NautilusTrader 1.125.0 Beta - Release Notes

This release introduces a major re-architecture of the internal messaging system.
A common message bus has been implemented which now handles all events via a
PUB/SUB messaging pattern. The next release will see all data being handled by
the message bus, please see the related issue for further details on this enhancement.

Another notable feature is the introduction of the order 'in-flight' concept,
which is a submitted order which has not yet been acknowledged by the
exchange/broker. Several properties on Order, and methods on Cache, now exist
to support this.

The Throttler has been refactored and optimized further. There has also been
extensive reorganization of the model sub-package, standardization of identifiers
on events, along with numerous 'under the hood' cleanups and two bug fixes.

Breaking Changes

• Renamed MessageType enum to MessageCategory.
• Renamed fill.order_side to fill.side.
• Renamed fill.order_type to fill.type.
• All Event serialization due to domain refactorings.

Enhancements

• Added MessageBus class.
• Added TraderId to Order and Position.
• Added OrderType to OrderFilled.
• Added unrealized PnL to position events.
• Added order inflight concept to Order and Cache.
• Improved efficiency of Throttler.
• Standardized events str and repr.
• Standardized commands str and repr.
• Standardized identifiers on events and objects.
• Improved Account str and repr.
• Using orjson over json for efficiency.
• Removed redundant BypassCacheDatabase.
• Introduced mypy to the codebase.

Fixes

• Fixed backtest log timestamping.
• Fixed backtest duplicate initial account event.