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 nautilus_model::identifiers::{AccountId, TraderId};
19
20use crate::common::{
21 enums::{OKXContractType, OKXInstrumentType, OKXMarginMode, OKXVipLevel},
22 urls::{
23 get_http_base_url, get_ws_base_url_business, get_ws_base_url_private,
24 get_ws_base_url_public,
25 },
26};
27
28/// Configuration for the OKX data client.
29#[derive(Clone, Debug)]
30pub struct OKXDataClientConfig {
31 /// Optional API key for authenticated endpoints.
32 pub api_key: Option<String>,
33 /// Optional API secret for authenticated endpoints.
34 pub api_secret: Option<String>,
35 /// Optional API passphrase for authenticated endpoints.
36 pub api_passphrase: Option<String>,
37 /// Instrument types to load and subscribe to.
38 pub instrument_types: Vec<OKXInstrumentType>,
39 /// Contract type filter applied to loaded instruments.
40 pub contract_types: Option<Vec<OKXContractType>>,
41 /// Instrument families to load (e.g., "BTC-USD", "ETH-USD").
42 /// Required for OPTIONS. Optional for FUTURES/SWAP. Not applicable for SPOT/MARGIN.
43 pub instrument_families: Option<Vec<String>>,
44 /// Optional override for the HTTP base URL.
45 pub base_url_http: Option<String>,
46 /// Optional override for the public WebSocket URL.
47 pub base_url_ws_public: Option<String>,
48 /// Optional override for the business WebSocket URL.
49 pub base_url_ws_business: Option<String>,
50 /// Optional HTTP proxy URL.
51 pub http_proxy_url: Option<String>,
52 /// Optional WebSocket proxy URL.
53 ///
54 /// Note: WebSocket proxy support is not yet implemented. This field is reserved
55 /// for future functionality. Use `http_proxy_url` for REST API proxy support.
56 pub ws_proxy_url: Option<String>,
57 /// When true the client will use OKX demo endpoints.
58 pub is_demo: bool,
59 /// Optional HTTP timeout in seconds.
60 pub http_timeout_secs: Option<u64>,
61 /// Optional maximum retry attempts for requests.
62 pub max_retries: Option<u32>,
63 /// Optional initial retry delay in milliseconds.
64 pub retry_delay_initial_ms: Option<u64>,
65 /// Optional maximum retry delay in milliseconds.
66 pub retry_delay_max_ms: Option<u64>,
67 /// Optional interval for refreshing instruments.
68 pub update_instruments_interval_mins: Option<u64>,
69 /// Optional VIP level that unlocks additional subscriptions.
70 pub vip_level: Option<OKXVipLevel>,
71}
72
73impl Default for OKXDataClientConfig {
74 fn default() -> Self {
75 Self {
76 api_key: None,
77 api_secret: None,
78 api_passphrase: None,
79 instrument_types: vec![OKXInstrumentType::Spot],
80 contract_types: None,
81 instrument_families: None,
82 base_url_http: None,
83 base_url_ws_public: None,
84 base_url_ws_business: None,
85 http_proxy_url: None,
86 ws_proxy_url: None,
87 is_demo: false,
88 http_timeout_secs: Some(60),
89 max_retries: Some(3),
90 retry_delay_initial_ms: Some(1_000),
91 retry_delay_max_ms: Some(10_000),
92 update_instruments_interval_mins: Some(60),
93 vip_level: None,
94 }
95 }
96}
97
98impl OKXDataClientConfig {
99 /// Creates a new configuration with default settings.
100 #[must_use]
101 pub fn new() -> Self {
102 Self::default()
103 }
104
105 /// Returns `true` when all API credential fields are available (in config or env vars).
106 #[must_use]
107 pub fn has_api_credentials(&self) -> bool {
108 let has_key = self.api_key.is_some() || std::env::var("OKX_API_KEY").is_ok();
109 let has_secret = self.api_secret.is_some() || std::env::var("OKX_API_SECRET").is_ok();
110 let has_passphrase =
111 self.api_passphrase.is_some() || std::env::var("OKX_API_PASSPHRASE").is_ok();
112 has_key && has_secret && has_passphrase
113 }
114
115 /// Returns the HTTP base URL, falling back to the default when unset.
116 #[must_use]
117 pub fn http_base_url(&self) -> String {
118 self.base_url_http.clone().unwrap_or_else(get_http_base_url)
119 }
120
121 /// Returns the public WebSocket URL, respecting the demo flag and overrides.
122 #[must_use]
123 pub fn ws_public_url(&self) -> String {
124 self.base_url_ws_public
125 .clone()
126 .unwrap_or_else(|| get_ws_base_url_public(self.is_demo))
127 }
128
129 /// Returns the business WebSocket URL, respecting the demo flag and overrides.
130 #[must_use]
131 pub fn ws_business_url(&self) -> String {
132 self.base_url_ws_business
133 .clone()
134 .unwrap_or_else(|| get_ws_base_url_business(self.is_demo))
135 }
136
137 /// Returns `true` when the business WebSocket should be instantiated.
138 #[must_use]
139 pub fn requires_business_ws(&self) -> bool {
140 self.has_api_credentials()
141 }
142}
143
144/// Configuration for the OKX execution client.
145#[derive(Clone, Debug)]
146pub struct OKXExecClientConfig {
147 /// The trader ID for the client.
148 pub trader_id: TraderId,
149 /// The account ID for the client.
150 pub account_id: AccountId,
151 /// Optional API key for authenticated endpoints.
152 pub api_key: Option<String>,
153 /// Optional API secret for authenticated endpoints.
154 pub api_secret: Option<String>,
155 /// Optional API passphrase for authenticated endpoints.
156 pub api_passphrase: Option<String>,
157 /// Instrument types the execution client should support.
158 pub instrument_types: Vec<OKXInstrumentType>,
159 /// Contract type filter applied to operations.
160 pub contract_types: Option<Vec<OKXContractType>>,
161 /// Instrument families to load (e.g., "BTC-USD", "ETH-USD").
162 /// Required for OPTIONS. Optional for FUTURES/SWAP. Not applicable for SPOT/MARGIN.
163 pub instrument_families: Option<Vec<String>>,
164 /// Optional override for the HTTP base URL.
165 pub base_url_http: Option<String>,
166 /// Optional override for the private WebSocket URL.
167 pub base_url_ws_private: Option<String>,
168 /// Optional override for the business WebSocket URL.
169 pub base_url_ws_business: Option<String>,
170 /// Optional HTTP proxy URL.
171 pub http_proxy_url: Option<String>,
172 /// Optional WebSocket proxy URL.
173 ///
174 /// Note: WebSocket proxy support is not yet implemented. This field is reserved
175 /// for future functionality. Use `http_proxy_url` for REST API proxy support.
176 pub ws_proxy_url: Option<String>,
177 /// When true the client will use OKX demo endpoints.
178 pub is_demo: bool,
179 /// Optional HTTP timeout in seconds.
180 pub http_timeout_secs: Option<u64>,
181 /// Enables consumption of the fills WebSocket channel when true.
182 pub use_fills_channel: bool,
183 /// Enables mass-cancel support when true.
184 pub use_mm_mass_cancel: bool,
185 /// Optional maximum retry attempts for requests.
186 pub max_retries: Option<u32>,
187 /// Optional initial retry delay in milliseconds.
188 pub retry_delay_initial_ms: Option<u64>,
189 /// Optional maximum retry delay in milliseconds.
190 pub retry_delay_max_ms: Option<u64>,
191 /// Optional margin mode (CROSS or ISOLATED) for margin/derivative accounts.
192 pub margin_mode: Option<OKXMarginMode>,
193 /// Enables margin/leverage for SPOT trading when true.
194 pub use_spot_margin: bool,
195}
196
197impl Default for OKXExecClientConfig {
198 fn default() -> Self {
199 Self {
200 trader_id: TraderId::from("TRADER-001"),
201 account_id: AccountId::from("OKX-001"),
202 api_key: None,
203 api_secret: None,
204 api_passphrase: None,
205 instrument_types: vec![OKXInstrumentType::Spot],
206 contract_types: None,
207 instrument_families: None,
208 base_url_http: None,
209 base_url_ws_private: None,
210 base_url_ws_business: None,
211 http_proxy_url: None,
212 ws_proxy_url: None,
213 is_demo: false,
214 http_timeout_secs: Some(60),
215 use_fills_channel: false,
216 use_mm_mass_cancel: false,
217 max_retries: Some(3),
218 retry_delay_initial_ms: Some(1_000),
219 retry_delay_max_ms: Some(10_000),
220 margin_mode: None,
221 use_spot_margin: false,
222 }
223 }
224}
225
226impl OKXExecClientConfig {
227 /// Creates a new configuration with default settings.
228 #[must_use]
229 pub fn new() -> Self {
230 Self::default()
231 }
232
233 /// Returns `true` when all API credential fields are available (in config or env vars).
234 #[must_use]
235 pub fn has_api_credentials(&self) -> bool {
236 let has_key = self.api_key.is_some() || std::env::var("OKX_API_KEY").is_ok();
237 let has_secret = self.api_secret.is_some() || std::env::var("OKX_API_SECRET").is_ok();
238 let has_passphrase =
239 self.api_passphrase.is_some() || std::env::var("OKX_API_PASSPHRASE").is_ok();
240 has_key && has_secret && has_passphrase
241 }
242
243 /// Returns the HTTP base URL, falling back to the default when unset.
244 #[must_use]
245 pub fn http_base_url(&self) -> String {
246 self.base_url_http.clone().unwrap_or_else(get_http_base_url)
247 }
248
249 /// Returns the private WebSocket URL, respecting the demo flag and overrides.
250 #[must_use]
251 pub fn ws_private_url(&self) -> String {
252 self.base_url_ws_private
253 .clone()
254 .unwrap_or_else(|| get_ws_base_url_private(self.is_demo))
255 }
256
257 /// Returns the business WebSocket URL, respecting the demo flag and overrides.
258 #[must_use]
259 pub fn ws_business_url(&self) -> String {
260 self.base_url_ws_business
261 .clone()
262 .unwrap_or_else(|| get_ws_base_url_business(self.is_demo))
263 }
264}