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cjdsellers committed Oct 22, 2024
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# NautilusTrader 1.204.0 Beta

Released on TBD (UTC).
Released on 22nd October 2024 (UTC).

### Enhancements
- Added `TardisCSVDataLoader` for loading data from Tardis format CSV files as either legacy Cython or pyo3 objects
- 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)
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### Enhancements
- Implemented Binance order book snapshot rebuilds on websocket reconnect (see integration guide)
- Added additional validations for `OrderMatchingEngine` (will now raise a `RuntimeError` when a price or size precision for `OrderFilled` does not match the instruments precisions)
- Added `LoggingConfig.use_pyo3` config option for pyo3 based logging initialization (worse performance but allows visibility into logs originating from Rust)
- Added `LoggingConfig.use_pyo3` config option for PyO3 based logging initialization (worse performance but allows visibility into logs originating from Rust)
- Added `exchange` field to `FuturesContract`, `FuturesSpread`, `OptionsContract` and `OptionsSpread` (optional)

### Breaking Changes
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### Fixes
- Fixed `TradeId` memory leak due assigning unique values to the `Ustr` global string cache (which are never freed for the lifetime of the program)
- Fixed `TradeTick` size precision for pyo3 conversion (size precision was incorrectly price precision)
- Fixed `TradeTick` size precision for PyO3 conversion (size precision was incorrectly price precision)
- Fixed `RiskEngine` cash value check when selling (would previously divide quantity by price which is too much), thanks for reporting @AnthonyVince
- Fixed FOK time in force behavior (allows fills beyond the top level, will cancel if cannot fill full size)
- Fixed IOC time in force behavior (allows fills beyond the top level, will cancel any remaining after all fills are applied)
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- Renamed `BookOrder.id` to `order_id`

### Enhancements
- Introduced Rust pyo3 based `ParquetReader` and `ParquetWriter`, thanks @twitu
- Introduced 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

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