Starstruk Logo MarkStarstruk

v1.164.0

nautechsystems/nautilus_traderv1.164.0Dec 23, 2022by github-actions[bot]

AI Summary

Beta release focusing on data handling improvements, Rust integration for Parquet files, and experimental managed GTD order expiry.

Key Highlights

  • Added Rust `ParquetReader` and `ParquetWriter` for QuoteTick and TradeTick.
  • Added managed GTD order expiry (experimental feature).
  • Fixed `MARKET_IF_TOUCHED` orders for `OrderFactory.bracket`.

New Features

  • Rust `ParquetReader` and `ParquetWriter` support
  • Managed GTD order expiry
  • Added `DataEngineConfig.validate_data_sequence`

Full Release Notes

# NautilusTrader 1.164.0 Beta

Released on 23rd December 2022 (UTC).

### Breaking Changes
None

### Enhancements
- Added managed GTD order expiry (experimental feature, config may change)
- Added Rust `ParquetReader` and `ParquetWriter` (for `QuoteTick` and `TradeTick` only)

### Fixes
- Fixed `MARKET_IF_TOUCHED` orders for `OrderFactory.bracket(..)`
- Fixed `OrderEmulator` trigger event handling for live trading
- Fixed `OrderEmulator` transformation to market orders which had a GTD time in force
- Fixed serialization of `OrderUpdated` events
- Fixed typing and edge cases for new `msgspec`, thanks @limx0 
- Fixed data wrangler processing with missing data, thanks @rsmb7z