Nautilus-trader

Released on 15th May 2022 (UTC).

This is an early release due to the build error in the sdist for `1.144.0`.
The error is due to the `nautilus_core` Rust source not being included in the sdist package.

Breaking Changes
- All raw order constructors now take `expire_time_ns` int64 rather than a datetime
- All order serializations due to `expire_time_ns` option handling
- `PortfolioAnalyzer` moved from `Trader` to `Portfolio`

Enhancements
- `PortfolioAnalyzer` now available to strategies via `self.portfolio.analyzer`

Fixes
None

---

Released on 10th May 2022 (UTC).

Breaking Changes
- Removed `BacktestEngine.add_ticks()` as redundant with `.add_data()`
- Removed `BacktestEngine.add_bars()` as redundant with `.add_data()`
- Removed `BacktestEngine.add_generic_data()` as redundant with `.add_data()`
- Removed `BacktestEngine.add_order_book_data()` as redundant with `.add_data()`
- Renamed `Position.from_order` to `Position.opening_order_id`
- Renamed `StreamingPersistence` to `StreamingFeatherWriter`
- Renamed `PersistenceConfig` to `StreamingConfig`
- Renamed `PersistenceConfig.flush_interval` to `flush_interval_ms`

Enhancements
- Added `Actor.publish_signal` for generic dynamic signal data
- Added `WEEK` and `MONTH` bar aggregation options
- Added `Position.closing_order_id` property
- Added `tags` parameter to `Strategy.submit_order`
- Added optional `check_positon_exists` flag to `Strategy.submit_order`
- Eliminated all use of `unsafe` Rust and C null-terminated byte strings
- The `bypass_logging` config option will also now bypass the `BacktestEngine` logger

Fixes
- Fixed behavior of `IOC` and `FOK` time in force instructions
- Fixed Binance bar resolution parsing

---

Released on 21st April 2022 (UTC).

Breaking Changes
None

Enhancements
None

Fixes
- Fixed segfault for `CashAccount.calculate_balance_locked` with no base currency
- Various FeatherWriter fixes

---

Released on 17th April 2022 (UTC).

Breaking Changes
- `BacktestNode` now requires configs at initialization
- Removed `run_configs` parameter from `BacktestNode.run()` method
- Removed `return_engine` flag
- Renamed `TradingStrategy` to `Strategy`
- Renamed `TradingStrategyConfig` to `StrategyConfig`
- Changes to configuration object import paths
- Removed redundant `realized_points` concept from `Position`

Enhancements
- Added `BacktestNode.get_engines()` method
- Added `BacktestNode.get_engine(run_config_id)` method
- Added `Actor.request_instrument()` method (also applies to `Strategy`)
- Added `Cache.snapshot_position()` method
- All configuration objects can now be imported directly from `nautilus_trader.config`
- Execution engine now takes snapshots of closed netted positions
- Performance statistics now based on total positions and snapshots
- Added Binance Spot/Margin external order handling
- Added support for millisecond bar aggregation
- Added configurable `debug` mode for engines (with extra debug logging)
- Improved annualized portfolio statistics with configurable period

Fixes
None

---

Released on 4th April 2022 (UTC).

Breaking Changes
- Renamed `BacktestNode.run_sync()` to `BacktestNode.run()`
- Renamed `flatten_position()` to `close_position()`
- Renamed `flatten_all_positions()` to `close_all_positions()`
- Renamed `Order.flatten_side()` to `Order.closing_side()`
- Renamed `TradingNodeConfig` `check_residuals_delay` to `timeout_post_stop`
- The `SimulatedExchange` will now 'receive' market data prior to the `DataEngine`
(note that this did not affect any test)
- Tightened requirement for `DataType` types to be subclasses of `Data`
- `CacheDatabaseConfig.type` now defaults to `in-memory`
- `NAUTILUS_CATALOG` env var changed to `NAUTILUS_PATH`
- `DataCatalog` root path now located under `$OLD_PATH/catalog/` from the Nautilus path
- `hiredis` and `redis` are now optional extras as 'redis'
- `hyperopt` is now an optional extra as 'hyperopt'

Enhancements
- Unify `NautilusKernel` across backtest and live systems
- Improved configuration by grouping into `config` subpackage
- Improved configuration objects and flows
- Numerous improvements to the Binance Spot/Margin and Futures integration
- Added Docker image builds and GH packages
- Added `BinanceFuturesMarkPriceUpdate` type and data stream
- Added generic `subscribe` and `unsubscribe` to template
- Added Binance Futures COIN_M testnet
- The clarity of various error messages was improved

Fixes
- Fixed multiple instruments in `DataCatalog` (554), (560) by limx0
- Fixed timestamp ordering streaming from `DataCatalog` (561) by limx0
- Fixed `CSVReader` (563) by limx0
- Fixed slow subscribers to the Binance WebSocket streams
- Fixed configuration of `base_currency` for backtests
- Fixed importable strategy configs (previously not returning correct class)
- Fixed `fully_qualified_name()` format

---

Release Notes

Released on 13th March 2022 (UTC).

This is a patch release which fixes a moderate severity security vulnerability in