NautilusTrader 1.115.0 Beta - Release Notes

This release includes substantial breaking changes.

Due to recent feedback and much further thought - a major renaming has been carried
out involving order identifiers. The Order is the only domain object in the
model which is identified with more than one ID. Due to this, more explicitness
helps to ensure correct logic. Previously the OrderId was
implicitly assumed to be the one assigned by the trading venue. This has been
clarified by renaming the identifier to VenueOrderId. Following this, it no
longer made sense to refer to it through Order.id, and so this was changed to
its full name Order.venue_order_id. This naturally resulted in ClientOrderId(s)
being renamed in properties and variables from cl_ord_id to client_order_id.

Breaking Changes

• Rename OrderId to VenueOrderId.
• Rename Order.id to Order.venue_order_id.
• Rename Order.cl_ord_id to Order.client_order_id.
• Rename AssetClass.STOCK to AssetClass.EQUITY.
• Remove redundant flag generate_position_ids (handled by OMSType).

Enhancements

• Introduce integration for Betfair.
• Add AssetClass.METAL and AssetClass.ENERGY.
• Add VenueStatusEvent, InstrumentStatusEvent and InstrumentClosePrice.
• Usage of np.ndarray to improve function and indicator performance.

Fixes

• LiveLogger log message when blocking.