Nautilus-trader

If the path to the temporary directory on Linux or macOS contained a space,
this would break removal of the temporary image file after im.show() (and related actions),
and potentially remove an unrelated file. This been present since PIL.

This release upgrades to pillow 9.0.1.

Note the minor version was incremented in error.

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- PIL.ImageMath.eval allows evaluation of arbitrary expressions, such as ones that use the Python exec method
- path_getbbox in path.c has a buffer over-read during initialization of ImagePath.Path
- path_getbbox in path.c improperly initializes ImagePath.Path

This release upgrades to `pillow 9.0.0`.

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Released on 20th April 2024 (UTC).

Enhancements
- Implemented `FeeModel` including `FixedFeeModel` and `MakerTakerFeeModel` (1584), thanks rsmb7z
- Implemented `TradeTickDataWrangler.process_bar_data` (1585), thanks rsmb7z
- Implemented multiple timeframe bar execution (will use lowest timeframe per instrument)
- Optimized `LiveTimer` efficiency and accuracy with `tokio` timer under the hood
- Optimized `QuoteTickDataWrangler` and `TradeTickDataWrangler` (1590), thanks rsmb7z
- Standardized adapter client logging (handle more logging from client base classes)
- Simplified and consolidated Rust `OrderBook` design
- Improved `CacheDatabaseAdapter` graceful close and thread join
- Improved `MessageBus` graceful close and thread join
- Improved `modify_order` error logging when order values remain unchanged
- Added `RecordFlag` enum for Rust and Python
- Interactive Brokers further improvements and fixes, thanks rsmb7z
- Ported Bias indicator to Rust, thanks Pushkarm029

Breaking Changes
- Reordered `OrderBookDelta` params `flags` and `sequence` and removed default 0 values (more explicit and less chance of mismatches)
- Reordered `OrderBook` params `flags` and `sequence` and removed default 0 values (more explicit and less chance of mismatches)
- Added `flags` parameter to `OrderBook.add`
- Added `flags` parameter to `OrderBook.update`
- Added `flags` parameter to `OrderBook.delete`
- Changed Arrow schema for all instruments: added `info` binary field
- Changed Arrow schema for `CryptoFuture`: added `is_inverse` boolean field
- Renamed both `OrderBookMbo` and `OrderBookMbp` to `OrderBook` (consolidated)
- Renamed `Indicator.handle_book_mbo` and `Indicator.handle_book_mbp` to `handle_book` (consolidated)
- Renamed `register_serializable_object` to `register_serializable_type` (also renames first param from `obj` to `cls`)

Fixes
- Fixed `MessageBus` pattern resolving (fixes a performance regression where topics published with no subscribers would always re-resolve)
- Fixed `BacktestNode` streaming data management (was not clearing between chunks), thanks for the report dpmabo
- Fixed `RiskEngine` cumulative notional calculations for margin accounts (was incorrectly using base currency when selling)
- Fixed selling `Equity` instruments with `CASH` account and `NETTING` OMS incorrectly rejecting (should be able to reduce position)
- Fixed Databento bars decoding (was incorrectly applying display factor)
- Fixed `Binance` bar (kline) to use `close_time` for `ts_event` was `opentime` (1591), thanks for reporting OnlyC
- Fixed `AccountMarginExceeded` error condition (margin must actually be exceeded now, and can be zero)
- Fixed `ParquetDataCatalog` path globbing which was including all paths with substrings of specified instrument IDs

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Released on 22nd March 2024 (UTC).

Enhancements
- Added Databento adapter `continuous`, `parent` and `instrument_id` symbology support (will infer from symbols)
- Added `DatabaseConfig.timeout` config option for timeout seconds to wait for a new connection
- Added CSV tick and bar data loader params, thanks rterbush
- Implemented `LogGuard` to ensure global logger is flushed on termination, thanks ayush-sb and twitu
- Improved Interactive Brokers client connectivity resilience and component lifecycle, thanks benjaminsingleton
- Improved Binance execution client ping listen key error handling and logging
- Improved Redis cache adapter and message bus error handling and logging
- Improved Redis port parsing (`DatabaseConfig.port` can now be either a string or integer)
- Ported ChandeMomentumOscillator indicator to Rust, thanks Pushkarm029
- Ported VIDYA indicator to Rust, thanks Pushkarm029
- Refactored `InteractiveBrokersEWrapper`, thanks rsmb7z
- Redact Redis passwords in strings and logs
- Upgraded `redis` crate to 0.25.2 which bumps up TLS dependencies, and turned on `tls-rustls-webpki-roots` feature flag

Breaking Changes
None

Fixes
- Fixed JSON format for log file output (was missing `timestamp` and `trader\_id`)
- Fixed `DatabaseConfig` port JSON parsing for Redis (was always defaulting to 6379)
- Fixed `ChandeMomentumOscillator` indicator divide by zero error (both Rust and Cython versions)

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Released on 15th March 2024 (UTC).

Enhancements
- Implemented Binance order book snapshot rebuilds on websocket reconnect (see integration guide)
- Added additional validations for `OrderMatchingEngine` (will now raise a `RuntimeError` when a price or size precision for `OrderFilled` does not match the instruments precisions)
- Added `LoggingConfig.use_pyo3` config option for pyo3 based logging initialization (worse performance but allows visibility into logs originating from Rust)
- Added `exchange` field to `FuturesContract`, `FuturesSpread`, `OptionsContract` and `OptionsSpread` (optional)

Breaking Changes
- Changed Arrow schema adding `exchange` field for `FuturesContract`, `FuturesSpread`, `OptionsContract` and `OptionsSpread`

Fixes
- Fixed `MessageBus` handling of subscriptions after a topic has been published on (was previously dropping messages for these late subscribers)
- Fixed `MessageBus` handling of subscriptions under certain edge cases (subscriptions list could be resized on iteration causing a `RuntimeError`)
- Fixed `Throttler` handling of sending messages after messages have been dropped, thanks davidsblom
- Fixed `OrderBookDelta.to_pyo3_list` using zero precision from clear delta
- Fixed `DataTransformer.pyo3_order_book_deltas_to_record_batch_bytes` using zero precision from clear delta
- Fixed `OrderBookMbo` and `OrderBookMbp` integrity check when crossed book
- Fixed `OrderBookMbp` error when attempting to add to a L1\_MBP book type (now raises `RuntimeError` rather than panicking)
- Fixed Interactive Brokers connection error logging (1524), thanks benjaminsingleton
- Fixed `SimulationModuleConfig` location and missing re-export from `config` subpackage
- Fixed logging `StdoutWriter` from also writing error logs (writers were duplicating error logs)
- Fixed `BinanceWebSocketClient` to [new specification](https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams) which requires responding to pings with a pong containing the pings payload
- Fixed Binance Futures `AccountBalance` calculations based on wallet and available balance
- Fixed `ExecAlgorithm` circular import issue for installed wheels (importing from `execution.algorithm` was a circular import)

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Released on 25th February 2024 (UTC).

Enhancements
- Added `FuturesSpread` instrument type
- Added `OptionsSpread` instrument type
- Added `InstrumentClass.FUTURE_SPREAD`
- Added `InstrumentClass.OPTION_SPREAD`
- Added `managed` parameter to `subscribe_order_book_deltas`, default true to retain current behavior (if false then the data engine will not automatically manage a book)
- Added `managed` parameter to `subscribe_order_book_snapshots`, default true to retain current behavior (if false then the data engine will not automatically manage a book)
- Added additional validations for `OrderMatchingEngine` (will now reject orders with incorrect price or quantity precisions)
- Removed `interval_ms` 20 millisecond limitation for `subscribe_order_book_snapshots` (i.e. just needs to be positive), although we recommend you consider subscribing to deltas below 100 milliseconds
- Ported `LiveClock` and `LiveTimer` implementations to Rust
- Implemented `OrderBookDeltas` pickling
- Implemented `AverageTrueRange` in Rust, thanks rsmb7z

Breaking Changes
- Changed `TradeId` value maximum length to 36 characters (will raise a `ValueError` if value exceeds the maximum)

Fixes
- Fixed `TradeId` memory leak due assigning unique values to the `Ustr` global string cache (which are never freed for the lifetime of the program)
- Fixed `TradeTick` size precision for pyo3 conversion (size precision was incorrectly price precision)
- Fixed `RiskEngine` cash value check when selling (would previously divide quantity by price which is too much), thanks for reportingAnthonyVince
- Fixed FOK time in force behavior (allows fills beyond the top level, will cancel if cannot fill full size)
- Fixed IOC time in force behavior (allows fills beyond the top level, will cancel any remaining after all fills are applied)
- Fixed `LiveClock` timer behavior for small intervals causing next time to be less than now (timer then would not run)
- Fixed log level filtering for `log_level_file` (bug introduced in v1.187.0), thanks twitu
- Fixed logging `print_config` config option (was not being passed through to the logging system)
- Fixed logging timestamps for backtesting (static clock was not being incrementally set to individual `TimeEvent` timestamps)
- Fixed account balance updates (fills from zero quantity `NETTING` positions will generate account balance updates)
- Fixed `MessageBus` publishable types collection type (needed to be `tuple` not `set`)
- Fixed `Controller` registration of components to ensure all active clocks are iterated correctly during backtests
- Fixed `Equity` short selling for `CASH` accounts (will now reject)
- Fixed `ActorFactory.create` JSON encoding (was missing the encoding hook)
- Fixed `ImportableConfig.create` JSON encoding (was missing the encoding hook)
- Fixed `ImportableStrategyConfig.create` JSON encoding (was missing the encoding hook)
- Fixed `ExecAlgorithmFactory.create` JSON encoding (was missing the encoding hook)
- Fixed `ControllerConfig` base class and docstring
- Fixed Interactive Brokers historical bar data bug, thanks benjaminsingleton
- Fixed persistence `freeze_dict` function to handle `fs_storage_options`, thanks dimitar-petrov

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