9d40f63c4d
90s BTCUSDT-PERP capture on the prod host, public data, dummy creds (factory demands key env vars even for the data client; public endpoints ignore the header). NT internal dispatch p50 0.23ms / p99 3.3ms — inside VIOLET reactor budgets; 77 ticks/s sustained, zero drops. Qualifications: NT owns its (uvloop) event loop -> recommended separate feed process bridging via Zinc/HZ; exchange->cb p50 135ms is network+NTP+throttle, a relative baseline only; PRODGREEN-era launcher API calls no longer exist in 1.219 (FUTURES->USDT_FUTURE) — pin version + API smoke on adoption. Exec-client spike remains keys-blocked; executor decision at the V4 gate. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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V2e spike findings — NautilusTrader Binance DATA client as VIOLET feed
Date: 2026-06-12 · NT 1.219.0 · prod host · public mainnet market data,
no real credentials · 90 s BTCUSDT-PERP trade+quote capture
(spike_report.json, raw numbers; script spike_nt_binance_feed.py).
Verdict: GO (qualified) for NT as the alpha-side Binance feed
NT's internal dispatch (WS frame → tick object → message bus → strategy callback) costs p50 0.23 ms / p99 3.3 ms — comfortably inside the VIOLET reactor budgets (V0 gate: reaction p99 < 10 ms). Throughput at one instrument was 77 ticks/s sustained (847 trades + 6,885 quotes / 90 s) with zero drops; build 0.03 s; first tick 1.1 s after start. The Rust WS stack is healthy on this host.
Qualifications that shape the integration:
- Loop ownership. NT installs uvloop and requires a current event loop at node construction (py3.12 raises otherwise). The node owns its loop. In-process coexistence with the VIOLET reactor means running the reactor ON NT's loop — or (recommended) running NT as a separate feed process bridging ticks via Zinc/HZ, which preserves VIOLET's loop discipline and isolates NT lifecycle issues. Decision belongs at the V4 gate per the charter.
- Keys demanded even for data. The Binance factory builds an HTTP
client (instrument definitions) with MANDATORY
BINANCE_FUTURES_API_KEY/ SECRETenv vars. Public endpoints ignore the header, so dummy values work — but this is undocumented behavior to pin a test on; a real read-only key is the clean path if adopted. - exchange→callback p50 135 ms / p90 827 ms is dominated by factors outside NT: host→Binance network distance, host NTP skew, and Binance's own stream throttling on the quote side (the bimodal 135 ms vs 827 ms split tracks trades-vs-quotes). Read it as a relative baseline for the lead/lag study, not as NT overhead. For exit-pricing purposes the venue (BingX) feed remains authoritative — this feed is the ALPHA side.
- API drift is real: the PRODGREEN-era launcher in-tree uses
BinanceAccountType.FUTURESand config fields that no longer exist in 1.219 (USDT_FUTUREnow, nopaper_tradingon data config). Any adoption must pin the NT version and carry an API-surface smoke test.
What was NOT tested (out of spike scope)
Multi-instrument fan-out (the scan universe is ~50 symbols), reconnect behavior under network failure, memory growth over hours, NT exec clients (the BingX ExecutionClient skeleton remains the V2-deferred, keys-blocked item; executor decision at the V4 gate).
Next concrete step if adopted
Separate violet_feed_nt process: NT node + probe-style strategy
publishing normalized ticks (asset, bid, ask, last, ts_event, mono_ns) to
a Zinc region / HZ map; VIOLET's VenuePriceFeedPort consumes it like any
other plane with its own staleness budget.