v1.208.0

版本发布时间: 2024-12-15 21:41:15

nautechsystems/nautilus_trader最新发布版本:v1.210.0(2025-01-10 12:22:38)

NautilusTrader 1.208.0 Beta

Released on 15th December 2024 (UTC).

Added specific params for data subscriptions and requests which supports Databento bbo-1s and bbo-1m quotes (#2083, #2094), thanks @faysou
Added support for STOP_LIMIT entry order type for OrderFactory.bracket(...)
Added .group_bids(...) and .group_asks(...) for OrderBook
Added .bids_to_dict() and .asks_to_dict() for OrderBook
Added ShutdownSystem command and shutdown_system(...) method for components (system-wide shutdown for backtest, sandbox, or live environments)
Added max_ws_reconnection_tries to BybitDataClientConfig (#2100), thanks @sunlei
Added additional API functionality for Bybit (#2102), thanks @sunlei
Added position and execution.fast subscriptions for Bybit (#2104), thanks @sunlei
Added max_ws_reconnection_tries to BybitExecClientConfig (#2109), thanks @sunlei
Added margin_init, margin_maint, maker_fee, taker_fee params and attributes for FuturesContract
Added margin_init, margin_maint, maker_fee, taker_fee params and attributes for FuturesSpread
Added margin_init, margin_maint, maker_fee, taker_fee params and attributes for OptionsContract
Added margin_init, margin_maint, maker_fee, taker_fee params and attributes for OptionsSpread
Improved Databento symbology support for Interactive Brokers (#2113), thanks @rsmb7z
Improved support of STOP_MARKET and STOP_LIMIT orders for dYdX (#2069), thanks @Saransh-Bhandari
Improved timer validation for interval_ns (avoids panicking from Rust)

Added .bids_as_map() and .asks_as_map() for OrderBook in Rust
Added type stubs for core subpackage
Added type stubs for common and model enums
Added type stubs for common.messages
Added re-exports and module declarations to enhance code ergonomics and improve import discoverability
Added subscriptions for block height websocket messages for dYdX (#2085), thanks @davidsblom
Added sccache in CI (#2093), thanks @sunlei
Refined BybitWebSocketClient private channel authentication (#2101), thanks @sunlei
Refined BybitWebSocketClient subscribe and unsubscribe (#2105), thanks @sunlei
Refined place order class definitions for Bybit (#2106), thanks @sunlei
Refined BybitEnumParser (#2107), thanks @sunlei
Refined batch cancel orders for Bybit (#2111), thanks @sunlei
Upgraded tokio crate to v1.42.0

Renamed Level to BookLevel (standardizes order book type naming conventions)
Renamed Ladder to BookLadder (standardizes order book type naming conventions)
Changed FuturesContract Arrow schema (added margin_init, margin_maint, maker_fee, taker_fee)
Changed FuturesSpread Arrow schema (added margin_init, margin_maint, maker_fee, taker_fee)
Changed OptionsContract Arrow schema (added margin_init, margin_maint, maker_fee, taker_fee)
Changed OptionsSpread Arrow schema (added margin_init, margin_maint, maker_fee, taker_fee)

Fixed data requests when specifying end with no catalog registered (comparison between pd.Timestamp and NoneType)
Fixed BEST_EFFORT_CANCELED order status report for dYdX (#2082), thanks @davidsblom
Fixed order handling for BEST_EFFORT_CANCELED messages of dYdX (#2095), thanks @davidsblom
Fixed specifying price for market orders on dYdX (#2088), thanks @davidsblom
Fixed interest rate curve custom data and interpolation (#2090), thanks @gcheshkov
Fixed BybitHttpClient error handling when not a JSON string (#2096), thanks @sunlei
Fixed BybitWebSocketClient private channel reconnect (#2097), thanks @sunlei
Fixed incorrect order side use in BybitExecutionClient (#2098), thanks @sunlei
Fixed default http_base_url for Bybit (#2110), thanks @sunlei