NautilusTrader 1.175.0 Beta

Released on 16th June 2023 (UTC).

The Betfair adapter is broken for this release pending integration with the new Rust order book.
We recommend you do not upgrade to this version if you're using the Betfair adapter.

Enhancements

• Integrated Interactive Brokers adapter v2 into platform, thanks @rsmb7z
• Integrated core Rust OrderBook into platform
• Integrated core Rust OrderBookDelta data type
• Added core Rust HttpClient based on hyper, thanks @twitu
• Added core Rust WebSocketClient based on tokio-tungstenite, thanks @twitu
• Added core Rust SocketClient based on tokio TcpStream, thanks @twitu
• Added quote_quantity parameter to determine if order quantity is denominated in quote currency
• Added trigger_instrument_id parameter to trigger emulated orders from alternative instrument prices
• Added use_random_ids to add_venue(...) method, controls whether venue order, position and trade IDs will be random UUID4s (no change to current behaviour)
• Added ExecEngineConfig.filter_unclaimed_external_orders options, if unclaimed order events with an EXTERNAL strategy ID should be filtered/dropped
• Changed BinanceHttpClient to use new core HTTP client
• Defined public API for data, can now import directly from nautilus_trader.model.data (denest namespace)
• Defined public API for events, can now import directly from nautilus_trader.model.events (denest namespace)

Breaking changes

• Upgraded pandas to v2
• Removed OrderBookSnapshot (redundant as can be represented as an initial CLEAR followed by deltas)
• Removed OrderBookData (redundant)
• Renamed Actor.handle_order_book_delta to handle_order_book_deltas (to more clearly reflect the OrderBookDeltas data type)
• Renamed Actor.on_order_book_delta to on_order_book_deltas (to more clearly reflect the OrderBookDeltas data type)
• Renamed inverse_as_quote to use_quote_for_inverse (ambiguous name, only applicable for notional calcs on inverse instruments)
• Changed Data contract (custom data), see docs
• Renamed core LogMessage to LogEvent to more clearly distinguish between the message field and the event struct itself (aligns with vector language)
• Renamed core LogEvent.timestamp_ns to LogEvent.timestamp (affects field name for JSON format)
• Renamed core LogEvent.msg to LogEvent.message (affects field name for JSON format)

Fixes

• Updated BinanceAccountType enum members and associated docs
• Fixed BinanceCommonExecutionClient iteration of OrderList orders
• Fixed heartbeats for BinanceWebSocketClient (new Rust client now responds with pong frames)
• Fixed Binance adapter typing for orderId, fromId, startTime and endTime (all are ints), thanks for reporting @davidsblom
• Fixed Currency equality to be based on the code field (avoiding equality issues over FFI), thanks for reporting @Otlk
• Fixed BinanceInstrumentProvider parsing of initial and maintenance margin values