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1 | 1 | # NautilusTrader 1.204.0 Beta |
2 | 2 |
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3 | | -Released on TBD (UTC). |
| 3 | +Released on 22nd October 2024 (UTC). |
4 | 4 |
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5 | 5 | ### Enhancements |
6 | | -- Added `TardisCSVDataLoader` for loading data from Tardis format CSV files as either legacy Cython or pyo3 objects |
| 6 | +- Added `TardisCSVDataLoader` for loading data from Tardis format CSV files as either legacy Cython or PyO3 objects |
7 | 7 | - Added `Clock.timestamp_us()` method for UNIX timestamps in microseconds (μs) |
8 | 8 | - Added support for `bbo-1s` and `bbo-1m` quote schemas for Databento adapter (#1990), thanks @faysou |
9 | 9 | - Added validation for venue `book_type` configuration vs data (prevents an issue where top-of-book data is used when order book data is expected) |
@@ -547,7 +547,7 @@ Released on 15th March 2024 (UTC). |
547 | 547 | ### Enhancements |
548 | 548 | - Implemented Binance order book snapshot rebuilds on websocket reconnect (see integration guide) |
549 | 549 | - Added additional validations for `OrderMatchingEngine` (will now raise a `RuntimeError` when a price or size precision for `OrderFilled` does not match the instruments precisions) |
550 | | -- Added `LoggingConfig.use_pyo3` config option for pyo3 based logging initialization (worse performance but allows visibility into logs originating from Rust) |
| 550 | +- Added `LoggingConfig.use_pyo3` config option for PyO3 based logging initialization (worse performance but allows visibility into logs originating from Rust) |
551 | 551 | - Added `exchange` field to `FuturesContract`, `FuturesSpread`, `OptionsContract` and `OptionsSpread` (optional) |
552 | 552 |
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553 | 553 | ### Breaking Changes |
@@ -592,7 +592,7 @@ Released on 25th February 2024 (UTC). |
592 | 592 |
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593 | 593 | ### Fixes |
594 | 594 | - Fixed `TradeId` memory leak due assigning unique values to the `Ustr` global string cache (which are never freed for the lifetime of the program) |
595 | | -- Fixed `TradeTick` size precision for pyo3 conversion (size precision was incorrectly price precision) |
| 595 | +- Fixed `TradeTick` size precision for PyO3 conversion (size precision was incorrectly price precision) |
596 | 596 | - Fixed `RiskEngine` cash value check when selling (would previously divide quantity by price which is too much), thanks for reporting @AnthonyVince |
597 | 597 | - Fixed FOK time in force behavior (allows fills beyond the top level, will cancel if cannot fill full size) |
598 | 598 | - Fixed IOC time in force behavior (allows fills beyond the top level, will cancel any remaining after all fills are applied) |
@@ -1286,7 +1286,7 @@ Released on 28th January 2023 (UTC). |
1286 | 1286 | - Renamed `BookOrder.id` to `order_id` |
1287 | 1287 |
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1288 | 1288 | ### Enhancements |
1289 | | -- Introduced Rust pyo3 based `ParquetReader` and `ParquetWriter`, thanks @twitu |
| 1289 | +- Introduced Rust PyO3 based `ParquetReader` and `ParquetWriter`, thanks @twitu |
1290 | 1290 | - Added `msgbus.is_subscribed` (to check if topic and handler already subscribed) |
1291 | 1291 | - Simplified message type model and introduce CQRS-ish live messaging architecture |
1292 | 1292 |
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