v1.137.0

nautechsystems/nautilus_traderv1.137.0Jan 12, 2022by github-actions[bot]

AI Summary

A beta release introducing new exchange integrations (FTX, Binance US), a MarginBalance object, and significant API refactoring to remove legacy parameters and enums.

Key Highlights

Added FTX and Binance US integration support.
Introduced MarginBalance object for margin account functionality.
Renamed local_symbol to native_symbol.
Removed VenueType enum in favor of a routing bool flag.

Breaking Changes

Removed redundant currency param from AccountBalance.
Renamed local_symbol to native_symbol.
Removed VenueType enum and venue_type param in favor of a routing bool flag.
Removed account_id param from execution client factories and constructors.
Changed venue generated IDs (order, execution, position) to begin with the venue ID.

New Features

Added FTX integration for testing.
Added FTX US configuration option.
Added Binance US configuration option.
Added MarginBalance object.

Full Release Notes

# NautilusTrader 1.137.0 Beta

## Release Notes

Released on 12th January 2022.

### Breaking Changes
- Removed redundant `currency` param from `AccountBalance`.
- Renamed `local_symbol` to `native_symbol`.
- Removed the `VenueType` enum and `venue_type` param in favour of a `routing` bool flag.
- Removed `account_id` param from execution client factories and constructors.
- Changed venue generated IDs (order, execution, position) which now begin with the venue ID.

### Enhancements
- Added FTX integration for testing.
- Added FTX US configuration option.
- Added Binance US configuration option.
- Added `MarginBalance` object to assist with margin account functionality.

### Fixes
- Fixed parsing of `BarType` with symbols including hyphens `-`.
- Fixed `BinanceTicker` `__repr__` (was missing whitespace after a comma).
- Fixed `DataEngine` requests for historical `TradeTick`.
- Fixed `DataEngine` `_handle_data_response` typing of `data` to `object`.