NautilusTrader 1.204.0 Beta

Released on 22nd October 2024 (UTC).

Added TardisCSVDataLoader for loading data from Tardis format CSV files as either legacy Cython or PyO3 objects
Added Clock.timestamp_us() method for UNIX timestamps in microseconds (μs)
Added support for bbo-1s and bbo-1m quote schemas for Databento adapter (#1990), thanks @faysou
Added validation for venue book_type configuration vs data (prevents an issue where top-of-book data is used when order book data is expected)
Added compute_effective_deltas config setting for PolymarketDataClientConfig, reducing snapshot size (False by default to maintain current behavior)
Added rate limiter for WebSocketClient (#1994), thanks @Pushkarm029
Added in the money probability field to GreeksData (#1995), thanks @faysou
Added on_signal(signal) handler for custom signal data
Added nautilus_trader.common.events module with re-exports for TimeEvent and other system events
Improved usability of OrderBookDepth10 by filling partial levels with null orders and zero counts
Improved Postgres config (#2010), thanks @filipmacek
Refined DatabentoInstrumentProvider handling of large bulks of instrument definitions (improved parent symbol support)
Standardized Betfair symbology to use hyphens instead of periods (prevents Betfair symbols being treated as composite)
Integration guide docs fixes (#1991), thanks @FarukhS52

Ported Throttler to Rust (#1988), thanks @Pushkarm029 and @twitu
Ported BettingInstrument to Rust
Refined RateLimiter for WebSocketClient and add tests (#2000), thanks @Pushkarm029
Refined WebSocketClient to close existing tasks on reconnect (#1986), thanks @davidsblom
Remove mutable references in CacheDatabaseAdapter trait in Rust (#2015), thanks @filipmacek
Use Rust rate limiter for dYdX websockets (#1996, #1999), thanks @davidsblom
Improved error logs for dYdX websocket subscriptions (#1993), thanks @davidsblom
Standardized log and error message syntax in Rust
Continue porting SimulatedExchange and OrderMatchingEngine to Rust (#1997, #1998, #2001, #2003, #2004, #2006, #2007, #2009, #2014), thanks @filipmacek

Removed legacy TardisQuoteDataLoader (now redundant with new Rust implemented loader)
Removed legacy TardisTradeDataLoader (now redundant with new Rust implemented loader)
Custom signals are now passed to on_signal(signal) instead of on_data(data)
Changed Position.to_dict() commissions value type to list[str] (rather than an optional str of a list of strings)
Changed Position.to_dict() avg_px_open value type to float
Changed Position.to_dict() avg_px_close value type to float | None
Changed Position.to_dict() realized_return value type to float | None
Changed BettingInstrument Arrow schema fields event_open_date and market_start_time from string to uint64

Fixed SocketClient TLS implementation
Fixed WebSocketClient error handling on writer close, thanks for reporting @davidsblom
Fixed resubscribing to orderbook in batched mode for dYdX (#1985), thanks @davidsblom
Fixed Betfair tests related to symbology (#1988), thanks @limx0
Fixed check for OmsType in OrderMatchingEngine position ID processing (#2003), thanks @filipmacek
Fixed TardisCSVDataLoader snapshot5 and snapshot25 parsing (#2005), thanks @Pushkarm029
Fixed Binance clients venue assignment, we should use the client_id params (which match the custom client name) to communicate with the clients, and use the same 'BINANCE' venue identifiers
Fixed OrderMatchingEngine incorrectly attempting to process monthly bars for execution (which will fail, as no reasonable timedelta is available), thanks for reporting @frostRed
Fixed handling MONTH aggregation for cache.bar_types() (sorting required an internal call for the bar intervals timedelta), thanks for reporting @frostRed

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