Live¶

Live trading engine and node components.

class BarsResponse¶

Bases: object

An owned BarsResponse response.

bar_type¶

client_id¶

correlation_id¶

data¶

end¶

params¶

start¶

ts_init¶

class BatchCancelOrders¶

Bases: object

cancels¶

causation_id¶

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

strategy_id¶

trader_id¶

ts_init¶

class BatchModifyOrders¶

Bases: object

causation_id¶

client_id¶

command_id¶

correlation_id¶

instrument_id¶

modifies¶

params¶

strategy_id¶

trader_id¶

ts_init¶

class BookDeltasResponse¶

Bases: object

An owned BookDeltasResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class BookDepthResponse¶

Bases: object

An owned BookDepthResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class BookResponse¶

Bases: object

An owned BookResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class CancelAllOrders¶

Bases: object

causation_id¶

client_id¶

command_id¶

correlation_id¶

instrument_id¶

order_side¶

params¶

strategy_id¶

trader_id¶

ts_init¶

class CancelOrder¶

Bases: object

causation_id¶

client_id¶

client_order_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

strategy_id¶

trader_id¶

ts_init¶

venue_order_id¶

class ClientCache¶

Bases: object

Read-only access to the owning node’s cache.

account(account_id)¶

client_order_id(venue_order_id)¶

client_order_ids_open(venue=None, instrument_id=None, strategy_id=None, account_id=None)¶

get(key)¶

instrument(instrument_id)¶

instrument_ids(venue=None)¶

instruments(venue=None)¶

order(client_order_id)¶

order_book(instrument_id)¶

order_list(order_list_id)¶

orders(venue=None, instrument_id=None, strategy_id=None, account_id=None, side=None)¶

orders_inflight(venue=None, instrument_id=None, strategy_id=None, account_id=None, side=None)¶

orders_open(venue=None, instrument_id=None, strategy_id=None, account_id=None, side=None)¶

orders_open_count(venue=None, instrument_id=None, strategy_id=None, account_id=None, side=None)¶

position(position_id)¶

position_id(client_order_id)¶

positions_open(venue=None, instrument_id=None, strategy_id=None, account_id=None, side=None)¶

quote(instrument_id, index=0)¶

strategy_id_for_order(client_order_id)¶

venue_order_id(client_order_id)¶

class CustomDataResponse¶

Bases: object

An owned CustomDataResponse response.

client_id¶

correlation_id¶

data¶

data_type¶

end¶

params¶

start¶

ts_init¶

venue¶

class DataClientConfig¶

Bases: object

Shared configuration for data clients registered with a live node.

dict()¶

handle_revised_bars¶

instrument_provider¶

json()¶

routing¶

to_importable(factory=None)¶

class ExecutionClientConfig¶

Bases: object

Shared configuration for execution clients registered with a live node.

dict()¶

instrument_provider¶

json()¶

routing¶

to_importable(factory=None)¶

class FundingRatesResponse¶

Bases: object

An owned FundingRatesResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class GenerateFillReports¶

Bases: object

causation_id¶

command_id¶

correlation_id¶

end¶

instrument_id¶

log_receipt_level¶

params¶

start¶

ts_init¶

venue_order_id¶

class GenerateOrderStatusReport¶

Bases: object

causation_id¶

client_order_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue_order_id¶

class GenerateOrderStatusReports¶

Bases: object

causation_id¶

command_id¶

correlation_id¶

end¶

instrument_id¶

log_receipt_level¶

open_only¶

params¶

start¶

ts_init¶

class GeneratePositionStatusReports¶

Bases: object

causation_id¶

command_id¶

correlation_id¶

end¶

instrument_id¶

log_receipt_level¶

params¶

start¶

ts_init¶

class InstrumentProviderConfig¶

Bases: object

Configuration for instrument providers.

filter_callable¶

filters¶

load_all¶

load_ids¶

log_warnings¶

class InstrumentResponse¶

Bases: object

An owned InstrumentResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class InstrumentsResponse¶

Bases: object

An owned InstrumentsResponse response.

client_id¶

correlation_id¶

data¶

end¶

params¶

start¶

ts_init¶

venue¶

class LiveDataEngineConfig¶

Bases: object

Configuration for live data engines.

buffer_deltas¶

debug¶

emit_quotes_from_book¶

emit_quotes_from_book_depths¶

external_clients¶

time_bars_build_delay¶

time_bars_build_with_no_updates¶

time_bars_interval_type¶

time_bars_origin_offset¶

time_bars_skip_first_non_full_bar¶

time_bars_timestamp_on_close¶

validate_data_sequence¶

class LiveExecutionEngineConfig¶

Bases: object

Configuration for live execution engines.

allow_overfills¶

debug¶

external_clients¶

filter_position_reports¶

filter_unclaimed_external_orders¶

filtered_client_order_ids¶

generate_missing_orders¶

inflight_check_interval_ms¶

inflight_check_retries¶

inflight_check_threshold_ms¶

load_cache¶

manage_own_order_books¶

max_single_order_queries_per_cycle¶

open_check_interval_secs¶

open_check_lookback_mins¶

open_check_missing_retries¶

open_check_open_only¶

open_check_threshold_ms¶

own_books_audit_interval_secs¶

position_check_interval_secs¶

position_check_lookback_mins¶

position_check_retries¶

position_check_threshold_ms¶

purge_account_events_interval_mins¶

purge_account_events_lookback_mins¶

purge_closed_orders_buffer_mins¶

purge_closed_orders_interval_mins¶

purge_closed_positions_buffer_mins¶

purge_closed_positions_interval_mins¶

reconciliation¶

reconciliation_instrument_ids¶

reconciliation_lookback_mins¶

reconciliation_startup_delay_secs¶

single_order_query_delay_ms¶

snapshot_orders¶

snapshot_positions¶

snapshot_positions_interval_secs¶

submission_recovery_policy¶

class LiveNode¶

Bases: object

Python-facing wrapper owning a [LiveNode].

run_async moves the node into the returned awaitable, so the wrapper is empty for the remainder of a hosted run. Every method then fails with a clear error rather than aliasing the node the run future is driving. Capture cache, portfolio, and handle before starting a hosted run; each is an independent handle that stays usable while the node runs.

add_actor(actor)¶

Adds a constructed Python actor to the trader.

# Errors

Returns an error if the node is running, the actor is invalid, or registration fails.

add_actor_from_config(config)¶

add_builtin_actor(type_name, config)¶

Adds a built-in example actor from its type name and config.

This method exists only to single-source bundled example actor code across Rust and Python tests/examples. It is not a first-class extension path for adding native actors.

add_builtin_strategy(type_name, config)¶

Adds a built-in example strategy from its type name and config.

This method exists only to single-source bundled example strategy code across Rust and Python tests/examples. It is not a first-class extension path for adding native strategies.

add_exec_algorithm(exec_algorithm)¶

Adds an execution algorithm to the trader.

Execution algorithms are registered in both the component registry (for lifecycle management) and the actor registry (for data callbacks via msgbus).

# Errors

Returns an error if: - The node is currently running. - An execution algorithm with the same ID is already registered.

add_exec_algorithm_from_config(config)¶

add_plugin(path, type_name, config=None, sha256=None)¶

Loads and registers one plug-in instance.

# Errors

Returns an error because dynamic plug-in hosting lives in the host-side integration.

add_strategy(strategy)¶

Adds a strategy to the trader.

Strategies are registered in both the component registry (for lifecycle management) and the actor registry (for data callbacks via msgbus).

# Errors

Returns an error if: - The node is currently running. - A strategy with the same ID is already registered. - The configured external order instrument IDs repeat an instrument or the cache already

contains a requested claim.

The strategy configures one or more external order instrument IDs and the cache is already borrowed.
The strategy configures an OMS type override and the execution engine is already borrowed.

add_strategy_from_config(config)¶

add_stream_processor(callback)¶

Adds a callback for supported typed external messages.

While run or run_async services external ingress, the node invokes callbacks in registration order before normal inbound streaming filters for recognized JSON or MessagePack typed payloads. Each callback receives an encoding-independent Python mapping that follows the concrete payload’s serialized object shape and adds a payload_type field. Other encodings are skipped with a warning. External egress is suppressed while the callback runs, so synchronous publications remain local. Callback exceptions are logged, stop the remaining processors, and skip internal republishing.

# Errors

Returns an error if the node is no longer available for mutation.

static build(name, config=None, *, data_factories=None, exec_factories=None)¶

Creates a new LiveNode directly from a kernel name and optional configuration.

This is a convenience method for creating a live node with a pre-configured kernel configuration, bypassing the builder pattern. If no config is provided, a default configuration will be used.

# Errors

Returns an error if kernel construction fails.

static builder(name, trader_id, environment)¶

Creates a new LiveNodeBuilder for fluent configuration.

# Errors

Returns an error if the environment is invalid for live trading.

cache¶: Returns the cache shared with the kernel and registered components.

dispose()¶

Disposes the live node kernel and releases resources.

Does nothing while a hosted run holds the node. The run returns the node when it finishes, so a try/finally cleanup that outlives the run disposes it as usual.

environment¶: Gets the node’s environment.

handle()¶

Returns a thread-safe handle for controlling and observing this node.

The handle stays valid for the node’s whole lifetime, including while run_async owns the node, and is the supported way to stop a hosted run.

instance_id¶: Gets the node’s instance ID.

is_running¶

Checks if the live node is currently running.

Answered from the handle, so this stays truthful while a hosted run holds the node.

portfolio¶: Returns the portfolio shared with the kernel and registered components.

run()¶

Run the live node with automatic shutdown handling.

This method starts the node, runs indefinitely, and handles graceful shutdown on interrupt signals.

# Thread Safety

The event loop runs directly on the current thread (not spawned) because the msgbus uses thread-local storage. Endpoints registered by the kernel are only accessible from the same thread.

# Shutdown Sequence

Signal received (SIGINT, SIGTERM, or handle stop).
Trader components stopped (triggers order cancellations, etc.).
Event loop continues processing residual events for the configured grace period.
Kernel finalized, clients disconnected, remaining events drained.

# Errors

Returns an error if the node fails to start or encounters a runtime error.

run_async()¶

Runs the live node on the caller’s asyncio event loop.

Takes the node and returns an awaitable that resolves once the node has stopped. The host owns the loop and its signal handling, so this installs no signal handlers. Stop the node through the handle from handle(); cancelling the awaiting task requests the same graceful shutdown, waits for it to finish, then re-raises the cancellation.

Capture cache, portfolio, and handle() before calling this. They stay usable while the node runs, whereas the node itself is owned by the returned awaitable.

# Limitations

A node configured with a cache database backing is rejected. Those backings wait for their worker task by blocking the calling thread, which stalls the host loop rather than merely slowing it. Use run() for a database-backed node until the backings can be driven without blocking a host loop.

# Errors

Returns an error if the node has already been taken, no event loop is running, a cache database backing is configured, or another node is already running on this loop.

stop()¶

Stop the live node.

This method stops the trader, waits for the configured grace period to allow residual events to be processed, then finalizes the shutdown sequence.

# Errors

Returns an error if shutdown fails.

trader_id¶: Gets the node’s trader ID.

class LiveNodeBuilder¶

Bases: object

Python wrapper for LiveNodeBuilder that uses interior mutability to work around PyO3’s shared ownership model.

add_data_client(name, factory, config, routing=None)¶

add_exec_client(name, factory, config, routing=None)¶

add_simulated_exec_client(name, factory, config)¶

build()¶

static from_config(name, config=None, *, data_factories=None, exec_factories=None)¶

with_cache_config(config)¶

with_cache_database_factory(factory)¶

with_controller(controller)¶

with_data_engine_config(config)¶

with_delay_post_stop_secs(delay_secs)¶

with_delay_shutdown_secs(delay_secs)¶

with_exec_engine_config(config)¶

with_external_msgbus_factory(factory)¶

with_instance_id(instance_id)¶

with_load_state(load_state)¶

with_logging(logging)¶

with_msgbus_config(config)¶

with_portfolio_config(config)¶

with_reconciliation(reconciliation)¶

with_reconciliation_lookback_mins(mins)¶

with_risk_engine_config(config)¶

with_save_state(save_state)¶

with_timeout_connection(timeout_secs)¶

with_timeout_disconnection_secs(timeout_secs)¶

with_timeout_portfolio(timeout_secs)¶

with_timeout_reconciliation(timeout_secs)¶

class LiveNodeConfig¶

Bases: object

Configuration for live Nautilus system nodes.

cache¶

catalogs¶

controller¶

data_clients¶

data_engine¶

delay_post_stop_secs¶

environment¶

exec_clients¶

exec_engine¶

instance_id¶

load_state¶

logging¶

loop_debug¶

msgbus¶

plugins¶

portfolio¶

queue_monitor¶

risk_engine¶

save_state¶

shutdown_on_error¶

streaming¶

timeout_connection_secs¶

timeout_disconnection_secs¶

timeout_portfolio_secs¶

timeout_reconciliation_secs¶

timeout_shutdown_secs¶

trader_id¶

class LiveNodeHandle¶

Bases: object

Thread-safe control handle for a [LiveNode].

Stays valid for the node’s whole lifetime, including while a hosted run owns the node, and is safe to call from any thread or from a signal handler.

is_running¶: Returns whether the node is currently running.

is_stopping¶: Returns whether a stop has been requested.

state¶: Returns the node’s current lifecycle state.

stop()¶

Signals the node to stop, returning immediately.

The node then runs its full shutdown sequence, so callers awaiting run_async observe completion only once shutdown finishes.

class LiveRiskEngineConfig¶

Bases: object

Configuration for live risk engines.

bypass¶

debug¶

full_position_exit_venues¶

max_notional_per_order¶

max_order_modify_rate¶

max_order_submit_rate¶

class ModifyOrder¶

Bases: object

causation_id¶

client_id¶

client_order_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

price¶

quantity¶

strategy_id¶

trader_id¶

trigger_price¶

ts_init¶

venue_order_id¶

class NodeState¶

Bases: object

Lifecycle state of the LiveNode runner.

IDLE = NodeState.IDLE¶

RUNNING = NodeState.RUNNING¶

SHUTTING_DOWN = NodeState.SHUTTING_DOWN¶

STARTING = NodeState.STARTING¶

STOPPED = NodeState.STOPPED¶

class OptionChainReferencePriceResponse¶

Bases: object

An owned OptionChainReferencePriceResponse response.

client_id¶

correlation_id¶

params¶

price¶

series_id¶

ts_init¶

class PluginConfig¶

Bases: object

Configuration for one Rust-native plug-in instance loaded by a live node.

config¶

path¶

sha256¶

type_name¶

class QueryAccount¶

Bases: object

account_id¶

causation_id¶

client_id¶

command_id¶

correlation_id¶

params¶

trader_id¶

ts_init¶

class QueryOrder¶

Bases: object

causation_id¶

client_id¶

client_order_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

strategy_id¶

trader_id¶

ts_init¶

venue_order_id¶

class QueueMonitorConfig¶

Bases: object

Configuration for runner queue pressure monitoring.

mean_dispatch_ns_clear¶

mean_dispatch_ns_trigger¶

queue_depth_clear¶

queue_depth_trigger¶

class QuotesResponse¶

Bases: object

An owned QuotesResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class RequestBars¶

Bases: object

An owned RequestBars request.

bar_type¶

client_id¶

end¶

end_ns¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestBookDeltas¶

Bases: object

An owned RequestBookDeltas request.

client_id¶

end¶

end_ns¶

instrument_id¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestBookDepth¶

Bases: object

An owned RequestBookDepth request.

client_id¶

depth¶

end¶

end_ns¶

instrument_id¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestBookSnapshot¶

Bases: object

An owned RequestBookSnapshot request.

client_id¶

depth¶

instrument_id¶

params¶

request_id¶

ts_init¶

class RequestCustomData¶

Bases: object

An owned RequestCustomData request.

client_id¶

data_type¶

end¶

end_ns¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestFundingRates¶

Bases: object

An owned RequestFundingRates request.

client_id¶

end¶

end_ns¶

instrument_id¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestInstrument¶

Bases: object

An owned RequestInstrument request.

client_id¶

end¶

end_ns¶

instrument_id¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestInstruments¶

Bases: object

An owned RequestInstruments request.

client_id¶

end¶

end_ns¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

venue¶

class RequestOptionChainReferencePrice¶

Bases: object

An owned RequestOptionChainReferencePrice request.

client_id¶

instrument_id¶

params¶

request_id¶

series_id¶

ts_init¶

class RequestQuotes¶

Bases: object

An owned RequestQuotes request.

client_id¶

end¶

end_ns¶

instrument_id¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RequestTrades¶

Bases: object

An owned RequestTrades request.

client_id¶

end¶

end_ns¶

instrument_id¶

limit¶

params¶

request_id¶

start¶

start_ns¶

ts_init¶

class RoutingConfig¶

Bases: object

Configuration for live client message routing.

default¶

venues¶

class SubmissionRecoveryPolicy¶

Bases: object

Policy when recovery queries cannot establish a submission’s venue outcome.

This configuration is reserved for submission recovery. The runtime currently uses local resolution for both variants; retention is not implemented yet.

RESOLVE_LOCALLY = SubmissionRecoveryPolicy.RESOLVE_LOCALLY¶

RETAIN_UNRESOLVED = SubmissionRecoveryPolicy.RETAIN_UNRESOLVED¶

class SubmitOrder¶

Bases: object

causation_id¶

client_id¶

client_order_id¶

command_id¶

correlation_id¶

exec_algorithm_id¶

instrument_id¶

order¶

order_init¶

params¶

position_id¶

strategy_id¶

trader_id¶

ts_init¶

class SubmitOrderList¶

Bases: object

causation_id¶

client_id¶

command_id¶

correlation_id¶

exec_algorithm_id¶

instrument_id¶

order_inits¶

order_list¶

params¶

position_id¶

strategy_id¶

trader_id¶

ts_init¶

class SubscribeBars¶

Bases: object

bar_type¶

client_id¶

command_id¶

correlation_id¶

params¶

ts_init¶

venue¶

class SubscribeBookDeltas¶

Bases: object

book_type¶

client_id¶

command_id¶

correlation_id¶

depth¶

instrument_id¶

managed¶

params¶

ts_init¶

venue¶

class SubscribeBookDepth¶

Bases: object

book_type¶

client_id¶

command_id¶

correlation_id¶

depth¶

instrument_id¶

managed¶

params¶

ts_init¶

venue¶

class SubscribeCustomData¶

Bases: object

client_id¶

command_id¶

correlation_id¶

data_type¶

params¶

ts_init¶

venue¶

class SubscribeFundingRates¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeIndexPrices¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeInstrument¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeInstrumentClose¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeInstrumentStatus¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeInstruments¶

Bases: object

client_id¶

command_id¶

correlation_id¶

params¶

ts_init¶

venue¶

class SubscribeMarkPrices¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeOptionGreeks¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeQuotes¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class SubscribeTrades¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class TradesResponse¶

Bases: object

An owned TradesResponse response.

client_id¶

correlation_id¶

data¶

end¶

instrument_id¶

params¶

start¶

ts_init¶

class UnsubscribeBars¶

Bases: object

bar_type¶

client_id¶

command_id¶

correlation_id¶

params¶

ts_init¶

venue¶

class UnsubscribeBookDeltas¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeBookDepth¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeCustomData¶

Bases: object

client_id¶

command_id¶

correlation_id¶

data_type¶

params¶

ts_init¶

venue¶

class UnsubscribeFundingRates¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeIndexPrices¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeInstrument¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeInstrumentClose¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeInstrumentStatus¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeInstruments¶

Bases: object

client_id¶

command_id¶

correlation_id¶

params¶

ts_init¶

venue¶

class UnsubscribeMarkPrices¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeOptionGreeks¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeQuotes¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

class UnsubscribeTrades¶

Bases: object

client_id¶

command_id¶

correlation_id¶

instrument_id¶

params¶

ts_init¶

venue¶

Python adapter clients¶

Override hooks are documented in the adapter interface. This API listing shows public methods; see the guide for ownership and migration rules.

Base classes for Python adapter clients and their factories.

class DataClientFactory¶

Bases: object

Constructs a data client without scheduling work or opening network resources.

static create(*, name: str, config: DataClientConfig, cache: ClientCache, clock: Clock) → DataClient¶: Construct a client using the owning node context.

class DataClient¶

Bases: _Client

An adapter providing custom or instrument data through queued events.

create_task(coroutine: Coroutine[object, object, object], name: str = 'background') → Task[object]¶: Schedule and supervise a coroutine on the bound owner loop.

property is_connected: bool¶: Return whether the connection hook completed before shutdown.

property loop: AbstractEventLoop | None¶: Return the actual owner loop after startup binding, or None before binding.

class MarketDataClient¶

Bases: DataClient

A data client providing instrument market data.

create_task(coroutine: Coroutine[object, object, object], name: str = 'background') → Task[object]¶: Schedule and supervise a coroutine on the bound owner loop.

property is_connected: bool¶: Return whether the connection hook completed before shutdown.

property loop: AbstractEventLoop | None¶: Return the actual owner loop after startup binding, or None before binding.

class ExecutionClientFactory¶

Bases: object

Constructs an execution client with the owning node’s identity and clock.

static create(*, name: str, config: ExecutionClientConfig, cache: ClientCache, clock: Clock, trader_id: TraderId) → ExecutionClient¶: Construct a client using the owning node context.

class ExecutionClient¶

Bases: _Client

An execution adapter which emits account, order, and reconciliation events.

generate_account_state(balances: list[AccountBalance], margins: list[MarginBalance], reported: bool, ts_event: int, info: dict[str, object] | None = None) → None¶: Queue an account snapshot for core processing.

generate_order_denied(order: object, reason: str) → None¶: Queue the order denied event using the owning clock.

generate_order_submitted(order: object) → None¶: Queue the order submitted event using the owning clock.

generate_order_rejected(order: object, reason: str, ts_event: int, due_post_only: bool) → None¶: Queue the order rejected event using the owning clock.

generate_order_accepted(order: object, venue_order_id: VenueOrderId, ts_event: int) → None¶: Queue the order accepted event using the owning clock.

generate_order_modify_rejected(order: object, venue_order_id: VenueOrderId | None, reason: str, ts_event: int) → None¶: Queue the order modify rejected event using the owning clock.

generate_order_cancel_rejected(order: object, venue_order_id: VenueOrderId | None, reason: str, ts_event: int) → None¶: Queue the order cancel rejected event using the owning clock.

generate_order_updated(order: object, venue_order_id: VenueOrderId, quantity: Quantity, price: Price | None, trigger_price: Price | None, protection_price: Price | None, ts_event: int) → None¶: Queue the order updated event using the owning clock.

generate_order_canceled(order: object, venue_order_id: VenueOrderId | None, ts_event: int) → None¶: Queue the order canceled event using the owning clock.

generate_order_triggered(order: object, venue_order_id: VenueOrderId | None, ts_event: int) → None¶: Queue the order triggered event using the owning clock.

generate_order_expired(order: object, venue_order_id: VenueOrderId | None, ts_event: int) → None¶: Queue the order expired event using the owning clock.

generate_order_filled(order: object, venue_order_id: VenueOrderId, venue_position_id: PositionId | None, trade_id: TradeId, last_qty: Quantity, last_px: Price, quote_currency: Currency, commission: Money | None, liquidity_side: LiquiditySide, ts_event: int) → None¶: Queue the order filled event using the owning clock.

create_task(coroutine: Coroutine[object, object, object], name: str = 'background') → Task[object]¶: Schedule and supervise a coroutine on the bound owner loop.

property is_connected: bool¶: Return whether the connection hook completed before shutdown.

property loop: AbstractEventLoop | None¶: Return the actual owner loop after startup binding, or None before binding.

Python instrument providers¶

Instrument loading and local storage for Python adapters.

class InstrumentProvider¶

Bases: object

Loads instrument definitions into adapter-local storage.

property count: int¶: Return the number of locally stored instruments.

async initialize(reload: bool = False) → None¶: Load configured instruments once, retrying after a failed initialization.

async load_all_async(filters: dict | None = None) → None¶: Load all instruments matching the venue-specific filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None¶: Load requested instruments and preserve previously loaded instruments.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None¶: Load one instrument if it is not already present.

load_all(filters: dict | None = None) → Task[object] | None¶: Load instruments synchronously or schedule work through the owning client.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → Task[object] | None¶: Load selected instruments synchronously or through the owning client.

load(instrument_id: InstrumentId, filters: dict | None = None) → Task[object] | None¶: Load one instrument synchronously or through the owning client.

add(instrument: object) → None¶: Store an instrument in the provider without changing the core cache.

add_bulk(instruments: list[object]) → None¶: Store instruments in their supplied order.

find(instrument_id: InstrumentId) → object | None¶: Return a locally loaded instrument, or None.

get_all() → dict¶: Return a copy of the instrument mapping.

list_all() → list¶: Return the locally loaded instruments.

add_currency(currency: Currency) → None¶: Register a currency and retain it in provider storage.

currencies() → dict[str, Currency]¶: Return a copy of the local currency mapping.

currency(code: str) → Currency¶: Return a local currency or resolve its code in the domain registry.

Importable adapter configuration¶

See ImportableConfig and ImportableFactoryConfig in the configuration API.