nautilus_trading/examples/actors/imbalance/
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//! Configuration for the book imbalance actor.
17
18use nautilus_model::identifiers::{ActorId, InstrumentId};
19
20/// Configuration for the order book imbalance actor.
21#[derive(Debug, Clone, bon::Builder)]
22#[cfg_attr(
23    feature = "python",
24    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.trading", from_py_object)
25)]
26#[cfg_attr(
27    feature = "python",
28    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.trading")
29)]
30pub struct BookImbalanceActorConfig {
31    /// Instruments to subscribe to.
32    pub instrument_ids: Vec<InstrumentId>,
33    /// How often (in update count) to log a progress line. Set to 0 to disable.
34    #[builder(default = 100)]
35    pub log_interval: u64,
36    /// Actor identifier. Defaults to `BOOK_IMBALANCE-001`.
37    pub actor_id: Option<ActorId>,
38}
nautilus_trading/examples/actors/imbalance/config.rs

nautilus_trading/examples/actors/imbalance/
config.rs
