nautilus_trader Releases

Beta release adding Python 3.11 support and refactoring config handling to `msgspec` for better performance.

Dec 9, 2022

Beta release removing timestamps from generated IDs and improving emulated order capabilities.

Nov 28, 2022

Beta release removing FTX integration and adding OUO contingency orders with trailing stop support for Binance Futures.

Nov 19, 2022

Beta release adding reconciliation config controls and improving backtest clock accuracy.

Nov 3, 2022

Beta release adding experimental local order emulation for all order types and latency metrics to the HTTP client.

Oct 23, 2022

This is the final release supporting Python 3.8, featuring significant refactoring for consistency with Rust structs, removal of the hyperopt module, and the extraction of core matching components.

Oct 19, 2022

An early release focused on fixing critical parsing bugs within the FTX adapter to ensure data accuracy.

Sep 15, 2022

Introduces new order types like MARKET_TO_LIMIT, initial Rust parquet integration, and updates configuration defaults for cash positions.

Sep 14, 2022

Enhances robustness for Binance and FTX adapters with new trigger orders, volume handling improvements, and configuration options.

Sep 5, 2022

Refines configuration naming conventions and introduces new trailing stop order implementations for the simulated exchange.

Sep 1, 2022

Adds functionality for historical data processing and improves Binance Futures performance with unthrottled order book updates.

Aug 22, 2022

Introduces sandbox execution and core Rust clock integration, while enforcing stricter ordering requirements for backtest configuration.

Aug 15, 2022

Expands the indicator library and improves Interactive Brokers configuration options, while updating the Parquet catalog schema.

Jul 28, 2022

Significant performance improvements through Rust porting of core bar objects and adds a DataCatalog interface for Parquet data.

Jun 30, 2022

A bug fix release correcting timestamp formatting issues in backtest logs and RFC3339 nanosecond representations.

Jun 6, 2022

Beta release focusing on core stability improvements in Rust, including better error handling, logging, and state management.

Jun 5, 2022

Beta release featuring significant refactoring in the Rust core, removal of deprecated identifiers, and fixes to risk checks and indicators.

May 22, 2022

Early release addressing build errors in the sdist package, featuring API changes for order expiration and moving PortfolioAnalyzer.

May 16, 2022

Beta release consolidating data loading methods and renaming several components to improve consistency and usability.

May 10, 2022

Patch release primarily focused on fixing critical bugs in Rust/C++ interaction, specifically regarding balance calculations.

Apr 21, 2022