initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree
Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
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hjnormey
174
prod/launch_paper_portfolio_binance.py
Executable file
174
prod/launch_paper_portfolio_binance.py
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#!/usr/bin/env python3
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"""
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DOLPHIN Paper Trading - High Performance Binance Feed
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======================================================
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Uses Nautilus Rust-backed Binance adapter for maximum performance.
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Benefits over Hazelcast:
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- Lower latency (~1-5ms vs ~5-10ms)
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- Higher throughput (native Rust WebSocket)
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- Direct market data (no intermediate layer)
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- Zero-copy message passing
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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
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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
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load_dotenv(PROJECT_ROOT / '.env')
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# Configure Logging
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger("PaperPortfolio-Binance")
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# ---------------------------------------------------------------------------
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# HIGH-PERFORMANCE BINANCE CONFIGURATION
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# ---------------------------------------------------------------------------
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# Symbols to trade (top liquid futures)
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SYMBOLS = [
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"BTCUSDT",
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"ETHUSDT",
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"BNBUSDT",
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"SOLUSDT",
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"ADAUSDT",
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]
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async def launch():
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logger.info("=" * 60)
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logger.info("DOLPHIN Paper Trading (Binance Rust Feed)")
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logger.info("=" * 60)
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logger.info(f"Venue: BINANCE_FUTURES")
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logger.info(f"Data Feed: WebSocket (Rust-backed)")
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logger.info(f"Latency Target: ~1-5ms")
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logger.info(f"Symbols: {len(SYMBOLS)}")
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logger.info("=" * 60)
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try:
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from nautilus_trader.config import TradingNodeConfig, ImportableStrategyConfig
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from nautilus_trader.live.node import TradingNode
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from nautilus_trader.model.identifiers import TraderId
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from nautilus_trader.adapters.binance.config import BinanceDataClientConfig, BinanceExecClientConfig
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from nautilus_trader.adapters.binance.common.enums import BinanceAccountType
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from nautilus_trader.adapters.binance.factories import BinanceLiveDataClientFactory, BinanceLiveExecClientFactory
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# Get API credentials
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api_key = os.getenv('BINANCE_API_KEY') or os.getenv('MRS_BINANCE_API_KEY')
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api_secret = os.getenv('BINANCE_API_SECRET') or os.getenv('MRS_BINANCE_SECRET_KEY')
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if not api_key or not api_secret:
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logger.error("API credentials not found in environment!")
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logger.error("Set BINANCE_API_KEY and BINANCE_API_SECRET")
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return
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logger.info(f"[OK] API credentials loaded: {api_key[:10]}...")
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# Configure HIGH-PERFORMANCE Binance data client
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# Uses Rust-backed WebSocket for maximum throughput
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data_client_config = BinanceDataClientConfig(
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account_type=BinanceAccountType.FUTURES,
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testnet=False, # Use mainnet for real data
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api_key=api_key,
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api_secret=api_secret,
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# Performance settings
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use_adjusted_prices=True,
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log_wiring=True,
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)
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# Configure execution client (paper trading)
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exec_client_config = BinanceExecClientConfig(
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account_type=BinanceAccountType.FUTURES,
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testnet=False,
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api_key=api_key,
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api_secret=api_secret,
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paper_trading=True, # Paper trading mode
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)
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logger.info("[OK] Binance clients configured")
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# Import and configure DolphinActor
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from nautilus_dolphin.nautilus.dolphin_actor import DolphinActor
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strategy_config_dict = {
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'venue': 'BINANCE_FUTURES',
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'engine': {
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'boost_mode': 'd_liq',
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'max_leverage': 5.0,
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'capital_fraction': 0.20,
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},
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'paper_trade': {
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'initial_capital': 25000.0,
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'data_source': 'binance_websocket',
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},
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'hazelcast': {
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'imap_state': 'DOLPHIN_STATE_BLUE',
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'imap_pnl': 'DOLPHIN_PNL_BLUE',
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},
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# Subscribe to symbols
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'symbols': SYMBOLS,
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}
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strategy_config = ImportableStrategyConfig(
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strategy_path='nautilus_dolphin.nautilus.dolphin_actor:DolphinActor',
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config_path='nautilus_dolphin.nautilus.dolphin_actor:DolphinActor',
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config=strategy_config_dict
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)
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# Create TradingNode config with HIGH-PERFORMANCE adapters
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trader_id = TraderId("DOLPHIN-BINANCE-01")
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node_config = TradingNodeConfig(
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trader_id=trader_id,
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strategies=[strategy_config],
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# Rust-backed Binance adapters
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data_clients={"BINANCE": data_client_config},
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exec_clients={"BINANCE": exec_client_config},
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# Performance tuning
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cache={"database": None, "encoding": "msgpack"},
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message_bus={"encoding": "msgpack"},
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)
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logger.info("[OK] TradingNodeConfig created")
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# Create and build TradingNode
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node = TradingNode(config=node_config)
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# Register client factories (required for live adapters)
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node.add_data_client_factory("BINANCE", BinanceLiveDataClientFactory)
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node.add_exec_client_factory("BINANCE", BinanceLiveExecClientFactory)
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node.build()
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logger.info("[OK] TradingNode built with Rust adapters")
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# Start the node
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logger.info("[OK] Starting trading node...")
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await node.start()
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logger.info("=" * 60)
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logger.info("🚀 PAPER TRADER RUNNING - Rust WebSocket Feed")
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logger.info("=" * 60)
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logger.info("Press Ctrl+C to stop")
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# Keep running
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while True:
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await asyncio.sleep(1)
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except KeyboardInterrupt:
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logger.info("Stopping portfolio...")
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if 'node' in locals():
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await node.stop()
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except Exception as e:
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logger.error(f"Failed to launch: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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asyncio.run(launch())
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