Skip to content

NautilusTrader 1.160.0 Beta
Compare
Choose a tag to compare
@github-actions github-actions released this 28 Nov 11:24
v1.160.0
9a90b77
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.

NautilusTrader 1.160.0 Beta

Released on 28th November 2022 (UTC).

Breaking Changes

  • Removed time portion from generated IDs (affects ClientOrderId and PositionOrderId)
  • Renamed orderbook.data.Order to orderbook.data.BookOrder (reduce conflicts/confusion)
  • Renamed Instrument.get_cost_currency(...) to Instrument.get_settlement_currency(...) (more accurate terminology)

Enhancements

  • Added emulated contingency orders capability to OrderEmulator
  • Moved test_kit module to main package to support downstream project/package testing

Fixes

  • Fixed position event sequencing: now generates PositionOpened when reopening a closed position
  • Fixed LIMIT order fill characteristics when immediately marketable as a taker
  • Fixed LIMIT order fill characteristics when passively filled as a maker as quotes move through
  • Fixed canceling OTO contingent orders when still in-flight
  • Fixed RiskEngine notional check when selling cash assets (spot currency pairs)
  • Fixed flush on closed file bug for persistence stream writers
Assets 9