nautechsystems
nautilus_trader
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Latest Results
Fix Databento empty underlying for index-based derivatives - Handle empty underlying/asset fields by extracting from symbol - Change parse_cfi_iso10926 to return (None, None) for short CFI codes - Add decode_underlying helper for consistent fallback behavior - Resolves #3480
nightly
19 hours ago
Fix Bybit HOUR bars not triggering on_bar - Cache subscribed BarType by topic to emit bars with correct type - Add validation for bar types (LAST price, EXTERNAL source required) - Reject MINUTE >= 60 with clear error suggesting HOUR equivalent - Rename subscribe/unsubscribe_klines to subscribe/unsubscribe_bars - Coordinate cache with ref counting to preserve entries for subscribers - Resolves #3474
nightly
2 days ago
Fix Betfair stream batch handling and modify/cancel edge cases - Fix batch processing to continue after unknown order issues - Add guard in _modify_quantity to prevent ValueError from Quantity sub - Handle empty instruction_reports in modify/cancel with proper rejects - Add bounds check fallback in _determine_fill_price for invalid prices - Document silent skip scenarios for ignore_external_orders
nightly
3 days ago
Fix Deribit grouped book channel parsing (#3473)
nightly
4 days ago
Remove duplicate price from fills chart hover template - Remove redundant Price field from customdata - Clean up required_cols to only include columns used in hover template
nightly
5 days ago
Fix Polymarket duplicate trade_id for multi-order fills - Add make_composite_trade_id to create unique IDs for multi-order fills - Combine trade ID with venue order ID to fit 36-char TradeId limit - Update execution.py, user.py, and trade.py to use composite trade IDs - Add test for same price/qty fills that previously caused `KeyError` - Resolves #3450
nightly
7 days ago
Continue Binance adapter in Rust
nightly
8 days ago
Improve Deribit adapter robustness and logging - Add bounded terminal order tracking in handler to prevent races - Use `_log_report_receipt` for execution report generation log control - Parse funding rates as Decimal instead of f64 for precision - Standardize log messages and reduce levels for routine operations
nightly
9 days ago
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