v1.179.0

# NautilusTrader 1.179.0 Beta

Released on 22nd October 2023 (UTC).

A major feature of this release is the `ParquetDataCatalog` version 2, which represents months of
collective effort thanks to contributions from Brad @limx0, @twitu, @ghill2 and @davidsblom.

This will be the final release with support for Python 3.9.

### Enhancements
- Added `ParquetDataCatalog` v2 supporting built-in data types `OrderBookDelta`, `QuoteTick`, `TradeTick` and `Bar`
- Added `Strategy` specific order and position event handlers
- Added `ExecAlgorithm` specific order and position event handlers
- Added `Cache.is_order_pending_cancel_local(...)` (tracks local orders in cancel transition)
- Added `BinanceTimeInForce.GTD` enum member (futures only)
- Added Binance Futures support for GTD orders
- Added Binance internal bar aggregation inference from aggregated trade ticks or 1-MINUTE bars (depending on lookback window)
- Added `BinanceExecClientConfig.use_gtd` option (to remap to GTC and locally manage GTD orders)
- Added package version check for `nautilus_ibapi`, thanks @rsmb7z
- Added `RiskEngine` min/max instrument notional limit checks
- Added `Controller` for dynamically controlling actor and strategy instances for a `Trader`
- Added `ReportProvider.generate_fills_report(...)` which provides a row per individual fill event, thanks @r3k4mn14r
- Moved indicator registration and data handling down to `Actor` (now available for `Actor`)
- Implemented Binance `WebSocketClient` live subscribe and unsubscribe
- Implemented `BinanceCommonDataClient` retries for `update_instruments`
- Decythonized `Trader`

### Breaking Changes
- Renamed `BookType.L1_TBBO` to `BookType.L1_MBP` (more accurate definition, as L1 is the top-level price either side)
- Renamed `VenueStatusUpdate` -> `VenueStatus`
- Renamed `InstrumentStatusUpdate` -> `InstrumentStatus`
- Renamed `Actor.subscribe_venue_status_updates(...)` to `Actor.subscribe_venue_status(...)`
- Renamed `Actor.subscribe_instrument_status_updates(...)` to `Actor.subscribe_instrument_status(...)`
- Renamed `Actor.unsubscribe_venue_status_updates(...)` to `Actor.unsubscribe_venue_status(...)`
- Renamed `Actor.unsubscribe_instrument_status_updates(...)` to `Actor.unsubscribe_instrument_status(...)`
- Renamed `Actor.on_venue_status_update(...)` to `Actor.on_venue_status(...)`
- Renamed `Actor.on_instrument_status_update(...)` to `Actor.on_instrument_status(...)`
- Changed `InstrumentStatus` fields/schema and constructor
- Moved `manage_gtd_expiry` from `Strategy.submit_order(...)` and `Strategy.submit_order_list(...)` to `StrategyConfig` (simpler and allows re-activiting any GTD timers on start)

### Fixes
- Fixed `LimitIfTouchedOrder.create` (exec_algorithm_params were not being passed in)
- Fixed `OrderEmulator` start-up processing of OTO contingent orders (when position from parent is open)
- Fixed `SandboxExecutionClientConfig` `kw_only=True` to allow importing without initializing
- Fixed `OrderBook` pickling (did not include all attributes), thanks @limx0
- Fixed open position snapshots race condition (added `open_only` flag)
- Fixed `Strategy.cancel_order` for orders in `INITIALIZED` state and with an `emulation_trigger` (was not sending command to `OrderEmulator`)
- Fixed `BinanceWebSocketClient` reconnect behavior (reconnect handler was not being called due event loop issue from Rust)
- Fixed Binance instruments missing max notional values, thanks for reporting @AnthonyVince and thanks for fixing @filipmacek
- Fixed Binance Futures fee rates for backtesting
- Fixed `Timer` missing condition check for non-positive intervals
- Fixed `Condition` checks involving integers, was previously defaulting to 32-bit and overflowing
- Fixed `ReportProvider.generate_order_fills_report(...)` which was missing partial fills for orders not in a final `FILLED` status, thanks @r3k4mn14r