v1.196.0

# NautilusTrader 1.196.0 Beta

Released on 5th July 2024 (UTC).

### Enhancements
- Added `request_order_book_snapshot` method (#1745), thanks @graceyangfan
- Added order book data validation for `BacktestNode` when a venue `book_type` is `L2_MBP` or `L3_MBO`
- Added Bybit demo account support (set `is_demo` to True in configs)
- Added Bybit stop order types (`STOP_MARKET`, `STOP_LIMIT`, `MARKET_IF_TOUCHED`, `LIMIT_IF_TOUCHED`, `TRAILING_STOP_MARKET`)
- Added Binance venue option for adapter configurations (#1738), thanks @DevRoss
- Added Betfair amend order quantity support (#1687 and #1751), thanks @imemo88 and @limx0
- Added Postgres tests serial test group for nextest runner (#1753), thanks @filipmacek
- Added Postgres account persistence capability (#1768), thanks @filipmacek
- Refactored `AccountAny` pattern in Rust (#1755), thanks @filipmacek
- Changed `DatabentoLiveClient` to use new [snapshot on subscribe](https://databento.com/blog/live-MBO-snapshot) feature
- Changed identifier generator time tag component to include seconds (affects new `ClientOrderId`, `OrderId` and `PositionId` generation)
- Changed `<Arc<Mutex<bool>>` to `AtomicBool` in Rust `network` crate, thanks @NextThread and @twitu
- Ported `KlingerVolumeOscillator` indicator to Rust (#1724), thanks @Pushkarm029
- Ported `DirectionalMovement` indicator to Rust (#1725), thanks @Pushkarm029
- Ported `ArcherMovingAveragesTrends` indicator to Rust (#1726), thanks @Pushkarm029
- Ported `Swings` indicator to Rust (#1731), thanks @Pushkarm029
- Ported `BollingerBands` indicator to Rust (#1734), thanks @Pushkarm029
- Ported `VolatilityRatio` indicator to Rust (#1735), thanks @Pushkarm029
- Ported `Stochastics` indicator to Rust (#1736), thanks @Pushkarm029
- Ported `Pressure` indicator to Rust (#1739), thanks @Pushkarm029
- Ported `PsychologicalLine` indicator to Rust (#1740), thanks @Pushkarm029
- Ported `CommodityChannelIndex` indicator to Rust (#1742), thanks @Pushkarm029
- Ported `LinearRegression` indicator to Rust (#1743), thanks @Pushkarm029
- Ported `DonchianChannel` indicator to Rust (#1744), thanks @Pushkarm029
- Ported `KeltnerChannel` indicator to Rust (#1746), thanks @Pushkarm029
- Ported `RelativeVolatilityIndex` indicator to Rust (#1748), thanks @Pushkarm029
- Ported `RateOfChange` indicator to Rust (#1750), thanks @Pushkarm029
- Ported `MovingAverageConvergenceDivergence` indicator to Rust (#1752), thanks @Pushkarm029
- Ported `OnBalanceVolume` indicator to Rust (#1756), thanks @Pushkarm029
- Ported `SpreadAnalyzer` indicator to Rust (#1762), thanks @Pushkarm029
- Ported `KeltnerPosition` indicator to Rust (#1763), thanks @Pushkarm029
- Ported `FuzzyCandlesticks` indicator to Rust (#1766), thanks @Pushkarm029

### Breaking Changes
- Renamed `Actor.subscribe_order_book_snapshots` and `unsubscribe_order_book_snapshots` to `subscribe_order_book_at_interval` and `unsubscribe_order_book_at_interval` respectively (this clarifies the method behavior where the handler then receives `OrderBook` at a regular interval, distinct from a collection of deltas representing a snapshot)

### Fixes
- Fixed `LIMIT` order fill behavior for `L2_MBP` and `L3_MBO` book types (was not honoring limit price as maker), thanks for reporting @dpmabo
- Fixed `CashAccount` PnL calculations when opening a position with multiple fills, thanks @Otlk
- Fixed msgspec encoding and decoding of `Environment` enum for `NautilusKernelConfig`
- Fixed `OrderMatchingEngine` processing by book type for quotes and deltas (#1754), thanks @davidsblom
- Fixed `DatabentoDataLoader.from_dbn_file` for `OrderBookDelta`s when `as_legacy_cython=False`
- Fixed `DatabentoDataLoader` OHLCV bar schema loading (incorrectly accounting for display factor0), thanks for reporting @faysou
- Fixed `DatabentoDataLoader` multiplier and round lot size decoding, thanks for reporting @faysou
- Fixed Binance order report generation `active_symbols` type miss matching (#1729), thanks @DevRoss
- Fixed Binance trade data websocket schemas (Binance no longer publish `b` buyer and `a` seller order IDs)
- Fixed `BinanceFuturesInstrumentProvider` parsing of min notional, thanks for the report @AnthonyVince
- Fixed `BinanceSpotInstrumentProvider` parsing of min and max notional
- Fixed Bybit order book deltas subscriptions for `INVERSE` product type
- Fixed `Cache` documentation for `get` (was the same as `add`), thanks for reporting @faysou