nautilus_okx/
config.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//! Configuration structures for the OKX adapter.
17
18use crate::common::{
19    enums::{OKXContractType, OKXInstrumentType, OKXMarginMode, OKXVipLevel},
20    urls::{
21        get_http_base_url, get_ws_base_url_business, get_ws_base_url_private,
22        get_ws_base_url_public,
23    },
24};
25
26/// Configuration for the OKX data client.
27#[derive(Clone, Debug)]
28pub struct OKXDataClientConfig {
29    /// Optional API key for authenticated endpoints.
30    pub api_key: Option<String>,
31    /// Optional API secret for authenticated endpoints.
32    pub api_secret: Option<String>,
33    /// Optional API passphrase for authenticated endpoints.
34    pub api_passphrase: Option<String>,
35    /// Instrument types to load and subscribe to.
36    pub instrument_types: Vec<OKXInstrumentType>,
37    /// Contract type filter applied to loaded instruments.
38    pub contract_types: Option<Vec<OKXContractType>>,
39    /// Instrument families to load (e.g., "BTC-USD", "ETH-USD").
40    /// Required for OPTIONS. Optional for FUTURES/SWAP. Not applicable for SPOT/MARGIN.
41    pub instrument_families: Option<Vec<String>>,
42    /// Optional override for the HTTP base URL.
43    pub base_url_http: Option<String>,
44    /// Optional override for the public WebSocket URL.
45    pub base_url_ws_public: Option<String>,
46    /// Optional override for the business WebSocket URL.
47    pub base_url_ws_business: Option<String>,
48    /// Optional HTTP proxy URL.
49    pub http_proxy_url: Option<String>,
50    /// Optional WebSocket proxy URL.
51    ///
52    /// Note: WebSocket proxy support is not yet implemented. This field is reserved
53    /// for future functionality. Use `http_proxy_url` for REST API proxy support.
54    pub ws_proxy_url: Option<String>,
55    /// When true the client will use OKX demo endpoints.
56    pub is_demo: bool,
57    /// Optional HTTP timeout in seconds.
58    pub http_timeout_secs: Option<u64>,
59    /// Optional maximum retry attempts for requests.
60    pub max_retries: Option<u32>,
61    /// Optional initial retry delay in milliseconds.
62    pub retry_delay_initial_ms: Option<u64>,
63    /// Optional maximum retry delay in milliseconds.
64    pub retry_delay_max_ms: Option<u64>,
65    /// Optional interval for refreshing instruments.
66    pub update_instruments_interval_mins: Option<u64>,
67    /// Optional VIP level that unlocks additional subscriptions.
68    pub vip_level: Option<OKXVipLevel>,
69}
70
71impl Default for OKXDataClientConfig {
72    fn default() -> Self {
73        Self {
74            api_key: None,
75            api_secret: None,
76            api_passphrase: None,
77            instrument_types: vec![OKXInstrumentType::Spot],
78            contract_types: None,
79            instrument_families: None,
80            base_url_http: None,
81            base_url_ws_public: None,
82            base_url_ws_business: None,
83            http_proxy_url: None,
84            ws_proxy_url: None,
85            is_demo: false,
86            http_timeout_secs: Some(60),
87            max_retries: Some(3),
88            retry_delay_initial_ms: Some(1_000),
89            retry_delay_max_ms: Some(10_000),
90            update_instruments_interval_mins: Some(60),
91            vip_level: None,
92        }
93    }
94}
95
96impl OKXDataClientConfig {
97    /// Creates a new configuration with default settings.
98    #[must_use]
99    pub fn new() -> Self {
100        Self::default()
101    }
102
103    /// Returns `true` when all API credential fields are populated.
104    #[must_use]
105    pub fn has_api_credentials(&self) -> bool {
106        self.api_key.is_some() && self.api_secret.is_some() && self.api_passphrase.is_some()
107    }
108
109    /// Returns the HTTP base URL, falling back to the default when unset.
110    #[must_use]
111    pub fn http_base_url(&self) -> String {
112        self.base_url_http.clone().unwrap_or_else(get_http_base_url)
113    }
114
115    /// Returns the public WebSocket URL, respecting the demo flag and overrides.
116    #[must_use]
117    pub fn ws_public_url(&self) -> String {
118        self.base_url_ws_public
119            .clone()
120            .unwrap_or_else(|| get_ws_base_url_public(self.is_demo))
121    }
122
123    /// Returns the business WebSocket URL, respecting the demo flag and overrides.
124    #[must_use]
125    pub fn ws_business_url(&self) -> String {
126        self.base_url_ws_business
127            .clone()
128            .unwrap_or_else(|| get_ws_base_url_business(self.is_demo))
129    }
130
131    /// Returns `true` when the business WebSocket should be instantiated.
132    #[must_use]
133    pub fn requires_business_ws(&self) -> bool {
134        self.has_api_credentials()
135    }
136}
137
138/// Configuration for the OKX execution client.
139#[derive(Clone, Debug)]
140pub struct OKXExecClientConfig {
141    /// Optional API key for authenticated endpoints.
142    pub api_key: Option<String>,
143    /// Optional API secret for authenticated endpoints.
144    pub api_secret: Option<String>,
145    /// Optional API passphrase for authenticated endpoints.
146    pub api_passphrase: Option<String>,
147    /// Instrument types the execution client should support.
148    pub instrument_types: Vec<OKXInstrumentType>,
149    /// Contract type filter applied to operations.
150    pub contract_types: Option<Vec<OKXContractType>>,
151    /// Instrument families to load (e.g., "BTC-USD", "ETH-USD").
152    /// Required for OPTIONS. Optional for FUTURES/SWAP. Not applicable for SPOT/MARGIN.
153    pub instrument_families: Option<Vec<String>>,
154    /// Optional override for the HTTP base URL.
155    pub base_url_http: Option<String>,
156    /// Optional override for the private WebSocket URL.
157    pub base_url_ws_private: Option<String>,
158    /// Optional override for the business WebSocket URL.
159    pub base_url_ws_business: Option<String>,
160    /// Optional HTTP proxy URL.
161    pub http_proxy_url: Option<String>,
162    /// Optional WebSocket proxy URL.
163    ///
164    /// Note: WebSocket proxy support is not yet implemented. This field is reserved
165    /// for future functionality. Use `http_proxy_url` for REST API proxy support.
166    pub ws_proxy_url: Option<String>,
167    /// When true the client will use OKX demo endpoints.
168    pub is_demo: bool,
169    /// Optional HTTP timeout in seconds.
170    pub http_timeout_secs: Option<u64>,
171    /// Enables consumption of the fills WebSocket channel when true.
172    pub use_fills_channel: bool,
173    /// Enables mass-cancel support when true.
174    pub use_mm_mass_cancel: bool,
175    /// Optional maximum retry attempts for requests.
176    pub max_retries: Option<u32>,
177    /// Optional initial retry delay in milliseconds.
178    pub retry_delay_initial_ms: Option<u64>,
179    /// Optional maximum retry delay in milliseconds.
180    pub retry_delay_max_ms: Option<u64>,
181    /// Optional margin mode (CROSS or ISOLATED) for margin/derivative accounts.
182    pub margin_mode: Option<OKXMarginMode>,
183    /// Enables margin/leverage for SPOT trading when true.
184    pub use_spot_margin: bool,
185}
186
187impl Default for OKXExecClientConfig {
188    fn default() -> Self {
189        Self {
190            api_key: None,
191            api_secret: None,
192            api_passphrase: None,
193            instrument_types: vec![OKXInstrumentType::Spot],
194            contract_types: None,
195            instrument_families: None,
196            base_url_http: None,
197            base_url_ws_private: None,
198            base_url_ws_business: None,
199            http_proxy_url: None,
200            ws_proxy_url: None,
201            is_demo: false,
202            http_timeout_secs: Some(60),
203            use_fills_channel: false,
204            use_mm_mass_cancel: false,
205            max_retries: Some(3),
206            retry_delay_initial_ms: Some(1_000),
207            retry_delay_max_ms: Some(10_000),
208            margin_mode: None,
209            use_spot_margin: false,
210        }
211    }
212}
213
214impl OKXExecClientConfig {
215    /// Creates a new configuration with default settings.
216    #[must_use]
217    pub fn new() -> Self {
218        Self::default()
219    }
220
221    /// Returns `true` when all API credential fields are populated.
222    #[must_use]
223    pub fn has_api_credentials(&self) -> bool {
224        self.api_key.is_some() && self.api_secret.is_some() && self.api_passphrase.is_some()
225    }
226
227    /// Returns the HTTP base URL, falling back to the default when unset.
228    #[must_use]
229    pub fn http_base_url(&self) -> String {
230        self.base_url_http.clone().unwrap_or_else(get_http_base_url)
231    }
232
233    /// Returns the private WebSocket URL, respecting the demo flag and overrides.
234    #[must_use]
235    pub fn ws_private_url(&self) -> String {
236        self.base_url_ws_private
237            .clone()
238            .unwrap_or_else(|| get_ws_base_url_private(self.is_demo))
239    }
240
241    /// Returns the business WebSocket URL, respecting the demo flag and overrides.
242    #[must_use]
243    pub fn ws_business_url(&self) -> String {
244        self.base_url_ws_business
245            .clone()
246            .unwrap_or_else(|| get_ws_base_url_business(self.is_demo))
247    }
248}
nautilus_okx/config.rs

nautilus_okx/
config.rs
