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NautilusTrader 1.166.0 Beta

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@github-actions github-actions released this 25 Jan 03:34
v1.166.0
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NautilusTrader 1.166.0 Beta

Released on 17th January 2023 (UTC).

Breaking Changes

  • Position.unrealized_pnl now None until any realized PnL is generated (to reduce ambiguity)

Enhancements

  • Added instrument status update subscription handlers, thanks @limx0
  • Improvements to InteractiveBrokers DataClient, thanks @rsmb7z
  • Improvements to async task handling for live clients
  • Various improvements to Betfair adapter, thanks @limx0

Fixes

  • Fixed netted Position realized_pnl and realized_return fields, which were incorrectly cumulative
  • Fixed netted Position flip logic (now correctly 'resets' position)
  • Various fixes for Betfair adapter, thanks @limx0
  • InteractiveBrokers integration docs fixes

Contributors

limx0 and rsmb7z
Assets 12
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