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v1.160.0

nautechsystems/nautilus_traderv1.160.0Nov 28, 2022by github-actions[bot]

AI Summary

Beta release removing timestamps from generated IDs and improving emulated order capabilities.

Key Highlights

  • Removed time portion from generated IDs (affects `ClientOrderId` and `PositionOrderId`).
  • Added emulated contingency orders capability to `OrderEmulator`.
  • Moved `test_kit` module to main package.

Breaking Changes

  • Removed time portion from generated IDs (affects `ClientOrderId` and `PositionOrderId`)
  • Renamed `orderbook.data.Order` to `orderbook.data.BookOrder`
  • Renamed `Instrument.get_cost_currency(...)` to `Instrument.get_settlement_currency(...)`

New Features

  • Emulated contingency orders capability
  • Moved `test_kit` module to main package

Full Release Notes

# NautilusTrader 1.160.0 Beta

Released on 28th November 2022 (UTC).

### Breaking Changes
- Removed time portion from generated IDs (affects `ClientOrderId` and `PositionOrderId`)
- Renamed `orderbook.data.Order` to `orderbook.data.BookOrder` (reduce conflicts/confusion)
- Renamed `Instrument.get_cost_currency(...)` to `Instrument.get_settlement_currency(...)` (more accurate terminology)

### Enhancements
- Added emulated contingency orders capability to `OrderEmulator`
- Moved `test_kit` module to main package to support downstream project/package testing

### Fixes
- Fixed position event sequencing: now generates `PositionOpened` when reopening a closed position
- Fixed `LIMIT` order fill characteristics when immediately marketable as a taker
- Fixed `LIMIT` order fill characteristics when passively filled as a maker as quotes move through
- Fixed canceling OTO contingent orders when still in-flight
- Fixed `RiskEngine` notional check when selling cash assets (spot currency pairs)
- Fixed flush on closed file bug for persistence stream writers