nautilus-bitmex 0.55.0

// -------------------------------------------------------------------------------------------------
//  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.
// -------------------------------------------------------------------------------------------------

//! Example demonstrating the GridMarketMaker strategy on BitMEX with deadman's switch.
//!
//! The deadman's switch periodically calls the BitMEX `cancelAllAfter` endpoint. If the
//! client loses connectivity the server-side timer expires and all open orders are cancelled.
//!
//! Credentials are resolved from environment variables automatically when not passed
//! explicitly in the config (`api_key` / `api_secret` fields):
//! - Testnet: `BITMEX_TESTNET_API_KEY` / `BITMEX_TESTNET_API_SECRET`
//! - Mainnet: `BITMEX_API_KEY` / `BITMEX_API_SECRET`
//!
//! Run with: `cargo run --example bitmex-grid-mm --package nautilus-bitmex`

use log::LevelFilter;
use nautilus_bitmex::{
    config::{BitmexDataClientConfig, BitmexExecClientConfig},
    factories::{BitmexDataClientFactory, BitmexExecFactoryConfig, BitmexExecutionClientFactory},
};
use nautilus_common::{enums::Environment, logging::logger::LoggerConfig};
use nautilus_live::node::LiveNode;
use nautilus_model::{
    identifiers::{InstrumentId, TraderId},
    types::Quantity,
};
use nautilus_trading::examples::strategies::{GridMarketMaker, GridMarketMakerConfig};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    dotenvy::dotenv().ok();

    let use_testnet = true;

    let environment = Environment::Live;
    let trader_id = TraderId::from("TESTER-001");
    let instrument_id = InstrumentId::from("XBTUSD.BITMEX");

    let data_config = BitmexDataClientConfig {
        use_testnet,
        ..Default::default()
    };

    let exec_config = BitmexExecFactoryConfig::new(
        trader_id,
        BitmexExecClientConfig {
            use_testnet,
            deadmans_switch_timeout_secs: Some(60),
            ..Default::default()
        },
    );

    let data_factory = BitmexDataClientFactory::new();
    let exec_factory = BitmexExecutionClientFactory::new();

    let log_config = LoggerConfig {
        stdout_level: LevelFilter::Info,
        ..Default::default()
    };

    let mut node = LiveNode::builder(trader_id, environment)?
        .with_logging(log_config)
        .add_data_client(None, Box::new(data_factory), Box::new(data_config))?
        .add_exec_client(None, Box::new(exec_factory), Box::new(exec_config))?
        .with_reconciliation(true)
        .with_reconciliation_lookback_mins(2880)
        .with_delay_post_stop_secs(5)
        .build()?;

    let config = GridMarketMakerConfig::new(instrument_id, Quantity::from("300"))
        .with_num_levels(3)
        .with_grid_step_bps(100)
        .with_skew_factor(0.5)
        .with_requote_threshold_bps(10);
    let strategy = GridMarketMaker::new(config);

    node.add_strategy(strategy)?;
    node.run().await?;

    Ok(())
}