Add submit order list support for sandbox

[petioptrv]

Pull Request

NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.

Summary

This PR adds support for submitting order lists when using the sandbox execution client.

Related Issues/PRs

N/A

Type of change

• Bug fix (non-breaking)
• New feature (non-breaking)
• Breaking change (impacts existing behavior)
• Documentation update
• Maintenance / chore

Release notes

• I added a concise entry to RELEASES.md that follows the existing conventions (when applicable)

Testing

Ensure new or changed logic is covered by tests.

• Affected code paths are already covered by the test suite
• I added/updated tests to cover new or changed logic

I attempted to add a unit test in the tests/integration_tests/adapters/sandbox/test_execution.py file, however, the current unit tests around sandbox execution are WIP, so I am not sure if my test case makes sense.

[petioptrv]

@cjdsellers, please take a look at my test case. I know that the first throwaway event is the initialization of the order, but what about the subsequent ones? Also, would they be group by event (as I have them now) or by order?

[cjdsellers]

Hi @petioptrv

Thanks for the contribution and good catch!

The anatomy of the test looks fine to me. If the test actually passes then its fine to unskip, otherwise if there is some obscure error you can't figure out then we can just merge and I'll have a look locally.

[petioptrv]

@cjdsellers, I thought the issue I was seeing earlier was obscure, but on second glance, it now works, and I unskipped the previous test as well, since it passes too.