v1.204.0

# NautilusTrader 1.204.0 Beta

Released on 22nd October 2024 (UTC).

### Enhancements
- Added `TardisCSVDataLoader` for loading data from Tardis format CSV files as either legacy Cython or PyO3 objects
- Added `Clock.timestamp_us()` method for UNIX timestamps in microseconds (μs)
- Added support for `bbo-1s` and `bbo-1m` quote schemas for Databento adapter (#1990), thanks @faysou
- Added validation for venue `book_type` configuration vs data (prevents an issue where top-of-book data is used when order book data is expected)
- Added `compute_effective_deltas` config setting for `PolymarketDataClientConfig`, reducing snapshot size (`False` by default to maintain current behavior)
- Added rate limiter for `WebSocketClient` (#1994), thanks @Pushkarm029
- Added in the money probability field to GreeksData (#1995), thanks @faysou
- Added `on_signal(signal)` handler for custom signal data
- Added `nautilus_trader.common.events` module with re-exports for `TimeEvent` and other system events
- Improved usability of `OrderBookDepth10` by filling partial levels with null orders and zero counts
- Improved Postgres config (#2010), thanks @filipmacek
- Refined `DatabentoInstrumentProvider` handling of large bulks of instrument definitions (improved parent symbol support)
- Standardized Betfair symbology to use hyphens instead of periods (prevents Betfair symbols being treated as composite)
- Integration guide docs fixes (#1991), thanks @FarukhS52

### Internal Improvements
- Ported `Throttler` to Rust (#1988), thanks @Pushkarm029 and @twitu
- Ported `BettingInstrument` to Rust
- Refined `RateLimiter` for `WebSocketClient` and add tests (#2000), thanks @Pushkarm029
- Refined `WebSocketClient` to close existing tasks on reconnect (#1986), thanks @davidsblom
- Remove mutable references in `CacheDatabaseAdapter` trait in Rust (#2015), thanks @filipmacek
- Use Rust rate limiter for dYdX websockets (#1996, #1999), thanks @davidsblom
- Improved error logs for dYdX websocket subscriptions (#1993), thanks @davidsblom
- Standardized log and error message syntax in Rust
- Continue porting `SimulatedExchange` and `OrderMatchingEngine` to Rust (#1997, #1998, #2001, #2003, #2004, #2006, #2007, #2009, #2014), thanks @filipmacek

### Breaking Changes
- Removed legacy `TardisQuoteDataLoader` (now redundant with new Rust implemented loader)
- Removed legacy `TardisTradeDataLoader` (now redundant with new Rust implemented loader)
- Custom signals are now passed to `on_signal(signal)` instead of `on_data(data)`
- Changed `Position.to_dict()` `commissions` value type to `list[str]` (rather than an optional `str` of a list of strings)
- Changed `Position.to_dict()` `avg_px_open` value type to `float`
- Changed `Position.to_dict()` `avg_px_close` value type to `float | None`
- Changed `Position.to_dict()` `realized_return` value type to `float | None`
- Changed `BettingInstrument` Arrow schema fields `event_open_date` and `market_start_time` from `string` to `uint64`

### Fixes
- Fixed `SocketClient` TLS implementation
- Fixed `WebSocketClient` error handling on writer close, thanks for reporting @davidsblom
- Fixed resubscribing to orderbook in batched mode for dYdX (#1985), thanks @davidsblom
- Fixed Betfair tests related to symbology (#1988), thanks @limx0
- Fixed check for `OmsType` in `OrderMatchingEngine` position ID processing (#2003), thanks @filipmacek
- Fixed `TardisCSVDataLoader` snapshot5 and snapshot25 parsing (#2005), thanks @Pushkarm029
- Fixed Binance clients venue assignment, we should use the `client_id` params (which match the custom client `name`) to communicate with the clients, and use the same `'BINANCE'` venue identifiers
- Fixed `OrderMatchingEngine` incorrectly attempting to process monthly bars for execution (which will fail, as no reasonable `timedelta` is available), thanks for reporting @frostRed
- Fixed handling `MONTH` aggregation for `cache.bar_types()` (sorting required an internal call for the bar intervals `timedelta`), thanks for reporting @frostRed