86 lines
2.8 KiB
Python
86 lines
2.8 KiB
Python
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"""
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DOLPHIN Nautilus Paper Trading Portfolio - Realistic Friction Edition
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=====================================================================
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Path: prod/launch_paper_portfolio.py
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Launches a Dolphin-Nautilus portfolio in PAPER mode using the internal
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Sandbox matching engine with realistic Binance Futures fees and slippage.
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"""
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import asyncio
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import os
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import sys
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import logging
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from pathlib import Path
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from dotenv import load_dotenv
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# Add project root and package to path
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# File is in prod/, so we need 2 .parent to reach project root
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PROJECT_ROOT = Path(__file__).parent.parent
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sys.path.insert(0, str(PROJECT_ROOT / 'nautilus_dolphin'))
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sys.path.insert(0, str(PROJECT_ROOT))
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# Load credentials from .env
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load_dotenv(PROJECT_ROOT / '.env')
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from nautilus_trader.model.objects import Money
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from nautilus_dolphin.nautilus.launcher import NautilusDolphinLauncher
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# Configure Logging
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger("PaperPortfolio")
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# ---------------------------------------------------------------------------
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# PAPER TRADING CONFIGURATION (Realistic Friction)
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# ---------------------------------------------------------------------------
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PAPER_CONFIG = {
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'venue': 'BINANCE_FUTURES',
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'environment': 'PAPER',
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'trader_id': 'DOLPHIN-PHOENIX-01',
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'auth': {
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'api_key': os.getenv('MRS_BINANCE_API_KEY'),
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'api_secret': os.getenv('MRS_BINANCE_SECRET_KEY'),
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},
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'strategy': {
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'venue': 'BINANCE_FUTURES',
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'acb_enabled': True,
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# --- DISABLE INTERNAL FRICTION OVERRIDES ---
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# We disable these so Nautilus can handle them natively
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'use_sp_fees': False,
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'use_sp_slippage': False,
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'use_ob_edge': False, # Disable MC-fallback edge for cleaner proof
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'max_leverage': 5.0,
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'capital_fraction': 0.10, # Conservative 10% fraction for paper testing
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'tp_bps': 99,
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'max_hold_bars': 120,
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},
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'execution': {
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'testnet': False, # Use Mainnet data feeds
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'use_sandbox': True, # Match orders internally (Paper Trading)
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'account_type': 'FUTURES_USDT',
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},
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}
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async def launch():
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logger.info("Starting DOLPHIN Paper Portfolio (Phoenix-01)...")
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logger.info("Sandbox Mode: ENABLED")
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logger.info("Internal Friction (Legacy): BYPASSED")
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logger.info("Nautilus Friction (Realistic): ENABLED (0.02%/0.05%)")
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try:
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launcher = NautilusDolphinLauncher(PAPER_CONFIG)
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await launcher.start()
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except KeyboardInterrupt:
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logger.info("Stopping portfolio...")
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except Exception as e:
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logger.error(f"Failed to launch portfolio: {e}")
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if __name__ == "__main__":
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if not os.getenv('MRS_BINANCE_API_KEY'):
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logger.error("API Keys missing! Ensure .env is populated.")
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sys.exit(1)
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asyncio.run(launch())
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