Add CacheConfig.drop_instruments_on_reset option

RELEASES.md

@@ -6,6 +6,7 @@ Released on TBD (UTC).
 - Added `NautilusConfig.json_primitives` to convert object to Python dictionary with JSON primitive values
 - Added `InstrumentClass.BOND`
 - Added `MessageBusConfig` `use_trader_prefix` and `use_trader_id` options (provides more control over stream names)
+- Added `CacheConfig.drop_instruments_on_reset` (default true to retain current behavior)
 - Implemented core logging interface via the `log` library, thanks @twitu
 - Implemented global atomic clock in Rust (improves performance and ensures properly monotonic timestamps in real-time)
 - Improved Interactive Brokers adapter raising docker `RuntimeError` only when needed (not when using TWS), thanks @rsmb7z

nautilus_trader/cache/cache.pxd

@@ -99,6 +99,7 @@ cdef class Cache(CacheFacade):
     cdef set _index_actors
     cdef set _index_strategies
     cdef set _index_exec_algorithms
+    cdef bint _drop_instruments_on_reset
 
     cdef readonly int tick_capacity
     """The caches tick capacity.\n\n:returns: `int`"""

nautilus_trader/cache/cache.pyx

@@ -108,6 +108,7 @@ cdef class Cache(CacheFacade):
         self._xrate_calculator = ExchangeRateCalculator()
 
         # Configuration
+        self._drop_instruments_on_reset = config.drop_instruments_on_reset
         self.tick_capacity = config.tick_capacity
         self.bar_capacity = config.bar_capacity
         self.snapshot_orders = snapshot_orders
@@ -727,7 +728,6 @@ cdef class Cache(CacheFacade):
         self._bars_bid.clear()
         self._bars_ask.clear()
         self._currencies.clear()
-        self._instruments.clear()
         self._synthetics.clear()
         self._accounts.clear()
         self._orders.clear()
@@ -736,6 +736,9 @@ cdef class Cache(CacheFacade):
         self._position_snapshots.clear()
         self.clear_index()
 
+        if self._drop_instruments_on_reset:
+            self._instruments.clear()
+
         self._log.debug(f"Reset cache.")
 
     cpdef void flush_db(self):

nautilus_trader/config/common.py

@@ -258,12 +258,14 @@ class CacheConfig(NautilusConfig, frozen=True):
         The buffer interval (milliseconds) between pipelined/batched transactions.
         The recommended range if using buffered pipeling is [10, 1000] milliseconds,
         with a good compromise being 100 milliseconds.
-    flush_on_start : bool, default False
-        If database should be flushed on start.
     use_trader_prefix : bool, default True
         If a 'trader-' prefix is used for keys.
     use_instance_id : bool, default False
         If the traders instance ID is used for keys.
+    flush_on_start : bool, default False
+        If database should be flushed on start.
+    drop_instruments_on_reset : bool, default True
+        If instruments data should be dropped from the caches memory on reset.
     tick_capacity : PositiveInt, default 10_000
         The maximum length for internal tick dequeues.
     bar_capacity : PositiveInt, default 10_000
@@ -275,9 +277,10 @@ class CacheConfig(NautilusConfig, frozen=True):
     encoding: str = "msgpack"
     timestamps_as_iso8601: bool = False
     buffer_interval_ms: PositiveInt | None = None
-    flush_on_start: bool = False
     use_trader_prefix: bool = True
     use_instance_id: bool = False
+    flush_on_start: bool = False
+    drop_instruments_on_reset: bool = True
     tick_capacity: PositiveInt = 10_000
     bar_capacity: PositiveInt = 10_000