v1.178.0

nautechsystems/nautilus_traderv1.178.0Sep 2, 2023by github-actions[bot]

AI Summary

This release focuses entirely on bug fixes, addressing issues with OrderBookDelta, OrderManager, Cache loading, and Binance order book subscriptions.

Key Highlights

  • Fixed OrderBookDelta.clear method
  • Fixed OrderManager OTO contingency handling on fills
  • Fixed Cache loading of initialized emulated orders
  • Fixed Binance order book subscriptions for deltas at full depth

Full Release Notes

# NautilusTrader 1.178.0 Beta

Released on 2nd September 2023 (UTC).

### Enhancements
None

### Breaking Changes
None

### Fixes
- Fixed `OrderBookDelta.clear` method (where the `sequence` field was swapped with `flags` causing an overflow)
- Fixed `OrderManager` OTO contingency handling on fills
- Fixed `OrderManager` duplicate order canceled events (race condition when processing contingencies)
- Fixed `Cache` loading of initialized emulated orders (were not being correctly indexed as emulated)
- Fixed Binance order book subscriptions for deltas at full depth (was not requesting initial snapshot), thanks for reporting @doublier1