nautechsystems/nautilus_trader - CodSpeed

nautilus_trader

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Performance History

Latest Results

Prepare release

nightly

1 day ago

Convert yield curves to YieldCurve custom data - Rename `YieldCurveData` to `YieldCurve` - Replay yield curves from the catalog and deliver them to subscribers - Remove the `YieldCurveData` record selector and writer arms - Expose `YieldCurve` and `Cache.add_yield_curve` to Python - Reject curves the Greeks calculator cannot evaluate when cached Co-Authored-By: faysou <faysal.aberkane@gmail.com>

nightly

2 days ago

Recover Derive replacement orders on startup - Restore live successors with native fills and venue order IDs - Reject incomplete recovery snapshots and retain streamed fills - Keep uncached query and reconnect reports native

nightly

3 days ago

Document unsafe-libyaml audit exception - Allow RUSTSEC-2024-0449 across supply-chain audit policies - Record build-only parsing gated by V4_PROTO_REBUILD

nightly

4 days ago

Fix reconciliation average price precision - Preserve off-tick averages in inferred and synthetic fills - Keep native precision limits and existing price bounds - Cover startup recovery and partial fill history - Resolves #5276

nightly

5 days ago

Fix Architect AX streaming fill commissions - Cache account fee rates on execution client connect and reconnect - Calculate streaming commissions from exact fill notional - Preserve contract multipliers and failed-fill tracking - Cover fee cache refresh, rounding, and streaming fill commissions

nightly

6 days ago

Fix Polymarket taker fee refresh false faults - Keep the admission fee basis across a metadata refresh - Recompute later confirmation from that basis and wire inputs - Still conflict when admitted commission or venue evidence changes - Document that cache and report fills have no retained basis

nightly

7 days ago

Fix Polymarket bounded restart fill recovery - Recover confirmed fills referenced by resting orders - Preserve cached history, trade IDs, fees, and position alignment - Reject missing, contradictory, or discarded fill history - Cover restart, replay, completion, and lifecycle boundaries - Document recovery limits and cache migration guidance

nightly

8 days ago

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