Nautilus-trader

Release Notes

**This release includes substantial breaking changes.**

The platforms internal timestamping has been standardized to nanoseconds. This
decision was made to increase the accuracy of backtests to nanosecond precision,
improve data handling including order book and custom data for backtesting, and
to future-proof the platform to a more professional standard. The top-level user
API still takes `datetime` and `timedelta` objects for usability.

There has also been some standardization of naming conventions to align more
closely with established financial market terminology with reference to the
FIX5.0 SP2 specification, and CME MDP 3.0.

Breaking Changes
- Moved `BarType` into `Bar` as a property
- Changed signature of `Bar` handling methods due to above
- Removed `Instrument.leverage` (incorrect place for concept)
- Changed `ExecutionClient.venue` as a `Venue` to `ExecutionClient.name` as a `str`
- Changed serialization of timestamp datatype to `int64`
- Changed serialization constant names extensively
- Renamed `OrderFilled.filled_qty` to `OrderFilled.last_qty`
- Renamed `OrderFilled.filled_price` to `OrderFilled.last_px`
- Renamed `avg_price` to `avg_px` in methods and properties
- Renamed `avg_open` to `avg_px_open` in methods and properties
- Renamed `avg_close` to `avg_px_close` in methods and properties
- Renamed `Position.relative_quantity` to `Position.relative_qty`
- Renamed `Position.peak_quantity` to `Position.peak_qty`

Enhancements
- Standardized nanosecond timestamps
- Added time unit conversion functions as found in `nautilus_trader.core.datetime`
- Added optional `broker` property to `Venue` to assist with routing
- Enhanced state reconciliation from both `LiveExecutionEngine` and `LiveExecutionClient`
- Added internal messages to aid state reconciliation

Fixes
- `DataCache` incorrectly caching bars

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Release Notes

This release adds further enhancements to the platform.

Breaking Changes
None

Enhancements
- `RiskEngine` built out including configuration options hook and
`LiveRiskEngine` implementation
- Added generic `Throttler`
- Added details `dict` to `instrument_id` related requests to cover IB futures
contracts
- Added missing Fiat currencies
- Added additional Crypto currencies
- Added ISO 4217 codes
- Added currency names

Fixes
- Queue `put` coroutines in live engines when blocking at `maxlen` was not
creating a task on the event loop.

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Release Notes

This release applies one more major change to the identifier API. `Security` has
been renamed to `InstrumentId` for greater clarity that the object is an identifier,
and to group the concept of an instrument with its identifier.

Data objects in the framework have been further abstracted to prepare for the
handling of custom data in backtests.

A `RiskEngine` base class has also been scaffolded.

Breaking Changes
- `Security` renamed to `InstrumentId`
- `Instrument.security` renamed to `Instrument.id`
- `Data` becomes an abstract base class with `timestamp` and `unix_timestamp`
properties
- `Data` and `DataType` moved to `model.data`
- `on_data` methods now take `GenericData`

Enhancements
- Added `GenericData`
- Added`Future` instrument

Fixes
None

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Release Notes

The main thrust of this release is to refine and further bed down the changes
to the identifier model via `InstrumentId`, and fix some bugs.

Errors in the CCXT clients caused by the last release have been addressed.

Breaking Changes
- `InstrumentId` now takes first class value object `Symbol`
- `InstrumentId` `asset_class` and `asset_type` no longer optional
- `SimulatedExchange.venue` changed to `SimulatedExchange.id`

Enhancements
- Ensure `TestTimer` advances monotonically increase
- Added `AssetClass.BETTING`

Fixes
- CCXT data and execution clients regarding `instrument_id` vs `symbol` naming
- `InstrumentId` equality and hashing
- Various docstrings

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Release Notes

This release executes a major refactoring of `Symbol` and how securities are
generally identified within the platform. This will allow a smoother integration
with Interactive Brokers and other exchanges, brokerages and trading
counterparties.

Previously the `Symbol` identifier also included a venue which confused the concept.
The replacement `Security` identifier more clearly expresses the domain with a
symbol string, a primary `Venue`, `AssetClass` and `AssetType` properties.

Breaking Changes
- All previous serializations
- `Security` replaces `Symbol` with expanded properties
- `AssetClass.EQUITY` changed to `AssetClass.STOCK`
- `from_serializable_string` changed to `from_serializable_str`
- `to_serializable_string` changed to `to_serializable_str`

Enhancements
- Reports now include full instrument_id name
- Added `AssetType.WARRANT`

Fixes
- `StopLimitOrder` serialization

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This is a patch release which applies various fixes and refactorings.

The behavior of the `StopLimitOrder` continued to be fixed and refined.
`SimulatedExchange` was refactored further to reduce complexity.

Breaking Changes
None

Enhancements
None

Fixes
- `TRIGGERED` states in order FSM
- `StopLimitOrder` triggering behavior
- `OrderFactory.stop_limit` missing `post_only` and `hidden`
- `Order` and `StopLimitOrder` `__repr__` string (duplicate id)

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