NautilusTrader 1.182.0 Beta

Released on 23rd December 2023 (UTC).

Enhancements

• Added CacheDatabaseFacade and CacheDatabaseAdapter to abstract backing technology from Python codebase
• Added RedisCacheDatabase implemented in Rust with separate MPSC channel thread for insert, update and delete operations
• Added TA-Lib integration, thanks @rsmb7z
• Added OrderBookDelta and OrderBookDeltas to serializable and publishable types
• Moved PortfolioFacade to Actor
• Improved Actor and Strategy usability to be more lenient to mistaken calls to clock and logger from the constructor (warnings also added to docs)
• Removed redis and hiredis dependencies from Python codebase

Breaking Changes

• Changed configuration objects to take stronger types as these are now serializable when registered (rather than primitives)
• Changed NautilusKernelConfig.trader_id to type TraderId
• Changed BacktestDataConfig.instrument_id to type InstrumentId
• Changed ActorConfig.component_id to type ComponentId | None
• Changed StrategyConfig.strategy_id to type StrategyId | None
• Changed Instrument, OrderFilled and AccountState info field serialization due below fix (you'll need to flush your cache)
• Changed CacheConfig to take a DatabaseConfig (better symmetry with MessageBusConfig)
• Changed RedisCacheDatabase data structure for currencies from hashset to simpler key-value (you'll need to clear cache or delete all curreny keys)
• Changed Actor state loading to now use the standard Serializer
• Renamed register_json_encoding to register_config_encoding
• Renamed register_json_decoding to register_config_decoding
• Removed CacheDatabaseConfig (due above config change)
• Removed infrastructure subpackage (now redundant with new Rust implementation)

Fixes

• Fixed json encoding for CacheDatabaseAdapter from info field serialization fix below
• Fixed Instrument, OrderFilled and AccountState info field serialization to retain JSON serializable dicts (rather than double encoding and losing information)
• Fixed Binance Futures good_till_date value when time_in_force not GTD, such as when strategy is managing the GTD (was incorrectly passing through UNIX milliseconds)
• Fixed Executor handling of queued task IDs (was not discarding from queued tasks on completion)
• Fixed DataEngine handling of order book snapshots with very small intervals (now handles as short as 20 milliseconds)
• Fixed BacktestEngine.clear_actors(), BacktestEngine.clear_strategies() and BacktestEngine.clear_exec_algorithms(), thanks for reporting @davidsblom
• Fixed BacktestEngine OrderEmulator reset, thanks @davidsblom
• Fixed Throttler.reset and reset of RiskEngine throttlers, thanks @davidsblom