nautilus-binance 0.58.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Binance adapter configuration structures.

use std::{any::Any, collections::HashMap};

use nautilus_common::factories::ClientConfig;
use nautilus_model::identifiers::{AccountId, TraderId};
use nautilus_network::websocket::TransportBackend;
use rust_decimal::Decimal;
use serde::{Deserialize, Serialize};

use crate::common::enums::{BinanceEnvironment, BinanceMarginType, BinanceProductType};

/// Spot market-data transport mode.
#[derive(Debug, Clone, Copy, Default, PartialEq, Eq, Serialize, Deserialize)]
#[cfg_attr(
    feature = "python",
    pyo3::pyclass(
        module = "nautilus_trader.core.nautilus_pyo3.binance",
        eq,
        from_py_object
    )
)]
#[cfg_attr(
    feature = "python",
    pyo3_stub_gen::derive::gen_stub_pyclass_enum(module = "nautilus_trader.adapters.binance")
)]
pub enum BinanceSpotMarketDataMode {
    #[default]
    /// Spot SBE streams (requires Ed25519 credentials).
    Sbe,
    /// Force Spot public JSON streams (does not require credentials).
    Json,
}

/// Configuration for Binance data client.
///
/// Ed25519 API keys are required for SBE WebSocket streams.
#[derive(Debug, Clone, Serialize, Deserialize, bon::Builder)]
#[serde(default, deny_unknown_fields)]
#[cfg_attr(
    feature = "python",
    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.binance", from_py_object)
)]
#[cfg_attr(
    feature = "python",
    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.adapters.binance")
)]
pub struct BinanceDataClientConfig {
    /// Product type to subscribe to.
    #[builder(default = BinanceProductType::Spot)]
    pub product_type: BinanceProductType,
    /// Environment (live, testnet, or demo).
    #[builder(default = BinanceEnvironment::Live)]
    pub environment: BinanceEnvironment,
    /// Optional base URL override for HTTP API.
    pub base_url_http: Option<String>,
    /// Optional base URL override for WebSocket.
    ///
    /// Live USD-M Futures data overrides are normalized onto the matching
    /// `/market/ws` and `/public/ws` routes.
    pub base_url_ws: Option<String>,
    /// API key (Ed25519).
    pub api_key: Option<String>,
    /// API secret (Ed25519 base64-encoded or PEM).
    pub api_secret: Option<String>,
    /// Spot market-data transport mode.
    ///
    /// - `Sbe` uses SBE streams and requires Ed25519 credentials.
    /// - `Json` forces public JSON streams with no credentials.
    #[builder(default)]
    pub spot_market_data_mode: BinanceSpotMarketDataMode,
    /// Interval in seconds for polling exchange info to detect instrument status
    /// changes (e.g. Trading -> Halt). Set to 0 to disable. Defaults to 3600 (60 minutes).
    #[builder(default = 3600)]
    pub instrument_status_poll_secs: u64,
    /// WebSocket transport backend (defaults to `Tungstenite`).
    #[builder(default)]
    pub transport_backend: TransportBackend,
}

impl Default for BinanceDataClientConfig {
    fn default() -> Self {
        Self::builder().build()
    }
}

impl ClientConfig for BinanceDataClientConfig {
    fn as_any(&self) -> &dyn Any {
        self
    }
}

/// Configuration for Binance execution client.
///
/// Ed25519 API keys are required for execution clients. Binance deprecated
/// listenKey-based user data streams in favor of WebSocket API authentication,
/// which only supports Ed25519.
#[derive(Debug, Clone, Serialize, Deserialize, bon::Builder)]
#[serde(default, deny_unknown_fields)]
#[cfg_attr(
    feature = "python",
    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.binance", from_py_object)
)]
#[cfg_attr(
    feature = "python",
    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.adapters.binance")
)]
pub struct BinanceExecClientConfig {
    /// Trader ID for the client.
    #[builder(default = TraderId::from("TRADER-001"))]
    pub trader_id: TraderId,
    /// Account ID for the client.
    #[builder(default = AccountId::from("BINANCE-001"))]
    pub account_id: AccountId,
    /// Product type to trade.
    #[builder(default = BinanceProductType::Spot)]
    pub product_type: BinanceProductType,
    /// Environment (live, testnet, or demo).
    #[builder(default = BinanceEnvironment::Live)]
    pub environment: BinanceEnvironment,
    /// Optional base URL override for HTTP API.
    pub base_url_http: Option<String>,
    /// Optional base URL override for WebSocket user data stream.
    ///
    /// Live USD-M Futures stream overrides are normalized onto the `/private/ws` route.
    pub base_url_ws: Option<String>,
    /// Optional base URL override for WebSocket trading API (Spot and USD-M Futures).
    pub base_url_ws_trading: Option<String>,
    /// Whether to use the WebSocket trading API for order operations (Spot and USD-M Futures).
    #[builder(default = true)]
    pub use_ws_trading: bool,
    /// Whether to use Binance Futures hedging position IDs.
    ///
    /// When true, fill reports include a `venue_position_id` derived from
    /// the instrument and position side (e.g. `ETHUSDT-PERP.BINANCE-LONG`).
    /// When false, `venue_position_id` is None, allowing virtual positions
    /// with `OmsType::Hedging`.
    #[builder(default = true)]
    pub use_position_ids: bool,
    /// Default taker fee rate for commission estimation.
    ///
    /// Used as a fallback when the venue omits commission fields in
    /// exchange-generated fills (liquidation, ADL, settlement).
    /// Standard Binance Futures taker fee is 0.0004 (0.04%).
    #[builder(default = Decimal::new(4, 4))]
    pub default_taker_fee: Decimal,
    /// API key (Ed25519 required, uses env var if not provided).
    pub api_key: Option<String>,
    /// API secret (Ed25519 base64-encoded, required, uses env var if not provided).
    pub api_secret: Option<String>,
    /// Initial leverage per Binance symbol (e.g. BTCUSDT -> 20), applied during connect.
    pub futures_leverages: Option<HashMap<String, u32>>,
    /// Margin type per Binance symbol (e.g. BTCUSDT -> Cross), applied during connect.
    pub futures_margin_types: Option<HashMap<String, BinanceMarginType>>,
    /// If true, the EXPIRED execution type emits `OrderCanceled` instead of `OrderExpired`.
    ///
    /// Binance uses EXPIRED for certain cancel scenarios depending on order type
    /// and time-in-force combination.
    #[builder(default = false)]
    pub treat_expired_as_canceled: bool,
    /// If true, drive fills from the lower-latency `TRADE_LITE` user data event
    /// and dedup the matching fill portion of `ORDER_TRADE_UPDATE`. If false,
    /// `TRADE_LITE` events are ignored and fills come from `ORDER_TRADE_UPDATE`.
    #[builder(default = false)]
    pub use_trade_lite: bool,
    /// WebSocket transport backend (defaults to `Tungstenite`).
    #[builder(default)]
    pub transport_backend: TransportBackend,
}

impl Default for BinanceExecClientConfig {
    fn default() -> Self {
        Self::builder().build()
    }
}

impl ClientConfig for BinanceExecClientConfig {
    fn as_any(&self) -> &dyn Any {
        self
    }
}

#[cfg(test)]
mod tests {
    use rstest::rstest;

    use super::*;

    #[rstest]
    fn test_data_config_toml_minimal() {
        let config: BinanceDataClientConfig = toml::from_str(
            r#"
environment = "Testnet"
product_type = "USD_M"
instrument_status_poll_secs = 600
"#,
        )
        .unwrap();

        assert_eq!(config.environment, BinanceEnvironment::Testnet);
        assert_eq!(config.product_type, BinanceProductType::UsdM);
        assert_eq!(config.spot_market_data_mode, BinanceSpotMarketDataMode::Sbe);
        assert_eq!(config.instrument_status_poll_secs, 600);
    }

    #[rstest]
    fn test_data_config_toml_spot_market_data_mode_override() {
        let config: BinanceDataClientConfig = toml::from_str(
            r#"
spot_market_data_mode = "Json"
"#,
        )
        .unwrap();

        assert_eq!(
            config.spot_market_data_mode,
            BinanceSpotMarketDataMode::Json
        );
    }

    #[rstest]
    fn test_data_config_toml_rejects_plural_product_types() {
        let result = toml::from_str::<BinanceDataClientConfig>(
            r#"
product_types = ["SPOT", "USD_M"]
"#,
        );

        let message = result.unwrap_err().to_string();
        assert!(message.contains("unknown field `product_types`"));
    }

    #[rstest]
    fn test_exec_config_toml_empty_uses_defaults() {
        let config: BinanceExecClientConfig = toml::from_str("").unwrap();
        let expected = BinanceExecClientConfig::default();

        assert_eq!(config.environment, expected.environment);
        assert_eq!(config.product_type, expected.product_type);
        assert_eq!(config.use_ws_trading, expected.use_ws_trading);
        assert_eq!(config.use_position_ids, expected.use_position_ids);
        assert_eq!(config.default_taker_fee, expected.default_taker_fee);
        assert_eq!(
            config.treat_expired_as_canceled,
            expected.treat_expired_as_canceled,
        );
        assert_eq!(config.use_trade_lite, expected.use_trade_lite);
        assert_eq!(config.transport_backend, expected.transport_backend);
    }
}