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, 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, BinanceSpotMarketDataMode},
39    data_types::{
40        BinanceFuturesLiquidation, BinanceFuturesOpenInterest, BinanceFuturesOpenInterestHist,
41        BinanceFuturesOpenInterestHistPoint, BinanceFuturesTicker, register_binance_custom_data,
42    },
43    factories::{BinanceDataClientFactory, BinanceExecutionClientFactory},
44};
45
46#[expect(clippy::needless_pass_by_value)]
47fn extract_binance_data_factory(
48    py: Python<'_>,
49    factory: Py<PyAny>,
50) -> PyResult<Box<dyn DataClientFactory>> {
51    match factory.extract::<BinanceDataClientFactory>(py) {
52        Ok(f) => Ok(Box::new(f)),
53        Err(e) => Err(to_pyvalue_err(format!(
54            "Failed to extract BinanceDataClientFactory: {e}"
55        ))),
56    }
57}
58
59#[expect(clippy::needless_pass_by_value)]
60fn extract_binance_exec_factory(
61    py: Python<'_>,
62    factory: Py<PyAny>,
63) -> PyResult<Box<dyn ExecutionClientFactory>> {
64    match factory.extract::<BinanceExecutionClientFactory>(py) {
65        Ok(f) => Ok(Box::new(f)),
66        Err(e) => Err(to_pyvalue_err(format!(
67            "Failed to extract BinanceExecutionClientFactory: {e}"
68        ))),
69    }
70}
71
72#[expect(clippy::needless_pass_by_value)]
73fn extract_binance_data_config(
74    py: Python<'_>,
75    config: Py<PyAny>,
76) -> PyResult<Box<dyn ClientConfig>> {
77    match config.extract::<BinanceDataClientConfig>(py) {
78        Ok(c) => Ok(Box::new(c)),
79        Err(e) => Err(to_pyvalue_err(format!(
80            "Failed to extract BinanceDataClientConfig: {e}"
81        ))),
82    }
83}
84
85#[expect(clippy::needless_pass_by_value)]
86fn extract_binance_exec_config(
87    py: Python<'_>,
88    config: Py<PyAny>,
89) -> PyResult<Box<dyn ClientConfig>> {
90    match config.extract::<BinanceExecClientConfig>(py) {
91        Ok(c) => Ok(Box::new(c)),
92        Err(e) => Err(to_pyvalue_err(format!(
93            "Failed to extract BinanceExecClientConfig: {e}"
94        ))),
95    }
96}
97
98/// Decodes a Binance Spot encoded `clientOrderId` back to the original value.
99///
100/// Binance Spot orders placed through the Rust execution client have their
101/// `ClientOrderId` encoded with a broker ID prefix for Link and Trade
102/// attribution. This function reverses that encoding.
103///
104/// Strings without the broker prefix are returned unchanged.
105#[pyfunction]
106#[pyo3(name = "decode_binance_spot_client_order_id")]
107fn py_decode_binance_spot_client_order_id(encoded: &str) -> String {
108    decode_broker_id(encoded, BINANCE_NAUTILUS_SPOT_BROKER_ID)
109}
110
111/// Decodes a Binance Futures encoded `clientOrderId` back to the original value.
112///
113/// Binance Futures orders placed through the Rust execution client have their
114/// `ClientOrderId` encoded with a broker ID prefix for Link and Trade
115/// attribution. This function reverses that encoding.
116///
117/// Strings without the broker prefix are returned unchanged.
118#[pyfunction]
119#[pyo3(name = "decode_binance_futures_client_order_id")]
120fn py_decode_binance_futures_client_order_id(encoded: &str) -> String {
121    decode_broker_id(encoded, BINANCE_NAUTILUS_FUTURES_BROKER_ID)
122}
123
124/// Binance adapter Python module.
125///
126/// Loaded as `nautilus_pyo3.binance`.
127///
128/// # Errors
129///
130/// Returns an error if module initialization fails.
131#[pymodule]
132pub fn binance(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
133    m.add_class::<BinanceProductType>()?;
134    m.add_class::<BinanceEnvironment>()?;
135    m.add_class::<BinanceMarginType>()?;
136    m.add_class::<BinancePositionSide>()?;
137    m.add_class::<BinanceBar>()?;
138    m.add_class::<BinanceFuturesLiquidation>()?;
139    m.add_class::<BinanceFuturesTicker>()?;
140    m.add_class::<BinanceFuturesOpenInterest>()?;
141    m.add_class::<BinanceFuturesOpenInterestHistPoint>()?;
142    m.add_class::<BinanceFuturesOpenInterestHist>()?;
143    m.add_function(wrap_pyfunction!(arrow::get_binance_arrow_schema_map, m)?)?;
144    m.add_function(wrap_pyfunction!(
145        arrow::py_binance_bar_to_arrow_record_batch_bytes,
146        m
147    )?)?;
148    m.add_function(wrap_pyfunction!(
149        arrow::py_binance_bar_from_arrow_record_batch_bytes,
150        m
151    )?)?;
152    m.add_class::<BinanceDataClientConfig>()?;
153    m.add_class::<BinanceExecClientConfig>()?;
154    m.add_class::<BinanceSpotMarketDataMode>()?;
155    m.add_class::<BinanceDataClientFactory>()?;
156    m.add_class::<BinanceExecutionClientFactory>()?;
157    m.add_function(wrap_pyfunction!(py_decode_binance_spot_client_order_id, m)?)?;
158    m.add_function(wrap_pyfunction!(
159        py_decode_binance_futures_client_order_id,
160        m
161    )?)?;
162
163    // Register BinanceBar for Arrow/JSON serialization and Python extraction
164    ensure_custom_data_registered::<BinanceBar>();
165    let _result = ensure_rust_extractor_registered::<BinanceBar>();
166    register_binance_custom_data();
167    let _result = ensure_rust_extractor_registered::<BinanceFuturesLiquidation>();
168    let _result = ensure_rust_extractor_registered::<BinanceFuturesTicker>();
169    let _result = ensure_rust_extractor_registered::<BinanceFuturesOpenInterest>();
170    let _result = ensure_rust_extractor_registered::<BinanceFuturesOpenInterestHist>();
171
172    let registry = get_global_pyo3_registry();
173
174    if let Err(e) =
175        registry.register_factory_extractor(BINANCE.to_string(), extract_binance_data_factory)
176    {
177        return Err(to_pyruntime_err(format!(
178            "Failed to register Binance data factory extractor: {e}"
179        )));
180    }
181
182    if let Err(e) =
183        registry.register_exec_factory_extractor(BINANCE.to_string(), extract_binance_exec_factory)
184    {
185        return Err(to_pyruntime_err(format!(
186            "Failed to register Binance exec factory extractor: {e}"
187        )));
188    }
189
190    if let Err(e) = registry.register_config_extractor(
191        "BinanceDataClientConfig".to_string(),
192        extract_binance_data_config,
193    ) {
194        return Err(to_pyruntime_err(format!(
195            "Failed to register Binance data config extractor: {e}"
196        )));
197    }
198
199    if let Err(e) = registry.register_config_extractor(
200        "BinanceExecClientConfig".to_string(),
201        extract_binance_exec_config,
202    ) {
203        return Err(to_pyruntime_err(format!(
204            "Failed to register Binance exec config extractor: {e}"
205        )));
206    }
207
208    Ok(())
209}
nautilus_binance/python/mod.rs

nautilus_binance/python/
mod.rs
