Nautilus-trader

Released on 12th December 2022 (UTC).

Breaking Changes
- `OrderFactory` bracket order methods consolidated to `.bracket(...)`

Enhancements
- Extended `OrderFactory` to provide more bracket order types
- Simplified GitHub CI and removed `nox` dependency

Fixes
- Fixed `OrderBook` sorting for bid side, thanks gaugau3000
- Fixed `MARKET_TO_LIMIT` order initial fill behavior
- Fixed `BollingerBands` indicator mid-band calculations, thanks zhp (Discord)

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Released on 10th December 2022 (UTC).

Breaking Changes
- Renamed `OrderFactory.bracket_market` to `OrderFactory.bracket_market_entry`
- Renamed `OrderFactory.bracket_limit` to `OrderFactory.bracket_limit_entry`
- Renamed `OrderFactory` bracket order `price` and `trigger_price` parameters

Enhancements
- Added support for Python 3.11
- Consolidated config objects to `msgspec` providing better performance and correctness
- Added `OrderFactory.bracket_stop_limit_entry_stop_limit_tp(...)`
- Numerous improvements to the Interactive Brokers adapter, thanks limx0 and rsmb7z
- Removed dependency on `pydantic`

Fixes
- Fixed `STOP_MARKET` order behavior to fill at market on immediate trigger
- Fixed `STOP_LIMIT` order behavior to fill at market on immediate trigger and marketable
- Fixed `STOP_LIMIT` order behavior to fill at market on processed trigger and marketable
- Fixed `LIMIT_IF_TOUCHED` order behavior to fill at market on immediate trigger and marketable
- Fixed Binance start and stop time units for bar (kline) requests, thanks Tzumx
- `RiskEngineConfig.bypass` set to `True` will now correctly bypass throttlers, thanks DownBadCapital
- Fixed updating of emulated orders
- Numerous fixes to the Interactive Brokers adapter, thanks limx0 and rsmb7z

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Released on 28th November 2022 (UTC).

Breaking Changes
- Removed time portion from generated IDs (affects `ClientOrderId` and `PositionOrderId`)
- Renamed `orderbook.data.Order` to `orderbook.data.BookOrder` (reduce conflicts/confusion)
- Renamed `Instrument.get_cost_currency(...)` to `Instrument.get_settlement_currency(...)` (more accurate terminology)

Enhancements
- Added emulated contingent orders capability to `OrderEmulator`
- Moved `test_kit` module to main package to support downstream project/package testing

Fixes
- Fixed position event sequencing: now generates `PositionOpened` when reopening a closed position
- Fixed `LIMIT` order fill characteristics when immediately marketable as a taker
- Fixed `LIMIT` order fill characteristics when passively filled as a maker as quotes move through
- Fixed canceling OTO contingent orders when still in-flight
- Fixed `RiskEngine` notional check when selling cash assets (spot currency pairs)
- Fixed flush on closed file bug for persistence stream writers

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Released on 18th November 2022 (UTC).

Breaking Changes
- Removed FTX integration
- Renamed `SubmitOrderList.list` to `SubmitOrderList.order_list`
- Slight adjustment to bar aggregation (will not use the last close as the open)

Enhancements
- Implemented `TRAILING_STOP_MARKET` orders for Binance Futures (beta)
- Added `OUO` One-Updates-Other `ContingencyType` with matching engine implementation
- Added bar price fallback for exchange rate calculations, thanks ghill2

Fixes
- Fixed dealloc of Rust backing struct on Python exceptions causing segfaults
- Fixed bar aggregation start times for bar specs outside typical intervals (60-SECOND rather than 1-MINUTE etc)
- Fixed backtest engine main loop ordering of time events with identically timestamped data
- Fixed `ModifyOrder` message `str` and `repr` when no quantity
- Fixed OCO contingent orders which were actually implemented as OUO for backtests
- Fixed various bugs for Interactive Brokers integration, thanks limx0 and rsmb7z
- Fixed pyarrow version parsing, thanks ghill2
- Fixed returning venue from InstrumentId, thanks rsmb7z

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Released on 3rd November 2022 (UTC).

Breaking Changes
- Added `LiveExecEngineConfig.reconciliation` boolean flag to control if reconciliation is active
- Removed `LiveExecEngineConfig.reconciliation_auto` (unclear naming and concept)
- All Redis keys have changed to a lowercase convention (either migrate or flush your Redis)
- Removed `BidAskMinMax` indicator (to reduce total package size)
- Removed `HilbertPeriod` indicator (to reduce total package size)
- Removed `HilbertSignalNoiseRatio` indicator (to reduce total package size)
- Removed `HilbertTransform` indicator (to reduce total package size)

Enhancements
- Improved accuracy of clocks for backtests (all clocks will now match generated `TimeEvent`s)
- Improved risk engine checks for `reduce_only` orders
- Added `Actor.request_instruments(...)` method
- Added `Order.would_reduce_only(...)` method
- Extended instrument(s) Req/Res handling for `DataClient` and `Actor

Fixes
- Fixed memory management for Rust backing structs (now being properly freed)

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Released on 24th October 2022 (UTC).

Breaking Changes
- None

Enhancements
- Added experimental local order emulation for all order types (except `MARKET` and `MARKET_TO_LIMIT`) see docs
- Added `min_latency`, `max_latency` and `avg_latency` to `HttpClient` base class

Fixes
- Fixed Binance Spot `display_qty` for iceberg orders, thanks JackMa
- Fixed Binance HTTP client error logging

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