nautilus_binance/
factories.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//! Factory functions for creating Binance clients and components.
17
18use std::{cell::RefCell, rc::Rc};
19
20use nautilus_common::{
21    cache::CacheView,
22    clients::{DataClient, ExecutionClient},
23    clock::Clock,
24    factories::{ClientConfig, DataClientFactory, ExecutionClientFactory},
25};
26use nautilus_live::ExecutionClientCore;
27use nautilus_model::{
28    enums::{AccountType, OmsType},
29    identifiers::ClientId,
30};
31
32use crate::{
33    common::{
34        consts::{BINANCE, BINANCE_VENUE},
35        enums::BinanceProductType,
36    },
37    config::{BinanceDataClientConfig, BinanceExecClientConfig},
38    futures::{data::BinanceFuturesDataClient, execution::BinanceFuturesExecutionClient},
39    spot::{data::BinanceSpotDataClient, execution::BinanceSpotExecutionClient},
40};
41
42/// Factory for creating Binance data clients.
43#[derive(Debug, Clone)]
44#[cfg_attr(
45    feature = "python",
46    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.binance", from_py_object)
47)]
48#[cfg_attr(
49    feature = "python",
50    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.adapters.binance")
51)]
52pub struct BinanceDataClientFactory;
53
54impl BinanceDataClientFactory {
55    /// Creates a new [`BinanceDataClientFactory`] instance.
56    #[must_use]
57    pub const fn new() -> Self {
58        Self
59    }
60}
61
62impl Default for BinanceDataClientFactory {
63    fn default() -> Self {
64        Self::new()
65    }
66}
67
68impl DataClientFactory for BinanceDataClientFactory {
69    fn create(
70        &self,
71        name: &str,
72        config: &dyn ClientConfig,
73        _cache: CacheView,
74        _clock: Rc<RefCell<dyn Clock>>,
75    ) -> anyhow::Result<Box<dyn DataClient>> {
76        let binance_config = config
77            .as_any()
78            .downcast_ref::<BinanceDataClientConfig>()
79            .ok_or_else(|| {
80                anyhow::anyhow!(
81                    "Invalid config type for BinanceDataClientFactory. Expected BinanceDataClientConfig, was {config:?}",
82                )
83            })?
84            .clone();
85
86        let client_id = ClientId::from(name);
87
88        let product_type = binance_config.product_type;
89
90        match product_type {
91            BinanceProductType::Spot => {
92                let client = BinanceSpotDataClient::new(client_id, binance_config)?;
93                Ok(Box::new(client))
94            }
95            BinanceProductType::UsdM | BinanceProductType::CoinM => {
96                let client =
97                    BinanceFuturesDataClient::new(client_id, binance_config, product_type)?;
98                Ok(Box::new(client))
99            }
100            _ => {
101                anyhow::bail!("Unsupported product type for Binance data client: {product_type:?}")
102            }
103        }
104    }
105
106    fn name(&self) -> &'static str {
107        BINANCE
108    }
109
110    fn config_type(&self) -> &'static str {
111        stringify!(BinanceDataClientConfig)
112    }
113}
114
115/// Factory for creating Binance Spot execution clients.
116#[derive(Debug, Clone)]
117#[cfg_attr(
118    feature = "python",
119    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.binance", from_py_object)
120)]
121#[cfg_attr(
122    feature = "python",
123    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.adapters.binance")
124)]
125pub struct BinanceExecutionClientFactory;
126
127impl BinanceExecutionClientFactory {
128    /// Creates a new [`BinanceExecutionClientFactory`] instance.
129    #[must_use]
130    pub const fn new() -> Self {
131        Self
132    }
133}
134
135impl Default for BinanceExecutionClientFactory {
136    fn default() -> Self {
137        Self::new()
138    }
139}
140
141impl ExecutionClientFactory for BinanceExecutionClientFactory {
142    fn create(
143        &self,
144        name: &str,
145        config: &dyn ClientConfig,
146        cache: CacheView,
147    ) -> anyhow::Result<Box<dyn ExecutionClient>> {
148        let binance_config = config
149            .as_any()
150            .downcast_ref::<BinanceExecClientConfig>()
151            .ok_or_else(|| {
152                anyhow::anyhow!(
153                    "Invalid config type for BinanceExecutionClientFactory. Expected BinanceExecClientConfig, was {config:?}",
154                )
155            })?
156            .clone();
157
158        let product_type = binance_config.product_type;
159
160        match product_type {
161            BinanceProductType::Spot => {
162                // Spot uses cash account type and hedging OMS
163                let account_type = AccountType::Cash;
164                let oms_type = OmsType::Hedging;
165
166                let core = ExecutionClientCore::new(
167                    binance_config.trader_id,
168                    ClientId::from(name),
169                    *BINANCE_VENUE,
170                    oms_type,
171                    binance_config.account_id,
172                    account_type,
173                    None, // base_currency
174                    cache,
175                );
176
177                let client = BinanceSpotExecutionClient::new(core, binance_config)?;
178                Ok(Box::new(client))
179            }
180            BinanceProductType::UsdM | BinanceProductType::CoinM => {
181                // Futures uses margin account type and netting OMS
182                let account_type = AccountType::Margin;
183                let oms_type = OmsType::Netting;
184
185                let core = ExecutionClientCore::new(
186                    binance_config.trader_id,
187                    ClientId::from(name),
188                    *BINANCE_VENUE,
189                    oms_type,
190                    binance_config.account_id,
191                    account_type,
192                    None, // base_currency
193                    cache,
194                );
195
196                let client = BinanceFuturesExecutionClient::new(core, binance_config)?;
197                Ok(Box::new(client))
198            }
199            _ => {
200                anyhow::bail!(
201                    "Unsupported product type for Binance execution client: {product_type:?}"
202                )
203            }
204        }
205    }
206
207    fn name(&self) -> &'static str {
208        BINANCE
209    }
210
211    fn config_type(&self) -> &'static str {
212        stringify!(BinanceExecClientConfig)
213    }
214}
215
216#[cfg(test)]
217mod tests {
218    use nautilus_common::factories::DataClientFactory;
219    use rstest::rstest;
220
221    use super::*;
222
223    #[rstest]
224    fn test_binance_data_client_factory_creation() {
225        let factory = BinanceDataClientFactory::new();
226        assert_eq!(factory.name(), BINANCE);
227        assert_eq!(factory.config_type(), "BinanceDataClientConfig");
228    }
229
230    #[rstest]
231    fn test_binance_data_client_factory_default() {
232        let factory = BinanceDataClientFactory;
233        assert_eq!(factory.name(), BINANCE);
234    }
235}
nautilus_binance/factories.rs

nautilus_binance/
factories.rs
