v1.166.0

nautechsystems/nautilus_traderv1.166.0Jan 17, 2023by github-actions[bot]

AI Summary

Beta release focusing on bug fixes for position PnL and netting logic, alongside improvements to Interactive Brokers and Betfair adapters.

Key Highlights

  • Position `unrealized_pnl` now returns `None` until any realized PnL is generated to reduce ambiguity.
  • Added instrument status update subscription handlers.
  • Improved async task handling for live clients.

Breaking Changes

  • Position.unrealized_pnl now `None` until any realized PnL is generated (to reduce ambiguity)

New Features

  • Instrument status update subscription handlers
  • Improvements to InteractiveBrokers DataClient
  • Improvements to Betfair adapter

Full Release Notes

# NautilusTrader 1.166.0 Beta

Released on 17th January 2023 (UTC).

### Breaking Changes
- `Position.unrealized_pnl` now `None` until any realized PnL is generated (to reduce ambiguity)

### Enhancements
- Added instrument status update subscription handlers, thanks @limx0
- Improvements to InteractiveBrokers `DataClient`, thanks @rsmb7z
- Improvements to async task handling for live clients
- Various improvements to Betfair adapter, thanks @limx0

### Fixes
- Fixed netted `Position` `realized_pnl` and `realized_return` fields, which were incorrectly cumulative
- Fixed netted `Position` flip logic (now correctly 'resets' position)
- Various fixes for Betfair adapter, thanks @limx0
- InteractiveBrokers integration docs fixes