nautilus_trader Releases

The update adds Python 3.12 support and Rust-based components like generic SQL database support, identifier generators, and OrderFactory.

Dec 2, 2023

Enhancements include improved internal latency for live engines, WebSocket headers, and UTC properties for futures and options expiration and activation.

Nov 3, 2023

A major feature is the ParquetDataCatalog version 2, which supports built-in data types and includes Strategy-specific event handlers.

Oct 22, 2023

This release focuses entirely on bug fixes, addressing issues with OrderBookDelta, OrderManager, Cache loading, and Binance order book subscriptions.

Sep 2, 2023

New additions include ActorExecutor, OrderEmulated/Released events, and WebSocket text sending capabilities, accompanied by a major renaming of QuoteTick properties.

Aug 25, 2023

This release focuses on performance improvements through string interning and introduces new capabilities for Synthetic Instruments and Binance Futures, including support for modifying LIMIT orders and granular retry configuration options.

Jul 31, 2023

A major architectural shift integrating core Rust components (OrderBook, HTTP/WebSocket clients) and the Interactive Brokers adapter v2, alongside an upgrade to Pandas v2.

Jun 17, 2023

This release improves backtest stability by handling account blow-up scenarios and reorganizes the namespace for order book data.

May 20, 2023

A maintenance release addressing specific bugs in the BacktestEngine, position calculations, and execution algorithm order updates.

May 5, 2023

This release refactors naming conventions to remove ambiguity (renaming `Future` and `Option` instruments) and introduces new execution algorithms while removing legacy data backends.

Apr 30, 2023

Standardizes quantity terminology by renaming `net_qty` to `signed_qty` across positions and introduces a centralized `LoggingConfig`.

Mar 30, 2023

Refactors data request interfaces by renaming `from/to_datetime` to `start/end` and improves strategy caching/order management.

Mar 12, 2023

This release features a complete overhaul of the Binance adapter and introduces an optimized logger using Rust MPSC channels.

Feb 18, 2023

Expands caching capabilities including general object storage, Redis integration, and improved actor state persistence.

Jan 29, 2023

Introduces Rust-based Parquet I/O components and simplifies the message type model for better performance and clarity.

Jan 28, 2023

Beta release focusing on bug fixes for position PnL and netting logic, alongside improvements to Interactive Brokers and Betfair adapters.

Jan 17, 2023

Beta release with extensive API renaming for clarity and C naming collision avoidance, plus auction match support for backtests.

Jan 14, 2023

Beta release focusing on data handling improvements, Rust integration for Parquet files, and experimental managed GTD order expiry.

Dec 23, 2022

Beta release primarily focused on fixing matching engine logic, trigger behavior, and resolving memory leaks from Rust string pointers.

Dec 17, 2022

Beta release consolidating bracket order methods in `OrderFactory` and simplifying GitHub CI.

Dec 11, 2022