v1.202.0

# NautilusTrader 1.202.0 Beta

Released on 27th September 2024 (UTC).

This will be the final release with support for Python 3.10.

The `numpy` version requirement has been relaxed to >= 1.26.4.

### Enhancements
- Added Polymarket decentralized prediction market integration
- Added OKX crypto exchange integration (#1951), thanks @miller-moore
- Added `BinaryOption` instrument (supports Polymarket integration)
- Added `LiveExecutionEngine.inflight_check_retries` config option to limit in-flight order query attempts
- Added `Symbol.root()` method for obtaining the root of parent or composite symbols
- Added `Symbol.topic()` method for obtaining the subscription topic of parent or composite symbols
- Added `Symbol.is_composite()` method to determine if symbol is made up of parts with period (`.`) delimiters
- Added `underlying` filter parameter for `Cache.instruments(...)` method
- Added `reduce_only` parameter for `Strategy.close_position(...)` method (`True` by default to maintain current behavior)
- Added `reduce_only` parameter for `Strategy.close_all_positions(...)` method (`True` by default to maintain current behavior)
- Implemented flush with truncate Postgres function for `PostgresCacheDatabase` (#1928), thanks @filipmacek
- Implemented file rotation for `StreamingFeatherWriter` with internal improvements using `Clock` and `Cache` (#1954, #1961), thanks @graceyangfan
- Improved dYdX execution client to use `RetryManager` for HTTP requests (#1941), thanks @davidsblom
- Improved Interactive Brokers adapter to use a dynamic IB gateway `container_image` from config (#1940), thanks @rsmb7z
- Improved `OrderBookDeltas` streaming and batching based on the `F_LAST` flag
- Standardized underscore thousands separators for backtest logging
- Updated Databento `publishers.json`

### Internal Improvements
- Implemented `OrderTestBuilder` to assist testing in Rust (#1952), thanks @filipmacek
- Implemented quote tick processing for SimulatedExchange in Rust (#1956), thanks @filipmacek
- Implemented trade tick processing for SimulatedExchange in Rust (#1956), thanks @filipmacek
- Refined `Logger` to use unbuffered stdout/stderr writers (#1960), thanks @twitu

### Breaking Changes
- Renamed `batch_size_bytes` to `chunk_size` (more accurate naming for number of data points to process per chunk in backtest streaming mode)
- Standardized Stop-Loss (SL) and Take-Profit (TP) param ordering for `OrderFactory.bracket(...)` including: `tp_time_in_force`, `tp_exec_algorithm_params`, `tp_tags`, `tp_client_order_id`

### Fixes
- Fixed `LoggingConfig` issue for `level_file` when used with `use_pyo3=True` (was not passing through the `level_file` setting), thanks for reporting @xt2014
- Fixed composite bar requests (#1923), thanks @faysou
- Fixed average price calculation for `ValueBarAggregator` (#1927), thanks @faysou
- Fixed breaking protobuf issue by pinning `protobuf` and `grpcio` for dYdX (#1929), thanks @davidsblom
- Fixed edge case where exceptions raised in `BacktestNode` prior to engine initialization would not produce logs, thanks for reporting @faysou
- Fixed handling of internal server error for dYdX (#1938), thanks @davidsblom
- Fixed `BybitWebSocketClient` private channel authentication on reconnect, thanks for reporting @miller-moore
- Fixed `OrderFactory.bracket(...)` param ordering for `sl_time_in_force` and `tp_time_in_force`, thanks for reporting @marcodambros
- Fixed `Cfd` instrument Arrow schema and serialization
- Fixed bar subscriptions on TWS/GW restart for Interactive Brokers (#1950), thanks @rsmb7z
- Fixed Databento parent and continuous contract subscriptions (using new symbol root)
- Fixed Databento `FuturesSpread` and `OptionsSpread` instrument decoding (was not correctly handling price increments and empty underlyings)
- Fixed `FuturesSpread` serialization
- Fixed `OptionsSpread` serialization