NautilusTrader 1.207.0 Beta

Released on 29th November 2024 (UTC).

Enhancements

• Implemented mixed catalog data requests with catalog update (#2043), thanks @faysou
• Added Databento symbology support for Interactive Brokers (#2073), thanks @rsmb7z
• Added metadata parameter for data requests (#2043), thanks @faysou
• Added STOP_MARKET and STOP_LIMIT order support for dYdX (#2066), thanks @davidsblom
• Added max_reconnection_tries to data client config for dYdX (#2066), thanks @davidsblom
• Added wallet subscription for Bybit (#2076), thanks @sunlei
• Added docs clarity on loading historical bars (#2078), thanks @dodofarm
• Added price_precision optional parameter for DatabentoDataLoader methods
• Improved Cache behavior when adding more recent quotes, trades, or bars (now adds to cache)

Internal Improvements

• Ported Portfolio and AccountManager to Rust (#2058), thanks @Pushkarm029
• Implemented AsRef<str> for Price, Money, and Currency
• Improved expired timer cleanup in clocks (#2064), thanks @twitu
• Improved live engines error logging (will now log all exceptions rather than just RuntimeError)
• Improved symbol normalization for Tardis
• Improved historical bar request performance for Tardis
• Improved TradeId Debug implementation to display value as proper UTF-8 string
• Refined HttpClient for use directly from Rust
• Refined Databento decoder (removed currency hard coding and use of unsafe)
• Upgraded datafusion crate to v43.0.0 (#2056), thanks @twitu

Breaking Changes

• Renamed TriggerType.LAST_TRADE to LAST_PRICE (more conventional terminology)

Fixes

• Fixed missing venue -> exchange mappings for Tardis integration
• Fixed account balance and order status parsing for dYdX (#2067), thanks @davidsblom
• Fixed parsing best effort opened order status for dYdX (#2068), thanks @davidsblom
• Fixed occasionally incorrect price_precision, multiplier and lot_size decoding for Databento instruments
• Fixed missing Arrow schemas for instrument deserialization
• Reconcile order book for dYdX when inconsistent (#2077), thanks @davidsblom