NautilusTrader 1.181.0 Beta

Released on 2nd December (UTC).

This release adds support for Python 3.12.

Enhancements

• Rewrote Interactive Brokers integration documentation, many thanks @benjaminsingleton
• Added Interactive Brokers adapter support for crypto instruments with cash quantity, thanks @benjaminsingleton
• Added HistoricInteractiveBrokerClient, thanks @benjaminsingleton and @limx0
• Added DataEngineConfig.time_bars_interval_type (determines the type of interval used for time aggregation left-open or right-open)
• Added LoggingConfig.log_colors to optionally use ANSI codes to produce colored logs (default true to retain current behavior)
• Added QuoteTickDataWrangler.process_bar_data options for offset_interval_ms and timestamp_is_close
• Added identifier generators in Rust, thanks @filipmacek
• Added OrderFactory in Rust, thanks @filipmacek
• Added WilderMovingAverage in Rust, thanks @ayush-sb
• Added HullMovingAverage in Rust, thanks @ayush-sb
• Added all common identifier generators in Rust, thanks @filipmacek
• Added generic SQL database support with sqlx in Rust, thanks @filipmacek

Breaking Changes

• Consolidated all data submodules into one data module (reduce binary wheel size)
• Moved OrderBook from model.orderbook.book to model.book (subpackage only had this single module)
• Moved Currency from model.currency to model.objects (consolidating modules to reduce binary wheel size)
• Moved MessageBus from common.msgbus to common.component (consolidating modules to reduce binary wheel size)
• Moved MsgSpecSerializer from serialization.msgpack.serializer to serialization.serializer
• Moved CacheConfig snapshot_orders, snapshot_positions, snapshot_positions_interval to NautilusKernelConfig (logical applicability)
• Renamed MsgPackSerializer to MsgSpecSeralizer (now handles both JSON and MsgPack formats)

Fixes

• Fixed missing trader_id in Position dictionary representation, thanks @filipmacek
• Fixed conversion of fixed precision integers to floats (should be dividing to avoid rounding errors), thanks for reporting @filipmacek
• Fixed daily timestamp parsing for Interactive Brokers, thanks @benjaminsingleton
• Fixed live reconciliation trade processing for partially filled then canceled orders
• Fixed RiskEngine cumulative notional risk check for CurrencyPair SELL orders on multi-currency cash accounts