nautilus_trader Releases

This release adds support for Python 3.13 (without free-threading) and Linux on ARM64 architecture. It introduces new configuration options for clocks and risk engines, enhances logging robustness, and improves adapter compatibility for Bybit and Betfair.

Apr 13, 2025

Apr 10, 2025

This release introduces new cache purging methods and configuration options for the Live Execution Engine to manage data retention intervals and buffers. It also improves catalog query efficiency and refines databento venue mapping.

Apr 5, 2025

This release adds initial integration for Coinbase International Exchange and introduces Mark Price and Index Price data types. It also refactors the `Cache.add_mark_price` method to accept a dedicated update object.

Mar 28, 2025

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.

Mar 16, 2025

This release introduces `uv` as the Python dependency management tool. It adds own order book tracking to prevent self-trades, introduces mark price calculations, and ports significant portions of the backtest engine and order matching logic to Rust.

Mar 11, 2025

This release introduces high-precision mode (128-bit integers) for value types to address precision and range issues. It also renames several instrument and module types for clarity and moves the SQL schema directory.

Feb 9, 2025

This release adds `PerContractFeeModel`, internal error types for dYdX, and ports the `OrderManager` to Rust. It also standardizes ISO 8601 timestamps to RFC 3339 and improves validation across order types.

Jan 10, 2025

This release adds WebSocket API trading support for Bybit and introduces `BybitOrderBookDeltaDataLoader` for backtesting. It also improves Databento symbology support and adds trade execution processing via the matching engine.

Dec 25, 2024

This release adds specific parameters for Databento BBO quotes, STOP_LIMIT support for bracket orders, and `ShutdownSystem` command. It also standardizes order book naming and adds margin parameters to contract types.

Dec 15, 2024

This release implements mixed catalog data requests with catalog updates, adds Databento symbology support for Interactive Brokers, and ports the `Portfolio` and `AccountManager` to Rust.

Nov 29, 2024

This release introduces Tardis Machine integration for live data and metadata, ports the RiskEngine and ExecutionEngine to Rust, and adds order rejection handling for Binance and Bybit.

Nov 17, 2024

Major updates include Tardis Machine and HTTP API integration, new bar aggregation capabilities, and a significant upgrade to the PyO3 ecosystem.

Nov 3, 2024

This release focuses on Tardis CSV support, microsecond timestamp utilities, and breaking changes to legacy loaders and data structures.

Oct 22, 2024

Enhanced Parquet catalog writing, added batch cancel for dYdX, and improved SimulatedExchange with Rust-based order book and bar processing.

Oct 5, 2024

Introduces Polymarket and OKX exchange integrations, new Symbol utility methods, and Python 3.10 deprecation notice.

Sep 27, 2024

Adds order book delta triggering support for OrderEmulator, dYdX cancel rejection events, and replaces pycryptodome with Rust cryptographic signing.

Sep 9, 2024

Comprehensive dYdX integration, support for composite bar types, and introduction of RetryManagerPool for common retry logic.

Sep 7, 2024

Enhanced live reconciliation robustness, added LogLevel::TRACE (Rust), and improved Binance HEDGE mode support.

Aug 19, 2024

Introduced the @customdata decorator, HTTP timeout implementation in Rust, and catalog conversion functions for streaming data.

Aug 9, 2024