NautilusTrader 2.0.0rc4 Release - Rust Core Redesign

Rust-based algorithmic trading platform NautilusTrader released 2.0.0rc4. After removing Cython, it simplified Rust domain enum structures and migrated WebSocke

NautilusTrader — Rust Core Event-Driven Platform · Release NautilusTrader 2.0.0rc4 · 2026-09-02

Rust-based algorithmic trading platform NautilusTrader released 2.0.0rc4. After removing Cython, it simplified Rust domain enum structures and migrated WebSocket clients to a builder API. Exchange support was strengthened for Robinhood Chain, OKX, Polymarket, and more, with added error reporting for strategies still running after backtest completion. Order fill cancellation event topics and custom fee model support are also included.

weltiq Perspective: Improved backtest accuracy (strategy termination validation, order adjustment warnings) and live trading connection stability (socket state events, reconnection control) enhance the reliability of simulation, backtesting, and automated execution for weltiq users.

Release Notes Excerpt

NautilusTrader 2.0.0rc4 Released on 2nd September 2026 (UTC). Note The OrderSide , PositionSide , ContingencyType , TrailingOffsetType , and TriggerType changes are broad because their zero-valued NO_* variants came from constraints in the former Cython and FFI design. With Cython removed, compatibility representations can remain at serialization and FFI boundaries instead of shaping the Rust and Python domain enums, while preserving legacy formats and the existing C API. Enhancements Added error reporting for strategies left running after a backtest ends ( #4803 ), thanks @folknor Added client order ID options to Python GridMarketMakerConfig ( #4822 ), thanks @mameikagou Added custom Python…

Source: https://github.com/nautechsystems/nautilus_trader/releases/tag/v2.0.0rc4