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v1.213.0

nautechsystems/nautilus_traderv1.213.0Mar 16, 2025by github-actions[bot]

AI Summary

This release adds support for CryptoOption instruments with inverse and fractional sizes, introduces UUID client order IDs, and ports the backtest engine and kernel to Rust. It also adds initial leverage and margin mode config for Bybit.

Key Highlights

  • Added `CryptoOption` instrument supporting inverse and fractional sizes
  • Added `use_uuid_client_order_ids` config option for `StrategyConfig`
  • Ported backtest engine and kernel to Rust
  • Added FDUSD currency constant

New Features

  • Added `CryptoOption` instrument
  • Added `Cache.prices()` to return a map of latest prices
  • Added `use_uuid_client_order_ids` config option
  • Added catalog consolidation functions for parquet files
  • Added initial leverage, `margin_mode`, and `position_mode` config options for Bybit

Full Release Notes

# NautilusTrader 1.213.0 Beta

Released on 16th March 2025 (UTC).

### Enhancements
- Added `CryptoOption` instrument, supporting inverse and fractional sizes
- Added `Cache.prices(...)` to return a map of latest price per instrument for a price type
- Added `use_uuid_client_order_ids` config option for `StrategyConfig`
- Added catalog consolidation functions of several parquet files into one (#2421), thanks @faysou
- Added FDUSD (First Digital USD) crypto `Currency` constant
- Added initial leverage, `margin_mode` and `position_mode` config options for Bybit (#2441), thanks @sunlei
- Updated parquet catalog in Rust with recent features (#2442), thanks @faysou

### Breaking Changes
None

### Internal Improvements
- Added `timeout_secs` parameter to `HttpClient` for default timeouts
- Added additional precision validations for `OrderMatchingEngine`
- Added symmetric comparison impls between `u64` and `UnixNanos`
- Improved `InstrumentProvider` error handling when loading (#2444), thanks @davidsblom
- Improved order denied reason message for balance impact
- Handle BybitErrors when updating instruments for ByBit (#2437), thanks @davidsblom
- Handle unexpected errors when fetching order books for dYdX (#2445), thanks @davidsblom
- Retry if HttpError is raised for dYdX (#2438), thanks @davidsblom
- Refactored some Rust logs to use named parameters in format strings (#2443), thanks @faysou
- Some minor performance optimizations for Bybit and dYdX adapters (#2448), thanks @sunlei
- Ported backtest engine and kernel to Rust (#2449), thanks @filipmacek
- Upgraded `pyo3` and `pyo3-async-runtimes` crates to v0.24.0
- Upgraded `tokio` crate to v1.44.1

### Fixes
- Fixed source distribution (sdist) packaging
- Fixed `Clock.timer_names()` memory issue resulting in an empty list
- Fixed underflow panic when setting a time alert in the past (#2446), thanks for reporting @uxbux
- Fixed logger name for `Strategy` custom `strategy_id`s
- Fixed unbound variable for Bybit (#2433), thanks @sunlei 

### Documentation Updates
- Clarify docs for timestamp properties in `Data` (#2450), thanks @stefansimik
- Updated environment setup document (#2452), thanks @faysou

### Deprecations
None