48 lines
1.5 KiB
Python
48 lines
1.5 KiB
Python
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from __future__ import annotations
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import asyncio
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from nautilus_trader.cache.cache import Cache
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from nautilus_trader.common.component import LiveClock
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from nautilus_trader.common.component import MessageBus
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from nautilus_trader.live.factories import LiveDataClientFactory
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from .config import BingxExecClientConfig
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from .data_client import BingxMarketDataClient
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from .data_config import BingxDataClientConfig
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from .http import BingxHttpClient
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from .instrument_provider import BingxInstrumentProvider
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class BingxLiveDataClientFactory(LiveDataClientFactory):
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@staticmethod
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def create( # type: ignore[override]
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loop: asyncio.AbstractEventLoop,
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name: str,
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config: BingxDataClientConfig,
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msgbus: MessageBus,
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cache: Cache,
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clock: LiveClock,
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) -> BingxMarketDataClient:
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config.validate_mainnet_opt_in()
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exec_cfg = BingxExecClientConfig(
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api_key=None,
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secret_key=None,
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environment=config.environment,
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allow_mainnet=config.allow_mainnet,
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http_timeout_secs=config.http_timeout_secs,
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instrument_provider=config.instrument_provider,
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)
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client = BingxHttpClient(exec_cfg)
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provider = BingxInstrumentProvider(client=client, config=config.instrument_provider)
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return BingxMarketDataClient(
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loop=loop,
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client=client,
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msgbus=msgbus,
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cache=cache,
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clock=clock,
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instrument_provider=provider,
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config=config,
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name=name,
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)
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