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NautilusTrader 1.174.0 Beta
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v1.174.0
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NautilusTrader 1.174.0 Beta

Released on 19th May 2023 (UTC).

Breaking Changes

  • Parquet schemas are now shifting towards catalog v2 (we recommend you don't upgrade if using legacy catalog)
  • Moved order book data from model.orderbook.data into the model.data.book namespace

Enhancements

  • Improved handling for backtest account blow-up scenarios (balance negative or margin exceeded)
  • Added AccountMarginExceeded exception and refined AccountBalanceNegative
  • Various improvements to Binance clients error handling and logging
  • Improve Binance HTTP error messages

Fixes

  • Fixed handling of emulated order contingencies (not based on status of spawned algorithm orders)
  • Fixed sending execution algorithm commands from strategy
  • Fixed OrderEmulator releasing of already closed orders
  • Fixed MatchingEngine processing of reduce only for child contingency orders
  • Fixed MatchingEngine position ID assignment for child contingency orders
  • Fixed Actor handling of historical data from requests (will now call on_historical_data regardless of state), thanks for reporting @miller-moore
  • Fixed pyarrow schema dictionary index keys being too narrow (int8 -> int16), thanks for reporting @rterbush

Contributors

rterbush and miller-moore
Assets 21
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