Notes

# NautilusTrader 1.151.0 Beta

Released on August 22nd 2022 (UTC).

### Breaking Changes
None

### Enhancements
- Added `on_historical_data` method with wiring for functionality
- Added 'unthrottled' 0ms order book updates for Binance Futures
- Improved robustness of `WebSocketClient` base during reconnects

### Fixes
- Fixed sdist includes for Rust Cargo files (fixes pip installs)
- Fixed `LatencyModel` integer overflows, thanks @limx0
- Fixed parsing of Binance Futures `FUNDING_FEE` updates
- Fixed `asyncio.tasks.gather` for Python 3.10+