v1.210.0

# NautilusTrader 1.210.0 Beta

Released on 10th January 2025 (UTC).

### Enhancements
- Added `PerContractFeeModel`, thanks @stefansimik
- Added `DYDXInternalError` and `DYDXOraclaPrice` data types for dYdX (#2155), thanks @davidsblom
- Added proper `OrderBookDeltas` flags parsing for Betfair
- Added Binance TradeLite message support (#2156), thanks @DeevsDeevs
- Added `DataEngineConfig.time_bars_skip_first_non_full_bar` config option (#2160), thanks @faysou
- Added `execution.fast` support for Bybit (#2165), thanks @sunlei
- Added catalog helper functions to export data (#2135), thanks @twitu
- Added additional timestamp properties for `NautilusKernel`
- Added `event_logging` config option for `StrategyConfig` (#2183), thanks @sunlei
- Added `bar_adaptive_high_low_ordering` to `BacktestVenueConfig` (#2188), thanks @faysou and @stefansimik

### Breaking Changes
- Removed optional `value` param from `UUID4` (use `UUID4.from_str(...)` instead), aligns with Nautilus PyO3 API
- Changed `unix_nanos_to_iso8601` to output an ISO 8601 (RFC 3339) format string with nanosecond precision
- Changed `format_iso8601` to output ISO 8601 (RFC 3339) format string with nanosecond precision
- Changed `format_iso8601` `dt` parameter to enforce `pd.Timestamp` (which has nanosecond precision)
- Changed `TradingNode.is_built` from a property to a method `.is_built()`
- Changed `TradingNode.is_running` from a property to a method `.is_running()`
- Changed `OrderInitialized` Arrow schema (`linked_order_ids` and `tags` data types changed from `string` to `binary`)
- Changed order dictionary representation field types for `avg_px` and `slippage`  from `str` to `float` (as out of alignment with position events)
- Changed `aggregation_source` filter parameter for `Cache.bar_types(...)` to optional with default of `None`

### Internal Improvements
- Improved market order handling when no size available in book (now explicitly rejects)
- Improved validation for `TradeTick` by ensuring `size` is always positive
- Improved validation for `OrderBookDelta` by ensuring `order.size` is positive when `action` is either `ADD` or `UPDATE`
- Improved validation for `BarSpecification` by ensuring `step` is always positive
- Standardized ISO 8601 timestamps to RFC 3339 spec with nanosecond precision
- Standardized flags for `OrderBookDeltas` parsing across adapters
- Refined parsing candles for dYdX (#2148), thanks @davidsblom
- Refined imports for type hints in Bybit (#2149), thanks @sunlei
- Refined private WebSocket message processing for Bybit (#2170), thanks @sunlei
- Refined WebSocket client re-subscribe log for Bybit (#2179), thanks @sunlei
- Refined margin balance report for dYdX (#2154), thanks @davidsblom
- Enhanced `lotSizeFilter` field for Bybit (#2166), thanks @sunlei
- Renamed WebSocket private client for Bybit (#2180), thanks @sunlei
- Added unit tests for custom dYdX types (#2163), thanks @davidsblom
- Allow bar aggregators to persist after `request_aggregated_bars` (#2144), thanks @faysou
- Handle directory and live streams to catalog (#2153), thanks @limx0
- Use timeout when initializing account for dYdX (#2169), thanks @davidsblom
- Use retry manager when sending websocket messages for dYdX (#2196), thanks @davidsblom
- Refined error logs when sending pong for dYdX (#2184), thanks @davidsblom
- Optimized message bus topic `is_matching` (#2151), thanks @ryantam626
- Added tests for `bar_adaptive_high_low_ordering` (#2197), thanks @faysou
- Ported `OrderManager` to Rust (#2161), thanks @Pushkarm029
- Ported trailing stop logic to Rust (#2174), thanks @DeevsDeevs
- Ported `FeeModel` to Rust (#2191), thanks @filipmacek
- Implemented IDs generator for `OrderMatchingEngine` in Rust (#2193), thanks @filipmacek
- Upgraded Cython to v3.1.0a1
- Upgraded `tokio` crate to v1.43.0
- Upgraded `datafusion` crate to v44.0.0

### Fixes
- Fixed type check for `DataClient` on requests to support clients other than `MarketDataClient`
- Fixed processing trade ticks from bars in `OrderMatchingEngine` - that could result in zero-size trades, thanks for reporting @stefansimik
- Fixed `instrument is None` check flows for `DataEngine` and `PolymarketExecutionClient`
- Fixed instrument updates in `BetfairDataClient` (#2152), thanks @limx0
- Fixed processing of time events on backtest completion when they occur after the final data timestamp
- Fixed missing enum member `CANCELED_MARKET_RESOLVED` for `PolymarketOrderStatus`
- Fixed missing `init_id` field from some order `.to_dict()` representations
- Fixed writing `DYDXOraclePrice` to catalog (#2158), thanks @davidsblom
- Fixed account balance for dYdX (#2167), thanks @davidsblom
- Fixed markets schema for dYdX (#2190), thanks @davidsblom
- Fixed missing `OrderEmulated` and `OrderReleased` Arrow schemas
- Fixed websocket public channel reconnect for Bybit (#2176), thanks @sunlei
- Fixed execution report parsing for Binance Spot (client order ID empty string now becomes a UUID4 string)
- Fixed docs typo for `fill_order` function in `OrderMatchingEngine` (#2189), thanks @filipmacek

### Documentation Updates
- Added docs for `Cache`, slippage and spread handling in backtesting (#2162), thanks @stefansimik
- Added docs for `FillModel` and bar based execution (#2187), thanks @stefansimik
- Added docs for choosing data (cost vs. accuracy) and bars OHLC processing (#2195), thanks @stefansimik
- Added docs for bar processing in backtests (#2198), thanks @stefansimik
- Added docs for timestamp and UUID specs