Release 1.155.0

See release notes.

Author: cjdsellers

.docker/nautilus_trader.dockerfile

@@ -4,7 +4,7 @@ ENV PYTHONUNBUFFERED=1 \
     PIP_NO_CACHE_DIR=off \
     PIP_DISABLE_PIP_VERSION_CHECK=on \
     PIP_DEFAULT_TIMEOUT=100 \
-    POETRY_VERSION=1.1.13 \
+    POETRY_VERSION=1.2.0 \
     POETRY_HOME="/opt/poetry" \
     POETRY_VIRTUALENVS_CREATE=false \
     POETRY_NO_INTERACTION=1 \
@@ -34,7 +34,7 @@ RUN (cd nautilus_core && cargo build --release)
 
 COPY nautilus_trader ./nautilus_trader
 COPY README.md ./
-RUN poetry install --no-dev
+RUN poetry install --only=main
 RUN poetry build -f wheel
 RUN python -m pip install ./dist/*whl --force
 RUN find /usr/local/lib/python3.10/site-packages -name "*.pyc" -exec rm -f {} \;

RELEASES.md

@@ -1,3 +1,21 @@
+# NautilusTrader 1.155.0 Beta
+
+Released on September 15th 2022 (UTC).
+
+This is an early release to address some parsing bugs in the FTX adapter.
+
+### Breaking Changes
+None
+
+### Enhancements
+None
+
+### Fixes
+- Fixed parsing bug for FTX futures
+- Fixed parsing bug for FTX `Bar`
+
+---
+
 # NautilusTrader 1.154.0 Beta
 
 Released on September 14th 2022 (UTC).

build.py

@@ -118,7 +118,7 @@ def _build_extensions() -> List[Extension]:
 
     extra_compile_args = []
     if BUILD_MODE == "release" and platform.system() != "Windows":
-        extra_compile_args.append("-O3")
+        extra_compile_args.append("-O2")  # Temporary to tweak total build size
         extra_compile_args.append("-pipe")
 
     extra_link_args = RUST_LIBS

docs/conf.py

@@ -25,7 +25,6 @@
 version = "latest"
 release = "version"
 
-
 # -- General configuration ---------------------------------------------------
 extensions = [
     "myst_parser",
@@ -43,12 +42,10 @@
 templates_path = ["_templates"]
 html_js_files = ["script.js"]
 
-
 comments_config = {"hypothesis": False, "utterances": False}
 exclude_patterns = ["**.ipynb_checkpoints", ".DS_Store", "Thumbs.db", "_build"]
 source_suffix = [".rst", ".md"]
 
-
 # -- Options for HTML output -------------------------------------------------
 html_theme = "sphinx_material"
 html_logo = "_images/nt-white.png"
@@ -115,13 +112,12 @@
     "version_dropdown": True,
     "version_json": "_static/version.json",
     "version_info": {
-        "1.154.0 (develop)": "https://docs.nautilustrader.io",
-        "1.153.0 (latest)": "https://docs.nautilustrader.io/latest",
+        "1.155.0 (develop)": "https://docs.nautilustrader.io",
+        "1.154.0 (latest)": "https://docs.nautilustrader.io/latest",
     },
     "table_classes": ["plain"],
 }
 
-
 myst_enable_extensions = [
     "colon_fence",
     "dollarmath",

nautilus_core/Cargo.lock

@@ -251,10 +251,13 @@ def parse_instrument(
                 info=data,
             )
         else:
-            expiry_str = data["name"].rsplit("-", maxsplit=1)[1]
-            expiry_date = datetime.datetime.strptime(
-                f"{expiry_str}{datetime.date.today().year}", "%m%d%Y"
-            ).date()
+            try:
+                expiry_str = data["name"].rsplit("-", maxsplit=1)[1]
+                expiry_date = datetime.datetime.strptime(
+                    f"{expiry_str}{datetime.date.today().year}", "%m%d%Y"
+                ).date()
+            except Exception:
+                raise ValueError(f"Unable to parse expiry for Future: {data['name']}")
             return CryptoFuture(
                 instrument_id=instrument_id,
                 native_symbol=native_symbol,

nautilus_trader/adapters/ftx/parsing/common.py

@@ -135,7 +135,6 @@ def parse_bars_http(
             low=Price(row["low"], instrument.price_precision),
             close=Price(row["close"], instrument.price_precision),
             volume=Quantity(row["volume"], instrument.size_precision),
-            check=True,
             ts_event=ts_event,
             ts_init=max(ts_init, ts_event),
         )