v1.212.0

# NautilusTrader 1.212.0 Beta

Released on 11th March 2025 (UTC).

This release introduces [uv](https://docs.astral.sh/uv) as the Python project and dependency management tool.

### Enhancements
- Added `OwnOrderBook` and `OwnBookOrder` to track own orders and prevent self-trades in market making
- Added `manage_own_order_books` config option for `ExecEngineConfig` to enable own order tracking
- Added `Cache.own_order_book(...)`, `Cache.own_bid_orders(...)` and `Cache.own_ask_orders(...)` for own order tracking
- Added optional beta weighting and percent option greeks (#2317), thanks @faysou
- Added pnl information to greeks data (#2378), thanks @faysou
- Added precision inference for `TardisCSVDataLoader`, where `price_precision` and `size_precision` are now optional
- Added `Order.ts_accepted` property
- Added `Order.ts_submitted` property
- Added `UnixNanos::to_datetime_utc()` in Rust
- Added `Mark` variant for `PriceType` enum
- Added mark price handling for `Cache`
- Added mark exchange rate handling for `Cache`
- Added `PortfolioConfig` for configuration settings specific to the `Portfolio`
- Added `use_mark_prices`, `use_mark_xrates` and `convert_to_account_base_currency` options for `PortfolioConfig`
- Added mark price calculations and xrate handling for `Portfolio`
- Added Rust debugging support and refined cargo nextest usage (#2335, #2339), thanks @faysou
- Added catalog write mode options (#2365), thanks @faysou
- Added `BarSpecification` to msgspec encoding and decoding hooks (#2373), thanks @pierianeagle
- Added `ignore_external_orders` config option for `BetfairExecClientConfig`, default `False` to retain current behavior
- Added requests for order book snapshots with HTTP for dYdX (#2393), thanks @davidsblom

### Breaking Changes
- Removed [talib](https://github.com/nautechsystems/nautilus_trader/tree/develop/nautilus_trader/indicators/ta_lib) subpackage (see deprecations for v1.211.0)
- Removed internal `ExchangeRateCalculator`, replaced with `get_exchange_rate(...)` function implemented in Rust
- Replaced `ForexSession` enum with equivalent from PyO3
- Replaced `ForexSessionFilter` with equivalent functions from PyO3
- Renamed `InterestRateData` to `YieldCurveData`
- Renamed `Cache.add_interest_rate_curve` to `add_yield_curve`
- Renamed `Cache.interest_rate_curve` to `yield_curve`
- Renamed `OrderBook.count` to `update_count` for clarity
- Moved `ExecEngineConfig.portfolio_bar_updates` config option to `PortfolioConfig.bar_updates`

### Internal Improvements
- Added initial `Cache` benchmarking for orders (#2341), thanks @filipmacek
- Added support for `CARGO_BUILD_TARGET` environment variable in `build.py` (#2385), thanks @sunlei
- Added test for time-bar aggregation (#2391), thanks @stefansimik and @faysou
- Implemented actor framework and message bus v3 (#2402), thanks @twitu
- Implemented latency modeling for SimulatedExchange in Rust (#2423), thanks @filipmacek
- Implemented exchange rate calculations in Rust
- Improved handling of `oms_type` for `StrategyConfig` which now correctly handles the `OmsType` enum
- Improved Binance websocket connections management to allow more than 200 streams (#2369), thanks @lidarbtc
- Improved log event timestamping to avoid clock or time misalignments when events cross to the logging thread
- Improved error logging for live engines to now include stacktrace for easier debugging
- Improved logging initialization error handling to avoid panicking in Rust
- Improved Redis cache database queries, serialization, error handling and connection management (#2295, #2308, #2318), thanks @Pushkarm029
- Improved validation for `OrderList` to check all orders are for the same instrument ID
- Improved `Controller` functionality with ability to create actors and strategies from configs (#2322), thanks @faysou
- Improved `Controller` creation for more streamlined trader registration, and separate clock for timer namespacing (#2357), thanks @faysou
- Improved build by adding placeholders to avoid unnecessary rebuilds (#2336), thanks @bartolootrit
- Improved consistency of `OrderMatchingEngine` between Cython and Rust and fix issues (#2350), thanks @filipmacek
- Removed obsolete reconnect guard for dYdX (#2334), thanks @davidsblom
- Refactored data request interfaces into messages (#2260), thanks @faysou
- Refactored data subscribe interfaces into messages (#2280), thanks @faysou
- Refactored reconciliation interface into messages (#2375), thanks @faysou
- Refactored `_handle_query_group` to work with `update_catalog` (#2412), thanks @faysou
- Refactored execution message handling in Rust (#2291), thanks @filipmacek
- Refactored repetitive code in backtest examples (#2387, #2395), thanks @stefansimik
- Refined yield curve data (#2300), thanks @faysou
- Refined bar aggregators in Rust (#2311), thanks @faysou
- Refined greeks computation (#2312), thanks @faysou
- Refined underlying filtering in portfolio_greeks (#2382), thanks @faysou
- Refined `request_instruments` granularity for Databento (#2347), thanks @faysou
- Refined Rust date functions (#2356), thanks @faysou
- Refined parsing of IB symbols (#2388), thanks @faysou
- Refined `base_template` behaviour in parquet write_data (#2389), thanks @faysou
- Refined mixed catalog client requests (#2405), thanks @faysou
- Refined update catalog docstring (#2411), thanks @faysou
- Refined to use `next_back` instead of `last` for identifier tag functions (#2414), thanks @twitu
- Refined and optimized `OrderBook` in Rust
- Cleaned up PyO3 migration artifacts (#2326), thanks @twitu
- Ported `StreamingFeatherWriter` to Rust (#2292), thanks @twitu
- Ported `update_limit_order` for `OrderMatchingEngine` in Rust (#2301), thanks @filipmacek
- Ported `update_stop_market_order` for `OrderMatchingEngine` in Rust (#2310), thanks @filipmacek
- Ported `update_stop_limit_order` for `OrderMatchingEngine` in Rust (#2314), thanks @filipmacek
- Ported market-if-touched order handling for `OrderMatchingEngine` in Rust (#2329), thanks @filipmacek
- Ported limit-if-touched order handling for `OrderMatchingEngine` in Rust (#2333), thanks @filipmacek
- Ported market-to-limit order handling for `OrderMatchingEngine` in Rust (#2354), thanks @filipmacek
- Ported trailing stop order handling for `OrderMatchingEngine` in Rust (#2366, #2376), thanks @filipmacek
- Ported contingent orders handling for `OrderMatchingEngine` in Rust (#2404), thanks @filipmacek
- Updated Databento `publishers.json` mappings file(s)
- Upgraded `nautilus-ibapi` to 10.30.1 with necessary changes for Interactive Brokers (#2420), thanks @FGU1
- Upgraded Rust to 1.85.0 and 2024 edition
- Upgraded `arrow` and `parquet` crates to v54.2.1
- Upgraded `databento` crate to v0.20.0 (upgrades the `dbn` crate to v0.28.0)
- Upgraded `datafusion` crate to v46.0.0
- Upgraded `pyo3` crate to v0.23.5
- Upgraded `tokio` crate to v1.44.0

### Fixes
- Fixed large difference between `Data` enum variants (#2315), thanks @twitu
- Fixed `start` and `end` range filtering for `TardisHttpClient` to use API query params
- Fixed built-in data type Arrow schemas for `StreamingFeatherWriter`, thanks for reporting @netomenoci
- Fixed memory allocation performance issue for `TardisCSVDataLoader`
- Fixed `effective` timestamp filtering for `TardisHttpClient` to now only retain latest version at or before `effective`
- Fixed contract `activation` for Binance Futures, now based on the `onboardDate` field
- Fixed hard-coded signature type for `PolymarketExecutionClient`
- Fixed unsubscribing from quotes for dYdX (#2331), thanks @davidsblom
- Fixed docstrings for dYdX factories (#2415), thanks @davidsblom
- Fixed incorrect type annotations in `_request_instrument` signature (#2332), thanks @faysou
- Fixed composite bars subscription (#2337), thanks @faysou
- Fixed sub command issue in some adapters (#2343), thanks @faysou
- Fixed `bypass_logging` fixture to keep log guard alive for entire test session
- Fixed time parsing for IB adapter (#2360), thanks @faysou
- Fixed bad `ts_init` value in IB weekly and monthly bar (#2355), thanks @Endura2024
- Fixed bar timestamps for IB (#2380), thanks @Endura2024
- Fixed backtest example load bars from custom CSV (#2383), thanks @hanksuper
- Fixed subscribe composite bars (#2390), thanks @faysou
- Fixed invalid link in IB docs (#2401), thanks @stefansimik
- Fixed cache index loading to ensure persisted data remains available after startup, thanks for reporting @Saransh-28
- Fixed bars pagination, ordering and limit for Bybit
- Fixed `update_bar` aggregation function to guarantee high and low price invariants (#2430), thanks @hjander and @faysou

### Documentation Updates
- Added documentation for messaging styles (#2410), thanks @stefansimik
- Added backtest clock and timers example (#2327), thanks @stefansimik
- Added backtest bar aggregation example (#2340), thanks @stefansimik
- Added backtest portfolio example (#2362), thanks @stefansimik
- Added backtest cache example (#2370), thanks @stefansimik
- Added backtest cascaded indicators example (#2398), thanks @stefansimik
- Added backtest custom event with msgbus example (#2400), thanks @stefansimik
- Added backtest messaging with msgbus example (#2406), thanks @stefansimik
- Added backtest messaging with actor & data example (#2407), thanks @stefansimik
- Added backtest messaging with actor & signal example (#2408), thanks @stefansimik
- Added indicators example (#2396), thanks @stefansimik
- Added documentation for debugging with Rust (#2325), thanks @faysou
- Added MRE strategy example (#2352), thanks @stefansimik
- Added data catalog example (#2353), thanks @stefansimik
- Improved and expandd bar aggregation docs (#2384), thanks @stefansimik
- Improved `emulation_trigger` parameter description in docstrings (#2313), thanks @stefansimik
- Improved docs for emulated orders (#2316), thanks @stefansimik
- Improved getting started doc for backtesting API levels (#2324), thanks @faysou
- Improved FSM example explanations for beginners (#2351), thanks @stefansimik
- Refined option greeks docstrings (#2320), thanks @faysou
- Refined adapters concept documentation (#2358), thanks @faysou
- Fixed typo in docs/concepts/actors.md (#2422), thanks @lsamaciel
- Fixed singular noun in docs/concepts/instruments.md (#2424), thanks @lsamaciel
- Fixed typo in docs/concepts/data.md (#2426), thanks @lsamaciel
- Fixed Limit-If-Touched example in docs/concepts/orders.md (#2429), thanks @lsamaciel

### Deprecations
None