Release 1.167.0

See release notes.

Author: cjdsellers

.github/ISSUE_TEMPLATE/config.yml

@@ -2,7 +2,7 @@ blank_issues_enabled: false
 contact_links:
   - name: General Questions
     url: https://github.com/nautechsystems/nautilus_trader/discussions
-    about: Please ask questions like "How do I achieve x?" here.
+    about: Ask questions like "How do I achieve x?" here.
   - name: Discord
     url: https://discord.gg/AUWVs3XaCS
     about: Chat with contributors and active users of NautilusTrader on our Discord server!

.github/ISSUE_TEMPLATE/feature_request.md

@@ -7,4 +7,4 @@ labels:
 
 # Feature Request
 
-Please provide a detailed description of your proposal, with some examples.
+Provide a detailed description of your proposal, with some examples.

.github/pull_request_template.md

@@ -1,10 +1,10 @@
 # Pull Request
 
-Please include a summary of the changes.
+Include a summary of the changes.
 
 ## Type of change
 
-Please delete options that are not relevant.
+Delete options that are not relevant.
 
 - [ ] Bug fix (non-breaking change which fixes an issue)
 - [ ] New feature (non-breaking change which adds functionality)
@@ -13,4 +13,4 @@ Please delete options that are not relevant.
 
 ## How has this change been tested?
 
-Please describe how this code was/is tested.
+Describe how this code was/is tested.

.pre-commit-config.yaml

@@ -43,7 +43,7 @@ repos:
         args: ["--py39-plus"]
 
   - repo: https://github.com/hadialqattan/pycln
-    rev: v2.1.2
+    rev: v2.1.3
     hooks:
       - id: pycln
         name: pycln (remove unused imports)
@@ -101,7 +101,7 @@ repos:
           - Flake8-pyproject
 
   - repo: https://github.com/pycqa/pydocstyle
-    rev: 6.2.2
+    rev: 6.3.0
     hooks:
       - id: pydocstyle
         files: ^nautilus_trader/

CONTRIBUTING.md

@@ -1,7 +1,7 @@
 # Contributing to NautilusTrader
 
 Involvement from the trading community is a goal for this project, and all help is welcome!
-To contribute, please follow these steps:
+To contribute, follow these steps:
 
 1. Open an issue on GitHub to discuss your proposed changes or enhancements.
 
@@ -13,11 +13,11 @@ To contribute, please follow these steps:
 
 5. Open a pull request (PR) on the `develop` branch with a summary comment.
 
-6. The CI system will run the full test-suite over your code including all unit and integration tests, so please include appropriate tests
+6. The CI system will run the full test-suite over your code including all unit and integration tests, so include appropriate tests
   with the PR.
 
-7. [Codacy](https://www.codacy.com/) will perform an automated code review. Please
-  fix any issues which cause a failed check, and add the commit to your PR.
+7. [Codacy](https://www.codacy.com/) will perform an automated code review.
+  Fix any issues which cause a failed check, and add the commit to your PR.
 
 8. You will also be required to sign a standard Contributor License Agreement (CLA), which is administered automatically through [CLA Assistant](https://cla-assistant.io/).
 

Makefile

@@ -4,7 +4,7 @@ IMAGE?=${REGISTRY}${PROJECT}
 GIT_TAG:=$(shell git rev-parse --abbrev-ref HEAD)
 IMAGE_FULL?=${IMAGE}:${GIT_TAG}
 .PHONY: install build clean docs format pre-commit
-.PHONY: clippy cargo-update cargo-test cargo-test-arm64
+.PHONY: clippy cargo-build cargo-update cargo-test cargo-test-arm64
 .PHONY: update docker-build docker-build-force docker-push
 .PHONY: docker-build-jupyter docker-push-jupyter
 .PHONY: pytest pytest-coverage
@@ -31,9 +31,16 @@ pre-commit: format
 	(cd nautilus_core && cargo fmt --all -- --check && cargo check -q && cargo clippy --all-targets --all-features -- -D warnings)
 	pre-commit run --all-files
 
+update:
+	(cd nautilus_core && cargo update)
+	poetry update
+
 clippy:
 	(cd nautilus_core && cargo clippy --all-targets --all-features -- -D warnings -W clippy::pedantic -W clippy::nursery -W clippy::unwrap_used -W clippy::expect_used)
 
+cargo-build:
+	(cd nautilus_core && cargo build --release --all-features)
+
 cargo-update:
 	(cd nautilus_core && cargo update)
 
@@ -43,10 +50,6 @@ cargo-test:
 cargo-test-arm64:
 	(cd nautilus_core && cargo test --features extension-module)
 
-update:
-	(cd nautilus_core && cargo update)
-	poetry update
-
 docker-build: clean
 	docker pull ${IMAGE_FULL} || docker pull ${IMAGE}:develop ||  true
 	docker build -f .docker/nautilus_trader.dockerfile --platform linux/x86_64 -t ${IMAGE_FULL} .

README.md

@@ -161,7 +161,7 @@ For MacBook Pro M1/M2, make sure your Python installed using pyenv is configured
 
     PYTHON_CONFIGURE_OPTS="--enable-shared" pyenv install <python_version>
 
-See https://pyo3.rs/v0.17.3/getting_started#virtualenvs.
+See https://pyo3.rs/latest/getting_started#virtualenvs.
 
 It's possible to install from source using `pip` if you first install the build dependencies
 as specified in the `pyproject.toml`. However, we highly recommend installing using [poetry](https://python-poetry.org/) as below.
@@ -242,9 +242,21 @@ The container images can be pulled as follows:
 
     docker pull ghcr.io/nautechsystems/<image_variant_tag>
 
-**NautilusTrader is not currently functional when run under JupyterLab, with logging enabled.
-The backtest example in the `examples/backtest_example.ipynb` hangs indefinitely shortly after starting. 
-The cause of this is still being determined.**
+You can launch the backtest example container by running:
+
+    docker pull ghcr.io/nautechsystems/jupyterlab:develop
+    docker run -p 8888:8888 ghcr.io/nautechsystems/jupyterlab:develop
+
+| :warning: WARNING                                                               |
+|:--------------------------------------------------------------------------------|
+
+**NautilusTrader currently exceeds the rate limit for Jupyter notebook logging (stdout output),
+this is why `log_level` in the examples is set to "ERROR". If you lower this level to see more
+logging then the notebook will hang during cell execution. A fix is currently
+being investigated which involves either raising the configured rate limits for
+Jupyter, or throttling the log flushing from Nautilus.**
+https://github.com/jupyterlab/jupyterlab/issues/12845
+https://github.com/deshaw/jupyterlab-limit-output
 
 ## Minimal Strategy
 
@@ -350,7 +362,7 @@ class EMACross(Strategy):
 ## Development
 
 We aim to provide the most pleasant developer experience possible for this hybrid codebase of Python, Cython and Rust.
-Please refer to the [Developer Guide](https://docs.nautilustrader.io/developer_guide/index.html) for helpful information.
+Refer to the [Developer Guide](https://docs.nautilustrader.io/developer_guide/index.html) for helpful information.
 
 ## Contributing
 
@@ -359,11 +371,11 @@ the project. If you have an idea for an enhancement or a bug fix, the first step
 on GitHub to discuss it with the team. This helps to ensure that your contribution will be 
 well-aligned with the goals of the project and avoids duplication of effort.
 
-Once you're ready to start working on your contribution, please make sure to follow the guidelines 
+Once you're ready to start working on your contribution, make sure to follow the guidelines 
 outlined in the [CONTRIBUTING.md](https://github.com/nautechsystems/nautilus_trader/blob/develop/CONTRIBUTING.md) file. This includes signing a Contributor License Agreement (CLA) 
 to ensure that your contributions can be included in the project.
 
-Please note that all pull requests should be made to the `develop` branch. This is where new features 
+Note that all pull requests should be made to the `develop` branch. This is where new features 
 and improvements are integrated before being released to the public.
 
 Thank you again for your interest in Nautilus Trader! We look forward to reviewing your contributions and working with you to improve the project.

RELEASES.md

@@ -1,3 +1,24 @@
+# NautilusTrader 1.167.0 Beta
+
+Released on 28th January 2023 (UTC).
+
+### Breaking Changes
+- Rename `OrderBookData.update_id` to `sequence`
+- Rename `BookOrder.id` to `order_id`
+
+### Enhancements
+- Introduce Rust pyo3 based `ParquetReader` and `ParquetWriter`, thanks @twitu
+- Added `msgbus.is_subscribed` (to check if topic and handler already subscribed)
+- Simplified message type model and introduce CQRS-ish live messaging architecture
+
+### Fixes
+- Fixed Binance data clients order book startup buffer handling
+- Fixed `NautilusKernel` redundant initialization of event loop for backtesting, thanks @limx0
+- Fixed `BacktestNode` disposal sequence
+- Fixed quick start docs and notebook
+
+---
+
 # NautilusTrader 1.166.0 Beta
 
 Released on 17th January 2023 (UTC).
@@ -210,7 +231,7 @@ Released on 3rd November 2022 (UTC).
 ### Breaking Changes
 - Added `LiveExecEngineConfig.reconcilation` 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 (please either migrate or flush your Redis)
+- 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)
@@ -1199,7 +1220,7 @@ Released on 18th July 2021.
 This release introduces a major re-architecture of the internal messaging system.
 A common message bus has been implemented which now handles all events via a 
 Pub/Sub messaging pattern. The next release will see all data being handled by 
-the message bus, please see the related issue for further details on this enhancement.
+the message bus, see the related issue for further details on this enhancement.
 
 Another notable feature is the introduction of the order 'in-flight' concept, 
 which is a submitted order which has not yet been acknowledged by the 
@@ -1381,7 +1402,7 @@ https://cython.readthedocs.io/en/latest/src/userguide/pyrex_differences.html?hig
 
 It has been found that adding `inline` to method signatures makes no difference
 to the performance of the system - and so they have been removed to reduce 
-'noise' and simplify the codebase. Please note that the use of `inline` for 
+'noise' and simplify the codebase. Note that the use of `inline` for 
 module level functions will be passed to the C compiler with the expected 
 result of inlining the function.
 

SECURITY.md

@@ -2,12 +2,12 @@
 
 At NautilusTrader, we take security seriously and appreciate your efforts in 
 helping us identify and fix any vulnerabilities. If you have discovered a 
-security vulnerability, please follow the guidelines outlined below.
+security vulnerability, follow the guidelines outlined below.
 
 ## Responsible Disclosure
 We encourage responsible disclosure of any security vulnerabilities you may 
 discover. If you believe you have found a security vulnerability in our platform, 
-please email us at [email protected]. We ask that you provide us with a 
+email us at [email protected]. We ask that you provide us with a 
 reasonable amount of time (at least one week) to fix the issue before 
 disclosing it publicly.