nautilus_bitmex/python/
submitter.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Python bindings for the BitMEX submit broadcaster.
17
18use nautilus_core::python::to_pyvalue_err;
19use nautilus_model::{
20    enums::{ContingencyType, OrderSide, OrderType, TimeInForce, TriggerType},
21    identifiers::{ClientOrderId, InstrumentId, OrderListId},
22    python::instruments::pyobject_to_instrument_any,
23    types::{Price, Quantity},
24};
25use pyo3::{conversion::IntoPyObjectExt, prelude::*, types::PyDict};
26
27use crate::execution::submitter::{SubmitBroadcaster, SubmitBroadcasterConfig};
28
29#[pymethods]
30impl SubmitBroadcaster {
31    #[new]
32    #[pyo3(signature = (
33        pool_size,
34        api_key=None,
35        api_secret=None,
36        base_url=None,
37        testnet=false,
38        timeout_secs=None,
39        max_retries=None,
40        retry_delay_ms=None,
41        retry_delay_max_ms=None,
42        recv_window_ms=None,
43        max_requests_per_second=None,
44        max_requests_per_minute=None,
45        health_check_interval_secs=30,
46        health_check_timeout_secs=5,
47        expected_reject_patterns=None
48    ))]
49    #[allow(clippy::too_many_arguments)]
50    fn py_new(
51        pool_size: usize,
52        api_key: Option<String>,
53        api_secret: Option<String>,
54        base_url: Option<String>,
55        testnet: bool,
56        timeout_secs: Option<u64>,
57        max_retries: Option<u32>,
58        retry_delay_ms: Option<u64>,
59        retry_delay_max_ms: Option<u64>,
60        recv_window_ms: Option<u64>,
61        max_requests_per_second: Option<u32>,
62        max_requests_per_minute: Option<u32>,
63        health_check_interval_secs: u64,
64        health_check_timeout_secs: u64,
65        expected_reject_patterns: Option<Vec<String>>,
66    ) -> PyResult<Self> {
67        let config = SubmitBroadcasterConfig {
68            pool_size,
69            api_key,
70            api_secret,
71            base_url,
72            testnet,
73            timeout_secs,
74            max_retries,
75            retry_delay_ms,
76            retry_delay_max_ms,
77            recv_window_ms,
78            max_requests_per_second,
79            max_requests_per_minute,
80            health_check_interval_secs,
81            health_check_timeout_secs,
82            expected_reject_patterns: expected_reject_patterns
83                .unwrap_or_else(|| SubmitBroadcasterConfig::default().expected_reject_patterns),
84            proxy_urls: vec![], // TODO: Add proxy_urls parameter to Python API when needed
85        };
86
87        Self::new(config).map_err(to_pyvalue_err)
88    }
89
90    #[pyo3(name = "start")]
91    fn py_start<'py>(&self, py: Python<'py>) -> PyResult<Bound<'py, PyAny>> {
92        let broadcaster = self.clone_for_async();
93        pyo3_async_runtimes::tokio::future_into_py(py, async move {
94            broadcaster.start().await.map_err(to_pyvalue_err)
95        })
96    }
97
98    #[pyo3(name = "stop")]
99    fn py_stop<'py>(&self, py: Python<'py>) -> PyResult<Bound<'py, PyAny>> {
100        let broadcaster = self.clone_for_async();
101        pyo3_async_runtimes::tokio::future_into_py(py, async move {
102            broadcaster.stop().await;
103            Ok(())
104        })
105    }
106
107    #[pyo3(name = "broadcast_submit")]
108    #[pyo3(signature = (
109        instrument_id,
110        client_order_id,
111        order_side,
112        order_type,
113        quantity,
114        time_in_force,
115        price=None,
116        trigger_price=None,
117        trigger_type=None,
118        display_qty=None,
119        post_only=false,
120        reduce_only=false,
121        order_list_id=None,
122        contingency_type=None,
123        submit_tries=None
124    ))]
125    #[allow(clippy::too_many_arguments)]
126    fn py_broadcast_submit<'py>(
127        &self,
128        py: Python<'py>,
129        instrument_id: InstrumentId,
130        client_order_id: ClientOrderId,
131        order_side: OrderSide,
132        order_type: OrderType,
133        quantity: Quantity,
134        time_in_force: TimeInForce,
135        price: Option<Price>,
136        trigger_price: Option<Price>,
137        trigger_type: Option<TriggerType>,
138        display_qty: Option<Quantity>,
139        post_only: bool,
140        reduce_only: bool,
141        order_list_id: Option<OrderListId>,
142        contingency_type: Option<ContingencyType>,
143        submit_tries: Option<usize>,
144    ) -> PyResult<Bound<'py, PyAny>> {
145        let broadcaster = self.clone_for_async();
146        pyo3_async_runtimes::tokio::future_into_py(py, async move {
147            let report = broadcaster
148                .broadcast_submit(
149                    instrument_id,
150                    client_order_id,
151                    order_side,
152                    order_type,
153                    quantity,
154                    time_in_force,
155                    price,
156                    trigger_price,
157                    trigger_type,
158                    display_qty,
159                    post_only,
160                    reduce_only,
161                    order_list_id,
162                    contingency_type,
163                    submit_tries,
164                )
165                .await
166                .map_err(to_pyvalue_err)?;
167
168            Python::attach(|py| report.into_py_any(py))
169        })
170    }
171
172    #[pyo3(name = "get_metrics")]
173    fn py_get_metrics(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
174        let metrics = self.get_metrics();
175        let dict = PyDict::new(py);
176        dict.set_item("total_submits", metrics.total_submits)?;
177        dict.set_item("successful_submits", metrics.successful_submits)?;
178        dict.set_item("failed_submits", metrics.failed_submits)?;
179        dict.set_item("expected_rejects", metrics.expected_rejects)?;
180        dict.set_item("healthy_clients", metrics.healthy_clients)?;
181        dict.set_item("total_clients", metrics.total_clients)?;
182        Ok(dict.into())
183    }
184
185    #[pyo3(name = "get_client_stats")]
186    fn py_get_client_stats(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
187        let stats = self.get_client_stats();
188        let list = pyo3::types::PyList::empty(py);
189        for stat in stats {
190            let dict = PyDict::new(py);
191            dict.set_item("client_id", stat.client_id.clone())?;
192            dict.set_item("healthy", stat.healthy)?;
193            dict.set_item("submit_count", stat.submit_count)?;
194            dict.set_item("error_count", stat.error_count)?;
195            list.append(dict)?;
196        }
197        Ok(list.into())
198    }
199
200    #[pyo3(name = "cache_instrument")]
201    fn py_cache_instrument(&self, py: Python, instrument: Py<PyAny>) -> PyResult<()> {
202        let inst_any = pyobject_to_instrument_any(py, instrument)?;
203        self.cache_instrument(inst_any);
204        Ok(())
205    }
206}
nautilus_bitmex/python/submitter.rs

nautilus_bitmex/python/
submitter.rs
