NautilusTrader 1.219.0 Beta

NautilusTrader 1.219.0 Beta

Released on 5th July 2025 (UTC).

Enhancements

• Added graceful_shutdown_on_exception config option for live engines (default False to retain intended hard crash on unexpected system exceptions)
• Added purge_from_database config option for LiveExecEngineConfig to support cache backing database management
• Added support for data download during backtest (#2652), thanks @faysou
• Added delete data range to catalog (#2744), thanks @faysou
• Added consolidate catalog by period (#2727), thanks @faysou
• Added fire_immediately flag parameter for timers where a time event will be fired at the start instant and then every interval thereafter (default False to retain current behavior) (#2600), thanks for the idea @stastnypremysl
• Added time_bars_build_delay config option for DataEngineConfig (#2676), thanks @faysou
• Added immediate firing capability for time alerts and corresponding test (#2745), thanks @stastnypremysl
• Added missing serialization mappings for some instruments (#2702), thanks @faysou
• Added support for DEX swaps for blockchain adapter (#2683), thanks @filipmacek
• Added support for Pool liquidity updates for blockchain adapter (#2692), thanks @filipmacek
• Added fill report reconciliation warning when discrepancy with existing fill (#2706), thanks @faysou
• Added optional metadata function for custom data query (#2724), thanks @faysou
• Added support for order-list submission in the sandbox execution client (#2714), thanks @petioptrv
• Added hidden order support for IBKR (#2739), thanks @sunlei
• Added subscribe_order_book_deltas support for IBKR (#2749), thanks @sunlei
• Added bid_levels and ask_levels for OrderBook.pprint
• Added accepted_buffer_ns filter param for Cache.own_bid_orders(...) and Cache.own_ask_orders(...)
• Added trailing stop orders activation_price support in Rust (#2750), thanks @nicolad

Breaking Changes

• Renamed catalog instrument_ids filter param to identifiers to more accurately describe strings which can represent either instrument IDs or bar types
• Changed behavior of timers allow_past=False to permit start times in the past if the next event time is still in the future
• Changed Databento DBN upgrade policy to default v3
• Removed problematic negative balance check for margin accounts (cash account negative balance check remains unchanged)
• Removed support for Databento DBN v1 schemas (migrate to DBN v2 or v3, see DBN Changelog)

Internal Improvements

• Added logging macros for custom component and color in Rust
• Added Cython-level parameter validation for timer operations to prevent Rust panics and provide clearer Python error messages
• Added property-based testing for Price, Quantity, Money value types in Rust
• Added property-based testing for UnixNanos in Rust
• Added property-based testing for OrderBook in Rust
• Added property-based testing for TestTimer in Rust
• Added property-based testing for network crate in Rust
• Added chaos testing with turmoil for socket clients in Rust
• Added check_positive_decimal correctness function and use for instrument validations (#2736), thanks @nicolad
• Added check_positive_money correctness function and use for instrument validations (#2738), thanks @nicolad
• Ported data catalog refactor to Rust (#2681, #2720), thanks @faysou
• Optimized TardisCSVDataLoader performance (~90% memory usage reduction, ~60-70% faster)
• Consolidated the clocks and timers v2 feature from @twitu
• Consolidated on pure Rust cryptography crates with no dependencies on native certs or openssl
• Consolidated on aws-lc-rs cryptography for FIPS compliance
• Confirmed parity between Cython and Rust indicators (#2700, #2710, #2713), thanks @nicolad
• Implemented From<Pool> -> CurrencyPair & InstrumentAny (#2693), thanks @nicolad
• Updated Makefile to use new docker compose syntax (#2746), thanks @stastnypremysl
• Updated Tardis exchange mappings
• Improved live engine message processing to ensure exceptions result in a crash rather than continuing without the queue processing messages
• Improved live reconciliation robustness and testing
• Improved listen key error handling and recovery for Binance
• Improved handling of negative balances in backtests (#2730), thanks @ms32035
• Improved robustness of cash and margin account locked balance calculations to avoid negative free balance
• Improved robustness of fill price parsing for Betfair
• Improved implementation, validations and testing for Rust instruments (#2723, #2733), thanks @nicolad
• Improved Currency equality to use strcmp to avoid C pointer comparison issues with ustr string interning
• Improved unsubscribe cleanup(s) for Bybit adapter
• Improved Makefile to be self-documenting (#2741), thanks @sunlei
• Refactored IB adapter (#2647), thanks @faysou
• Refactored data catalog (#2652, #2740), thanks @faysou
• Refined Rust data catalog (#2734), thanks @faysou
• Refined logging subsystem lifecycle management and introduce global log sender
• Refined signal serialization and tests (#2705), thanks @faysou
• Refined CI/CD and build system (#2707), thanks @stastnypremysl
• Upgraded Rust (MSRV) to 1.88.0
• Upgraded Cython to v3.1.2
• Upgraded databento crate to v0.28.0
• Upgraded datafusion crate to v48.0.0
• Upgraded pyo3 and pyo3-async-runtimes crates to v0.25.1
• Upgraded redis crate to v0.32.3
• Upgraded tokio crate to v1.46.1
• Upgraded tokio-tungstenite crate to v0.27.0

Fixes

• Fixed AccountBalance mutation in AccountState events (#2701), thanks for reporting @DeirhX
• Fixed order book cache consistency in update and remove operations (found through property-based testing)
• Fixed order status report generation for Polymarket where venue_order_id was unbounded
• Fixed data request identifier attribute access for LiveDataClient
• Fixed generate_order_modify_rejected typo in Binance execution client (#2682), thanks for reporting @etiennepar
• Fixed order book depth handling in subscriptions for Binance
• Fixed potential IndexError with empty bars requests for Binance
• Fixed GTD-GTC time in force conversion for Binance
• Fixed incorrect logging of trigger type for Binance
• Fixed trade ticks unsubscribe for Binance which was not differentiating aggregated trades
• Fixed pending update hot cache cleanup for Betfair execution client
• Fixed invalid session information on account update for Betfair execution client
• Fixed order book snapshots unsubscribe for Tardis data client
• Fixed Arrow schema registration for BinanceBar
• Fixed gRPC server shutdown warning when running dYdX integration tests
• Fixed registration of encoder and decoder for BinanceBar, thanks for reporting @miller-moore
• Fixed spot and futures sandbox for Binance (#2687), thanks @petioptrv
• Fixed clean and distclean make targets entering .venv and corrupting the Python virtual env, thanks @faysou
• Fixed catalog identifier matching to exact match (#2732), thanks @faysou
• Fixed last value updating for RSI indicator (#2703), thanks @bartlaw
• Fixed gateway/TWS reconnect process for IBKR (#2710), thanks @bartlaw
• Fixed Interactive Brokers options chain issue (#2711), thanks @FGU1
• Fixed partially filled bracket order and SL triggered for IBKR (#2704, #2717), thanks @bartlaw
• Fixed instrument message decoding when no exchange value for Databento US equities
• Fixed fetching single-instrument trading fees for Binance, thanks @petioptrv
• Fixed IB-TWS connection issue with international languages (#2726), thanks @DracheShiki
• Fixed bar requests for Bybit where pagination was incorrect which limited bars being returned
• Fixed Bybit Unknown Error (#2742), thanks @DeevsDeevs
• Fixed margin balance parsing for Bybit
• Restored task error logs for IBKR (#2716), thanks @bartlaw

Documentation Updates

• Updated IB adapter documentation (#2729), thanks @faysou
• Improved reconciliation docs in live concept guide

Deprecations

• Deprecated Portfolio.set_specific_venue(...), to be removed in a future release; use Cache.set_specific_venue(...) instead