nautechsystems/nautilus_trader - CodSpeed

nautilus_trader

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Performance History

Latest Results

Add reconciliation threshold check to Rust ExecutionManager - Port reconciliation race condition fix from Python PR #3493 to Rust - Defer reconciliation when recent local activity within threshold - Use receipt time instead of venue time for local activity tracking - Add MockExecutionClient and tests for check_open_orders threshold - Update Python _record_local_activity to use clock time for consistency

nightly

12 hours ago

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

2 days 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

3 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

4 days ago

Fix Deribit grouped book channel parsing (#3473)

nightly

5 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

6 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

8 days ago

Continue Binance adapter in Rust

nightly

9 days ago

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