NautilusTrader 1.177.0 Beta

NautilusTrader 1.177.0 Beta

Released on 26th August 2023 (UTC).

This release includes a large breaking change to QuoteTick bid and ask price property and
parameter naming. This was done in the interest of maintaining our generally explicit naming
standards, and has caused confusion for some users in the past. Data using 'bid' and 'ask' columns should
still work with the legacy data wranglers, as columns are renamed under the hood to accommodate
this change.

Enhancements

• Added ActorExecutor with Actor API for creating and running threaded tasks in live environments
• Added OrderEmulated event and associated OrderStatus.EMULATED enum variant
• Added OrderReleased event and associated OrderStatus.RELEASED enum variant
• Added BacktestVenueConfig.use_position_ids option (default true to retain current behavior)
• Added Cache.exec_spawn_total_quantity(...) convenience method
• Added Cache.exec_spawn_total_filled_qty(...) convenience method
• Added Cache.exec_spawn_total_leaves_qty(...) convenience method
• Added WebSocketClient.send_text, thanks @twitu
• Implemented string interning for TimeEvent

Breaking Changes

• Renamed QuoteTick.bid to bid_price including all associated parameters (for explicit naming standards)
• Renamed QuoteTick.ask to ask_price including all associated parameters (for explicit naming standards)

Fixes

• Fixed execution algorithm position_id assignment in HEDGING mode
• Fixed OrderMatchingEngine processing of emulated orders
• Fixed OrderEmulator processing of exec algorithm orders
• Fixed ExecutionEngine processing of exec algorithm orders (exec spawn IDs)
• Fixed Cache emulated order indexing (were not being properly discarded from the set when closed)
• Fixed RedisCacheDatabase loading of transformed LIMIT orders
• Fixed a connection issue with the IB client, thanks @dkharrat and @rsmb7z