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NautilusTrader 1.138.0 Beta
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@github-actions github-actions released this 13 Feb 21:57
v1.138.0
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NautilusTrader 1.138.0 Beta

Release Notes

Released on 15th February 2022 (UTC).

This release contains numerous method, parameter and property name changes

For consistency and standardization with other protocols, the ExecutionId type
has been renamed to TradeId as they express the same concept with a more
standardized terminology. In the interests of enforcing correctness and
safety this type is now utilized for the TradeTick.trade_id.

Breaking Changes

  • Renamed working orders to open orders including all associated methods and params.
  • Renamed completed orders to closed orders including all associated methods and params.
  • Removed active order concept (often confused with open).
  • Renamed trigger to trigger_price.
  • Renamed StopMarketOrder.price to StopMarketOrder.trigger_price.
  • Renamed all params related to a StopMarketOrders price to trigger_price.
  • Renamed ExecutionId to TradeId.
  • Renamed execution_id to trade_id.
  • Renamed Order.trade_id to Order.last_trade_id (for clarity).
  • Renamed other variations and references of 'execution ID' to 'trade ID'.
  • Renamed contingency to contingency_type.

Enhancements

  • Introduced the TradeId type to enforce trade_id typing.
  • Improve handling of unleveraged cash asset positions including Crypto and Fiat spot currency instruments.
  • Added ExecEngineConfig option allow_cash_positions (False by default).
  • Added TrailingOffsetType enum.
  • Added TrailingStopMarketOrder.
  • Added TrailingStopLimitOrder.
  • Added trailing order factory methods.
  • Added trigger_type param to stop orders.
  • Added TriggerType enum.
  • Large refactoring of order base and impl classes.
  • Overhaul of execution reports.
  • Overhaul of execution state reconciliation.

Fixes

  • Fixed WebSocket base reconnect handling.
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