72 lines
2.6 KiB
Python
72 lines
2.6 KiB
Python
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from __future__ import annotations
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from decimal import Decimal
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from nautilus_trader.config import InstrumentProviderConfig
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from nautilus_trader.config import LiveExecClientConfig
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from nautilus_trader.config import PositiveInt
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from .enums import BINGX_VENUE
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from .enums import BingxEnvironment
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def require_mainnet_opt_in(environment: BingxEnvironment, allow_mainnet: bool, *, context: str) -> None:
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"""
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Fail closed unless the caller explicitly opts into BingX LIVE mainnet.
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"""
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if environment is BingxEnvironment.LIVE and not allow_mainnet:
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raise ValueError(f"{context} LIVE requires allow_mainnet=True")
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class BingxInstrumentProviderConfig(InstrumentProviderConfig, frozen=True):
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"""
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Configuration for the BingX perpetual futures instrument provider.
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"""
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symbol_filters: tuple[str, ...] | None = None
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default_maker_fee: Decimal = Decimal("0.0002")
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default_taker_fee: Decimal = Decimal("0.0005")
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class BingxExecClientConfig(LiveExecClientConfig, frozen=True):
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"""
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Configuration for the BingX live execution client.
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"""
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venue = BINGX_VENUE
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api_key: str | None = None
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secret_key: str | None = None
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environment: BingxEnvironment = BingxEnvironment.VST
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allow_mainnet: bool = False
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base_url_http: str | None = None
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base_url_http_backup: str | None = None
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base_url_ws_private: str | None = None
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http_timeout_secs: PositiveInt = 10
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recv_window_ms: PositiveInt = 5_000
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max_retries: PositiveInt = 3
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retry_delay_initial_ms: PositiveInt = 250
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retry_delay_max_ms: PositiveInt = 2_000
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instrument_provider: BingxInstrumentProviderConfig = BingxInstrumentProviderConfig(load_all=True)
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use_gtd: bool = False
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use_reduce_only: bool = True
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use_position_ids: bool = False
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prefer_websocket: bool = True
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ws_listenkey_keepalive_interval_secs: PositiveInt = 1_800
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ws_event_stale_after_ms: PositiveInt = 15_000
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ws_reconnect_initial_ms: PositiveInt = 500
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ws_reconnect_max_ms: PositiveInt = 10_000
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poll_open_orders_interval_ms: PositiveInt = 500
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poll_account_interval_ms: PositiveInt = 2_000
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poll_positions_interval_ms: PositiveInt = 2_000
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default_leverage: PositiveInt = 1
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exchange_leverage_cap: PositiveInt = 3
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sizing_mode: str = "engine"
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leverage_by_symbol: dict[str, PositiveInt] | None = None
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margin_type_by_symbol: dict[str, str] | None = None
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enforce_integer_leverage: bool = True
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journal_strategy: str | None = None
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journal_db: str | None = None
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def validate_mainnet_opt_in(self) -> None:
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require_mainnet_opt_in(self.environment, self.allow_mainnet, context="BingX execution client")
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