v1.219.0

# NautilusTrader 1.219.0 Beta

Released on 5th July 2025 (UTC).

### Enhancements
- Added `graceful_shutdown_on_exception` config option for live engines (default `False` to retain intended hard crash on unexpected system exceptions)
- Added `purge_from_database` config option for `LiveExecEngineConfig` to support cache backing database management
- Added support for data download during backtest (#2652), thanks @faysou
- Added delete data range to catalog (#2744), thanks @faysou
- Added consolidate catalog by period (#2727), thanks @faysou
- Added `fire_immediately` flag parameter for timers where a time event will be fired at the `start` instant and then every interval thereafter (default `False` to retain current behavior) (#2600), thanks for the idea @stastnypremysl
- Added `time_bars_build_delay` config option for `DataEngineConfig` (#2676), thanks @faysou
- Added immediate firing capability for time alerts and corresponding test (#2745), thanks @stastnypremysl
- Added missing serialization mappings for some instruments (#2702), thanks @faysou
- Added support for DEX swaps for blockchain adapter (#2683), thanks @filipmacek
- Added support for Pool liquidity updates for blockchain adapter (#2692), thanks @filipmacek
- Added fill report reconciliation warning when discrepancy with existing fill (#2706), thanks @faysou
- Added optional metadata function for custom data query (#2724), thanks @faysou
- Added support for order-list submission in the sandbox execution client (#2714), thanks @petioptrv
- Added hidden order support for IBKR (#2739), thanks @sunlei
- Added `subscribe_order_book_deltas` support for IBKR (#2749), thanks @sunlei
- Added `bid_levels` and `ask_levels` for `OrderBook.pprint`
- Added `accepted_buffer_ns` filter param for `Cache.own_bid_orders(...)` and `Cache.own_ask_orders(...)`
- Added trailing stop orders `activation_price` support in Rust (#2750), thanks @nicolad

### Breaking Changes
- Renamed catalog `instrument_ids` filter param to `identifiers` to more accurately describe strings which can represent either instrument IDs or bar types
- Changed behavior of timers `allow_past=False` to permit `start` times in the past if the next event time is still in the future
- Changed Databento DBN upgrade policy to default v3
- Removed problematic negative balance check for margin accounts (cash account negative balance check remains unchanged)
- Removed support for Databento DBN v1 schemas (migrate to DBN v2 or v3, see [DBN Changelog](https://github.com/databento/dbn/blob/main/CHANGELOG.md#0350---2025-05-28))

### Internal Improvements
- Added logging macros for custom component and color in Rust
- Added Cython-level parameter validation for timer operations to prevent Rust panics and provide clearer Python error messages
- Added property-based testing for `Price`, `Quantity`, `Money` value types in Rust
- Added property-based testing for `UnixNanos` in Rust
- Added property-based testing for `OrderBook` in Rust
- Added property-based testing for `TestTimer` in Rust
- Added property-based testing for `network` crate in Rust
- Added chaos testing with `turmoil` for socket clients in Rust
- Added `check_positive_decimal` correctness function and use for instrument validations (#2736), thanks @nicolad
- Added `check_positive_money` correctness function and use for instrument validations (#2738), thanks @nicolad
- Ported data catalog refactor to Rust (#2681, #2720), thanks @faysou
- Optimized `TardisCSVDataLoader` performance (~90% memory usage reduction, ~60-70% faster)
- Consolidated the clocks and timers v2 feature from @twitu
- Consolidated on pure Rust cryptography crates with no dependencies on native certs or openssl
- Consolidated on `aws-lc-rs` cryptography for FIPS compliance
- Confirmed parity between Cython and Rust indicators (#2700, #2710, #2713), thanks @nicolad
- Implemented `From<Pool>` -> `CurrencyPair` & `InstrumentAny` (#2693), thanks @nicolad
- Updated `Makefile` to use new docker compose syntax (#2746), thanks @stastnypremysl
- Updated Tardis exchange mappings
- Improved live engine message processing to ensure exceptions result in a crash rather than continuing without the queue processing messages
- Improved live reconciliation robustness and testing
- Improved listen key error handling and recovery for Binance
- Improved handling of negative balances in backtests (#2730), thanks @ms32035
- Improved robustness of cash and margin account locked balance calculations to avoid negative free balance
- Improved robustness of fill price parsing for Betfair
- Improved implementation, validations and testing for Rust instruments (#2723, #2733), thanks @nicolad
- Improved `Currency` equality to use `strcmp` to avoid C pointer comparison issues with `ustr` string interning
- Improved unsubscribe cleanup(s) for Bybit adapter
- Improved `Makefile` to be self-documenting (#2741), thanks @sunlei
- Refactored IB adapter (#2647), thanks @faysou
- Refactored data catalog (#2652, #2740), thanks @faysou
- Refined Rust data catalog (#2734), thanks @faysou
- Refined logging subsystem lifecycle management and introduce global log sender
- Refined signal serialization and tests (#2705), thanks @faysou
- Refined CI/CD and build system (#2707), thanks @stastnypremysl
- Upgraded Rust (MSRV) to 1.88.0
- Upgraded Cython to v3.1.2
- Upgraded `databento` crate to v0.28.0
- Upgraded `datafusion` crate to v48.0.0
- Upgraded `pyo3` and `pyo3-async-runtimes` crates to v0.25.1
- Upgraded `redis` crate to v0.32.3
- Upgraded `tokio` crate to v1.46.1
- Upgraded `tokio-tungstenite` crate to v0.27.0

### Fixes
- Fixed `AccountBalance` mutation in `AccountState` events (#2701), thanks for reporting @DeirhX
- Fixed order book cache consistency in update and remove operations (found through property-based testing)
- Fixed order status report generation for Polymarket where `venue_order_id` was unbounded
- Fixed data request identifier attribute access for `LiveDataClient`
- Fixed `generate_order_modify_rejected` typo in Binance execution client (#2682), thanks for reporting @etiennepar
- Fixed order book depth handling in subscriptions for Binance
- Fixed potential `IndexError` with empty bars requests for Binance
- Fixed GTD-GTC time in force conversion for Binance
- Fixed incorrect logging of trigger type for Binance
- Fixed trade ticks unsubscribe for Binance which was not differentiating aggregated trades
- Fixed pending update hot cache cleanup for Betfair execution client
- Fixed invalid session information on account update for Betfair execution client
- Fixed order book snapshots unsubscribe for Tardis data client
- Fixed Arrow schema registration for `BinanceBar`
- Fixed gRPC server shutdown warning when running dYdX integration tests
- Fixed registration of encoder and decoder for `BinanceBar`, thanks for reporting @miller-moore
- Fixed spot and futures sandbox for Binance (#2687), thanks @petioptrv
- Fixed `clean` and `distclean` make targets entering `.venv` and corrupting the Python virtual env, thanks @faysou
- Fixed catalog identifier matching to exact match (#2732), thanks @faysou
- Fixed last value updating for RSI indicator (#2703), thanks @bartlaw
- Fixed gateway/TWS reconnect process for IBKR (#2710), thanks @bartlaw
- Fixed Interactive Brokers options chain issue (#2711), thanks @FGU1
- Fixed partially filled bracket order and SL triggered for IBKR (#2704, #2717), thanks @bartlaw
- Fixed instrument message decoding when no `exchange` value for Databento US equities
- Fixed fetching single-instrument trading fees for `Binance`, thanks @petioptrv
- Fixed IB-TWS connection issue with international languages (#2726), thanks @DracheShiki
- Fixed bar requests for Bybit where pagination was incorrect which limited bars being returned
- Fixed Bybit Unknown Error (#2742), thanks @DeevsDeevs
- Fixed margin balance parsing for Bybit
- Restored task error logs for IBKR (#2716), thanks @bartlaw

### Documentation Updates
- Updated IB adapter documentation (#2729), thanks @faysou
- Improved reconciliation docs in live concept guide

### Deprecations
- Deprecated `Portfolio.set_specific_venue(...)`, to be removed in a future release; use `Cache.set_specific_venue(...)` instead