v1.220.0

# NautilusTrader 1.220.0 Beta

Released on 9th September 2025 (UTC).

### Enhancements
- Added initial BitMEX integration adapter
- Added `FundingRateUpdate` data type with caching support through data engine
- Added `subscribe_funding_rates(...)` and `unsubscribe_funding_rates(...)` methods for actors
- Added `on_funding_rate(...)` handler for actors
- Added `funding_rate(...)` and `add_funding_rate(...)` for `Cache`
- Added `due_post_only` field for `OrderRejected` event, only properly populated for Binance and Bybit for now
- Added `log_rejected_due_post_only_as_warning` config option for `StrategyConfig` (default `True` to retain current behavior)
- Added `log_rejected_due_post_only_as_warning` config option for `BinanceExecClientConfig` (default `True` to retain current behavior)
- Added `log_components_only` config option for Logger (#2931), thanks @faysou
- Added support for additional Databento schemas: `CMBP_1`, `CBBO_1S`, `CBBO_1M`, `TCBBO`, and `OHLCV_EOD`
- Added configurable schema parameters for Databento quote and trade subscriptions, allowing `TBBO`/`TCBBO` for efficient combined data feeds
- Added support for option combos for Interactive Brokers (#2812), thanks @faysou
- Added support for execution of option spreads in backtesting (#2853), thanks @faysou
- Added support for option spread quotes in backtest (#2845), thanks @faysou
- Added loading of options chain from `request_instruments` for Interactive Brokers (#2809), thanks @faysou
- Added `OptionExerciseModule` (#2907), thanks @faysou
- Added `MarginModel` concept, base models, config, and factory for backtesting (#2794), thanks @faysou and @stefansimik
- Added additional built-in backtest fill models (#2795), thanks @faysou and @stefansimik
- Added `OrderBookDepth10DataWrangler` (#2801), thanks @trylovetom
- Added `group_size` parameter for PyO3 `OrderBook.pprint(...)` and `OwnOrderBook.pprint(...)`
- Added custom error logging function support for `RetryManager`
- Added Bybit options support (#2821), thanks @Baerenstein
- Added Bybit `is_leverage` order parameter support
- Added `persist_account_events` config option for `CacheConfig` (default `True` to retain current behavior)
- Added `query_account` method for `Strategy`
- Added `QueryAccount` execution message
- Added streaming methods for `TardisCSVDataLoader`
- Added stream iterators support for `BacktestEngine` low-level streaming API
- Added `YEAR` aggregation and improved bar specification validation (#2771), thanks @stastnypremysl
- Added support for requesting any number of historical bars for dYdX (#2766, #2777), thanks @DeirhX
- Added `use_hyphens_in_client_order_ids` config option for `StrategyConfig`
- Added `greeks_filter` function to `portfolio_greeks` (#2756), thanks @faysou
- Added time weighted and percent vega for `GreeksCalculator` (#2817), thanks @faysou
- Added `VERBOSE` option to common make targets (#2759), thanks @faysou
- Added bulk key loading capability for Redis cache database adapter
- Added `multiplier` field for `CurrencyPair` instrument (required for some crypto pairs)
- Added `tick_scheme_name` field for instrument dictionary conversions
- Added default `FixedTickScheme`(s) for all valid precisions
- Added PancakeSwapV3 pool parsing (#2829), thanks @filipmacek
- Added `PortfolioConfig.min_account_state_logging_interval_ms` config option for throttling account state logging
- Added `allow_cash_borrowing` config option for `BacktestVenueConfig` to enable negative balances in cash accounts
- Added borrowing support for Bybit SPOT accounts, enabling margin trading with negative balances
- Added initial DEX Pool filtering configuration (#2842, #2887), thanks @filipmacek
- Added Arbitrum FluidDEX pool parsing (#2897), thanks @filipmacek
- Added a complete `.env.example` template to guide environment configuration (#2877), thanks @nicolad
- Added Interactive Brokers OCA setting to order groups (#2899), thanks @faysou
- Added Interactive Brokers subscriptions for position updates (#2887), thanks @faysou
- Added support for running separate live and paper IB Gateway containers without port conflicts. Simplified container naming and made VNC optional.
- Added `avg_px_open` field to `PositionStatusReport` for IB adapter (#2925), thanks @dinana
- Added support for running separate live and paper IB Gateway containers simultaneously (#2937), thanks @Bshara23
- Added support for data deduplication on catalog consolidation (#2934), thanks @ms32035

### Breaking Changes
- Added `multiplier` field for `CurrencyPair` Arrow schema
- Changed `start` parameter to required for `Actor` data request methods
- Reverted implementation of `delete_account_event` from cache database that was too inefficient and is now a no-op pending redesign
- Renamed `ParquetDataCatalog.reset_catalog_file_names` to `reset_all_file_names`
- Renamed `BinanceAccountType.USDT_FUTURE` to `USDT_FUTURES` for more conventional terminology
- Renamed `BinanceAccountType.COIN_FUTURE` to `COIN_FUTURES` for more conventional terminology
- Renamed `InstrumentMiniInfo` to `TardisInstrumentMiniInfo` to standardize adapter naming conventions
- Removed the generic `cvec_drop` FFI function, as it was unused and prone to misuse, potentially causing memory leaks
- Removed redundant `managed` parameter for `Actor.subscribe_book_at_interval` (the book *must* be managed by the `DataEngine` to provide snapshots at intervals)
- Consolidated `OwnBook` `group_bids` and `group_asks` methods into `bid_quantity` and `ask_quantity` with optional `depth` and `group_size` parameters
- Consolidated ~40 individual indicator modules into 6 files to reduce binary size
- Consolidated `backtest.exchange` into `backtest.engine` to reduce binary size
- Consolidated `backtest.matching_engine` into `backtest.engine` to reduce binary size
- Changed indicator imports from nested modules to flat structure (e.g., `from nautilus_trader.indicators.atr import AverageTrueRange` becomes `from nautilus_trader.indicators import AverageTrueRange`)
- Changed `NAUTILUS_CATALOG_PATH` to `NAUTILUS_PATH` for Tardis adapter (#2850), thanks @nicolad
- Simplified Binance environment variables for API credentials: removed separate variables for RSA/Ed25519 keys and consolidated mainnet spot/futures credentials
- Moved `Indicator` base class from `nautilus_trader.indicators.base.indicator` to `nautilus_trader.indicators.base`

### Internal Improvements
- Refactored OKX adapter to Rust API clients
- Refactored `BacktestDataIterator` (#2791) to consolidate data generator usage, thanks @faysou
- Implemented `LogGuard` reference counting for proper thread lifecycle management, ensuring all logs flushed before termination
- Implemented live subscriptions for blockchain data client (#2832), thanks @filipmacek
- Implemented initial Hyperliquid adapter (#2912, #2916, #2922, #2935), thanks @nicolad
- Introduced `SharedCell` / `WeakCell` wrappers for ergonomic and safer handling of `Rc<RefCell<T>>` / `Weak<RefCell<T>>` pairs
- Introduced efficient block syncing command in the `nautilus-cli` (#2861), thanks @filipmacek
- Introduced pool events syncing command in blockchain data client (#2920), thanks @filipmacek
- Added stream iterators support `BacktestDataIterator`
- Added serialization support for execution reports
- Added serialization support for execution report commands
- Added `DataTester` standardized data testing actor for integration adapters
- Added `start` and `stop` to response data (#2748), thanks @stastnypremysl
- Added integration test service management targets (#2765), thanks @stastnypremysl
- Added integration tests for dYdX bar-partitioning and large-history handling (#2773), thanks @nicolad
- Added make build-debug-pyo3 (#2802), thanks @faysou
- Added pytest timer (#2834), thanks @faysou
- Added support for several instrument versions with `request_instrument` (#2835), thanks @faysou
- Added `_send_position_status_report` to base execution client (#2926), thanks @faysou
- Added `passthrough_bar_type` to `TimeBarAggregator` (#2929), thanks @faysou
- Added matching engine check to return early if `last_qty` is non-positive (#2930), thanks @GhostLee
- Added `avg_px` population in order filled events for Interactive Brokers adapter (#2938), thanks @dinana
- Optimized identifiers hashing to avoid frequent recomputations using C strings
- Optimized data engine topic string caching for message bus publishing to avoid frequent f-string constructions
- Optimized Redis key scans to improve efficiency over a network
- Completed bar request implementation for OKX (#2789), thanks @nicolad
- Continued `ExecutionEngine` and testing in Rust (#2886), thanks @dakshbtc
- Enabled parallel pytest tests with `pytest-xdist` (#2808), thanks @stastnypremysl
- Standardized DeFi chain name validation for `InstrumentId` (#2826), thanks @filipmacek
- Standardized `NAUTILUS_PATH` env var across Tardis integration (#2850), thanks @nicolad
- Standardized zero PnL as Money instead of None when exchange rate missing (#2880), thanks @nicolad
- Refactored `SpreadQuoteAggregator` (#2905), thanks @faysou
- Refactored bar aggregators to use `ts_init` instead of `ts_event` (#2924), thanks @fayosu
- Improved typing for all the DEX IDs with `DexType` and add validation (#2827), thanks @filipmacek
- Improved reconciliation handling of internally generated orders to align positions (now uses the `INTERNAL-DIFF` strategy ID)
- Improved data client for blockchain adapter (#2787), thanks @filipmacek
- Improved DEX pool sync process in the blockchain adapter (#2796), thanks @filipmacek
- Improved efficiency of message bus external streams buffer flushing
- Improved `databento_test_request_bars` example (#2762), thanks @faysou
- Improved zero-sized trades handling for Tardis CSV loader (will log a warning)
- Improved ergonomics of `TardisInstrumentProvider` datetime filter params (can be either `pd.Timestamp` or Unix nanos `int`)
- Improved handling of Tardis Machine websocket connection errors
- Improved positions report to mark snapshots (#2840), thanks @stastnypremysl
- Improved ERC20 token metadata handling and error recovery (#2847), thanks @filipmacek
- Improved Docker configuration (#2868), thanks @nicolad
- Improved security for `Credential` struct (#2882), thanks @nicolad
- Improved DeFi pool event parsing and integrate Arbitrum Camelotv3 new pools signature (#2889), thanks @filipmacek
- Improved Databento multiplier decoding to prevent precision loss (#2895), thanks @nicolad
- Improved Bybit balance precision by avoiding float conversion (#2903), thanks @scoriiu
- Improved dYdX message parsing robustness to allow unknown fields (#2911), thanks @davidblom
- Improved Polymarket instrument provider bulk loading (#2913), thanks @DeirhX
- Improved Polymarket binary options parsing with no `endDate` (#2919), thanks @DeirhX
- Refined Rust catalog path handling (#2743), thanks @faysou
- Refined Rust `GreeksCalculator` (#2760), thanks @faysou
- Refined Databento bars timestamp decoding and backtest execution usage (#2800), thanks @faysou
- Refined allowed queries for bars from `BacktestDataConfig` (#2838), thanks @faysou
- Refined `FillModel` (#2795), thanks @faysou and @stefansimik
- Refined request of instruments (#2822), thanks @faysou
- Refined `subscribe_bars` in IB adapter (#2852), thanks @faysou
- Refined `get_start_time` in `TimeBarAggregator` (#2866), thanks @faysou
- Refined option spread execution (#2859), thanks @faysou
- Refined `subscribe_historical_bars` in IB adapter (#2870), thanks @faysou
- Relaxed conditions on `start` and `end` of instrument requests in adapters (#2867), thanks @faysou
- Updated `request_aggregated_bars` example (#2815), thanks @faysou
- Updated PostgreSQL connection parameters to use 'nautilus' user (#2805), thanks @stastnypremysl
- Upgraded Rust (MSRV) to 1.89.0
- Upgraded Cython to v3.1.3
- Upgraded `web3` for Polymarket allowances script (#2814), thanks @DeirhX
- Upgraded `databento` crate to v0.33.1
- Upgraded `datafusion` crate to v49.0.1
- Upgraded `redis` crate to v0.32.5
- Upgraded `tokio` crate to v1.47.1

### Fixes
- Fixed Rust-Python reference cycles by replacing `Arc<PyObject>` with plain `PyObject` in callback-holding structs, eliminating memory leaks
- Fixed `TimeEventHandler` memory leaks with Python callback references in FFI layer
- Fixed `PyCapsule` memory leaks by adding destructors to enable proper Rust value cleanup
- Fixed multiple circular-dependency memory leaks for network and bar Python callbacks using new `SharedCell`/`WeakCell` helpers
- Fixed precision preservation for value types (`Price`, `Quantity`, `Money`)
- Fixed incorrect raw price type for matching engine in high-precision mode that could overflow during trades processing (#2810), thanks for reporting @Frzgunr1 and @happysammy
- Fixed incorrect currency used for cash account SELL orders pre-trade risk check
- Fixed accounting for locked balance with multiple currencies (#2918), thanks @GhostLee
- Fixed portfolio realized PnL for NETTING OMS position snapshot cycles (#2856), thanks for reporting @idobz and analysis @paulbir
- Fixed decoding zero-sized trades for Databento MBO data
- Fixed purging of contingent orders where open linked orders would still be purged
- Fixed backtest bracket order quantity independence, preventing child orders from incorrectly syncing to net position size
- Fixed Tardis Machine replay processing and Parquet file writing
- Fixed Tardis exchange-venue mapping for Kraken Futures (should map to `cryptofacilities`)
- Fixed Tardis CSV loader for book snapshots with interleaved bid/ask columns
- Fixed Polymarket reconciliation for signature type 2 trades where wallet address differs from funder address
- Fixed catalog query of multiple instruments of same type (#2772), thanks @faysou
- Fixed modification of contingent orders in backtest (#2761), thanks faysou
- Fixed balance calculations on order fill to allow operating at near account balance capacity (#2752), thanks @petioptrv
- Fixed cash account locked balance calculations for sell orders (#2906), thanks for reporting @GhostLee
- Fixed time range end in some databento request functions (#2755), thanks @faysou
- Fixed `skip_first_non_full_bar` tolerance for near-boundary starts (#2605), thanks for reporting @stastnypremysl
- Fixed EOD bar for Interactive Brokers (#2764), thanks @faysou
- Fixed dYdX Take Profit order type mapping error (#2758), thanks @nicolad
- Fixed dYdX logging typo (#2790), thanks @DeirhX
- Fixed dYdX order and fill message schemas (#2824), thanks @davidsblom
- Fixed dYdX message schemas (#2910), thanks @davidblom
- Fixed Binance Spot testnet streaming URL, thanks for reporting @Frzgunr1
- Fixed Binance US trading fee endpoint URL (#2914), thanks for reporting @bmlquant
- Fixed Binance Ed25519 key handling
- Fixed Bybit execution fee handling where the `execFee` field was not used when available as well as incorrect fee currency
- Fixed Bybit instrument provider fee rate handling during parsing
- Fixed Bybit SPOT commission currency for makers
- Fixed Bybit positions pagination to handle more than 20 positions (#2879), thanks @scoriiu
- Fixed Bybit REST model parsing balance precision errors for high-value tokens (#2898), thanks @scoriiu
- Fixed Bybit WebSocket message parsing balance precision errors for high-value tokens (#2904), thanks @scoriiu
- Fixed OKX bars request pagination logic (#2798, #2825), thanks @nicolad
- Fixed RPC client content type header (#2828), thanks @filipmacek
- Fixed `venue_order_id` handling for Polymarket order status request (#2848), thanks @DeirhX
- Fixed race-condition on node shutdown in async `InteractiveBrokersDataClient._disconnect()` (#2865), thanks @ruvr
- Fixed `AttributeError` when loading cached `IBContract` objects (#2862), thanks @ruvr
- Fixed `PolymarketUserTrade.bucket_index` field type that changed from `str` to `int` (#2872), thanks for reporting @thefabus
- Fixed Polymarket websocket 500 tokens per connection limitation (#2915), thanks @odobias and @DeirhX
- Fixed Interactive Brokers `submit_order_list` rejection (#2892), thanks @faysou
- Fixed Interactive Brokers bars query for indices (#2921), thanks @ms32035
- Fixed missing `funding_rates` for Cache Debug impl (#2894), thanks @MK27MK
- Fixed missing `log_component_levels` for PyO3 logging initialization
- Fixed catalog consolidation name clash for an overlapping edge case (#2933), thanks @ms32035
- Fixed historical data request race condition in DataEngine (#2946), thanks @lisiyuan656
- Fixed catalog metadata retention on deduplication (#2943), thanks @ms32035

### Documentation Updates
- Added Positions concept guide
- Added Reports concept guide
- Added FFI Memory Contract developer guide
- Added Windows signal handling guidance
- Added mixed debugging instructions and example (#2806), thanks @faysou
- Improved dYdX integration guide (#2751), thanks @nicolad
- Updated IB documentation for option spreads (#2839), thanks @faysou
- Moved rust-python debugging documentation to `testing.md` (#2928), thanks @faysou

### Deprecations
None