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v1.159.0

nautechsystems/nautilus_traderv1.159.0Nov 19, 2022by github-actions[bot]

AI Summary

Beta release removing FTX integration and adding OUO contingency orders with trailing stop support for Binance Futures.

Key Highlights

  • Implemented `TRAILING_STOP_MARKET` orders for Binance Futures (beta).
  • Added `OUO` One-Updates-Other `ContingencyType`.
  • Removed FTX integration.

Breaking Changes

  • Removed FTX integration
  • Renamed `SubmitOrderList.list` -> `SubmitOrderList.order_list`
  • Slight adjustment to bar aggregation (will not use the last close as the open)

New Features

  • `TRAILING_STOP_MARKET` orders for Binance Futures
  • `OUO` One-Updates-Other `ContingencyType`
  • Added bar price fallback for exchange rate calculations

Full Release Notes

# NautilusTrader 1.159.0 Beta

Released on 18th November 2022 (UTC).

### Breaking Changes
- Removed FTX integration
- Renamed `SubmitOrderList.list` -> `SubmitOrderList.order_list`
- Slight adjustment to bar aggregation (will not use the last close as the open)

### Enhancements
- Implemented `TRAILING_STOP_MARKET` orders for Binance Futures (beta)
- Added `OUO` One-Updates-Other `ContingencyType` with matching engine implementation
- Added bar price fallback for exchange rate calculations, thanks @ghill2

### Fixes
- Fixed deallocation of Rust backing struct on Python exceptions causing segfaults
- Fixed bar aggregation start times for bar specs outside typical intervals (60-SECOND rather than 1-MINUTE etc) 
- Fixed backtest engine main loop ordering of time events with identically timestamped data
- Fixed `ModifyOrder` message `str` and `repr` when no quantity
- Fixed OCO contingency orders which were actually implemented as OUO for backtests
- Fixed various bugs for Interactive Brokers integration, thanks @limx0 and @rsmb7z
- Fixed `pyarrow` version parsing, thanks @ghill2
- Fixed returning venue from `InstrumentId`, thanks @rsmb7z