nautilus_trader · Issues· 135 open

Add direct Python Cache top-of-book access without cloning the full OrderBook

[BUG] L1 trade execution reuses consumed book liquidity across distinct trade ticks

[BUG] Missing cap_queue_ahead in QuoteTick (L1) matching engine path

[BUG] Binance WS subscription quota uses Quota::per_second(5) (max_burst=5) — guarantees 1008 'Too many requests' on cold start

[RFC] Refine live reconciliation for pending cancel/update orders

[Persistence] [v2] Custom Feather conversion silently writes no Parquet data

[RFC] Catalog and Arrow schema v2

[Sandbox] Bracket exits rejected as "would have increased position" on a live node: reduce-only check runs before the sandbox's own entry fill reaches the cache

[Interactive Brokers] `generate_fill_reports` sends the prefixed `AccountId` as the execution filter's account code — IB rejects it with error 321

[Bybit] Add public all-liquidation custom data subscription

[Kraken] A failed TradeVolume request aborts spot instrument loading, so the execution client never connects

[RFC] Consider amortized O(1) rolling extrema for AroonOscillator

AroonOscillator accepts MAX_PERIOD but cannot retain its required period + 1 window

[Persistence] [v2] register_custom_data_class silently requires an undocumented `_schema` attribute; write succeeds, query fails with a Rust-only remedy

[Polymarket] Sell no base currency issue