45 lines
1.5 KiB
Python
45 lines
1.5 KiB
Python
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from __future__ import annotations
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from nautilus_trader.config import LiveDataClientConfig
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from nautilus_trader.config import PositiveInt
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from .config import BingxInstrumentProviderConfig
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from .config import require_mainnet_opt_in
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from .enums import BINGX_VENUE
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from .enums import BingxEnvironment
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class BingxDataClientConfig(LiveDataClientConfig, frozen=True):
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"""
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Configuration for the BingX live market data client.
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"""
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venue = BINGX_VENUE
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environment: BingxEnvironment = BingxEnvironment.VST
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allow_mainnet: bool = False
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base_url_ws_market: str | None = None
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http_timeout_secs: PositiveInt = 10
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instrument_provider: BingxInstrumentProviderConfig = BingxInstrumentProviderConfig(load_all=True)
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use_book_ticker: bool = True
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use_incr_depth: bool = True
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depth_level: PositiveInt = 20
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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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def validate_mainnet_opt_in(self) -> None:
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require_mainnet_opt_in(self.environment, self.allow_mainnet, context="BingX data client")
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def __post_init__(self) -> None:
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import enum
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if isinstance(self.environment, enum.Enum):
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env_val = self.environment.value
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else:
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env_val = str(self.environment)
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if env_val.upper() == "LIVE" and not self.allow_mainnet:
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raise ValueError(
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"BingXDataClientConfig: LIVE environment requires allow_mainnet=True. "
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"Pass allow_mainnet=True explicitly to opt in."
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)
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