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

nautilus_binance/python/
mod.rs
