NautilusTrader 1.209.0 Beta

NautilusTrader 1.209.0 Beta

Released on 25th December 2024 (UTC).

Enhancements

• Added WebSocket API trading support for Bybit (#2129), thanks @sunlei
• Added BybitOrderBookDeltaDataLoader with tutorial for Bybit backtesting (#2131), thanks @DeevsDeevs
• Added margin and commission docs (#2128), thanks @stefansimik
• Added optional depth param for some OrderBook methods
• Added trade execution support where trades are processed by the matching engine (can be useful backtesting with throttled book and trades data)
• Refactored to use exchange MIC code as venue for instrument IDs with Databento GLBX dataset (#2108, #2121, #2124, #2126), thanks @faysou
• Refactored to use self.config attributes consistently (#2120), thanks @stefansimik

Internal Improvements

• Optimized UUID4::new() avoiding unnecessary string allocation, achieving a ~2.8x performance improvement (added benches)
• Upgraded v4-proto for dYdX (#2136), thanks @davidsblom
• Upgraded databento crate to v0.17.0

Breaking Changes

• Moved BinanceOrderBookDeltaDataLoader from nautilus_trader.persistence.loaders to nautilus_trader.adapters.binance.loaders

Fixes

• Fixed multi-threaded monotonicity for AtomicTime in real-time mode
• Fixed timeout error code for Bybit (#2130), thanks @sunlei
• Fixed instruments info retrieval for Bybit (#2134), thanks @sunlei
• Fixed request_aggregated_bars metadata handling (#2137), thanks @faysou
• Fixed demo notebook backtest_high_level.ipynb (#2142), thanks @stefansimik