nautilus-databento 0.57.0

Databento integration adapter for the Nautilus trading engine
Documentation 
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// -------------------------------------------------------------------------------------------------
//  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.
// -------------------------------------------------------------------------------------------------

//! Python bindings for the Databento data client.

use std::path::PathBuf;

use nautilus_core::{python::to_pyruntime_err, time::get_atomic_clock_realtime};
use nautilus_common::clients::DataClient;
use nautilus_model::identifiers::ClientId;
use pyo3::prelude::*;

use crate::data::{DatabentoDataClient, DatabentoDataClientConfig};

#[cfg(feature = "python")]
#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl DatabentoDataClient {
    /// A Databento data client that combines live streaming and historical data functionality.
    ///
    /// This client uses the existing `DatabentoFeedHandler` for live data subscriptions
    /// and `DatabentoHistoricalClient` for historical data requests. It supports multiple
    /// datasets simultaneously, with separate feed handlers per dataset.
    #[new]
    #[pyo3(signature = (client_id, api_key, publishers_filepath, use_exchange_as_venue = true, bars_timestamp_on_close = true))]
    pub fn py_new(
        client_id: ClientId,
        api_key: String,
        publishers_filepath: PathBuf,
        use_exchange_as_venue: bool,
        bars_timestamp_on_close: bool,
    ) -> PyResult<Self> {
        let config = DatabentoDataClientConfig::new(
            api_key,
            publishers_filepath,
            use_exchange_as_venue,
            bars_timestamp_on_close,
        );

        Self::new(client_id, config, get_atomic_clock_realtime())
            .map_err(to_pyruntime_err)
    }

    /// Returns the client ID.
    #[getter]
    pub fn client_id(&self) -> ClientId {
        DataClient::client_id(self)
    }

    /// Returns whether the client is connected.
    #[getter]
    pub fn is_connected(&self) -> bool {
        DataClient::is_connected(self)
    }

    /// Returns whether the client is disconnected.
    #[getter]
    pub fn is_disconnected(&self) -> bool {
        DataClient::is_disconnected(self)
    }

    /// Returns the API key associated with this client.
    #[getter]
    #[pyo3(name = "api_key")]
    pub fn py_api_key(&self) -> &str {
        self.config.api_key()
    }

    /// Returns a masked version of the API key for logging purposes.
    #[getter]
    #[pyo3(name = "api_key_masked")]
    pub fn py_api_key_masked(&self) -> String {
        self.config.api_key_masked()
    }
}