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NautilusTrader 1.161.0 Beta
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@github-actions github-actions released this 09 Dec 12:52
v1.161.0
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NautilusTrader 1.161.0 Beta

Released on 10th December 2022 (UTC).

Breaking Changes

  • Renamed OrderFactory.bracket_market to OrderFactory.bracket_market_entry
  • Renamed OrderFactory.bracket_limit to OrderFactory.bracket_limit_entry
  • Renamed OrderFactory bracket order price and trigger_price parameters

Enhancements

  • Added support for Python 3.11
  • Consolidated config objects to msgspec providing better performance and correctness
  • Added OrderFactory.bracket_stop_limit_entry_stop_limit_tp(...)
  • Numerous improvements to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z
  • Removed dependency on pydantic

Fixes

  • Fixed STOP_MARKET order behavior to fill at market on immediate trigger
  • Fixed STOP_LIMIT order behavior to fill at market on immediate trigger and marketable
  • Fixed STOP_LIMIT order behavior to fill at market on processed trigger and marketable
  • Fixed LIMIT_IF_TOUCHED order behavior to fill at market on immediate trigger and marketable
  • Fixed Binance start and stop time units for bar (kline) requests, thanks @Tzumx
  • RiskEngineConfig.bypass set to True will now correctly bypass throttlers, thanks @DownBadCapital
  • Fixed updating of emulated orders
  • Numerous fixes to the Interactive Brokers adapter, thanks @limx0 and @rsmb7z

Contributors

limx0, Tzumx, and 2 other contributors
Assets 12