NautilusTrader 1.156.0 Beta

Released on 19th October 2022 (UTC).

This will be the final release with support for Python 3.8.

Breaking Changes

• Added OrderSide.NONE enum variant
• Added PositionSide.NONE enum variant
• Changed order of TriggerType enum variants
• Renamed AggressorSide.UNKNOWN -> AggressorSide.NONE (for consistency with other enums)
• Renamed Order.type to Order.order_type (reduces ambiguity and aligns with Rust struct field)
• Renamed OrderInitialized.type to OrderInitialized.order_type reduces ambiguity)
• Renamed Bar.type to Bar.bar_type (reduces ambiguity and aligns with Rust struct field)
• Removed redundant check_position_exists flag
• Removed hyperopt as considered unmaintained and there are better options
• Existing pickled data for QuoteTick is now invalid (change to schema for correctness)
• Existing catalog data for OrderInitialized is now invalid (change to schema for emulation)

Enhancements

• Added configurable automated in-flight order status checks
• Added order side filter to numerous cache order methods
• Added position side filter to numerous cache position methods
• Added optional order_side to cancel_all_orders strategy method
• Added optional position_side to close_all_positions strategy method
• Added support for Binance Spot second bars
• Added RelativeVolatilityIndex indicator, thanks @graceyangfan
• Extracted OrderMatchingEngine from SimulatedExchange with refinements
• Extracted MatchingCore from OrderMatchingEngine
• Improved HTTP error handling and client logging (messages now contain reason)

Fixes

• Fixed price and size precision validation for QuoteTick from raw values
• Fixed IB adapter data parsing for decimal precision
• Fixed HTTP error handling and releasing of response coroutines, thanks @jackma
• Fixed Position calculations and account for when any base currency == commission currency, thanks @jackma