nautilus_kraken/python/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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 from `pyo3`.
17
18#![expect(
19    clippy::missing_errors_doc,
20    reason = "errors documented on underlying Rust methods"
21)]
22
23use nautilus_common::factories::{ClientConfig, DataClientFactory, ExecutionClientFactory};
24use nautilus_core::python::{to_pyruntime_err, to_pyvalue_err};
25use nautilus_system::get_global_pyo3_registry;
26use pyo3::prelude::*;
27
28use crate::{
29    common::{
30        consts::{KRAKEN, KRAKEN_CLIENT_ID, KRAKEN_VENUE},
31        enums::{KrakenEnvironment, KrakenProductType},
32    },
33    config::{KrakenDataClientConfig, KrakenExecutionClientConfig},
34    factories::{KrakenDataClientFactory, KrakenExecutionClientFactory},
35    http::{KrakenFuturesHttpClient, KrakenSpotHttpClient},
36};
37
38pub mod config;
39pub mod factories;
40pub mod http_futures;
41pub mod http_spot;
42
43/// Determines the product type from a Kraken symbol.
44///
45/// Futures symbols have the following prefixes:
46/// - `PI_` - Perpetual Inverse futures (e.g., `PI_XBTUSD`)
47/// - `PF_` - Perpetual Fixed-margin futures (e.g., `PF_XBTUSD`)
48/// - `FI_` - Fixed maturity Inverse futures (e.g., `FI_XBTUSD_230929`)
49/// - `FF_` - Flex futures
50///
51/// All other symbols are considered spot.
52#[pyfunction]
53#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.kraken")]
54#[pyo3(name = "kraken_product_type_from_symbol")]
55fn py_kraken_product_type_from_symbol(symbol: &str) -> KrakenProductType {
56    crate::common::enums::product_type_from_symbol(symbol)
57}
58
59#[expect(clippy::needless_pass_by_value)]
60fn extract_kraken_data_factory(
61    py: Python<'_>,
62    factory: Py<PyAny>,
63) -> PyResult<Box<dyn DataClientFactory>> {
64    match factory.extract::<KrakenDataClientFactory>(py) {
65        Ok(f) => Ok(Box::new(f)),
66        Err(e) => Err(to_pyvalue_err(format!(
67            "Failed to extract KrakenDataClientFactory: {e}"
68        ))),
69    }
70}
71
72#[expect(clippy::needless_pass_by_value)]
73fn extract_kraken_exec_factory(
74    py: Python<'_>,
75    factory: Py<PyAny>,
76) -> PyResult<Box<dyn ExecutionClientFactory>> {
77    match factory.extract::<KrakenExecutionClientFactory>(py) {
78        Ok(f) => Ok(Box::new(f)),
79        Err(e) => Err(to_pyvalue_err(format!(
80            "Failed to extract KrakenExecutionClientFactory: {e}"
81        ))),
82    }
83}
84
85#[expect(clippy::needless_pass_by_value)]
86fn extract_kraken_data_config(
87    py: Python<'_>,
88    config: Py<PyAny>,
89) -> PyResult<Box<dyn ClientConfig>> {
90    match config.extract::<KrakenDataClientConfig>(py) {
91        Ok(c) => Ok(Box::new(c)),
92        Err(e) => Err(to_pyvalue_err(format!(
93            "Failed to extract KrakenDataClientConfig: {e}"
94        ))),
95    }
96}
97
98#[expect(clippy::needless_pass_by_value)]
99fn extract_kraken_exec_config(
100    py: Python<'_>,
101    config: Py<PyAny>,
102) -> PyResult<Box<dyn ClientConfig>> {
103    match config.extract::<KrakenExecutionClientConfig>(py) {
104        Ok(c) => Ok(Box::new(c)),
105        Err(e) => Err(to_pyvalue_err(format!(
106            "Failed to extract KrakenExecutionClientConfig: {e}"
107        ))),
108    }
109}
110
111#[pymodule]
112pub fn kraken(m: &Bound<'_, PyModule>) -> PyResult<()> {
113    m.add(stringify!(KRAKEN), KRAKEN)?;
114    m.add(stringify!(KRAKEN_CLIENT_ID), *KRAKEN_CLIENT_ID)?;
115    m.add(stringify!(KRAKEN_VENUE), *KRAKEN_VENUE)?;
116    m.add_class::<KrakenEnvironment>()?;
117    m.add_class::<KrakenProductType>()?;
118    m.add_class::<KrakenSpotHttpClient>()?;
119    m.add_class::<KrakenFuturesHttpClient>()?;
120    m.add_class::<KrakenDataClientConfig>()?;
121    m.add_class::<KrakenDataClientFactory>()?;
122    m.add_class::<KrakenExecutionClientConfig>()?;
123    m.add_class::<KrakenExecutionClientFactory>()?;
124    m.add_function(wrap_pyfunction!(py_kraken_product_type_from_symbol, m)?)?;
125
126    let registry = get_global_pyo3_registry();
127
128    if let Err(e) =
129        registry.register_factory_extractor(KRAKEN.to_string(), extract_kraken_data_factory)
130    {
131        return Err(to_pyruntime_err(format!(
132            "Failed to register Kraken data factory extractor: {e}"
133        )));
134    }
135
136    if let Err(e) =
137        registry.register_exec_factory_extractor(KRAKEN.to_string(), extract_kraken_exec_factory)
138    {
139        return Err(to_pyruntime_err(format!(
140            "Failed to register Kraken exec factory extractor: {e}"
141        )));
142    }
143
144    if let Err(e) = registry.register_config_extractor(
145        "KrakenDataClientConfig".to_string(),
146        extract_kraken_data_config,
147    ) {
148        return Err(to_pyruntime_err(format!(
149            "Failed to register Kraken data config extractor: {e}"
150        )));
151    }
152
153    if let Err(e) = registry.register_config_extractor(
154        "KrakenExecutionClientConfig".to_string(),
155        extract_kraken_exec_config,
156    ) {
157        return Err(to_pyruntime_err(format!(
158            "Failed to register Kraken exec config extractor: {e}"
159        )));
160    }
161
162    Ok(())
163}
nautilus_kraken/python/mod.rs

nautilus_kraken/python/
mod.rs
