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

nautilus_kraken/python/
mod.rs
