nautilus_derive/python/
config.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 Derive configuration.
17
18use nautilus_model::identifiers::AccountId;
19use nautilus_network::websocket::TransportBackend;
20use pyo3::pymethods;
21use rust_decimal::Decimal;
22
23use crate::{
24    common::enums::DeriveEnvironment,
25    config::{DeriveDataClientConfig, DeriveExecutionClientConfig},
26};
27
28#[pymethods]
29#[pyo3_stub_gen::derive::gen_stub_pymethods]
30impl DeriveDataClientConfig {
31    /// Configuration for the Derive live data client.
32    #[new]
33    #[pyo3(signature = (
34        base_url_rest = None,
35        base_url_ws = None,
36        proxy_url = None,
37        environment = None,
38        http_timeout_secs = None,
39        ws_timeout_secs = None,
40        update_instruments_interval_mins = None,
41        currencies = None,
42        include_expired = None,
43        auto_load_missing_instruments = None,
44        transport_backend = None,
45    ))]
46    #[expect(clippy::too_many_arguments)]
47    fn py_new(
48        base_url_rest: Option<String>,
49        base_url_ws: Option<String>,
50        proxy_url: Option<String>,
51        environment: Option<DeriveEnvironment>,
52        http_timeout_secs: Option<u64>,
53        ws_timeout_secs: Option<u64>,
54        update_instruments_interval_mins: Option<u64>,
55        currencies: Option<Vec<String>>,
56        include_expired: Option<bool>,
57        auto_load_missing_instruments: Option<bool>,
58        transport_backend: Option<TransportBackend>,
59    ) -> Self {
60        let defaults = Self::default();
61        Self {
62            base_url_rest,
63            base_url_ws,
64            proxy_url,
65            environment: environment.unwrap_or(defaults.environment),
66            http_timeout_secs: http_timeout_secs.unwrap_or(defaults.http_timeout_secs),
67            ws_timeout_secs,
68            update_instruments_interval_mins: update_instruments_interval_mins
69                .unwrap_or(defaults.update_instruments_interval_mins),
70            currencies: currencies.unwrap_or(defaults.currencies),
71            include_expired: include_expired.unwrap_or(defaults.include_expired),
72            auto_load_missing_instruments: auto_load_missing_instruments
73                .unwrap_or(defaults.auto_load_missing_instruments),
74            transport_backend: transport_backend.unwrap_or(defaults.transport_backend),
75        }
76    }
77
78    #[getter]
79    const fn has_proxy_url(&self) -> bool {
80        self.proxy_url.is_some()
81    }
82
83    fn __repr__(&self) -> String {
84        stringify!(DeriveDataClientConfig).to_string()
85    }
86}
87
88#[pymethods]
89#[pyo3_stub_gen::derive::gen_stub_pymethods]
90impl DeriveExecutionClientConfig {
91    /// Configuration for the Derive live execution client.
92    #[new]
93    #[pyo3(signature = (
94        account_id = None,
95        wallet_address = None,
96        session_key = None,
97        subaccount_id = None,
98        base_url_rest = None,
99        base_url_ws = None,
100        proxy_url = None,
101        environment = None,
102        http_timeout_secs = None,
103        max_retries = None,
104        retry_delay_initial_ms = None,
105        retry_delay_max_ms = None,
106        ws_timeout_secs = None,
107        max_fee_per_contract = None,
108        domain_separator = None,
109        action_typehash = None,
110        trade_module_address = None,
111        signature_expiry_secs = None,
112        market_order_slippage_bps = None,
113        max_matching_requests_per_second = None,
114        max_per_instrument_matching_requests_per_second = None,
115        transport_backend = None,
116    ))]
117    #[expect(clippy::too_many_arguments)]
118    fn py_new(
119        account_id: Option<AccountId>,
120        wallet_address: Option<String>,
121        session_key: Option<String>,
122        subaccount_id: Option<u64>,
123        base_url_rest: Option<String>,
124        base_url_ws: Option<String>,
125        proxy_url: Option<String>,
126        environment: Option<DeriveEnvironment>,
127        http_timeout_secs: Option<u64>,
128        max_retries: Option<u32>,
129        retry_delay_initial_ms: Option<u64>,
130        retry_delay_max_ms: Option<u64>,
131        ws_timeout_secs: Option<u64>,
132        max_fee_per_contract: Option<Decimal>,
133        domain_separator: Option<String>,
134        action_typehash: Option<String>,
135        trade_module_address: Option<String>,
136        signature_expiry_secs: Option<u64>,
137        market_order_slippage_bps: Option<u32>,
138        max_matching_requests_per_second: Option<u32>,
139        max_per_instrument_matching_requests_per_second: Option<u32>,
140        transport_backend: Option<TransportBackend>,
141    ) -> Self {
142        let defaults = Self::default();
143        Self {
144            account_id: account_id.unwrap_or(defaults.account_id),
145            wallet_address,
146            session_key,
147            subaccount_id,
148            base_url_rest,
149            base_url_ws,
150            proxy_url,
151            environment: environment.unwrap_or(defaults.environment),
152            http_timeout_secs: http_timeout_secs.unwrap_or(defaults.http_timeout_secs),
153            max_retries: max_retries.unwrap_or(defaults.max_retries),
154            retry_delay_initial_ms: retry_delay_initial_ms
155                .unwrap_or(defaults.retry_delay_initial_ms),
156            retry_delay_max_ms: retry_delay_max_ms.unwrap_or(defaults.retry_delay_max_ms),
157            ws_timeout_secs,
158            max_fee_per_contract,
159            transport_backend: transport_backend.unwrap_or(defaults.transport_backend),
160            domain_separator,
161            action_typehash,
162            trade_module_address,
163            signature_expiry_secs: signature_expiry_secs.unwrap_or(defaults.signature_expiry_secs),
164            market_order_slippage_bps: market_order_slippage_bps
165                .unwrap_or(defaults.market_order_slippage_bps),
166            max_matching_requests_per_second,
167            max_per_instrument_matching_requests_per_second,
168        }
169    }
170
171    #[getter]
172    const fn has_proxy_url(&self) -> bool {
173        self.proxy_url.is_some()
174    }
175
176    fn __repr__(&self) -> String {
177        stringify!(DeriveExecutionClientConfig).to_string()
178    }
179}
nautilus_derive/python/config.rs

nautilus_derive/python/
config.rs
