nautilus_kraken/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 from `pyo3`.
17
18#![expect(
19    clippy::missing_errors_doc,
20    reason = "errors documented on underlying Rust methods"
21)]
22
23use nautilus_common::factories::{ClientConfig, DataClientFactory, ExecutionClientFactory};
24use nautilus_core::python::{to_pyruntime_err, to_pyvalue_err};
25use nautilus_system::get_global_pyo3_registry;
26use pyo3::prelude::*;
27
28use crate::{
29    common::{
30        consts::KRAKEN,
31        enums::{KrakenEnvironment, KrakenProductType},
32    },
33    config::{KrakenDataClientConfig, KrakenExecClientConfig},
34    factories::{KrakenDataClientFactory, KrakenExecutionClientFactory},
35    http::{KrakenFuturesHttpClient, KrakenSpotHttpClient},
36    websocket::{
37        futures::client::KrakenFuturesWebSocketClient, spot_v2::client::KrakenSpotWebSocketClient,
38    },
39};
40
41pub mod config;
42pub mod enums;
43pub mod factories;
44pub mod http_futures;
45pub mod http_spot;
46pub mod websocket_futures;
47pub mod websocket_spot;
48
49/// Determines the product type from a Kraken symbol.
50///
51/// Futures symbols have the following prefixes:
52/// - `PI_` - Perpetual Inverse futures (e.g., `PI_XBTUSD`)
53/// - `PF_` - Perpetual Fixed-margin futures (e.g., `PF_XBTUSD`)
54/// - `FI_` - Fixed maturity Inverse futures (e.g., `FI_XBTUSD_230929`)
55/// - `FF_` - Flex futures
56///
57/// All other symbols are considered spot.
58#[pyfunction]
59#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.kraken")]
60#[pyo3(name = "kraken_product_type_from_symbol")]
61fn py_kraken_product_type_from_symbol(symbol: &str) -> KrakenProductType {
62    crate::common::enums::product_type_from_symbol(symbol)
63}
64
65#[expect(clippy::needless_pass_by_value)]
66fn extract_kraken_data_factory(
67    py: Python<'_>,
68    factory: Py<PyAny>,
69) -> PyResult<Box<dyn DataClientFactory>> {
70    match factory.extract::<KrakenDataClientFactory>(py) {
71        Ok(f) => Ok(Box::new(f)),
72        Err(e) => Err(to_pyvalue_err(format!(
73            "Failed to extract KrakenDataClientFactory: {e}"
74        ))),
75    }
76}
77
78#[expect(clippy::needless_pass_by_value)]
79fn extract_kraken_exec_factory(
80    py: Python<'_>,
81    factory: Py<PyAny>,
82) -> PyResult<Box<dyn ExecutionClientFactory>> {
83    match factory.extract::<KrakenExecutionClientFactory>(py) {
84        Ok(f) => Ok(Box::new(f)),
85        Err(e) => Err(to_pyvalue_err(format!(
86            "Failed to extract KrakenExecutionClientFactory: {e}"
87        ))),
88    }
89}
90
91#[expect(clippy::needless_pass_by_value)]
92fn extract_kraken_data_config(
93    py: Python<'_>,
94    config: Py<PyAny>,
95) -> PyResult<Box<dyn ClientConfig>> {
96    match config.extract::<KrakenDataClientConfig>(py) {
97        Ok(c) => Ok(Box::new(c)),
98        Err(e) => Err(to_pyvalue_err(format!(
99            "Failed to extract KrakenDataClientConfig: {e}"
100        ))),
101    }
102}
103
104#[expect(clippy::needless_pass_by_value)]
105fn extract_kraken_exec_config(
106    py: Python<'_>,
107    config: Py<PyAny>,
108) -> PyResult<Box<dyn ClientConfig>> {
109    match config.extract::<KrakenExecClientConfig>(py) {
110        Ok(c) => Ok(Box::new(c)),
111        Err(e) => Err(to_pyvalue_err(format!(
112            "Failed to extract KrakenExecClientConfig: {e}"
113        ))),
114    }
115}
116
117#[pymodule]
118pub fn kraken(m: &Bound<'_, PyModule>) -> PyResult<()> {
119    m.add_class::<KrakenEnvironment>()?;
120    m.add_class::<KrakenProductType>()?;
121    m.add_class::<KrakenSpotHttpClient>()?;
122    m.add_class::<KrakenFuturesHttpClient>()?;
123    m.add_class::<KrakenSpotWebSocketClient>()?;
124    m.add_class::<KrakenFuturesWebSocketClient>()?;
125    m.add_class::<KrakenDataClientConfig>()?;
126    m.add_class::<KrakenExecClientConfig>()?;
127    m.add_class::<KrakenDataClientFactory>()?;
128    m.add_class::<KrakenExecutionClientFactory>()?;
129    m.add_function(wrap_pyfunction!(py_kraken_product_type_from_symbol, m)?)?;
130
131    let registry = get_global_pyo3_registry();
132
133    if let Err(e) =
134        registry.register_factory_extractor(KRAKEN.to_string(), extract_kraken_data_factory)
135    {
136        return Err(to_pyruntime_err(format!(
137            "Failed to register Kraken data factory extractor: {e}"
138        )));
139    }
140
141    if let Err(e) =
142        registry.register_exec_factory_extractor(KRAKEN.to_string(), extract_kraken_exec_factory)
143    {
144        return Err(to_pyruntime_err(format!(
145            "Failed to register Kraken exec factory extractor: {e}"
146        )));
147    }
148
149    if let Err(e) = registry.register_config_extractor(
150        "KrakenDataClientConfig".to_string(),
151        extract_kraken_data_config,
152    ) {
153        return Err(to_pyruntime_err(format!(
154            "Failed to register Kraken data config extractor: {e}"
155        )));
156    }
157
158    if let Err(e) = registry.register_config_extractor(
159        "KrakenExecClientConfig".to_string(),
160        extract_kraken_exec_config,
161    ) {
162        return Err(to_pyruntime_err(format!(
163            "Failed to register Kraken exec config extractor: {e}"
164        )));
165    }
166
167    Ok(())
168}
nautilus_kraken/python/mod.rs

nautilus_kraken/python/
mod.rs
