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Release 1.188.0#1514

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cjdsellers merged 130 commits intomasternautechsystems/nautilus_trader:masterfrom developnautechsystems/nautilus_trader:developCopy head branch name to clipboardFeb 25, 2024

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Commits on Feb 9, 2024

• Bump version

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• Fix typo

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• Refine Databento InstrumentId parsing

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Commits on Feb 10, 2024

• Optimize DatabentoDataLoader

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• Refine Databento include_trades filtering

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• Improve clarity of param description

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• Standardize instruments pyo3 interface

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• Update to ignore notebooks dir catalog

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• Update dependencies

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• Fix missing enc_hook in configurations

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• Fix Binance order book example

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• Add Databento re-exports

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• Cleanup example notebook imports

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• Add Databento notebook example progress

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• Add Databento DBN files to gitignore

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Commits on Feb 11, 2024

• Refine Databento re-exports

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• Refine Databento components

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• Refine Databento adapter and decoding

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• Add OrderBookDepth10 constructor to type stub

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• Fix deprecation warnings and docstrings

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• Fix pyo3 stubs

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• Unskip catalog OrderBookDepth10 test

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• Fix clippy lints

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• Standardize indicators special method ordering

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• Refine Databento adapter more

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• Standardize tutorial language

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• Continue Databento data catalog tutorial

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• Update dependencies including chrono

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Commits on Feb 12, 2024

• Fix call to clock.utc_now

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• Refine DatabentoLiveClient record handling loop

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• Fix ControllerConfig base and docstring

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• Improve DatabentoDataClient startup sequence

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• Implement Databento parent symbols on startup

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Commits on Feb 13, 2024

• Update dependencies and pre-commit

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• Standardize attribute ordering

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• Implement OrderBookDeltas FFI and pyo3 interfaces

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• Refine OrderBookDeltas implementation

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• Fix Rust imports

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Commits on Feb 14, 2024

• Fix Equity short selling

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• Skip Windows in CI while GH runners broken

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• Fix InteractiveBrokers historical bar data bug (#1499)

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• Fix logging timestamps for backtesting

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• Optimize applying OrderBookDeltas to OrderBook

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Commits on Feb 15, 2024

• Fix FOK and IOC time in force fill handling

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Commits on Feb 16, 2024

• Fix account balance updates for zero quantity NETTING positions

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• Remove redundant docstring lines

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• Fix print_config config option

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• Implement AverageTrueRange in Rust (#1502)

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• Update core dependencies

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• Introduce common tokio runtime

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• Optimize DatabentoLiveClient order book replay

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Commits on Feb 17, 2024

• Port LiveClock and LiveTimer to Rust

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• Optimize pyo3 TimeEvent conversion with pycapsule

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• Refine comment in LiveTimer

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• Fix LiveTimer to use saturating sub

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• Add order book subscriptions managed parameter

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• Resume Windows in CI

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• Pause Windows in CI

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• Fix await eventually in cache tests

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• Remove sleeps from interactive_brokers tests

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Commits on Feb 18, 2024

• Fix logging enabled check (#1503)

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• Optimize balance impact calculation

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• Update release notes

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• Use pyo3_asyncio runtime

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• Implement OrderBookDeltas pickling

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• Separate OrderBookMbo and OrderBookMbp

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• Reorganize core python model module

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• Qualify pyo3::pyclass attribute

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• Add OrderBookMbp pyo3 interface

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• Upgrade ruff

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• Add collection type annotations

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• Fix backtest clock iteration

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• Fix MessageBus publishable_types collection type

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• Standardize field ordering

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Commits on Feb 19, 2024

• Add OrderBookMbo and Level pyo3 interfaces

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• Refine core order book impls

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• Standardize core indicator field naming

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• Extend core Indicator to handle order books

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• Extend core Indicator to handle order book data

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• Fix TradeId memory leak

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• Fix TradeId pyo3 interface and improve docs

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• Add some timer doc comments

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• Standardize type annotations in tests

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• Add BookImbalanceRatio indicator in Rust

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• Standardize indicator initialized property naming

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• Add example Rust OrderBookMbp BookImbalanceRatio

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• Update dependencies

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• Fix TradeTick size precision for pyo3 conversion

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• Resume Windows in CI

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Commits on Feb 20, 2024

• Fix DefaultHasher import

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• Add OrderBookDeltas from mem C function

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• Refine DatabentoLiveClient MBO replay

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• Refine DatabentoLiveClient MBO replay

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Commits on Feb 21, 2024

• Update dependencies

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• Fix catalog freeze_dict function

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• Update release notes

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• Improve bypass_logging fixture

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• Fix RiskEngine cash value check when selling

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• Fix RiskEngine cash value check when selling

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• Ported ChandeMomentumOscillator to Rust (#1508)

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Commits on Feb 22, 2024

• Update dependencies including hyper

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• Cleanup cash_value base currency

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• Add OrderBookDeltas to_pyo3 conversion

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• Cleanup imports

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Commits on Feb 23, 2024

• Fix clippy lints

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• Fix clippy lints

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• Cleanup Rust imports

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• Cleanup Databento MBO buffering

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• Cleanup Rust imports

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• Cleanup Rust imports

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• Standardize expect message

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• Cleanup Databento adapter dependencies

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• Cleanup Databento adapter imports

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• Fix OrderBookDeltas capsule transfers

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Commits on Feb 24, 2024

• Standardize section comments

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• Add Venue constants

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• Standardize record vs message

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• Implement CME Globex exchange venue mappings

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• Update dependencies

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• Add FuturesSpread instrument

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• Add FuturesSpread instrument

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• Add OptionsSpread instrument

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Commits on Feb 25, 2024

• Update core Databento decoding

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• Improve price and quantity precision validation

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• Fix betfair trade ID (#1513)

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• Add missing enum test

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• Update Databento mixed spread decoding

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• Standardize TradeId maximum length

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• Fix formatting

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• Update release notes

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