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v1.165.0

nautechsystems/nautilus_traderv1.165.0Jan 14, 2023by github-actions[bot]

AI Summary

Beta release with extensive API renaming for clarity and C naming collision avoidance, plus auction match support for backtests.

Key Highlights

  • Renamed multiple enums (AggressorSide, AssetClass, OmsType, etc.) for explicitness.
  • Added `OrderListIdGenerator` and integrated with `OrderFactory`.
  • Added auction matches for backtests.

Breaking Changes

  • Renamed `AggressorSide.NONE` to `NO_AGGRESSOR`
  • Renamed `AggressorSide.BUY` to `BUYER`
  • Renamed `AssetClass.CRYPTO` to `CRYPTOCURRENCY`
  • Renamed `OMSType` to `OmsType`
  • Renamed `OMSType.NONE` to `UNSPECIFIED`
  • Renamed `OrderFactory.bracket(post_only)` to `post_only_entry`
  • Moved `manage_gtd_expiry` to `Strategy.submit_order`

New Features

  • Added `BarSpecification.timedelta` property
  • Added `DataEngineConfig.build_time_bars_with_no_updates` option
  • Added `OrderFactory.bracket(post_only_tp)` param
  • Added `OrderListIdGenerator`

Full Release Notes

# NautilusTrader 1.165.0 Beta

Released on 14th January 2023 (UTC).

A number of enum variant names have been changed in favour of explicitness, 
and also to avoid C naming collisions.

### Breaking Changes
- Renamed `AggressorSide.NONE` to `NO_AGGRESSOR`
- Renamed `AggressorSide.BUY` to `BUYER`
- Renamed `AggressorSide.SELL` to `SELLER`
- Renamed `AssetClass.CRYPTO` to `CRYPTOCURRENCY`
- Renamed `LiquiditySide.NONE` to `NO_LIQUIDITY_SIDE`
- Renamed `OMSType` to `OmsType`
- Renamed `OmsType.NONE` to `UNSPECIFIED`
- Renamed `OrderSide.NONE` to `NO_ORDER_SIDE`
- Renamed `PositionSide.NONE` to `NO_POSITION_SIDE`
- Renamed `TrailingOffsetType.NONE` to `NO_TRAILING_OFFSET`
- Removed `TrailingOffsetType.DEFAULT`
- Renamed `TriggerType.NONE` to `NO_TRIGGER`
- Renamed `TriggerType.LAST` to `LAST_TRADE`
- Renamed `TriggerType.MARK` to `MARK_PRICE`
- Renamed `TriggerType.INDEX` to `INDEX_PRICE`
- Renamed `ComponentState.INITIALIZED` to `READY`
- Renamed `OrderFactory.bracket(post_only)` to `post_only_entry`
- Moved `manage_gtd_expiry` to `Strategy.submit_order(...)` and `Strategy.submit_order_list(...)`

### Enhancements
- Added `BarSpecification.timedelta` property, thanks @rsmb7z
- Added `DataEngineConfig.build_time_bars_with_no_updates` option
- Added `OrderFactory.bracket(post_only_tp)` param
- Added `OrderListIdGenerator` and integrate with `OrderFactory`
- Added `Cache.add_order_list(...)`
- Added `Cache.order_list(...)`
- Added `Cache.order_lists(...)`
- Added `Cache.order_list_exists(...)`
- Added `Cache.order_list_ids(...)`
- Improved generation of `OrderListId` from factory to ensure uniqueness
- Added auction matches for backtests, thanks @limx0
- Added `.timedelta` property to `BarSpecification`, thanks @rsmb7z
- Numerous improvements to the Betfair adapter, thanks @limx0
- Improvements to Interactive Brokers data subscriptions, thanks @rsmb7z
- Added `DataEngineConfig.validate_data_sequence` (False by default and currently only for `Bar` data), thanks @rsmb7z

### Fixes
- Added `TRD_GRP_*` enum variants for Binance spot permissions
- Fixed `PARTIALLY_FILLED` -> `EXPIRED` order state transition, thanks @bb01100100