NautilusTrader 1.167.0 Beta

Released on 28th January 2023 (UTC).

Breaking Changes

• Renamed OrderBookData.update_id to sequence
• Renamed BookOrder.id to order_id

Enhancements

• Introduced Rust pyo3 based ParquetReader and ParquetWriter, thanks @twitu
• Added msgbus.is_subscribed (to check if topic and handler already subscribed)
• Simplified message type model and introduce CQRS-ish live messaging architecture

Fixes

• Fixed Binance data clients order book startup buffer handling
• Fixed NautilusKernel redundant initialization of event loop for backtesting, thanks @limx0
• Fixed BacktestNode disposal sequence
• Fixed quick start docs and notebook