Tardis¶

Tardis crypto market data integration adapter https://tardis.dev/.

This subpackage provides instrument providers, data client configuration, factories, constants, and data loaders for connecting to and interacting with Tardis APIs and the Tardis Machine server.

For convenience, the most commonly used symbols are re-exported at the subpackage’s top level, so downstream code can simply import from nautilus_trader.adapters.tardis.

class TardisCSVDataLoader¶

Bases: object

Loads CSV data in the Tardis format with optional GZip decompression.

This loader automatically decompresses CSV files with a “.gz” extension before parsing the data.

Parameters:

price_precision (int, optional) – The price precision for parsing. If not provided, the precision will be inferred from the data.
size_precision (int, optional) – The size precision for parsing. If not provided, the precision will be inferred from the data.
instrument_id (InstrumentId, optional) – The instrument ID to override in the data. This can be more efficient if the instrument is definitely know (file does not contain mixed instruments), or to maintain consistent symbology (such as BTCUSDT-PERP.BINANCE).

load_deltas(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[OrderBookDelta] | list[OrderBookDelta]¶

Load order book deltas data from the given filepath.

CSV file must be Tardis incremental book L2 format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis trades format).
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[OrderBookDelta] | list[nautilus_pyo3.OrderBookDelta]

References

https://docs.tardis.dev/downloadable-csv-files#incremental_book_l2

load_depth10(filepath: PathLike[str] | str, levels: int, as_legacy_cython: bool = True, limit: int | None = None) → list[OrderBookDepth10] | list[OrderBookDepth10]¶

Load order book depth snapshots from the given filepath.

CSV file must be Tardis book snapshot 5 or snapshot 25 format.

For snapshot 5, levels beyond 5 will be filled with null orders.
For snapshot 25, levels beyond 10 are discarded.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis trades format).
levels (int) – The number of levels in the snapshots CSV data (must be either 5 or 25).
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[OrderBookDepth10] | list[nautilus_pyo3.OrderBookDepth10]

Raises:

ValueError – If levels is not either 5 or 25.

References

https://docs.tardis.dev/downloadable-csv-files#book_snapshot_5 https://docs.tardis.dev/downloadable-csv-files#book_snapshot_25

load_quotes(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[QuoteTick] | list[QuoteTick]¶

Load quote tick data from the given filepath.

CSV file must be Tardis quotes format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[QuoteTick] | list[nautilus_pyo3.QuoteTick]

References

https://docs.tardis.dev/downloadable-csv-files#quotes

load_trades(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[TradeTick] | list[TradeTick]¶

Load trade tick data from the given filepath.

CSV file must be Tardis trades format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[TradeTick] | list[nautilus_pyo3.TradeTick]

References

https://docs.tardis.dev/downloadable-csv-files#trades

load_funding_rates(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[FundingRateUpdate] | list[FundingRateUpdate]¶

Load funding rate updates from Tardis derivative ticker CSV data.

CSV file must be Tardis derivative_ticker format with funding_rate data.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis derivative_ticker format).
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[FundingRateUpdate] | list[nautilus_pyo3.FundingRateUpdate]

References

https://docs.tardis.dev/downloadable-csv-files#derivative_ticker

stream_deltas(filepath: PathLike[str] | str, chunk_size: int = 100000, as_legacy_cython: bool = True, limit: int | None = None) → Generator[list[OrderBookDelta] | list[OrderBookDelta], None, None]¶

Stream order book deltas data from the given filepath in chunks.

CSV file must be Tardis incremental book L2 format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis deltas format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[OrderBookDelta] | list[nautilus_pyo3.OrderBookDelta], None, None] – Yields lists of chunk_size elements of order book deltas.

References

https://docs.tardis.dev/downloadable-csv-files#incremental_book_l2

stream_batched_deltas(filepath: PathLike[str] | str, chunk_size: int = 100000, limit: int | None = None) → Generator[list[OrderBookDeltas], None, None]¶

Stream batched order book deltas data from the given filepath in chunks.

CSV file must be Tardis incremental book L2 format.

The returned data will be legacy Cython objects.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis deltas format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[OrderBookDeltas], None, None] – Yields lists of chunk_size elements of order book deltas.

References

https://docs.tardis.dev/downloadable-csv-files#incremental_book_l2

stream_quotes(filepath: PathLike[str] | str, chunk_size: int = 100000, as_legacy_cython: bool = True, limit: int | None = None) → Generator[list[QuoteTick] | list[QuoteTick], None, None]¶

Stream quote tick data from the given filepath in chunks.

CSV file must be Tardis quotes format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis quotes format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[QuoteTick] | list[nautilus_pyo3.QuoteTick], None, None] – Yields lists of chunk_size elements of quote ticks.

References

https://docs.tardis.dev/downloadable-csv-files#quotes

stream_trades(filepath: PathLike[str] | str, chunk_size: int = 100000, as_legacy_cython: bool = True, limit: int | None = None) → Generator[list[TradeTick] | list[TradeTick], None, None]¶

Stream trade tick data from the given filepath in chunks.

CSV file must be Tardis trades format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis trades format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[TradeTick] | list[nautilus_pyo3.TradeTick], None, None] – Yields lists of chunk_size elements of trade ticks.

References

https://docs.tardis.dev/downloadable-csv-files#trades

stream_depth10(filepath: PathLike[str] | str, levels: int, chunk_size: int = 100000, as_legacy_cython: bool = True, limit: int | None = None) → Generator[list[OrderBookDepth10] | list[OrderBookDepth10], None, None]¶

Stream order book depth snapshots from the given filepath in chunks.

CSV file must be Tardis book snapshot 5 or snapshot 25 format.

For snapshot 5, levels beyond 5 will be filled with null orders.
For snapshot 25, levels beyond 10 are discarded.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis snapshot format).
levels (int) – The number of levels in the snapshots CSV data (must be either 5 or 25).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[OrderBookDepth10] | list[nautilus_pyo3.OrderBookDepth10], None, None] – Yields lists of chunk_size elements of order book depth snapshots.

Raises:

ValueError – If levels is not either 5 or 25.

References

https://docs.tardis.dev/downloadable-csv-files#book_snapshot_5 https://docs.tardis.dev/downloadable-csv-files#book_snapshot_25

stream_funding_rates(filepath: PathLike[str] | str, chunk_size: int = 100000, as_legacy_cython: bool = True, limit: int | None = None) → Generator[list[FundingRateUpdate] | list[FundingRateUpdate], None, None]¶

Stream funding rate updates from Tardis derivative ticker CSV data in chunks.

CSV file must be Tardis derivative_ticker format with funding_rate data.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis derivative_ticker format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[FundingRateUpdate] | list[nautilus_pyo3.FundingRateUpdate], None, None] – Yields lists of chunk_size elements of funding rate updates.

References

https://docs.tardis.dev/downloadable-csv-files#derivative_ticker

class TardisDataClientConfig¶

Bases: LiveDataClientConfig

Configuration for TardisDataClient instances.

Parameters:

api_key (str, optional) – The Tardis API secret key. If None then will source the TARDIS_API_KEY environment variable.
base_url_http (str, optional) – The base url for the Tardis HTTP API. If None then will default to https://api.tardis.dev/v1.
base_url_ws (str, optional) – The base url for the locally running Tardis Machine server. If None then will source the TARDIS_MACHINE_WS_URL.
update_instruments_interval_mins (PositiveInt or None, default 60) – The interval (minutes) between reloading instruments from the venue.
ws_connection_delay_secs (PositiveInt, default 5) – The delay (seconds) prior to main websocket connection to allow initial subscriptions to arrive.

References

See the list of Tardis-supported exchanges https://api.tardis.dev/v1/exchanges.

api_key: str | None¶

base_url_http: str | None¶

base_url_ws: str | None¶

update_instruments_interval_mins: Annotated[int, msgspec.Meta(gt=0)] | None¶

ws_connection_delay_secs: Annotated[int, msgspec.Meta(gt=0)]¶

dict() → dict[str, Any]¶

Return a dictionary representation of the configuration.

Return type:: dict[str, Any]

classmethod fully_qualified_name() → str¶

Return the fully qualified name for the NautilusConfig class.

Return type:: str

References

https://www.python.org/dev/peps/pep-3155/

handle_revised_bars: bool¶

property id: str¶

Return the hashed identifier for the configuration.

Return type:: str

instrument_provider: InstrumentProviderConfig¶

json() → bytes¶

Return serialized JSON encoded bytes.

Return type:: bytes

json_primitives() → dict[str, Any]¶

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type:: dict[str, Any]

classmethod json_schema() → dict[str, Any]¶

Generate a JSON schema for this configuration class.

Return type:: dict[str, Any]

classmethod parse(raw: bytes | str) → Any¶

Return a decoded object of the given cls.

Parameters:

cls (type) – The type to decode to.
raw (bytes or str) – The raw bytes or JSON string to decode.

Return type:

Any

routing: RoutingConfig¶

validate() → bool¶

Return whether the configuration can be represented as valid JSON.

Return type:: bool

class TardisInstrumentProvider¶

Bases: InstrumentProvider

Provides Nautilus instrument definitions from Tardis.

Parameters:

client (TardisHttpClient) – The Tardis HTTP client.
config (InstrumentProviderConfig, optional) – The instrument provider configuration, by default None.

async load_all_async(filters: dict | None = None) → None¶: Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None¶

Load the instruments for the given IDs into the provider, optionally applying the given filters.

The default implementation calls load_all_async (since many venue APIs only support bulk fetches) and then filters the provider to retain only the requested instruments plus any previously loaded ones.

Subclasses with per-instrument fetch capability should override this method.

Parameters:

instrument_ids (list[InstrumentId]) – The instrument IDs to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None¶

Load the instrument for the given ID into the provider asynchronously, optionally applying the given filters.

The default implementation delegates to load_ids_async. Subclasses with per-instrument fetch capability should override this method.

Parameters:

instrument_id (InstrumentId) – The instrument ID to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

add(instrument: Instrument) → None¶

Add the given instrument to the provider.

Parameters:: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None¶

Add the given instruments bulk to the provider.

Parameters:: instruments (list[Instrument]) – The instruments to add.

add_currency(currency: Currency) → None¶

Add the given currency to the provider.

Parameters:: currency (Currency) – The currency to add.

property count: int¶

Return the count of instruments held by the provider.

Return type:: int

currencies() → dict[str, Currency]¶

Return all currencies held by the instrument provider.

Return type:: dict[str, Currency]

currency(code: str) → Currency | None¶

Return the currency with the given code (if found).

Parameters:: code (str) – The currency code.
Return type:: Currency or None
Raises:: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None¶

Return the instrument for the given instrument ID (if found).

Parameters:: instrument_id (InstrumentId) – The ID for the instrument
Return type:: Instrument or None

get_all() → dict[InstrumentId, Instrument]¶

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

Return type:: dict[InstrumentId, Instrument]

async initialize(reload: bool = False) → None¶

Initialize the instrument provider.

Parameters:: reload (bool, default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

list_all() → list[Instrument]¶

Return all loaded instruments.

Return type:: list[Instrument]

load(instrument_id: InstrumentId, filters: dict | None = None) → None¶

Load the instrument for the given ID into the provider, optionally applying the given filters.

Parameters:

instrument_id (InstrumentId) – The instrument ID to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None¶

Load the latest instruments into the provider, optionally applying the given filters.

Parameters:: filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None¶

Load the instruments for the given IDs into the provider, optionally applying the given filters.

Parameters:

instrument_ids (list[InstrumentId]) – The instrument IDs to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

class TardisLiveDataClientFactory¶

Bases: LiveDataClientFactory

Provides a Tardis live data client factory.

static create(loop: AbstractEventLoop, name: str, config: TardisDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → TardisDataClient¶

Create a new Tardis data client.

Parameters:

loop (asyncio.AbstractEventLoop) – The event loop for the client.
name (str) – The custom client ID.
config (TardisDataClientConfig) – The client configuration.
msgbus (MessageBus) – The message bus for the client.
cache (Cache) – The cache for the client.
clock (LiveClock) – The clock for the instrument provider.

Return type:

TardisDataClient

get_tardis_http_client(api_key: str | None = None, base_url: str | None = None, timeout_secs: int = 60) → TardisHttpClient¶

Cache and return a Tardis HTTP client with the given key and secret.

If a cached client with matching key and secret already exists, then that cached client will be returned.

Parameters:

api_key (str, optional) – The Tardis API key for the client.
base_url (str, optional) – The base URL for the API endpoints.
timeout_secs (int, default 60) – The timeout (seconds) for HTTP requests to Tardis.

Return type:

TardisHttpClient

get_tardis_instrument_provider(client: TardisHttpClient, config: InstrumentProviderConfig) → TardisInstrumentProvider¶

Cache and return a Tardis instrument provider.

If a cached provider already exists, then that provider will be returned.

Parameters:

client (TardisHttpClient) – The client for the instrument provider.
config (InstrumentProviderConfig) – The configuration for the instrument provider.

Return type:

TardisInstrumentProvider

Loaders¶

class TardisCSVDataLoader¶

Bases: object

Loads CSV data in the Tardis format with optional GZip decompression.

This loader automatically decompresses CSV files with a “.gz” extension before parsing the data.

Parameters:

price_precision (int, optional) – The price precision for parsing. If not provided, the precision will be inferred from the data.
size_precision (int, optional) – The size precision for parsing. If not provided, the precision will be inferred from the data.
instrument_id (InstrumentId, optional) – The instrument ID to override in the data. This can be more efficient if the instrument is definitely know (file does not contain mixed instruments), or to maintain consistent symbology (such as BTCUSDT-PERP.BINANCE).

load_deltas(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[OrderBookDelta] | list[OrderBookDelta]¶

Load order book deltas data from the given filepath.

CSV file must be Tardis incremental book L2 format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis trades format).
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[OrderBookDelta] | list[nautilus_pyo3.OrderBookDelta]

References

https://docs.tardis.dev/downloadable-csv-files#incremental_book_l2

load_depth10(filepath: PathLike[str] | str, levels: int, as_legacy_cython: bool = True, limit: int | None = None) → list[OrderBookDepth10] | list[OrderBookDepth10]¶

Load order book depth snapshots from the given filepath.

CSV file must be Tardis book snapshot 5 or snapshot 25 format.

For snapshot 5, levels beyond 5 will be filled with null orders.
For snapshot 25, levels beyond 10 are discarded.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis trades format).
levels (int) – The number of levels in the snapshots CSV data (must be either 5 or 25).
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[OrderBookDepth10] | list[nautilus_pyo3.OrderBookDepth10]

Raises:

ValueError – If levels is not either 5 or 25.

References

https://docs.tardis.dev/downloadable-csv-files#book_snapshot_5 https://docs.tardis.dev/downloadable-csv-files#book_snapshot_25

load_quotes(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[QuoteTick] | list[QuoteTick]¶

Load quote tick data from the given filepath.

CSV file must be Tardis quotes format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[QuoteTick] | list[nautilus_pyo3.QuoteTick]

References

https://docs.tardis.dev/downloadable-csv-files#quotes

load_trades(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[TradeTick] | list[TradeTick]¶

Load trade tick data from the given filepath.

CSV file must be Tardis trades format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[TradeTick] | list[nautilus_pyo3.TradeTick]

References

https://docs.tardis.dev/downloadable-csv-files#trades

load_funding_rates(filepath: PathLike[str] | str, as_legacy_cython: bool = True, limit: int | None = None) → list[FundingRateUpdate] | list[FundingRateUpdate]¶

Load funding rate updates from Tardis derivative ticker CSV data.

CSV file must be Tardis derivative_ticker format with funding_rate data.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis derivative_ticker format).
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects. You would typically only set this False if passing the objects directly to a data catalog for the data to then be written in Nautilus Parquet format.
limit (int, optional) – The limit for the number of records to read.

Return type:

list[FundingRateUpdate] | list[nautilus_pyo3.FundingRateUpdate]

References

https://docs.tardis.dev/downloadable-csv-files#derivative_ticker

Stream order book deltas data from the given filepath in chunks.

CSV file must be Tardis incremental book L2 format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis deltas format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[OrderBookDelta] | list[nautilus_pyo3.OrderBookDelta], None, None] – Yields lists of chunk_size elements of order book deltas.

References

https://docs.tardis.dev/downloadable-csv-files#incremental_book_l2

stream_batched_deltas(filepath: PathLike[str] | str, chunk_size: int = 100000, limit: int | None = None) → Generator[list[OrderBookDeltas], None, None]¶

Stream batched order book deltas data from the given filepath in chunks.

CSV file must be Tardis incremental book L2 format.

The returned data will be legacy Cython objects.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis deltas format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[OrderBookDeltas], None, None] – Yields lists of chunk_size elements of order book deltas.

References

https://docs.tardis.dev/downloadable-csv-files#incremental_book_l2

Stream quote tick data from the given filepath in chunks.

CSV file must be Tardis quotes format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis quotes format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[QuoteTick] | list[nautilus_pyo3.QuoteTick], None, None] – Yields lists of chunk_size elements of quote ticks.

References

https://docs.tardis.dev/downloadable-csv-files#quotes

Stream trade tick data from the given filepath in chunks.

CSV file must be Tardis trades format.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis trades format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[TradeTick] | list[nautilus_pyo3.TradeTick], None, None] – Yields lists of chunk_size elements of trade ticks.

References

https://docs.tardis.dev/downloadable-csv-files#trades

Stream order book depth snapshots from the given filepath in chunks.

CSV file must be Tardis book snapshot 5 or snapshot 25 format.

For snapshot 5, levels beyond 5 will be filled with null orders.
For snapshot 25, levels beyond 10 are discarded.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis snapshot format).
levels (int) – The number of levels in the snapshots CSV data (must be either 5 or 25).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[OrderBookDepth10] | list[nautilus_pyo3.OrderBookDepth10], None, None] – Yields lists of chunk_size elements of order book depth snapshots.

Raises:

ValueError – If levels is not either 5 or 25.

References

https://docs.tardis.dev/downloadable-csv-files#book_snapshot_5 https://docs.tardis.dev/downloadable-csv-files#book_snapshot_25

Stream funding rate updates from Tardis derivative ticker CSV data in chunks.

CSV file must be Tardis derivative_ticker format with funding_rate data.

Parameters:

filepath (PathLike[str] | str) – The path for the CSV data file (must be Tardis derivative_ticker format).
chunk_size (int, default 100_000) – The number of records to read per chunk.
as_legacy_cython (bool, True) – If data should be converted to ‘legacy Cython’ objects.
limit (int | None, default None) – The maximum number of records to process. If None, all records are processed.

Yields:

Generator[list[FundingRateUpdate] | list[nautilus_pyo3.FundingRateUpdate], None, None] – Yields lists of chunk_size elements of funding rate updates.

References

https://docs.tardis.dev/downloadable-csv-files#derivative_ticker

Config¶

class TardisDataClientConfig¶

Bases: LiveDataClientConfig

Configuration for TardisDataClient instances.

Parameters:

api_key (str, optional) – The Tardis API secret key. If None then will source the TARDIS_API_KEY environment variable.
base_url_http (str, optional) – The base url for the Tardis HTTP API. If None then will default to https://api.tardis.dev/v1.
base_url_ws (str, optional) – The base url for the locally running Tardis Machine server. If None then will source the TARDIS_MACHINE_WS_URL.
update_instruments_interval_mins (PositiveInt or None, default 60) – The interval (minutes) between reloading instruments from the venue.
ws_connection_delay_secs (PositiveInt, default 5) – The delay (seconds) prior to main websocket connection to allow initial subscriptions to arrive.

References

See the list of Tardis-supported exchanges https://api.tardis.dev/v1/exchanges.

api_key: str | None¶

base_url_http: str | None¶

base_url_ws: str | None¶

update_instruments_interval_mins: Annotated[int, msgspec.Meta(gt=0)] | None¶

ws_connection_delay_secs: Annotated[int, msgspec.Meta(gt=0)]¶

dict() → dict[str, Any]¶

Return a dictionary representation of the configuration.

Return type:: dict[str, Any]

classmethod fully_qualified_name() → str¶

Return the fully qualified name for the NautilusConfig class.

Return type:: str

References

https://www.python.org/dev/peps/pep-3155/

handle_revised_bars: bool¶

property id: str¶

Return the hashed identifier for the configuration.

Return type:: str

instrument_provider: InstrumentProviderConfig¶

json() → bytes¶

Return serialized JSON encoded bytes.

Return type:: bytes

json_primitives() → dict[str, Any]¶

Return a dictionary representation of the configuration with JSON primitive types as values.

Return type:: dict[str, Any]

classmethod json_schema() → dict[str, Any]¶

Generate a JSON schema for this configuration class.

Return type:: dict[str, Any]

classmethod parse(raw: bytes | str) → Any¶

Return a decoded object of the given cls.

Parameters:

cls (type) – The type to decode to.
raw (bytes or str) – The raw bytes or JSON string to decode.

Return type:

Any

routing: RoutingConfig¶

validate() → bool¶

Return whether the configuration can be represented as valid JSON.

Return type:: bool

Providers¶

class TardisInstrumentProvider¶

Bases: InstrumentProvider

Provides Nautilus instrument definitions from Tardis.

Parameters:

client (TardisHttpClient) – The Tardis HTTP client.
config (InstrumentProviderConfig, optional) – The instrument provider configuration, by default None.

async load_all_async(filters: dict | None = None) → None¶: Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None¶

Load the instruments for the given IDs into the provider, optionally applying the given filters.

Subclasses with per-instrument fetch capability should override this method.

Parameters:

instrument_ids (list[InstrumentId]) – The instrument IDs to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None¶

Load the instrument for the given ID into the provider asynchronously, optionally applying the given filters.

The default implementation delegates to load_ids_async. Subclasses with per-instrument fetch capability should override this method.

Parameters:

instrument_id (InstrumentId) – The instrument ID to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

add(instrument: Instrument) → None¶

Add the given instrument to the provider.

Parameters:: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None¶

Add the given instruments bulk to the provider.

Parameters:: instruments (list[Instrument]) – The instruments to add.

add_currency(currency: Currency) → None¶

Add the given currency to the provider.

Parameters:: currency (Currency) – The currency to add.

property count: int¶

Return the count of instruments held by the provider.

Return type:: int

currencies() → dict[str, Currency]¶

Return all currencies held by the instrument provider.

Return type:: dict[str, Currency]

currency(code: str) → Currency | None¶

Return the currency with the given code (if found).

Parameters:: code (str) – The currency code.
Return type:: Currency or None
Raises:: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None¶

Return the instrument for the given instrument ID (if found).

Parameters:: instrument_id (InstrumentId) – The ID for the instrument
Return type:: Instrument or None

get_all() → dict[InstrumentId, Instrument]¶

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

Return type:: dict[InstrumentId, Instrument]

async initialize(reload: bool = False) → None¶

Initialize the instrument provider.

Parameters:: reload (bool, default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

list_all() → list[Instrument]¶

Return all loaded instruments.

Return type:: list[Instrument]

load(instrument_id: InstrumentId, filters: dict | None = None) → None¶

Load the instrument for the given ID into the provider, optionally applying the given filters.

Parameters:

instrument_id (InstrumentId) – The instrument ID to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None¶

Load the latest instruments into the provider, optionally applying the given filters.

Parameters:: filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None¶

Load the instruments for the given IDs into the provider, optionally applying the given filters.

Parameters:

instrument_ids (list[InstrumentId]) – The instrument IDs to load.
filters (frozendict[str, Any] or dict[str, Any], optional) – The venue specific instrument loading filters to apply.

Factories¶

get_tardis_http_client(api_key: str | None = None, base_url: str | None = None, timeout_secs: int = 60) → TardisHttpClient¶

Cache and return a Tardis HTTP client with the given key and secret.

If a cached client with matching key and secret already exists, then that cached client will be returned.

Parameters:

api_key (str, optional) – The Tardis API key for the client.
base_url (str, optional) – The base URL for the API endpoints.
timeout_secs (int, default 60) – The timeout (seconds) for HTTP requests to Tardis.

Return type:

TardisHttpClient

get_tardis_instrument_provider(client: TardisHttpClient, config: InstrumentProviderConfig) → TardisInstrumentProvider¶

Cache and return a Tardis instrument provider.

If a cached provider already exists, then that provider will be returned.

Parameters:

client (TardisHttpClient) – The client for the instrument provider.
config (InstrumentProviderConfig) – The configuration for the instrument provider.

Return type:

TardisInstrumentProvider

class TardisLiveDataClientFactory¶

Bases: LiveDataClientFactory

Provides a Tardis live data client factory.

static create(loop: AbstractEventLoop, name: str, config: TardisDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → TardisDataClient¶

Create a new Tardis data client.

Parameters:

loop (asyncio.AbstractEventLoop) – The event loop for the client.
name (str) – The custom client ID.
config (TardisDataClientConfig) – The client configuration.
msgbus (MessageBus) – The message bus for the client.
cache (Cache) – The cache for the client.
clock (LiveClock) – The clock for the instrument provider.

Return type:

TardisDataClient

Data¶

class TardisDataClient¶

Bases: LiveMarketDataClient

Provides a data client for the Tardis data provider.

Both instrument metadata HTTP API and Tardis Machine API are leveraged to provide historical data for requests, and live data feeds based on subscriptions.

Parameters:

loop (asyncio.AbstractEventLoop) – The event loop for the client.
msgbus (MessageBus) – The message bus for the client.
cache (Cache) – The cache for the client.
clock (LiveClock) – The clock for the client.
instrument_provider (TardisInstrumentProvider) – The instrument provider.
config (TardisDataClientConfig) – The configuration for the client.
name (str, optional) – The custom client ID.

async cancel_pending_tasks(timeout_secs: float = 5.0) → None¶

Cancel all pending tasks and await their cancellation.

Parameters:: timeout_secs (float, default 5.0) – The timeout in seconds to wait for tasks to cancel.

connect() → None¶: Connect the client.

create_task(coro: Coroutine, log_msg: str | None = None, actions: Callable | None = None, success_msg: str | None = None, success_color: LogColor = <LogColor.NORMAL: 0>) → Task | None¶

Run the given coroutine with error handling and optional callback actions when done.

Parameters:

coro (Coroutine) – The coroutine to run.
log_msg (str, optional) – The log message for the task.
actions (Callable, optional) – The actions callback to run when the coroutine is done.
success_msg (str, optional) – The log message to write on actions success.
success_color (LogColor, default NORMAL) – The log message color for actions success.

Return type:

asyncio.Task

degrade(self) → void¶

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None¶: Disconnect the client.

dispose(self) → void¶

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void¶

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str¶

Return the fully qualified name for the components class.

Return type:: str

References

https://www.python.org/dev/peps/pep-3155/

id¶

The components ID.

Returns:: ComponentId

is_connected¶

If the client is connected.

Returns:: bool

is_degraded¶

bool

Return whether the current component state is DEGRADED.

Return type:: bool
Type:: Component.is_degraded

is_disposed¶

bool

Return whether the current component state is DISPOSED.

Return type:: bool
Type:: Component.is_disposed

is_faulted¶

bool

Return whether the current component state is FAULTED.

Return type:: bool
Type:: Component.is_faulted

is_initialized¶

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

Return type:: bool
Type:: Component.is_initialized

is_running¶

bool

Return whether the current component state is RUNNING.

Return type:: bool
Type:: Component.is_running

is_stopped¶

bool

Return whether the current component state is STOPPED.

Return type:: bool
Type:: Component.is_stopped

request(self, RequestData request) → void¶

Request data for the given data type.

Parameters:: request (RequestData) – The message for the data request.

request_bars(self, RequestBars request) → void¶

Request historical Bar data. To load historical data from a catalog, you can pass a list[DataCatalogConfig] to the TradingNodeConfig or the BacktestEngineConfig.

Parameters:: request (RequestBars) – The message for the data request.

request_funding_rates(self, RequestFundingRates request) → void¶

Request historical FundingRateUpdate data.

Parameters:: request (RequestFundingRates) – The message for the data request.

request_instrument(self, RequestInstrument request) → void¶

Request Instrument data for the given instrument ID.

Parameters:: request (RequestInstrument) – The message for the data request.

request_instruments(self, RequestInstruments request) → void¶

Request all Instrument data for the given venue.

Parameters:: request (RequestInstruments) – The message for the data request.

request_order_book_deltas(self, RequestOrderBookDeltas request) → void¶

Request historical OrderBookDeltas data.

Parameters:: request (RequestOrderBookDeltas) – The message for the data request.

request_order_book_depth(request: RequestOrderBookDepth) → None¶

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void¶

Request order book snapshot data.

Parameters:: request (RequestOrderBookSnapshot) – The message for the data request.

request_quote_ticks(self, RequestQuoteTicks request) → void¶

Request historical QuoteTick data.

Parameters:: request (RequestQuoteTicks) – The message for the data request.

request_trade_ticks(self, RequestTradeTicks request) → void¶

Request historical TradeTick data.

Parameters:: request (RequestTradeTicks) – The message for the data request.

reset(self) → void¶

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void¶

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None¶

Run the given coroutine after a delay.

Parameters:

delay (float) – The delay (seconds) before running the coroutine.
coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void¶

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

Parameters:: reason (str, optional) – The reason for issuing the shutdown command.

start(self) → void¶

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state¶

ComponentState

Return the components current state.

Return type:: ComponentState
Type:: Component.state

stop(self) → void¶

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

Warning

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe(self, SubscribeData command) → void¶

Subscribe to data for the given data type.

Parameters:

data_type (DataType) – The data type for the subscription.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_bars(self, SubscribeBars command) → void¶

Subscribe to Bar data for the given bar type.

Parameters:

bar_type (BarType) – The bar type to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_funding_rates(self, SubscribeFundingRates command) → void¶

Subscribe to FundingRateUpdate data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_index_prices(self, SubscribeIndexPrices command) → void¶

Subscribe to IndexPriceUpdate data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_instrument(self, SubscribeInstrument command) → void¶

Subscribe to the Instrument with the given instrument ID.

Parameters:: params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_instrument_close(self, SubscribeInstrumentClose command) → void¶

Subscribe to InstrumentClose updates for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_instrument_status(self, SubscribeInstrumentStatus command) → void¶

Subscribe to InstrumentStatus data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_instruments(self, SubscribeInstruments command) → void¶

Subscribe to all Instrument data.

Parameters:: params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_mark_prices(self, SubscribeMarkPrices command) → void¶

Subscribe to MarkPriceUpdate data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_order_book_deltas(self, SubscribeOrderBook command) → void¶

Subscribe to OrderBookDeltas data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The order book instrument to subscribe to.
book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book type.
depth (int, optional, default None) – The maximum depth for the subscription.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_order_book_depth(self, SubscribeOrderBook command) → void¶

Subscribe to OrderBookDepth10 data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The order book instrument to subscribe to.
depth (int, optional) – The maximum depth for the order book (defaults to 10).
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_quote_ticks(self, SubscribeQuoteTicks command) → void¶

Subscribe to QuoteTick data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribe_trade_ticks(self, SubscribeTradeTicks command) → void¶

Subscribe to TradeTick data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

subscribed_bars(self) → list¶

Return the bar types subscribed to.

Return type:: list[BarType]

subscribed_custom_data(self) → list¶

Return the custom data types subscribed to.

Return type:: list[DataType]

subscribed_funding_rates(self) → list¶

Return the funding rate update instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_index_prices(self) → list¶

Return the index price update instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_instrument_close(self) → list¶

Return the instrument closes subscribed to.

Return type:: list[InstrumentId]

subscribed_instrument_status(self) → list¶

Return the status update instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_instruments(self) → list¶

Return the instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_mark_prices(self) → list¶

Return the mark price update instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_order_book_deltas(self) → list¶

Return the order book delta instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_order_book_depth(self) → list¶

Return the order book depth instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_quote_ticks(self) → list¶

Return the quote tick instruments subscribed to.

Return type:: list[InstrumentId]

subscribed_trade_ticks(self) → list¶

Return the trade tick instruments subscribed to.

Return type:: list[InstrumentId]

trader_id¶

The trader ID associated with the component.

Returns:: TraderId

type¶

The components type.

Returns:: type

unsubscribe(self, UnsubscribeData command) → void¶

Unsubscribe from data for the given data type.

Parameters:

data_type (DataType) – The data type for the subscription.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_bars(self, UnsubscribeBars command) → void¶

Unsubscribe from Bar data for the given bar type.

Parameters:

bar_type (BarType) – The bar type to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_funding_rates(self, UnsubscribeFundingRates command) → void¶

Unsubscribe from FundingRateUpdate data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_index_prices(self, UnsubscribeIndexPrices command) → void¶

Unsubscribe from IndexPriceUpdate data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_instrument(self, UnsubscribeInstrument command) → void¶

Unsubscribe from Instrument data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_instrument_close(self, UnsubscribeInstrumentClose command) → void¶

Unsubscribe from InstrumentClose data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_instrument_status(self, UnsubscribeInstrumentStatus command) → void¶

Unsubscribe from InstrumentStatus data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_instruments(self, UnsubscribeInstruments command) → void¶

Unsubscribe from all Instrument data.

Parameters:: params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_mark_prices(self, UnsubscribeMarkPrices command) → void¶

Unsubscribe from MarkPriceUpdate data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The instrument to subscribe to.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_order_book_deltas(self, UnsubscribeOrderBook command) → void¶

Unsubscribe from OrderBookDeltas data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_order_book_depth(self, UnsubscribeOrderBook command) → void¶

Unsubscribe from OrderBookDepth10 data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_quote_ticks(self, UnsubscribeQuoteTicks command) → void¶

Unsubscribe from QuoteTick data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

unsubscribe_trade_ticks(self, UnsubscribeTradeTicks command) → void¶

Unsubscribe from TradeTick data for the given instrument ID.

Parameters:

instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
params (dict[str, Any], optional) – Additional params for the subscription.

venue¶

The clients venue ID (if applicable).

Returns:: Venue or None