NautilusTrader 1.127.0 Beta - Release Notes

This release has again focused on core areas of the platform, including a
significant overhaul of accounting and portfolio components. The wiring between
the DataEngine and DataClient(s) has also received attention, and should now
exhibit correct subscription mechanics.

The Betfair adapter has been completely re-written, providing various fixes and
enhancements, increased performance, and full async support.

There has also been some further renaming to continue to align the platform
as closely as possible with established terminology in the domain.

Breaking Changes

• Moved margin calculation methods from Instrument to Account.
• Removed redundant Portfolio.register_account.
• Renamed OrderState to OrderStatus.
• Renamed Order.state to Order.status.
• Renamed msgbus.message_bus to msgbus.bus.

Enhancements

• Betfair adapter re-write.
• Extracted accounting subpackage.
• Extracted portfolio subpackage.
• Subclassed Account with CashAccount and MarginAccount.
• Added AccountsManager.
• Added AccountFactory.
• Moved registration of custom account classes to AccountFactory.
• Moved registration of calculated account to AccountFactory.
• Added registration of OMS type per trading strategy.
• Added ExecutionClient.create_account for custom account classes.
• Separate PortfolioFacade from Portfolio.

Fixes

• Data subscription handling in DataEngine.
• Cash accounts no longer generate spurious margins.
• Fix TimeBarAggregator._stored_close_ns property name.