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@github-actions github-actions released this 14 Jan 05:50
v1.165.0
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NautilusTrader 1.165.0 Beta

Released on 14th January 2023 (UTC).

A number of enum variant names have been changed in favour of explicitness,
and also to avoid C naming collisions.

Breaking Changes

  • Renamed AggressorSide.NONE to NO_AGGRESSOR
  • Renamed AggressorSide.BUY to BUYER
  • Renamed AggressorSide.SELL to SELLER
  • Renamed AssetClass.CRYPTO to CRYPTOCURRENCY
  • Renamed LiquiditySide.NONE to NO_LIQUIDITY_SIDE
  • Renamed OMSType to OmsType
  • Renamed OmsType.NONE to UNSPECIFIED
  • Renamed OrderSide.NONE to NO_ORDER_SIDE
  • Renamed PositionSide.NONE to NO_POSITION_SIDE
  • Renamed TrailingOffsetType.NONE to NO_TRAILING_OFFSET
  • Removed TrailingOffsetType.DEFAULT
  • Renamed TriggerType.NONE to NO_TRIGGER
  • Renamed TriggerType.LAST to LAST_TRADE
  • Renamed TriggerType.MARK to MARK_PRICE
  • Renamed TriggerType.INDEX to INDEX_PRICE
  • Renamed ComponentState.INITIALIZED to READY
  • Renamed OrderFactory.bracket(post_only) to post_only_entry
  • Moved manage_gtd_expiry to Strategy.submit_order(...) and Strategy.submit_order_list(...)

Enhancements

  • Added BarSpecification.timedelta property, thanks @rsmb7z
  • Added DataEngineConfig.build_time_bars_with_no_updates option
  • Added OrderFactory.bracket(post_only_tp) param
  • Added OrderListIdGenerator and integrate with OrderFactory
  • Added Cache.add_order_list(...)
  • Added Cache.order_list(...)
  • Added Cache.order_lists(...)
  • Added Cache.order_list_exists(...)
  • Added Cache.order_list_ids(...)
  • Improved generation of OrderListId from factory to ensure uniqueness
  • Added auction matches for backtests, thanks @limx0
  • Added .timedelta property to BarSpecification, thanks @rsmb7z
  • Numerous improvements to the Betfair adapter, thanks @limx0
  • Improvements to Interactive Brokers data subscriptions, thanks @rsmb7z
  • Added DataEngineConfig.validate_data_sequence (False by default and currently only for Bar data), thanks @rsmb7z

Fixes

  • Added TRD_GRP_* enum variants for Binance spot permissions
  • Fixed PARTIALLY_FILLED -> EXPIRED order state transition, thanks @bb01100100

Contributors

limx0, bb01100100, and rsmb7z
Assets 15