NautilusTrader 1.165.0 Beta

Released on 14th January 2023 (UTC).

A number of enum variant names have been changed in favour of explicitness,
and also to avoid C naming collisions.

Breaking Changes

• Renamed AggressorSide.NONE to NO_AGGRESSOR
• Renamed AggressorSide.BUY to BUYER
• Renamed AggressorSide.SELL to SELLER
• Renamed AssetClass.CRYPTO to CRYPTOCURRENCY
• Renamed LiquiditySide.NONE to NO_LIQUIDITY_SIDE
• Renamed OMSType to OmsType
• Renamed OmsType.NONE to UNSPECIFIED
• Renamed OrderSide.NONE to NO_ORDER_SIDE
• Renamed PositionSide.NONE to NO_POSITION_SIDE
• Renamed TrailingOffsetType.NONE to NO_TRAILING_OFFSET
• Removed TrailingOffsetType.DEFAULT
• Renamed TriggerType.NONE to NO_TRIGGER
• Renamed TriggerType.LAST to LAST_TRADE
• Renamed TriggerType.MARK to MARK_PRICE
• Renamed TriggerType.INDEX to INDEX_PRICE
• Renamed ComponentState.INITIALIZED to READY
• Renamed OrderFactory.bracket(post_only) to post_only_entry
• Moved manage_gtd_expiry to Strategy.submit_order(...) and Strategy.submit_order_list(...)

Enhancements

• Added BarSpecification.timedelta property, thanks @rsmb7z
• Added DataEngineConfig.build_time_bars_with_no_updates option
• Added OrderFactory.bracket(post_only_tp) param
• Added OrderListIdGenerator and integrate with OrderFactory
• Added Cache.add_order_list(...)
• Added Cache.order_list(...)
• Added Cache.order_lists(...)
• Added Cache.order_list_exists(...)
• Added Cache.order_list_ids(...)
• Improved generation of OrderListId from factory to ensure uniqueness
• Added auction matches for backtests, thanks @limx0
• Added .timedelta property to BarSpecification, thanks @rsmb7z
• Numerous improvements to the Betfair adapter, thanks @limx0
• Improvements to Interactive Brokers data subscriptions, thanks @rsmb7z
• Added DataEngineConfig.validate_data_sequence (False by default and currently only for Bar data), thanks @rsmb7z

Fixes

• Added TRD_GRP_* enum variants for Binance spot permissions
• Fixed PARTIALLY_FILLED -> EXPIRED order state transition, thanks @bb01100100