nautilus_trader Releases

Added Databento Status schema support, options on futures for Interactive Brokers, and Rust implementations of MessageBus v2 and DataEngine v2.

Aug 2, 2024

This beta release introduces significant Rust indicator porting, new exchange support (Bybit/Binance), and various enhancements to the data engine and backtesting capabilities. It also refactors specific Rust components and fixes several bugs in order book handling and adapter integrations.

Jul 5, 2024

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.

Jun 17, 2024

This release focuses on general maintenance and user experience improvements, including the addition of custom themes and various bug fixes.

Jun 8, 2024

This release includes performance improvements for the DataEngine regarding order book deltas and Bybit parsing. It also ports two more indicators to Rust and improves SandboxExecutionClient handling.

May 31, 2024

This release adds Market-on-Close (MOC) and Limit-on-Close (LOC) order types for Interactive Brokers and provides new sandbox examples for Bybit and Binance trading.

May 24, 2024

A minor update introducing tab cloaking functionality and performing general image optimizations.

May 23, 2024

This is a major release introducing the Nautilus CLI, new instrument types (CFD, Commodity), and Parquet catalog S3 support. It also introduces significant breaking changes to configuration and order matching logic.

May 18, 2024

This update focuses on converting assets to WebP format and adding new content/games to the platform.

May 13, 2024

A major feature update that merges the tabs and proxy pages, improves app launching behavior, and converts icons to WebP.

Apr 28, 2024

This release focuses on fee models, standardization, and a major consolidation of the `OrderBook` design in Rust. It introduces new serialization types and standardizes adapter client logging.

Apr 20, 2024

This release enhances Databento adapter capabilities and logging resilience. It adds timeout configuration for database connections and CSV loader support, while improving Interactive Brokers connectivity.

Mar 22, 2024

This release focuses on Binance websocket reliability, Arrow schema updates for futures and options contracts, and order matching engine validation. It also introduces managed parameters for order book subscriptions.

Mar 15, 2024

This release introduces new instrument types (FuturesSpread, OptionsSpread) and Rust ports for `LiveClock` and `AverageTrueRange`. It also adds a managed parameter for order book subscriptions.

Feb 25, 2024

This release refines the logging system module and writers in Rust. It improves Interactive Brokers adapter symbology parsing and fixes disposal and circular import issues.

Feb 9, 2024

This release focuses on bug fixes for Interactive Brokers, TimeBarAggregator, and BinanceSpotExecutionClient, along with cleaning up unused imports.

Feb 2, 2024

The update introduces warning logs for bypassing logging and improved serialization, alongside breaking changes to StreamingConfig and module consolidation.

Jan 26, 2024

This release adds LogLevel.OFF, a logging initialization function, and improved log headers, while removing Python's psutil dependency.

Jan 22, 2024

Significant improvements include implementing a core logging interface via Rust, a global atomic clock, and optimized Arrow encoding for faster Parquet writes.

Jan 12, 2024

This release introduces RedisCacheDatabase in Rust, TA-Lib integration, and OrderBookDelta support, while removing redis dependencies from Python.

Dec 23, 2023