NautilusTrader 1.119.0 Beta - Release Notes

This release applies another major refactoring to the value object API for
BaseDecimal and its subclasses Price and Quantity. Previously a precision
was not explicitly required when passing in a decimal.Decimal type which
sometimes resulted in unexpected behavior when a user passed in a decimal with
a very large precision (when wrapping a float with decimal.Decimal).

Convenience methods have been added to Price and Quantity where precision
is implicitly zero for ints, or implied in the number of digits after the '.'
point for strings. Convenience methods have also been added to Instrument to
assist the UX.

The serialization of Money has been improved with the inclusion of the
currency code in the string delimited by whitespace. This avoids an additional
field for the currency code.

RiskEngine has been rewired ahead of ExecutionEngine which clarifies areas
of responsibility and cleans up the registration sequence and allows a more
natural flow of command and event messages.

Breaking Changes

• Serializations involving Money.
• Changed usage of Price and Quantity.
• Renamed BypassExecutionDatabase to InMemoryExecutionDatabase.

Enhancements

• Rewired RiskEngine and ExecutionEngine sequence.
• Added Instrument database operations.
• Added MsgPackInstrumentSerializer.
• Added Price.from_str().
• Added Price.from_int().
• Added Quantity.zero().
• Added Quantity.from_str().
• Added Quantity.from_int().
• Added Instrument.make_price().
• Added Instrument.make_qty().
• Improved serialization of Money.

Fixes

• Handling of precision for decimal.Decimal values passed to value objects.