Implement custom client IDs

nautechsystems · Apr 8, 2024 · 6f96865 · 6f96865
1 parent 9410846
commit 6f96865
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Showing 19 changed files with 99 additions and 54 deletions.
diff --git a/nautilus_trader/adapters/betfair/factories.py b/nautilus_trader/adapters/betfair/factories.py
@@ -140,7 +140,7 @@ def create(  # type: ignore
         loop : asyncio.AbstractEventLoop
             The event loop for the client.
         name : str
-            The client name.
+            The custom client ID.
         config : dict[str, Any]
             The configuration dictionary.
         msgbus : MessageBus
@@ -201,7 +201,7 @@ def create(  # type: ignore
         loop : asyncio.AbstractEventLoop
             The event loop for the client.
         name : str
-            The client name.
+            The custom client ID.
         config : dict[str, Any]
             The configuration for the client.
         msgbus : MessageBus

diff --git a/nautilus_trader/adapters/binance/common/data.py b/nautilus_trader/adapters/binance/common/data.py
@@ -101,6 +101,8 @@ class BinanceCommonDataClient(LiveMarketDataClient):
         The account type for the client.
     base_url_ws : str
         The base url for the WebSocket client.
+    name : str, optional
+        The custom client ID.
     config : BinanceDataClientConfig
         The configuration for the client.
 
@@ -122,11 +124,12 @@ def __init__(
         instrument_provider: InstrumentProvider,
         account_type: BinanceAccountType,
         base_url_ws: str,
+        name: str | None,
         config: BinanceDataClientConfig,
     ) -> None:
         super().__init__(
             loop=loop,
-            client_id=ClientId(BINANCE_VENUE.value),
+            client_id=ClientId(name or BINANCE_VENUE.value),
             venue=BINANCE_VENUE,
             msgbus=msgbus,
             cache=cache,

diff --git a/nautilus_trader/adapters/binance/common/execution.py b/nautilus_trader/adapters/binance/common/execution.py
@@ -108,6 +108,8 @@ class BinanceCommonExecutionClient(LiveExecutionClient):
         The account type for the client.
     base_url_ws : str
         The base URL for the WebSocket client.
+    name : str, optional
+        The custom client ID.
     config : BinanceExecClientConfig
         The configuration for the client.
 
@@ -131,11 +133,12 @@ def __init__(
         instrument_provider: InstrumentProvider,
         account_type: BinanceAccountType,
         base_url_ws: str,
+        name: str | None,
         config: BinanceExecClientConfig,
     ) -> None:
         super().__init__(
             loop=loop,
-            client_id=ClientId(BINANCE_VENUE.value),
+            client_id=ClientId(name or BINANCE_VENUE.value),
             venue=BINANCE_VENUE,
             oms_type=OmsType.HEDGING if account_type.is_futures else OmsType.NETTING,
             instrument_provider=instrument_provider,
@@ -162,7 +165,7 @@ def __init__(
         self._log.info(f"{config.max_retries=}", LogColor.BLUE)
         self._log.info(f"{config.retry_delay=}", LogColor.BLUE)
 
-        self._set_account_id(AccountId(f"{BINANCE_VENUE.value}-spot-master"))
+        self._set_account_id(AccountId(f"{name or BINANCE_VENUE.value}-spot-master"))
 
         # Enum parser
         self._enum_parser = enum_parser

diff --git a/nautilus_trader/adapters/binance/factories.py b/nautilus_trader/adapters/binance/factories.py
@@ -102,7 +102,7 @@ def get_cached_binance_http_client(
             ("allOrders", Quota.rate_per_minute(int(1200 / 20))),
         ]
 
-    client_key: str = "|".join((key, secret))
+    client_key: str = "|".join((account_type.value, key, secret))
     if client_key not in BINANCE_HTTP_CLIENTS:
         client = BinanceHttpClient(
             clock=clock,
@@ -214,7 +214,7 @@ def create(  # type: ignore
         loop : asyncio.AbstractEventLoop
             The event loop for the client.
         name : str
-            The client name.
+            The custom client ID.
         config : BinanceDataClientConfig
             The client configuration.
         msgbus : MessageBus
@@ -271,6 +271,7 @@ def create(  # type: ignore
                 instrument_provider=provider,
                 account_type=config.account_type,
                 base_url_ws=config.base_url_ws or default_base_url_ws,
+                name=name,
                 config=config,
             )
         else:
@@ -291,6 +292,7 @@ def create(  # type: ignore
                 instrument_provider=provider,
                 account_type=config.account_type,
                 base_url_ws=config.base_url_ws or default_base_url_ws,
+                name=name,
                 config=config,
             )
 
@@ -317,7 +319,7 @@ def create(  # type: ignore
         loop : asyncio.AbstractEventLoop
             The event loop for the client.
         name : str
-            The client name.
+            The custom client ID.
         config : BinanceExecClientConfig
             The configuration for the client.
         msgbus : MessageBus
@@ -374,6 +376,7 @@ def create(  # type: ignore
                 instrument_provider=provider,
                 base_url_ws=config.base_url_ws or default_base_url_ws,
                 account_type=config.account_type,
+                name=name,
                 config=config,
             )
         else:
@@ -394,5 +397,6 @@ def create(  # type: ignore
                 instrument_provider=provider,
                 base_url_ws=config.base_url_ws or default_base_url_ws,
                 account_type=config.account_type,
+                name=name,
                 config=config,
             )
diff --git a/nautilus_trader/adapters/binance/futures/data.py b/nautilus_trader/adapters/binance/futures/data.py
@@ -59,10 +59,12 @@ class BinanceFuturesDataClient(BinanceCommonDataClient):
         The instrument provider.
     base_url_ws : str
         The base URL for the WebSocket client.
-    account_type : BinanceAccountType
-        The account type for the client.
     config : BinanceDataClientConfig
         The configuration for the client.
+    account_type : BinanceAccountType, default 'USDT_FUTURE'
+        The account type for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -77,6 +79,7 @@ def __init__(
         base_url_ws: str,
         config: BinanceDataClientConfig,
         account_type: BinanceAccountType = BinanceAccountType.USDT_FUTURE,
+        name: str | None = None,
     ):
         PyCondition.true(
             account_type.is_futures,
@@ -101,6 +104,7 @@ def __init__(
             instrument_provider=instrument_provider,
             account_type=account_type,
             base_url_ws=base_url_ws,
+            name=name,
             config=config,
         )
 

diff --git a/nautilus_trader/adapters/binance/futures/execution.py b/nautilus_trader/adapters/binance/futures/execution.py
@@ -72,10 +72,12 @@ class BinanceFuturesExecutionClient(BinanceCommonExecutionClient):
         The instrument provider.
     base_url_ws : str
         The base URL for the WebSocket client.
-    account_type : BinanceAccountType
-        The account type for the client.
     config : BinanceExecClientConfig
         The configuration for the client.
+    account_type : BinanceAccountType, default 'USDT_FUTURE'
+        The account type for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -90,6 +92,7 @@ def __init__(
         base_url_ws: str,
         config: BinanceExecClientConfig,
         account_type: BinanceAccountType = BinanceAccountType.USDT_FUTURE,
+        name: str | None = None,
     ):
         PyCondition.true(
             account_type.is_futures,
@@ -118,6 +121,7 @@ def __init__(
             instrument_provider=instrument_provider,
             account_type=account_type,
             base_url_ws=base_url_ws,
+            name=name,
             config=config,
         )
 

diff --git a/nautilus_trader/adapters/binance/futures/providers.py b/nautilus_trader/adapters/binance/futures/providers.py
@@ -334,6 +334,7 @@ def _parse_instrument(
                     underlying=base_currency,
                     quote_currency=quote_currency,
                     settlement_currency=settlement_currency,
+                    is_inverse=False,  # No inverse instruments trade on Binance
                     activation_ns=activation.value,
                     expiration_ns=expiration.value,
                     price_precision=price_precision,

diff --git a/nautilus_trader/adapters/binance/spot/data.py b/nautilus_trader/adapters/binance/spot/data.py
@@ -56,10 +56,12 @@ class BinanceSpotDataClient(BinanceCommonDataClient):
         The instrument provider.
     base_url_ws : str
         The base URL for the WebSocket client.
-    account_type : BinanceAccountType
-        The account type for the client.
     config : BinanceDataClientConfig
         The configuration for the client.
+    account_type : BinanceAccountType, default 'SPOT'
+        The account type for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -74,6 +76,7 @@ def __init__(
         base_url_ws: str,
         config: BinanceDataClientConfig,
         account_type: BinanceAccountType = BinanceAccountType.SPOT,
+        name: str | None = None,
     ):
         PyCondition.true(
             account_type.is_spot_or_margin,
@@ -97,6 +100,7 @@ def __init__(
             instrument_provider=instrument_provider,
             account_type=account_type,
             base_url_ws=base_url_ws,
+            name=name,
             config=config,
         )
 

diff --git a/nautilus_trader/adapters/binance/spot/execution.py b/nautilus_trader/adapters/binance/spot/execution.py
@@ -65,10 +65,12 @@ class BinanceSpotExecutionClient(BinanceCommonExecutionClient):
         The instrument provider.
     base_url_ws : str
         The base URL for the WebSocket client.
-    account_type : BinanceAccountType
-        The account type for the client.
     config : BinanceExecClientConfig
         The configuration for the client.
+    account_type : BinanceAccountType, default 'SPOT'
+        The account type for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -83,6 +85,7 @@ def __init__(
         base_url_ws: str,
         config: BinanceExecClientConfig,
         account_type: BinanceAccountType = BinanceAccountType.SPOT,
+        name: str | None = None,
     ):
         PyCondition.true(
             account_type.is_spot_or_margin,
@@ -111,6 +114,7 @@ def __init__(
             instrument_provider=instrument_provider,
             account_type=account_type,
             base_url_ws=base_url_ws,
+            name=name,
             config=config,
         )
 

diff --git a/nautilus_trader/adapters/bybit/data.py b/nautilus_trader/adapters/bybit/data.py
@@ -94,6 +94,8 @@ class BybitDataClient(LiveMarketDataClient):
         The product base urls for the WebSocket clients.
     config : BybitDataClientConfig
         The configuration for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -108,11 +110,12 @@ def __init__(
         product_types: list[BybitProductType],
         ws_base_urls: dict[BybitProductType, str],
         config: BybitDataClientConfig,
+        name: str | None,
     ) -> None:
         self._enum_parser = BybitEnumParser()
         super().__init__(
             loop=loop,
-            client_id=ClientId(BYBIT_VENUE.value),
+            client_id=ClientId(name or BYBIT_VENUE.value),
             venue=BYBIT_VENUE,
             msgbus=msgbus,
             cache=cache,

diff --git a/nautilus_trader/adapters/bybit/execution.py b/nautilus_trader/adapters/bybit/execution.py
@@ -101,6 +101,8 @@ class BybitExecutionClient(LiveExecutionClient):
         The base URL for the WebSocket client.
     config : BybitExecClientConfig
         The configuration for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -115,6 +117,7 @@ def __init__(
         product_types: list[BybitProductType],
         base_url_ws: str,
         config: BybitExecClientConfig,
+        name: str | None,
     ) -> None:
         if BybitProductType.SPOT in product_types:
             if len(set(product_types)) > 1:
@@ -125,7 +128,7 @@ def __init__(
 
         super().__init__(
             loop=loop,
-            client_id=ClientId(BYBIT_VENUE.value),
+            client_id=ClientId(name or BYBIT_VENUE.value),
             venue=BYBIT_VENUE,
             oms_type=OmsType.NETTING,
             instrument_provider=instrument_provider,
@@ -153,7 +156,7 @@ def __init__(
 
         self._enum_parser = BybitEnumParser()
 
-        account_id = AccountId(f"{BYBIT_VENUE.value}-UNIFIED")
+        account_id = AccountId(f"{name or BYBIT_VENUE.value}-UNIFIED")
         self._set_account_id(account_id)
 
         # WebSocket API

diff --git a/nautilus_trader/adapters/bybit/factories.py b/nautilus_trader/adapters/bybit/factories.py
@@ -157,7 +157,7 @@ def create(  # type: ignore
         loop : asyncio.AbstractEventLoop
             The event loop for the client.
         name : str
-            The client name.
+            The custom client ID.
         config : BybitDataClientConfig
             The client configuration.
         msgbus : MessageBus
@@ -202,6 +202,7 @@ def create(  # type: ignore
             product_types=product_types,
             ws_base_urls=ws_base_urls,
             config=config,
+            name=name,
         )
 
 
@@ -227,7 +228,7 @@ def create(  # type: ignore
         loop : asyncio.AbstractEventLoop
             The event loop for the client.
         name : str
-            The client name.
+            The custom client ID.
         config : BybitExecClientConfig
             The client configuration.
         msgbus : MessageBus
@@ -266,4 +267,5 @@ def create(  # type: ignore
             product_types=config.product_types or [BybitProductType.SPOT],
             base_url_ws=config.base_url_ws or base_url_ws,
             config=config,
+            name=name,
         )
diff --git a/nautilus_trader/adapters/databento/data.py b/nautilus_trader/adapters/databento/data.py
@@ -24,7 +24,7 @@
 from nautilus_trader.adapters.databento.common import databento_schema_from_nautilus_bar_type
 from nautilus_trader.adapters.databento.config import DatabentoDataClientConfig
 from nautilus_trader.adapters.databento.constants import ALL_SYMBOLS
-from nautilus_trader.adapters.databento.constants import DATABENTO_CLIENT_ID
+from nautilus_trader.adapters.databento.constants import DATABENTO
 from nautilus_trader.adapters.databento.constants import PUBLISHERS_PATH
 from nautilus_trader.adapters.databento.enums import DatabentoSchema
 from nautilus_trader.adapters.databento.loaders import DatabentoDataLoader
@@ -48,6 +48,7 @@
 from nautilus_trader.model.data import capsule_to_data
 from nautilus_trader.model.enums import BookType
 from nautilus_trader.model.enums import bar_aggregation_to_str
+from nautilus_trader.model.identifiers import ClientId
 from nautilus_trader.model.identifiers import InstrumentId
 from nautilus_trader.model.identifiers import Venue
 from nautilus_trader.model.instruments import instruments_from_pyo3
@@ -78,6 +79,8 @@ class DatabentoDataClient(LiveMarketDataClient):
         The loader for the client.
     config : DatabentoDataClientConfig, optional
         The configuration for the client.
+    name : str, optional
+        The custom client ID.
 
     """
 
@@ -91,14 +94,15 @@ def __init__(
         instrument_provider: DatabentoInstrumentProvider,
         loader: DatabentoDataLoader | None = None,
         config: DatabentoDataClientConfig | None = None,
+        name: str | None = None,
     ) -> None:
         if config is None:
             config = DatabentoDataClientConfig()
         PyCondition.type(config, DatabentoDataClientConfig, "config")
 
         super().__init__(
             loop=loop,
-            client_id=DATABENTO_CLIENT_ID,
+            client_id=ClientId(name or DATABENTO),
             venue=None,  # Not applicable
             msgbus=msgbus,
             cache=cache,