NautilusTrader 1.128.0 Beta - Release Notes

This release continues the focus on the core system, with upgrades and cleanups
to the component base class. The concept of an active order has been introduced,
which is an order whose state can change (is not a completed order).

Breaking Changes

• All configuration due pydantic upgrade.
• Throttling config now takes string e.g. "100/00:00:01" which is 100 / second.
• Renamed DataProducerFacade to DataProducer.
• Renamed fill.side to fill.order_side (clarity and standardization).
• Renamed fill.type to fill.order_type (clarity and standardization).

Enhancements

• Added serializable configuration classes leveraging pydantic.
• Improved adding bar data to BacktestEngine.
• Added BacktestEngine.add_bar_objects().
• Added BacktestEngine.add_bars_as_ticks().
• Added order active concept, with order.is_active and cache methods.
• Added ComponentStateChanged event.
• Added Component.degrade() and Component.fault() command methods.
• Added Component.on_degrade() and Component.on_fault() handler methods.
• Added ComponentState.PRE_INITIALIZED.
• Added ComponentState.DEGRADING.
• Added ComponentState.DEGRADED.
• Added ComponentState.FAULTING.
• Added ComponentState.FAULTED.
• Added ComponentTrigger.INITIALIZE.
• Added ComponentTrigger.DEGRADE.
• Added ComponentTrigger.DEGRADED.
• Added ComponentTrigger.FAULT.
• Added ComponentTrigger.FAULTED.
• Wired up Ticker data type.

Fixes

• DataEngine.subscribed_bars() now reports internally aggregated bars also.