nautilus_binance/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 for the Binance adapter.
17
18#![allow(
19    clippy::missing_errors_doc,
20    reason = "errors documented on underlying Rust methods"
21)]
22
23pub mod arrow;
24pub mod config;
25pub mod enums;
26pub mod factories;
27pub mod types;
28
29use nautilus_core::python::{to_pyruntime_err, to_pyvalue_err};
30use nautilus_model::data::ensure_rust_extractor_registered;
31use nautilus_serialization::ensure_custom_data_registered;
32use nautilus_system::{
33    factories::{ClientConfig, DataClientFactory, ExecutionClientFactory},
34    get_global_pyo3_registry,
35};
36use pyo3::prelude::*;
37
38use crate::{
39    common::{
40        bar::BinanceBar,
41        consts::{BINANCE_NAUTILUS_FUTURES_BROKER_ID, BINANCE_NAUTILUS_SPOT_BROKER_ID},
42        encoder::decode_broker_id,
43        enums::{BinanceEnvironment, BinanceMarginType, BinancePositionSide, BinanceProductType},
44    },
45    config::{BinanceDataClientConfig, BinanceExecClientConfig},
46    factories::{BinanceDataClientFactory, BinanceExecutionClientFactory},
47};
48
49#[allow(clippy::needless_pass_by_value)]
50fn extract_binance_data_factory(
51    py: Python<'_>,
52    factory: Py<PyAny>,
53) -> PyResult<Box<dyn DataClientFactory>> {
54    match factory.extract::<BinanceDataClientFactory>(py) {
55        Ok(f) => Ok(Box::new(f)),
56        Err(e) => Err(to_pyvalue_err(format!(
57            "Failed to extract BinanceDataClientFactory: {e}"
58        ))),
59    }
60}
61
62#[allow(clippy::needless_pass_by_value)]
63fn extract_binance_exec_factory(
64    py: Python<'_>,
65    factory: Py<PyAny>,
66) -> PyResult<Box<dyn ExecutionClientFactory>> {
67    match factory.extract::<BinanceExecutionClientFactory>(py) {
68        Ok(f) => Ok(Box::new(f)),
69        Err(e) => Err(to_pyvalue_err(format!(
70            "Failed to extract BinanceExecutionClientFactory: {e}"
71        ))),
72    }
73}
74
75#[allow(clippy::needless_pass_by_value)]
76fn extract_binance_data_config(
77    py: Python<'_>,
78    config: Py<PyAny>,
79) -> PyResult<Box<dyn ClientConfig>> {
80    match config.extract::<BinanceDataClientConfig>(py) {
81        Ok(c) => Ok(Box::new(c)),
82        Err(e) => Err(to_pyvalue_err(format!(
83            "Failed to extract BinanceDataClientConfig: {e}"
84        ))),
85    }
86}
87
88#[allow(clippy::needless_pass_by_value)]
89fn extract_binance_exec_config(
90    py: Python<'_>,
91    config: Py<PyAny>,
92) -> PyResult<Box<dyn ClientConfig>> {
93    match config.extract::<BinanceExecClientConfig>(py) {
94        Ok(c) => Ok(Box::new(c)),
95        Err(e) => Err(to_pyvalue_err(format!(
96            "Failed to extract BinanceExecClientConfig: {e}"
97        ))),
98    }
99}
100
101/// Decodes a Binance Spot encoded `clientOrderId` back to the original value.
102///
103/// Binance Spot orders placed through the Rust execution client have their
104/// `ClientOrderId` encoded with a broker ID prefix for Link and Trade
105/// attribution. This function reverses that encoding.
106///
107/// Strings without the broker prefix are returned unchanged.
108#[pyfunction]
109#[pyo3(name = "decode_binance_spot_client_order_id")]
110fn py_decode_binance_spot_client_order_id(encoded: &str) -> String {
111    decode_broker_id(encoded, BINANCE_NAUTILUS_SPOT_BROKER_ID)
112}
113
114/// Decodes a Binance Futures encoded `clientOrderId` back to the original value.
115///
116/// Binance Futures orders placed through the Rust execution client have their
117/// `ClientOrderId` encoded with a broker ID prefix for Link and Trade
118/// attribution. This function reverses that encoding.
119///
120/// Strings without the broker prefix are returned unchanged.
121#[pyfunction]
122#[pyo3(name = "decode_binance_futures_client_order_id")]
123fn py_decode_binance_futures_client_order_id(encoded: &str) -> String {
124    decode_broker_id(encoded, BINANCE_NAUTILUS_FUTURES_BROKER_ID)
125}
126
127/// Binance adapter Python module.
128///
129/// Loaded as `nautilus_pyo3.binance`.
130///
131/// # Errors
132///
133/// Returns an error if module initialization fails.
134#[pymodule]
135pub fn binance(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
136    m.add_class::<BinanceProductType>()?;
137    m.add_class::<BinanceEnvironment>()?;
138    m.add_class::<BinanceMarginType>()?;
139    m.add_class::<BinancePositionSide>()?;
140    m.add_class::<BinanceBar>()?;
141    m.add_function(wrap_pyfunction!(arrow::get_binance_arrow_schema_map, m)?)?;
142    m.add_function(wrap_pyfunction!(
143        arrow::py_binance_bar_to_arrow_record_batch_bytes,
144        m
145    )?)?;
146    m.add_function(wrap_pyfunction!(
147        arrow::py_binance_bar_from_arrow_record_batch_bytes,
148        m
149    )?)?;
150    m.add_class::<BinanceDataClientConfig>()?;
151    m.add_class::<BinanceExecClientConfig>()?;
152    m.add_class::<BinanceDataClientFactory>()?;
153    m.add_class::<BinanceExecutionClientFactory>()?;
154    m.add_function(wrap_pyfunction!(py_decode_binance_spot_client_order_id, m)?)?;
155    m.add_function(wrap_pyfunction!(
156        py_decode_binance_futures_client_order_id,
157        m
158    )?)?;
159
160    // Register BinanceBar for Arrow/JSON serialization and Python extraction
161    ensure_custom_data_registered::<BinanceBar>();
162    let _ = ensure_rust_extractor_registered::<BinanceBar>();
163
164    let registry = get_global_pyo3_registry();
165
166    if let Err(e) =
167        registry.register_factory_extractor("BINANCE".to_string(), extract_binance_data_factory)
168    {
169        return Err(to_pyruntime_err(format!(
170            "Failed to register Binance data factory extractor: {e}"
171        )));
172    }
173
174    if let Err(e) = registry
175        .register_exec_factory_extractor("BINANCE".to_string(), extract_binance_exec_factory)
176    {
177        return Err(to_pyruntime_err(format!(
178            "Failed to register Binance exec factory extractor: {e}"
179        )));
180    }
181
182    if let Err(e) = registry.register_config_extractor(
183        "BinanceDataClientConfig".to_string(),
184        extract_binance_data_config,
185    ) {
186        return Err(to_pyruntime_err(format!(
187            "Failed to register Binance data config extractor: {e}"
188        )));
189    }
190
191    if let Err(e) = registry.register_config_extractor(
192        "BinanceExecClientConfig".to_string(),
193        extract_binance_exec_config,
194    ) {
195        return Err(to_pyruntime_err(format!(
196            "Failed to register Binance exec config extractor: {e}"
197        )));
198    }
199
200    Ok(())
201}
nautilus_binance/python/mod.rs

nautilus_binance/python/
mod.rs
