v1.183.0

# NautilusTrader 1.183.0 Beta

Released on 12th January 2024 (UTC).

### Enhancements
- Added `NautilusConfig.json_primitives` to convert object to Python dictionary with JSON primitive values
- Added `InstrumentClass.BOND`
- Added `MessageBusConfig` `use_trader_prefix` and `use_trader_id` options (provides more control over stream names)
- Added `CacheConfig.drop_instruments_on_reset` (default true to retain current behavior)
- Implemented core logging interface via the `log` crate, thanks @twitu
- Implemented global atomic clock in Rust (improves performance and ensures properly monotonic timestamps in real-time), thanks @twitu
- Improved Interactive Brokers adapter raising docker `RuntimeError` only when needed (not when using TWS), thanks @rsmb7z
- Upgraded core HTTP client to latest `hyper` and `reqwest`, thanks @ayush-sb
- Optimized Arrow encoding (resulting in ~100x faster writes for the Parquet data catalog)

### Breaking Changes
- Changed `ParquetDataCatalog` custom data prefix from `geneticdata_` to `custom_` (you will need to rename any catalog subdirs)
- Changed `ComponentStateChanged` Arrow schema for `config` from `string` to `binary`
- Changed `OrderInitialized` Arrow schema for `options` from `string` to `binary`
- Changed `OrderBookDeltas` dictionary representation of `deltas` field from JSON `bytes` to a list of `dict` (standardize with all other data types)
- Changed external message publishing stream name keys to be `trader-{trader_id}-{instance_id}-streams` (with options allows many traders to publish to the same streams)
- Renamed all version 2 data wrangler classes with a `V2` suffix for clarity
- Renamed `GenericData` to `CustomData` (more accurately reflects the nature of the type)
- Renamed `DataClient.subscribed_generic_data` to `.subscribed_custom_data`
- Renamed `MessageBusConfig.stream` to `.streams_prefix` (more accurate)
- Renamed `ParquetDataCatalog.generic_data` to `.custom_data`
- Renamed `TradeReport` to `FillReport` (more conventional terminology, and more clearly separates market data from user execution reports)
- Renamed `asset_type` to `instrument_class` across the codebase (more conventional terminology)
- Renamed `AssetType` enum to `InstrumentClass` (more conventional terminology)
- Renamed `AssetClass.BOND` to `AssetClass.DEBT` (more conventional terminology)
- Removed `AssetClass.METAL` (not strictly an asset class, more a futures category)
- Removed `AssetClass.ENERGY` (not strictly an asset class, more a futures category)
- Removed `multiplier` param from `Equity` constructor (not applicable)
- Removed `size_precision`, `size_increment`, and `multiplier` fields from `Equity` dictionary representation (not applicable)
- Removed `TracingConfig` (now redundant with new logging implementation)
- Removed `Ticker` data type and associated methods (not a type which can be practically normalized and so becomes adapter specific generic data)
- Moved `AssetClass.SPORTS_BETTING` to `InstrumentClass.SPORTS_BETTING`

### Fixes
- Fixed logger thread leak, thanks @twitu
- Fixed handling of configuration objects to work with `StreamingFeatherWriter`
- Fixed `BinanceSpotInstrumentProvider` fee loading key error for partial instruments load, thanks for reporting @doublier1
- Fixed Binance API key configuration parsing for testnet (was falling through to non-testnet env vars)
- Fixed TWAP execution algorithm scheduled size handling when first order should be for the entire size, thanks for reporting @pcgm-team
- Added `BinanceErrorCode.SERVER_BUSY` (-1008), also added to the retry error codes
- Added `BinanceOrderStatus.EXPIRED_IN_MATCH` which is when an order was canceled by the exchange due self-trade prevention (STP), thanks for reporting @doublier1