Starstruk Logo MarkStarstruk

v1.195.0

nautechsystems/nautilus_traderv1.195.0Jun 17, 2024by github-actions[bot]

AI Summary

This release focuses on Interactive Brokers improvements and fixes for Databusion streaming backend and order book parsing. It adds support for Bybit fee rate parsing and introduces Index Instruments for IB.

Key Highlights

  • Enhanced Interactive Brokers client and gateway configuration.
  • Added `IndexInstrument` support for Interactive Brokers.
  • Improved Databusion streaming backend memory usage (now constant).

New Features

  • Added Bybit base coin for fee rate parsing
  • Added `IndexInstrument` with support for Interactive Brokers
  • Refactored Interactive Brokers client and gateway configuration
  • Improved `InteractiveBrokersInstrumentProvider` contract loading
  • Improved `InteractiveBrokersInstrumentProvider` option chain loading
  • Updated installation from source docs for Clang dependency

Full Release Notes

# NautilusTrader 1.195.0 Beta

Released on 17th June 2024 (UTC).

### Enhancements
- Added Bybit base coin for fee rate parsing (#1696), thanks @filipmacek
- Added `IndexInstrument` with support for Interactive Brokers (#1703), thanks @rsmb7z
- Refactored Interactive Brokers client and gateway configuration (#1692), thanks @rsmb7z
- Improved `InteractiveBrokersInstrumentProvider` contract loading (#1699), thanks @rsmb7z
- Improved `InteractiveBrokersInstrumentProvider` option chain loading (#1704), thanks @rsmb7z
- Improved `Instrument.make_qty` error clarity when a positive value is rounded to zero
- Updated installation from source docs for Clang dependency (#1690), thanks @Troubladore
- Updated `DockerizedIBGatewayConfig` docs (#1691), thanks @Troubladore

### Breaking Changes
None

### Fixes
- Fixed DataFusion streaming backend mem usage (now constant mem usage) (#1693), thanks @twitu
- Fixed `OrderBookDeltaDataWrangler` snapshot parsing (was not prepending a `CLEAR` action), thanks for reporting @VeraLyu
- Fixed `Instrument.make_price` and `make_qty` when increments have a lower precision (was not rounding to the minimum increment)
- Fixed `EMACrossTrailingStop` example strategy trailing stop logic (could submit multiple trailing stops on partial fills)
- Fixed Binance `TRAILING_STOP_MARKET` orders (callback rounding was incorrect, was also not handling updates)
- Fixed Interactive Brokers multiple gateway clients (incorrect port handling in factory) (#1702), thanks @dodofarm
- Fixed time alerts Python example in docs (#1713), thanks @davidsblom