NautilusTrader 1.221.0 Beta

Released on 26th October 2025 (UTC).

This will be the final release with support for Python 3.11.

Enhancements

• Added support for OrderBookDepth10 requests (#2955), thanks @faysou
• Added support for quotes from book depths (#2977), thanks @faysou
• Added support for quotes from order book deltas updates (#3106), thanks @faysou
• Added execution engine rate limiting for single-order reconciliation queries
• Added subscribe_order_fills(...) and unsubscribe_order_fills(...) for Actor allowing to subscribe to all fills for an instrument ID
• Added on_order_filled(...) for Actor
• Added Renko bar aggregator (#2941), thanks @faysou
• Added time_range_generator for on-the-fly data data subscriptions (#2952), thanks @faysou
• Added __repr__ to NewsEvent (#2958), thanks @MK27MK
• Added convert_quote_qty_to_base config option to ExecEngineConfig (default True to retain current behavior) allows adapters to keep quote-denominated sizes when needed
• Added contingent order fields parent_order_id and linked_order_ids for OrderStatusReport and reconciliation
• Added fs_rust_storage_options to Python catalog (#3008), thanks @faysou and @Johnkhk
• Added matching engine fallback to default order book for custom fill models (#3039), thanks @Hamish-Leahy
• Added filesystem parameter to parquet in the consolidate functions (#3097), thanks @huracosunah
• Added azure support for az protocol (#3102), thanks @huracosunah
• Added Binance BBO price_match parameter support for order submission
• Added BitMEX conditional orders support
• Added BitMEX batch cancel support
• Added BitMEX contingent orders support (OCO, OTO, brackets)
• Added BitMEX historical data requests (trades and bars)
• Added BitMEX configurable recv_window_ms for signed HTTP request expiration
• Added Bybit SPOT position reports with opt-in use_spot_position_reports config option for BybitExecClientConfig
• Added Bybit ignore_uncached_instrument_executions config option for BybitExecClientConfig (default False to retain current behavior)
• Added Databento CME sandbox example
• Added Interactive Brokers cache config support for historical provider (#2942), thanks @ms32035
• Added Interactive Brokers support for fetching orders from all clients (#2948), thanks @dinana
• Added Interactive Brokers order conditions (#2988), thanks @faysou
• Added Interactive Brokers generate_fill_reports implementation (#2989), thanks @faysou
• Added OKX conditional trigger orders support
• Added OKX trade mode per order via params using td_mode key
• Added OKX margin configuration and spot margin support
• Added OKX demo account support
• Added OKX batch cancel support
• Added Polymarket native market orders support

Breaking Changes

• Removed nautilus_trader.analysis.statistics subpackage - all statistics are now implemented in Rust and must be imported from nautilus_trader.analysis (e.g., from nautilus_trader.analysis import WinRate)
• Removed partial bar functionality from bar aggregators and subscription APIs (#3020), thanks @faysou
• Renamed nautilus-cli crate feature flag from hypersync to defi (gates blockchain/DeFi commands)
• Polymarket execution client no longer accepts market BUY orders unless quote_quantity=True

Security

• Fixed non-executable stack for Cython extensions to support hardened Linux systems
• Fixed divide-by-zero and overflow bugs in model crate that could cause crashes
• Fixed core arithmetic operations to reject NaN/Infinity values and improve overflow handling

Fixes

• Fixed reduce-only order panic when quantity exceeds position
• Fixed position purge logic to prevent purging re-opened position
• Fixed Position.purge_events_for_order to properly rebuild state from remaining order fills
• Fixed cache index cleanup bugs in purge_order operations
• Fixed order average price calculation that was double-counting current fill in weighted average
• Fixed own order book cleanup for terminal orders and inflight handling
• Fixed order book depth snapshot processing to avoid padding levels and metadata tracking for L1 top-of-book ticks
• Fixed crypto instruments PyO3 -> Cython conversion for lot_size where it was not being passed through
• Fixed serialization crate bugs and improve error handling
• Fixed PyO3 interpreter lifecycle for async shutdown preventing edge case "interpreter not initialized" panics during shutdown
• Fixed RiskEngine reduce-only cash exits (#2986), thanks for reporting @dennisnissle
• Fixed RiskEngine quote quantity validation
• Fixed BacktestEngine to retain instruments on reset (#3096), thanks for reporting @woung717
• Fixed overflow in NautilusKernel build time calculation due to negative duration (#2998), thanks for reporting @HaakonFlaaronning
• Fixed handling of asyncio.CancelledError in execution reconciliation (#3073), thanks @dinana
• Fixed edge case where rejected orders can remain in own order book
• Fixed Currency registration to synchronize between Cython and PyO3 runtimes via new register_currency() helper
• Fixed Databento CMBP-1/CBBO/TBBO symbology resolution
• Fixed on_load called before strategy added bug (#2953), thanks @lisiyuan656
• Fixed filesystem usage in catalog for isfile and isdir (#2954), thanks @limx0
• Fixed SandboxExecutionClient instrument data handling
• Fixed AccountState Arrow serialization (#3005), thanks for reporting @nikzasel
• Fixed CryptoOption Arrow schema option_kind field to accept string values
• Fixed FuturesSpread Arrow schema missing max/min quantity and price fields
• Fixed OptionSpread Arrow schema missing max/min quantity and price fields
• Fixed Commodity Arrow schema to match from_dict requirements
• Fixed safe encoded symbols (#2964), thanks @ms32035

Internal Improvements

• Added ARM64 support to Docker builds
• Added BitMEX adapter integration tests
• Added OKX adapter integration tests
• Added turmoil network simulation testing to network crate
• Added liquidity utilization rate to AMM pool profiler (#3107), thanks @filipmacek
• Added filter_sec_types config to skip unsupported IB instrument types (#3108), thanks @sunlei
• Ported PortfolioAnalyzer and all portfolio statistics to Rust
• Introduced AMM Pool profiler with tickmaps and Uniswapv3 support (#3000, #3010, #3019, #3036), thanks @filipmacek
• Introduced snapshot, analytics, and PSQL schema for PoolProfiler (#3048), thanks @filipmacek
• Implemented consistency checking for AMM pool profiler with RPC state (#3030), thanks @filipmacek
• Implemented PoolFlash event in blockchain adapter (#3055, #3058), thanks @filipmacek
• Implemented Blockchain adapter pool profiler snapshot integration (#3090), thanks @filipmacek
• Implemented BitMEX robust ping/pong handling
• Implemented Hyperliquid adapter HTTP client (#2939), thanks @nicolad
• Implemented Hyperliquid adapter scaffolding and examples (#2957), thanks @nicolad
• Implemented Hyperliquid weighted rate limiter for REST API (#2960), thanks @nicolad
• Implemented Hyperliquid L2 order book with tick-based pricing (#2967), thanks @nicolad
• Implemented Hyperliquid data client and fix dependencies (#2975), thanks @nicolad
• Implemented Hyperliquid REST API models for execution (#2983), thanks @nicolad
• Implemented Hyperliquid InstrumentProvider / definitions parsing (#2992), thanks @nicolad
• Implemented Hyperliquid DataClient in Python (#2996), thanks @nicolad
• Implemented Hyperliquid DataClient in Rust (#2999), thanks @nicolad
• Implemented Hyperliquid ExecutionClient in Python (#3003), thanks @nicolad
• Implemented Hyperliquid ExecutionClient in Rust (#3013), thanks @nicolad
• Implemented Hyperliquid websocket tester for streaming market data (#3018), thanks @nicolad
• Implemented Hyperliquid basic market and limit orders (#3022), thanks @nicolad
• Implemented Hyperliquid conditional / advanced orders (#3035), thanks @nicolad
• Implemented Hyperliquid execution reconciliation (#3041), thanks @nicolad
• Implemented Hyperliquid execution client order submission (#3050), thanks @nicolad
• Implemented Hyperliquid LiveExecutionClientExt trait (#3075), thanks @nicolad
• Implemented Hyperliquid typed enums and optimize WebSocket lookups (#3089), thanks @nicolad
• Refactored Hyperliquid adapter to push complexity to Rust layer (#3063), thanks @nicolad

Documentation Updates

• Added quick-reference rate limit tables with links to official docs for Binance, Bybit, OKX, BitMEX, and Coinbase International
• Updated cache concept guide with purging ops
• Improved dark and light themes for readability
• Improved clarity of implemented bar aggregations
• Standardized consistent styling per docs style guide
• Fixed some broken links

Deprecations

• Deprecated convert_quote_qty_to_base; disable (False) to maintain consistent behaviour going forwards. Automatic conversion will be removed in a future version.