Release 1.204.0

.docker/nautilus_trader.dockerfile

@@ -5,7 +5,7 @@ ENV PYTHONUNBUFFERED=1 \
     PIP_DISABLE_PIP_VERSION_CHECK=on \
     PIP_DEFAULT_TIMEOUT=100 \
     PYO3_PYTHON="/usr/local/bin/python3" \
-    POETRY_VERSION=1.8.3 \
+    POETRY_VERSION=1.8.4 \
     POETRY_HOME="/opt/poetry" \
     POETRY_VIRTUALENVS_CREATE=false \
     POETRY_NO_INTERACTION=1 \

.github/workflows/build-wheels.yml

@@ -10,14 +10,14 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        arch: [x64]
-        os: [ubuntu-latest]
+        os: [ubuntu-latest, macos-latest]
         python-version: ["3.11", "3.12"]
-    name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
+    name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 
     steps:
       - name: Free disk space (Ubuntu)
+        if: runner.os == 'Linux'
         uses: jlumbroso/free-disk-space@main
         with:
           tool-cache: true
@@ -28,41 +28,27 @@ jobs:
           docker-images: true
           swap-storage: true
 
-      - name: Install runner dependencies
+      - name: Install runner dependencies (Linux)
+        if: runner.os == 'Linux'
         run: sudo apt-get install -y curl clang git libssl-dev make pkg-config
 
       - name: Checkout repository
         uses: actions/checkout@v4
 
-      - name: Get Rust version from rust-toolchain.toml
-        id: rust-version
+      - name: Set up Rust toolchain
         run: |
-          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
-          echo "Rust toolchain version $version"
-          echo "RUST_VERSION=$version" >> $GITHUB_ENV
-        working-directory: ${{ github.workspace }}
-
-      - name: Set up Rust tool-chain (Linux, Windows) stable
-        if: (runner.os == 'Linux') || (runner.os == 'Windows')
-        uses: actions-rust-lang/[email protected]
-        with:
-          toolchain: ${{ env.RUST_VERSION }}
-          components: rustfmt, clippy
-
-      # Work around as actions-rust-lang does not seem to work on macOS yet
-      - name: Set up Rust tool-chain (macOS) stable
-        if: runner.os == 'macOS'
-        uses: actions-rs/toolchain@v1
-        with:
-          toolchain: ${{ env.RUST_VERSION }}
-          override: true
-          components: rustfmt, clippy
+          rustup toolchain add --profile minimal stable --component clippy,rustfmt
 
       - name: Set up Python environment
         uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
 
+      - name: Get Python version
+        run: |
+          version=$(bash scripts/python-version.sh)
+          echo "PYTHON_VERSION=$version" >> $GITHUB_ENV
+
       - name: Get Poetry version from poetry-version
         run: |
           version=$(cat poetry-version)
@@ -84,7 +70,7 @@ jobs:
         uses: actions/cache@v4
         with:
           path: ${{ env.POETRY_CACHE_DIR }}
-          key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
+          key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       - name: Install / Build
         run: |
@@ -99,7 +85,7 @@ jobs:
           echo "ASSET_NAME=$(printf '%s\0' * | awk 'BEGIN{RS="\0"} {print;  exit}')" >> $GITHUB_ENV
 
       - name: Upload wheel artifact
-        uses: actions/upload-artifact@v3
+        uses: actions/upload-artifact@v4
         with:
           name: ${{ env.ASSET_NAME }}
           path: ${{ env.ASSET_PATH }}

.github/workflows/build.yml

@@ -11,13 +11,12 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        arch: [x64]
         os: [ubuntu-latest]
         python-version: ["3.11", "3.12"]
     defaults:
       run:
         shell: bash
-    name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
+    name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
       BUILD_MODE: debug
@@ -61,19 +60,9 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v4
 
-      - name: Get Rust version from rust-toolchain.toml
-        id: rust-version
+      - name: Set up Rust toolchain
         run: |
-          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
-          echo "Rust toolchain version $version"
-          echo "RUST_VERSION=$version" >> $GITHUB_ENV
-        working-directory: ${{ github.workspace }}
-
-      - name: Set up Rust tool-chain (Linux, Windows) stable
-        uses: actions-rust-lang/[email protected]
-        with:
-          toolchain: ${{ env.RUST_VERSION }}
-          components: rustfmt, clippy
+          rustup toolchain add --profile minimal stable --component clippy,rustfmt
 
       - name: Set up Python environment
         uses: actions/setup-python@v5
@@ -82,7 +71,7 @@ jobs:
 
       - name: Get Python version
         run: |
-          version=$(python -c "import sys; print('.'.join(map(str, sys.version_info[:3])))")
+          version=$(bash scripts/python-version.sh)
           echo "PYTHON_VERSION=$version" >> $GITHUB_ENV
 
       - name: Get Poetry version from poetry-version
@@ -179,13 +168,12 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        arch: [x64]
         os: [windows-latest]
         python-version: ["3.11", "3.12"]
     defaults:
       run:
         shell: bash
-    name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
+    name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
       BUILD_MODE: debug
@@ -200,19 +188,9 @@ jobs:
           rm -rf "/c/Program Files/dotnet"
           rm -rf "/c/Program Files (x86)/Microsoft Visual Studio/2019"
 
-      - name: Get Rust version from rust-toolchain.toml
-        id: rust-version
+      - name: Set up Rust toolchain
         run: |
-          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
-          echo "Rust toolchain version $version"
-          echo "RUST_VERSION=$version" >> $GITHUB_ENV
-        working-directory: ${{ github.workspace }}
-
-      - name: Set up Rust tool-chain (Linux, Windows) stable
-        uses: actions-rust-lang/[email protected]
-        with:
-          toolchain: ${{ env.RUST_VERSION }}
-          components: rustfmt, clippy
+          rustup toolchain add --profile minimal stable --component clippy,rustfmt
 
       - name: Set up Python environment
         uses: actions/setup-python@v5
@@ -221,7 +199,7 @@ jobs:
 
       - name: Get Python version
         run: |
-          version=$(python -c "import sys; print('.'.join(map(str, sys.version_info[:3])))")
+          version=$(bash scripts/python-version.sh)
           echo "PYTHON_VERSION=$version" >> $GITHUB_ENV
 
       - name: Get Poetry version from poetry-version
@@ -242,7 +220,7 @@ jobs:
         uses: actions/cache@v4
         with:
           path: ~/.cache/pre-commit
-          key: ${{ runner.os }}-${{ matrix.python-version }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
+          key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
 
       - name: Cached cargo
         id: cached-cargo
@@ -265,7 +243,7 @@ jobs:
         uses: actions/cache@v4
         with:
           path: ${{ env.POETRY_CACHE_DIR }}
-          key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
+          key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       - name: Cached test data
         id: cached-testdata-large
@@ -292,13 +270,12 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        arch: [arm64]
         os: [macos-latest]
         python-version: ["3.11", "3.12"]
     defaults:
       run:
         shell: bash
-    name: build - Python ${{ matrix.python-version }} (${{ matrix.arch }} ${{ matrix.os }})
+    name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
     env:
       BUILD_MODE: debug
@@ -314,22 +291,9 @@ jobs:
           sudo rm -rf ~/Library/Developer/Xcode/DerivedData/*
           sudo rm -rf /Library/Developer/CommandLineTools
 
-      - name: Get Rust version from rust-toolchain.toml
-        id: rust-version
+      - name: Set up Rust toolchain
         run: |
-          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
-          echo "Rust toolchain version $version"
-          echo "RUST_VERSION=$version" >> $GITHUB_ENV
-        working-directory: ${{ github.workspace }}
-
-      # Work around as actions-rust-lang does not seem to work on macOS yet
-      - name: Set up Rust tool-chain (macOS) stable
-        uses: actions-rs/toolchain@v1
-        with:
-          toolchain: ${{ env.RUST_VERSION }}
-          override: true
-          components: rustfmt, clippy
-          target: aarch64-apple-darwin
+          rustup toolchain add --profile minimal stable --component clippy,rustfmt
 
       - name: Set up Python environment
         uses: actions/setup-python@v5
@@ -338,7 +302,7 @@ jobs:
 
       - name: Get Python version
         run: |
-          version=$(python -c "import sys; print('.'.join(map(str, sys.version_info[:3])))")
+          version=$(bash scripts/python-version.sh)
           echo "PYTHON_VERSION=$version" >> $GITHUB_ENV
 
       - name: Get Poetry version from poetry-version

.github/workflows/coverage.yml

@@ -52,25 +52,20 @@ jobs:
       - name: Checkout repository
         uses: actions/checkout@v4
 
-      - name: Get Rust version from rust-toolchain.toml
-        id: rust-version
+      - name: Set up Rust toolchain
         run: |
-          version=$(awk -F\" '/version/ {print $2}' nautilus_core/rust-toolchain.toml)
-          echo "Rust toolchain version $version"
-          echo "RUST_VERSION=$version" >> $GITHUB_ENV
-        working-directory: ${{ github.workspace }}
-
-      - name: Set up Rust tool-chain (Linux, Windows) stable
-        uses: actions-rust-lang/[email protected]
-        with:
-          toolchain: ${{ env.RUST_VERSION }}
-          components: rustfmt, clippy
+          rustup toolchain add --profile minimal stable --component clippy,rustfmt
 
       - name: Set up Python environment
         uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
 
+      - name: Get Python version
+        run: |
+          version=$(bash scripts/python-version.sh)
+          echo "PYTHON_VERSION=$version" >> $GITHUB_ENV
+
       - name: Get Poetry version from poetry-version
         run: |
           version=$(cat poetry-version)
@@ -96,7 +91,7 @@ jobs:
         uses: actions/cache@v4
         with:
           path: ~/.cache/pre-commit
-          key: ${{ runner.os }}-${{ matrix.python-version }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
+          key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-pre-commit-${{ hashFiles('.pre-commit-config.yaml') }}
 
       - name: Run pre-commit
         run: pre-commit run --all-files
@@ -109,7 +104,7 @@ jobs:
         uses: actions/cache@v4
         with:
           path: ${{ env.POETRY_CACHE_DIR }}
-          key: ${{ runner.os }}-${{ matrix.python-version }}-poetry-${{ hashFiles('**/poetry.lock') }}
+          key: ${{ runner.os }}-${{ env.PYTHON_VERSION }}-poetry-${{ hashFiles('**/poetry.lock') }}
 
       - name: Cached test data
         id: cached-testdata-large
@@ -134,7 +129,7 @@ jobs:
         run: make pytest-coverage
 
       - name: Upload coverage report
-        uses: codecov/codecov-action@v3
+        uses: codecov/codecov-action@v4
         with:
           token: ${{ secrets.CODECOV_TOKEN }}
           files: ./coverage.xml