Add price protection support for market orders#3065

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Antifrajz wants to merge 108 commits intonautechsystems:developfrom

Antifrajz:enhancement/price_protection_for_market

Commits on Aug 31, 2025

2025/08/31, Add price prot points.
Jasmin Imamović
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Merge remote-tracking branch 'origin' into enhancement/price_protection_for_market
Jasmin Imamović
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2025/08/31, Change to Optional.
Jasmin Imamović
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Commits on Oct 5, 2025

Merge branch 'develop' of https://github.com/nautechsystems/nautilus_trader into enhancement/price_protection_for_market
Jasmin Imamović
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2025/10/06, Add price protection
Jasmin Imamović
committed

Commits on Oct 9, 2025

2025/10/09, Fix
Jasmin Imamović
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Merge remote-tracking branch 'origin' into enhancement/price_protection_for_market
Jasmin Imamović
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2025/10/09, Add Test for Market order with protection
Jasmin Imamović
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2025/10/09, Add Test for Stop Market order with protection
Jasmin Imamović
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Commits on Oct 11, 2025

2025/10/11, Merge wtih dev.
Jasmin Imamović
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Commits on Oct 14, 2025

2025/10/14, Precommit2.
Jasmin Imamović
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Commits on Oct 15, 2025

Merge
Jasmin Imamović
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Fix clippy2
Jasmin Imamović
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Commits on Oct 18, 2025

Merge remote-tracking branch 'origin' into enhancement/price_protection_for_market
Jasmin Imamović
committed

Commits on Oct 21, 2025

2025/10/21, Fix tests.
Jasmin Imamović
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Merge remote-tracking branch 'origin' into enhancement/price_protection_for_market
Jasmin Imamović
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Fix test
Jasmin Imamović
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Merge remote-tracking branch 'origin' into enhancement/price_protection_for_market
Jasmin Imamović
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Fix pre-commit
Jasmin Imamović
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Commits on Oct 29, 2025

Change PositionId validation check from ASCII to UTF-8 (#3105)

Osub
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Antifrajz
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Update pull request template

cjdsellers
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Antifrajz
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Refine ActorExecutor logging

cjdsellers
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Update dependencies including cbindgen

cjdsellers
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Fix race condition in account registration during startup

cjdsellers
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Improve price_to_order_id hashing for L2 books

cjdsellers
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Upgrade databento crate

cjdsellers
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Antifrajz
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Improve order book handling of NoOrderSide deltas

cjdsellers
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Fix orderbook test for cross-platform hash values

cjdsellers
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Refactor accounts and margin handling in Rust

cjdsellers
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Refine execution client await_account_registered

cjdsellers
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Refine ensure_file_exists function and tests

cjdsellers
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Update dependencies and release notes

cjdsellers
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Upgrade Cython

cjdsellers
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Standardize error variable naming conventions

cjdsellers
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Add backtest example for databento CME simple quoter

cjdsellers
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Install ripgrep in CI and make hook graceful when missing

cjdsellers
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Fix OKX spot margin quote quantity order handling

cjdsellers
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Fix error conventions hook for cross-platform compatibility

cjdsellers
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Update OKX integration guide

cjdsellers
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Standardize account state updates and connection sequencing

cjdsellers
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Fix Bybit wallet balance calculation for spot borrow

cjdsellers
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Fix Bybit spot position reports for spot margin borrowing

cjdsellers
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Improve ActorExecutor to log full exception tracebacks

cjdsellers
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Add liquidity utilization rate to AMM pool profiler (#3107)

filipmacek
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Add filter_sec_types config to skip unsupported IB instrument types (#3108)

sunlei
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Update dependencies and release notes

cjdsellers
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Improve error handling in hypersync DEX event processing

cjdsellers
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Refine async task exception handling in ThrottledEnqueuer

cjdsellers
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Refine error handling for external message streaming task

cjdsellers
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Fix BacktestEngine to retain instruments on reset

cjdsellers
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Add possibility to emit QuoteTick when updating order book (#3106)

faysou
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Refine quotes from book updates

cjdsellers
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Standardize exception logging

cjdsellers
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Improve HTTP adapter error handling for cancellation

cjdsellers
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Fix Redis multi-stream consumer skipping messages

cjdsellers
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Fix pre-commit and update Rust developer guide

cjdsellers
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Standardize instruments between Python and Rust

cjdsellers
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Update dependencies

cjdsellers
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Upgrade Cython

cjdsellers
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Implement reconnects for blockchain RPC client

cjdsellers
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Improve BacktestNode error handling with explicit exception

cjdsellers
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Fix InstrumentProvider exception handling

cjdsellers
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Fix msgspec encoding for type objects with qualified names

cjdsellers
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Standardize mutex lock error handling

cjdsellers
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Standardize crate manifests and docs

cjdsellers
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Fix bugs found in Polymarket adapter audit

cjdsellers
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Fix typo in installation docs grep command

cjdsellers
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Standardize mutex lock error handling

cjdsellers
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Add wheel count validation for release workflows

cjdsellers
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Implement OKX spot margin reconciliation and quote-quantity orders

cjdsellers
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Update dependencies and release notes

cjdsellers
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Repair OKX spot margin per-instrument position reconciliation

cjdsellers
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Fix OKX WebSocket heartbeat and standardize logging

cjdsellers
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Improve robustness of adapter WebSocket reconnection tests

cjdsellers
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Improve Polymarket execution flows and efficiency

cjdsellers
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Add heartbeat for Coinbase Intx websocket

cjdsellers
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Fix logging bugs and improve error handling

cjdsellers
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Improve OKX adapter reliability and correctness

cjdsellers
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Improve Polymarket trade event signaling

cjdsellers
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Improve adapter websocket reconnection tests robustness

cjdsellers
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Refine CI wheel artifacts handling

cjdsellers
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Prepare release

cjdsellers
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Fix CI tag-release job git credentials

cjdsellers
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Bump version

cjdsellers
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Optimize CI common-setup action

cjdsellers
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Refine README

cjdsellers
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Drop support for Python 3.11

cjdsellers
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Remove redundant TypeVar

cjdsellers
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Upgrade CI GitHub actions

cjdsellers
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Standardize crate READMEs

cjdsellers
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Update CI wheel counts

cjdsellers
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Remove black and refine lint configs

cjdsellers
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Add initial backtest visualization tearsheets

cjdsellers
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Refactor reading of feather files in catalog (#3114)

faysou
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Upgrade implied-vol crate (#3115)

faysou
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Update dependencies and refine tooling

cjdsellers
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Continue Hyperliquid adapter

cjdsellers
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Optimize BacktestEngine data loading with deferred sorting

cjdsellers
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Upgrade continuous reconciliation for execution engine

cjdsellers
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Merge with dev

Jasmin Imamović
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Add BitMEX SubmitBroadcaster scaffolding

cjdsellers
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Antifrajz
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Fix OKX spot margin position reports for borrowing

cjdsellers
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Improve OKX quantity parsing error handling

cjdsellers
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Update docs guidance on one node per process

cjdsellers
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Port Bybit integration adapter to Rust

cjdsellers
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Add OKX spot margin and swap quoter example

cjdsellers
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Fix Bybit pagination tests
Antifrajz
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Merge remote-tracking branch 'origin' into enhancement/price_protection_for_market
Antifrajz
committed