NautilusTrader 1.160.0 Beta

Released on 28th November 2022 (UTC).

Breaking Changes

• Removed time portion from generated IDs (affects ClientOrderId and PositionOrderId)
• Renamed orderbook.data.Order to orderbook.data.BookOrder (reduce conflicts/confusion)
• Renamed Instrument.get_cost_currency(...) to Instrument.get_settlement_currency(...) (more accurate terminology)

Enhancements

• Added emulated contingency orders capability to OrderEmulator
• Moved test_kit module to main package to support downstream project/package testing

Fixes

• Fixed position event sequencing: now generates PositionOpened when reopening a closed position
• Fixed LIMIT order fill characteristics when immediately marketable as a taker
• Fixed LIMIT order fill characteristics when passively filled as a maker as quotes move through
• Fixed canceling OTO contingent orders when still in-flight
• Fixed RiskEngine notional check when selling cash assets (spot currency pairs)
• Fixed flush on closed file bug for persistence stream writers