NautilusTrader 1.121.0 Beta

NautilusTrader 1.121.0 Beta - Release Notes

In this release there has been a major change to the use of inlines for method
signatures. From the Cython docs:
"Note that class-level cdef functions are handled via a virtual function table
so the compiler won’t be able to inline them in almost all cases.".
https://cython.readthedocs.io/en/latest/src/userguide/pyrex_differences.html?highlight=inline.

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
module level functions will be passed to the C compiler with the expected
result of inlining the function.

Breaking Changes

• BacktestEngine.add_venue added venue_type to method params.
• ExecutionClient added venue_type to constructor params.
• TraderId instantiation.
• StrategyId instantiation.
• Instrument serialization.

Enhancements

• Portfolio pending calculations if data not immediately available.
• Added instruments subpackage with expanded class definitions.
• Added timestamp_origin_ns timestamp when originally occurred.
• Added AccountState.is_reported flagging if reported by exchange or calculated.
• Simplified TraderId and StrategyId identifiers.
• Improved ExecutionEngine order routing.
• Improved ExecutionEngine client registration.
• Added order routing configuration.
• Added VenueType enum and parser.
• Improved param typing for identifier generators.
• Improved log formatting of Money and Quantity thousands commas.

Fixes

• CCXT TICK_SIZE precision mode - size precisions (BitMEX, FTX).
• State reconciliation (various bugs).