nautilus_binance/common/
symbol.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//! Binance symbol conversion utilities.
17
18use nautilus_model::identifiers::InstrumentId;
19use ustr::Ustr;
20
21use super::{consts::BINANCE_VENUE, enums::BinanceProductType};
22
23/// Converts a Binance symbol to a Nautilus instrument ID.
24///
25/// For USD-M futures, appends "-PERP" suffix to match Nautilus symbology.
26/// For COIN-M futures, keeps the symbol as-is (uses "_PERP" format).
27///
28/// # Examples
29///
30/// - ("BTCUSDT", UsdM) → "BTCUSDT-PERP.BINANCE"
31/// - ("ETHUSD_PERP", CoinM) → "ETHUSD_PERP.BINANCE"
32#[must_use]
33pub fn format_instrument_id(symbol: &Ustr, product_type: BinanceProductType) -> InstrumentId {
34    let nautilus_symbol = match product_type {
35        BinanceProductType::UsdM => {
36            // USD-M symbols don't have _PERP suffix from Binance, we add -PERP
37            format!("{symbol}-PERP")
38        }
39        BinanceProductType::CoinM => {
40            // COIN-M symbols already have _PERP suffix from Binance
41            symbol.to_string()
42        }
43        _ => symbol.to_string(),
44    };
45    InstrumentId::new(nautilus_symbol.into(), *BINANCE_VENUE)
46}
47
48/// Converts a Nautilus instrument ID to a Binance-compatible symbol.
49///
50/// This function strips common suffixes like "-PERP" that Nautilus uses for
51/// internal symbology but Binance doesn't recognize.
52///
53/// # Examples
54///
55/// - "BTCUSDT-PERP" → "BTCUSDT"
56/// - "ETHUSD_PERP" → "ETHUSD_PERP" (COIN-M format, kept as-is)
57/// - "BTCUSDT" → "BTCUSDT"
58#[must_use]
59pub fn format_binance_symbol(instrument_id: &InstrumentId) -> String {
60    let symbol = instrument_id.symbol.as_str();
61
62    if symbol.ends_with("-PERP") {
63        symbol.trim_end_matches("-PERP").to_string()
64    } else {
65        symbol.to_string()
66    }
67}
68
69/// Converts a Nautilus instrument ID to a lowercase Binance WebSocket stream symbol.
70///
71/// This is used for constructing WebSocket stream names which require lowercase symbols.
72#[must_use]
73pub fn format_binance_stream_symbol(instrument_id: &InstrumentId) -> String {
74    format_binance_symbol(instrument_id).to_lowercase()
75}
76
77#[cfg(test)]
78mod tests {
79    use rstest::rstest;
80
81    use super::*;
82
83    #[rstest]
84    #[case("BTCUSDT-PERP.BINANCE", "BTCUSDT")]
85    #[case("ETHUSDT-PERP.BINANCE", "ETHUSDT")]
86    #[case("BTCUSD_PERP.BINANCE", "BTCUSD_PERP")]
87    #[case("BTCUSDT.BINANCE", "BTCUSDT")]
88    #[case("ETHBTC.BINANCE", "ETHBTC")]
89    fn test_format_binance_symbol(#[case] input: &str, #[case] expected: &str) {
90        let instrument_id = InstrumentId::from(input);
91        assert_eq!(format_binance_symbol(&instrument_id), expected);
92    }
93
94    #[rstest]
95    #[case("BTCUSDT-PERP.BINANCE", "btcusdt")]
96    #[case("ETHUSDT-PERP.BINANCE", "ethusdt")]
97    #[case("BTCUSD_PERP.BINANCE", "btcusd_perp")]
98    fn test_format_binance_stream_symbol(#[case] input: &str, #[case] expected: &str) {
99        let instrument_id = InstrumentId::from(input);
100        assert_eq!(format_binance_stream_symbol(&instrument_id), expected);
101    }
102
103    #[rstest]
104    #[case::usdm_perp("BTCUSDT", BinanceProductType::UsdM, "BTCUSDT-PERP.BINANCE")]
105    #[case::usdm_eth("ETHUSDT", BinanceProductType::UsdM, "ETHUSDT-PERP.BINANCE")]
106    #[case::coinm_perp("BTCUSD_PERP", BinanceProductType::CoinM, "BTCUSD_PERP.BINANCE")]
107    #[case::coinm_eth("ETHUSD_PERP", BinanceProductType::CoinM, "ETHUSD_PERP.BINANCE")]
108    #[case::spot("BTCUSDT", BinanceProductType::Spot, "BTCUSDT.BINANCE")]
109    #[case::spot_eth("ETHBTC", BinanceProductType::Spot, "ETHBTC.BINANCE")]
110    #[case::margin("BTCUSDT", BinanceProductType::Margin, "BTCUSDT.BINANCE")]
111    #[case::options(
112        "BTC-240329-70000-C",
113        BinanceProductType::Options,
114        "BTC-240329-70000-C.BINANCE"
115    )]
116    fn test_format_instrument_id(
117        #[case] raw_symbol: &str,
118        #[case] product_type: BinanceProductType,
119        #[case] expected: &str,
120    ) {
121        let symbol = Ustr::from(raw_symbol);
122        let instrument_id = format_instrument_id(&symbol, product_type);
123        assert_eq!(instrument_id.to_string(), expected);
124    }
125}
nautilus_binance/common/symbol.rs

nautilus_binance/common/
symbol.rs
