NautilusTrader 1.122.0 Beta - Release Notes

This release includes numerous breaking changes with a view to enhancing the core
functionality and API of the platform. The data and execution caches have been
unified for simplicity. There have also been large changes to the accounting
functionality, with 'hooks' added in preparation for accurate calculation and
handling of margins.

Breaking Changes

• Renamed Account.balance() to Account.balance_total().
• ConsolidatedTradingStrategy.data into TradingStrategy.cache.
• Consolidated TradingStrategy.execution into TradingStrategy.cache.
• Moved redis subpackage into infrastructure.
• Moved some accounting methods back to Instrument.
• Removed Instrument.market_value().
• Renamed Portfolio.market_values() to Portfolio.net_exposures().
• Renamed Portfolio.market_value() to Portfolio.net_exposure().
• Renamed InMemoryExecutionDatabase to BypassCacheDatabase.
• Renamed Position.relative_qty to Position.net_qty.
• Renamed default_currency to base_currency.
• Removed cost_currency property from Instrument.

Enhancements

• ExecutionClient now has the option of calculating account state.
• Unified data and execution caches into single Cache.
• Improved configuration options and naming.
• Simplified Portfolio component registration.
• Simplified wiring of Cache into components.
• Added repr to execution messages.
• Added AccountType enum.
• Added cost_currency to Position.
• Added get_cost_currency() to Instrument.
• Added get_base_currency() to Instrument.

Fixes

• Fixed Order.is_working for PENDING_CANCEL and PENDING_REPLACE states.
• Fixed loss of precision for nanosecond timestamps in Redis.
• Fixed state reconciliation when uninstantiated client.