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v1.167.0

nautechsystems/nautilus_traderv1.167.0Jan 28, 2023by github-actions[bot]

AI Summary

Introduces Rust-based Parquet I/O components and simplifies the message type model for better performance and clarity.

Key Highlights

  • Introduced Rust pyo3 based `ParquetReader` and `ParquetWriter`.
  • Simplified message type model and introduced CQRS-ish live messaging architecture.
  • Added `msgbus.is_subscribed` to check if a handler is already subscribed.

Breaking Changes

  • Renamed `OrderBookData.update_id` to `sequence`.
  • Renamed `BookOrder.id` to `order_id`.

New Features

  • Introduced Rust pyo3 based `ParquetReader` and `ParquetWriter`.
  • Added `msgbus.is_subscribed`.
  • Simplified message type model.

Full Release Notes

# NautilusTrader 1.167.0 Beta

Released on 28th January 2023 (UTC).

### Breaking Changes
- Renamed `OrderBookData.update_id` to `sequence`
- Renamed `BookOrder.id` to `order_id`

### Enhancements
- Introduced Rust pyo3 based `ParquetReader` and `ParquetWriter`, thanks @twitu
- Added `msgbus.is_subscribed` (to check if topic and handler already subscribed)
- Simplified message type model and introduce CQRS-ish live messaging architecture

### Fixes
- Fixed Binance data clients order book startup buffer handling
- Fixed `NautilusKernel` redundant initialization of event loop for backtesting, thanks @limx0
- Fixed `BacktestNode` disposal sequence
- Fixed quick start docs and notebook