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Update gh-pages to output generated at fae6364
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cjdsellers committed Mar 3, 2024
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17 changes: 0 additions & 17 deletions nightly/_sources/api_reference/common.md.txt
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Expand Up @@ -57,20 +57,3 @@
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.common.throttler
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

## Message Bus
```{eval-rst}
.. automodule:: nautilus_trader.common.msgbus
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```
1 change: 0 additions & 1 deletion nightly/_sources/api_reference/index.md.txt
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data.md
execution.md
indicators.md
infrastructure.md
live.md
model/index.md
persistence.md
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30 changes: 22 additions & 8 deletions nightly/_sources/integrations/binance.md.txt
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Expand Up @@ -6,24 +6,26 @@ derivative products. This integration supports live market data ingest and order
execution with Binance.

## Overview

The following documentation assumes a trader is setting up for both live market
data feeds, and trade execution. The full Binance integration consists of an assortment of components,
which can be used together or separately depending on the users needs.

- `BinanceHttpClient` provides low-level HTTP API connectivity
- `BinanceWebSocketClient` provides low-level WebSocket API connectivity
- `BinanceInstrumentProvider` provides instrument parsing and loading functionality
- `BinanceSpotDataClient`/ `BinanceFuturesDataClient` provide a market data feed manager
- `BinanceSpotExecutionClient`/`BinanceFuturesExecutionClient` provide an account management and trade execution gateway
- `BinanceLiveDataClientFactory` creation factory for Binance data clients (used by the trading node builder)
- `BinanceLiveExecClientFactory` creation factory for Binance execution clients (used by the trading node builder)
- `BinanceHttpClient` - Low-level HTTP API connectivity
- `BinanceWebSocketClient` - Low-level WebSocket API connectivity
- `BinanceInstrumentProvider` - Instrument parsing and loading functionality
- `BinanceSpotDataClient`/ `BinanceFuturesDataClient` - A market data feed manager
- `BinanceSpotExecutionClient`/`BinanceFuturesExecutionClient` - An account management and trade execution gateway
- `BinanceLiveDataClientFactory` - Factory for Binance data clients (used by the trading node builder)
- `BinanceLiveExecClientFactory` - Factory for Binance execution clients (used by the trading node builder)

```{note}
Most users will simply define a configuration for a live trading node (as below),
and won't need to necessarily work with these lower level components individually.
and won't need to necessarily work with these lower level components directly.
```

## Data types

To provide complete API functionality to traders, the integration includes several
custom data types:
- `BinanceTicker` returned when subscribing to Binance 24hr tickers (contains many prices and stats).
Expand All @@ -33,6 +35,7 @@ custom data types:
See the Binance [API Reference](../api_reference/adapters/binance.md) for full definitions.

## Symbology

As per the Nautilus unification policy for symbols, the native Binance symbols are used where possible including for
spot assets and futures contracts. However, because NautilusTrader is capable of multi-venue + multi-account
trading, it's necessary to explicitly clarify the difference between `BTCUSDT` as the spot and margin traded
Expand All @@ -51,6 +54,7 @@ E.g. for Binance Futures, the said instruments symbol is `BTCUSDT-PERP` within t
| `TRAILING_STOP_MARKET` | | | ✓ |

### Trailing stops

Binance use the concept of an *activation price* for trailing stops ([see docs](https://www.binance.com/en-AU/support/faq/what-is-a-trailing-stop-order-360042299292)).
To get trailing stop orders working for Binance we need to use the `trigger_price` value to set the *activation price*.

Expand All @@ -65,6 +69,7 @@ You must also have at least *one* of the following:
- You have subscribed to trade ticks for the instrument you're submitting the order for (used to infer activation price)

## Configuration

The most common use case is to configure a live `TradingNode` to include Binance
data and execution clients. To achieve this, add a `BINANCE` section to your client
configuration(s):
Expand Down Expand Up @@ -116,6 +121,7 @@ node.build()
```

### API credentials

There are two options for supplying your credentials to the Binance clients.
Either pass the corresponding `api_key` and `api_secret` values to the configuration objects, or
set the following environment variables:
Expand All @@ -140,6 +146,7 @@ When starting the trading node, you'll receive immediate confirmation of whether
credentials are valid and have trading permissions.

### Account Type

All the Binance account types will be supported for live trading. Set the `account_type`
using the `BinanceAccountType` enum. The account type options are:
- `SPOT`
Expand All @@ -149,16 +156,19 @@ using the `BinanceAccountType` enum. The account type options are:
- `COIN_FUTURE` (other cryptocurrency as collateral)

### Base URL overrides

It's possible to override the default base URLs for both HTTP Rest and
WebSocket APIs. This is useful for configuring API clusters for performance reasons,
or when Binance has provided you with specialized endpoints.

### Binance US

There is support for Binance US accounts by setting the `us` option in the configs
to `True` (this is `False` by default). All functionality available to US accounts
should behave identically to standard Binance.

### Testnets

It's also possible to configure one or both clients to connect to the Binance testnet.
Simply set the `testnet` option to `True` (this is `False` by default):

Expand All @@ -185,6 +195,7 @@ config = TradingNodeConfig(
```

### Aggregated Trades

Binance provide aggregated trade data endpoints as an alternative source of trade ticks.
In comparison to the default trade endpoints, aggregated trade data endpoints can return all
ticks between a `start_time` and `end_time`.
Expand All @@ -193,6 +204,7 @@ To use aggregated trades and the endpoint features, set the `use_agg_trade_ticks
to `True` (this is `False` by default.)

### Parser warnings

Some Binance instruments are unable to be parsed into Nautilus objects if they
contain enormous field values beyond what can be handled by the platform.
In these cases, a _warn and continue_ approach is taken (the instrument will not
Expand All @@ -212,6 +224,7 @@ instrument_provider=InstrumentProviderConfig(
```

## Binance specific data

It's possible to subscribe to Binance specific data streams as they become available to the
adapter over time.

Expand All @@ -222,6 +235,7 @@ methods may eventually become first-class (not requiring custom/generic subscrip
```

### BinanceFuturesMarkPriceUpdate

You can subscribe to `BinanceFuturesMarkPriceUpdate` (included funding rating info)
data streams by subscribing in the following way from your actor or strategy:

Expand Down
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