Starstruk Logo MarkStarstruk

v1.161.0

nautechsystems/nautilus_traderv1.161.0Dec 9, 2022by github-actions[bot]

AI Summary

Beta release adding Python 3.11 support and refactoring config handling to `msgspec` for better performance.

Key Highlights

  • Added support for Python 3.11.
  • Consolidated config objects to `msgspec`.
  • Removed dependency on `pydantic`.

Breaking Changes

  • Renamed `OrderFactory.bracket_market` to `OrderFactory.bracket_market_entry`
  • Renamed `OrderFactory.bracket_limit` to `OrderFactory.bracket_limit_entry`
  • Renamed `OrderFactory` bracket order `price` and `trigger_price` parameters

New Features

  • Added `OrderFactory.bracket_stop_limit_entry_stop_limit_tp(...)`
  • Added `Actor.request_instruments(...)` method

Full Release Notes

# NautilusTrader 1.161.0 Beta

Released on 10th December 2022 (UTC).

This release adds support for Python 3.11.

### Breaking Changes
- Renamed `OrderFactory.bracket_market` to `OrderFactory.bracket_market_entry`
- Renamed `OrderFactory.bracket_limit` to `OrderFactory.bracket_limit_entry`
- Renamed `OrderFactory` bracket order `price` and `trigger_price` parameters

### Enhancements
- Consolidated config objects to `msgspec` providing better performance and correctness
- Added `OrderFactory.bracket_stop_limit_entry_stop_limit_tp(...)`
- Numerous improvements to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z
- Removed dependency on `pydantic`

### Fixes
- Fixed `STOP_MARKET` order behavior to fill at market on immediate trigger
- Fixed `STOP_LIMIT` order behavior to fill at market on immediate trigger and marketable
- Fixed `STOP_LIMIT` order behavior to fill at market on processed trigger and marketable
- Fixed `LIMIT_IF_TOUCHED` order behavior to fill at market on immediate trigger and marketable
- Fixed Binance start and stop time units for bar (kline) requests, thanks @Tzumx
- `RiskEngineConfig.bypass` set to `True` will now correctly bypass throttlers, thanks @DownBadCapital
- Fixed updating of emulated orders
- Numerous fixes to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z