NautilusTrader 1.141.0 Beta

Released on 4th April 2022 (UTC).

Breaking Changes

• Renamed BacktestNode.run_sync() to BacktestNode.run()
• Renamed flatten_position() to close_position()
• Renamed flatten_all_positions() to close_all_positions()
• Renamed Order.flatten_side() to Order.closing_side()
• Renamed TradingNodeConfig check_residuals_delay to timeout_post_stop
• The SimulatedExchange will now 'receive' market data prior to the DataEngine
  (note that this did not affect any test)
• Tightened requirement for DataType types to be subclasses of Data
• CacheDatabaseConfig.type now defaults to in-memory
• NAUTILUS_CATALOG env var changed to NAUTILUS_PATH
• DataCatalog root path now located under $OLD_PATH/catalog/ from the Nautilus path
• hiredis and redis are now optional extras as 'redis'
• hyperopt is now an optional extra as 'hyperopt'

Enhancements

• Unify NautilusKernel across backtest and live systems
• Improved configuration by grouping into config subpackage
• Improved configuration objects and flows
• Numerous improvements to the Binance Spot/Margin and Futures integration
• Added Docker image builds and GH packages
• Added BinanceFuturesMarkPriceUpdate type and data stream
• Added generic subscribe and unsubscribe to template
• Added Binance Futures COIN_M testnet
• The clarity of various error messages was improved

Fixes

• Fixed multiple instruments in DataCatalog (#554), (#560) by @limx0
• Fixed timestamp ordering streaming from DataCatalog (#561) by @limx0
• Fixed CSVReader (#563) by @limx0
• Fixed slow subscribers to the Binance WebSocket streams
• Fixed configuration of base_currency for backtests
• Fixed importable strategy configs (previously not returning correct class)
• Fixed fully_qualified_name() format