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NautilusTrader 1.195.0 Beta

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@github-actions github-actions released this 17 Jun 12:59

NautilusTrader 1.195.0 Beta

Released on 17th June 2024 (UTC).

Enhancements

  • Added Bybit base coin for fee rate parsing (#1696), thanks @filipmacek
  • Added IndexInstrument with support for Interactive Brokers (#1703), thanks @rsmb7z
  • Refactored Interactive Brokers client and gateway configuration (#1692), thanks @rsmb7z
  • Improved InteractiveBrokersInstrumentProvider contract loading (#1699), thanks @rsmb7z
  • Improved InteractiveBrokersInstrumentProvider option chain loading (#1704), thanks @rsmb7z
  • Improved Instrument.make_qty error clarity when a positive value is rounded to zero
  • Updated installation from source docs for Clang dependency (#1690), thanks @Troubladore
  • Updated DockerizedIBGatewayConfig docs (#1691), thanks @Troubladore

Breaking Changes

None

Fixes

  • Fixed DataFusion streaming backend mem usage (now constant mem usage) (#1693), thanks @twitu
  • Fixed OrderBookDeltaDataWrangler snapshot parsing (was not prepending a CLEAR action), thanks for reporting @VeraLyu
  • Fixed Instrument.make_price and make_qty when increments have a lower precision (was not rounding to the minimum increment)
  • Fixed EMACrossTrailingStop example strategy trailing stop logic (could submit multiple trailing stops on partial fills)
  • Fixed Binance TRAILING_STOP_MARKET orders (callback rounding was incorrect, was also not handling updates)
  • Fixed Interactive Brokers multiple gateway clients (incorrect port handling in factory) (#1702), thanks @dodofarm
  • Fixed time alerts Python example in docs (#1713), thanks @davidsblom