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Update gh-pages to output generated at 0eb0b56
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cjdsellers committed Apr 20, 2024
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6 changes: 3 additions & 3 deletions _sources/concepts/logging.md.txt
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Expand Up @@ -104,12 +104,12 @@ compatibility across different environments where color rendering is not support
It's possible to use `Logger` objects directly, and these can be initialized anywhere (very similar to the Python built-in `logging` API).

If you ***aren't*** using an object which already initializes a `NautilusKernel` (and logging) such as `BacktestEngine` or `TradingNode`,
then you can initialize a logging in the following way:
then you can initialize logging in the following way:
```python
from nautilus_trader.common.component import init_logging
from nautilus_trader.common.component import Logger

init_logging()
log_guard = init_logging()
logger = Logger("MyLogger")
```

Expand All @@ -118,5 +118,5 @@ See the `init_logging` [API Reference](../api_reference/common.md#init_logging)
```

```{warning}
Only one logging system can be initialized per process with an `init_logging` call.
Only one logging system can be initialized per process with an `init_logging` call, and the `LogGuard` which is returned must be kept alive for the lifetime of the program.
```
6 changes: 3 additions & 3 deletions _sources/concepts/message_bus.md.txt
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Expand Up @@ -55,15 +55,15 @@ Most Nautilus built-in objects are serializable, dictionaries `dict[str, Any]` c
Additional custom types can be registered by calling the following registration function from the `serialization` subpackage:

```python
def register_serializable_object(
obj,
def register_serializable_type(
cls,
to_dict: Callable[[Any], dict[str, Any]],
from_dict: Callable[[dict[str, Any]], Any],
):
...
```

- `obj` The object to register
- `cls` The type to register
- `to_dict` The delegate to instantiate a dict of primitive types from the object
- `from_dict` The delegate to instantiate the object from a dict of primitive types

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14 changes: 10 additions & 4 deletions _sources/integrations/binance.md.txt
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Expand Up @@ -43,6 +43,7 @@ pair, and the `BTCUSDT` perpetual futures contract (this symbol is used for _bot
E.g. for Binance Futures, the said instruments symbol is `BTCUSDT-PERP` within the Nautilus system boundary.

## Order types

| | Spot | Margin | Futures |
|------------------------|---------------------------------|---------------------------------|-------------------|
| `MARKET` | ✓ | ✓ | ✓ |
Expand Down Expand Up @@ -155,7 +156,7 @@ using the `BinanceAccountType` enum. The account type options are:
- `USDT_FUTURE` (USDT or BUSD stablecoins as collateral)
- `COIN_FUTURE` (other cryptocurrency as collateral)

### Base URL overrides
### 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,
Expand Down Expand Up @@ -241,9 +242,9 @@ There is a limitation of one order book per instrument per trader instance.
As stream subscriptions may vary, the latest order book data (deltas or snapshots)
subscription will be used by the Binance data client.

Order book snapshot rebuilds will be triggered:
- On initial subscription of the order book data
- On data websocket reconnects
Order book snapshot rebuilds will be triggered on:
- Initial subscription of the order book data
- Data websocket reconnects

The sequence of events is as follows:
- Deltas will start buffered
Expand All @@ -254,6 +255,11 @@ The sequence of events is as follows:
- Deltas will stop buffering
- Remaining deltas are sent to the `DataEngine`

## Binance data differences

The `ts_event` field value for `QuoteTick` objects will differ between Spot and Futures exchanges,
where the former does not provide an event timestamp, so the `ts_init` is used (which means `ts_event` and `ts_init` are identical).

## Binance specific data

It's possible to subscribe to Binance specific data streams as they become available to the
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34 changes: 18 additions & 16 deletions _sources/integrations/databento.md.txt
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Expand Up @@ -45,7 +45,7 @@ and won't need to necessarily work with these lower level components directly.
## Databento documentation

Databento provides extensive documentation for users which can be found in the [Databento knowledge base](https://databento.com/docs/knowledge-base/new-users).
It's recommended you also refer to this Databento documentation in conjunction with this NautilusTrader integration guide.
It's recommended you also refer to the Databento documentation in conjunction with this NautilusTrader integration guide.

## Databento Binary Encoding (DBN)

Expand All @@ -63,21 +63,21 @@ The same Rust implemented Nautilus decoder is used for:

The following Databento schemas are supported by NautilusTrader:

| Databento schema | Nautilus data type |
|------------------|------------------------------|
| MBO | `OrderBookDelta` |
| MBP_1 | `QuoteTick` + `TradeTick` |
| MBP_10 | `OrderBookDepth10` |
| TBBO | `QuoteTick` + `TradeTick` |
| TRADES | `TradeTick` |
| OHLCV_1S | `Bar` |
| OHLCV_1M | `Bar` |
| OHLCV_1H | `Bar` |
| OHLCV_1D | `Bar` |
| DEFINITION | `Instrument` (various types) |
| IMBALANCE | `DatabentoImbalance` |
| STATISTICS | `DatabentoStatistics` |
| STATUS | Not yet available |
| Databento schema | Nautilus data type |
|------------------|-----------------------------------|
| MBO | `OrderBookDelta` |
| MBP_1 | `(QuoteTick, Option<TradeTick>)` |
| MBP_10 | `OrderBookDepth10` |
| TBBO | `(QuoteTick, TradeTick)` |
| TRADES | `TradeTick` |
| OHLCV_1S | `Bar` |
| OHLCV_1M | `Bar` |
| OHLCV_1H | `Bar` |
| OHLCV_1D | `Bar` |
| DEFINITION | `Instrument` (various types) |
| IMBALANCE | `DatabentoImbalance` |
| STATISTICS | `DatabentoStatistics` |
| STATUS | Not yet available |

## Instrument IDs and symbology

Expand Down Expand Up @@ -124,6 +124,8 @@ Nautilus data includes at *least* two timestamps (required by the `Data` contrac

When decoding and normalizing Databento to Nautilus we generally assign the Databento `ts_recv` value to the Nautilus
`ts_event` field, as this timestamp is much more reliable and consistent, and is guaranteed to be monotonically increasing per instrument.
The exception to this are the `DatabentoImbalance` and `DatabentoStatistics` data types, which have fields for all timestamps
- as the types are defined specifically for the adapter.

```{note}
See the following Databento docs for further information:
Expand Down
3 changes: 2 additions & 1 deletion _sources/integrations/index.md.txt
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Expand Up @@ -9,6 +9,7 @@

betfair.md
binance.md
bybit.md
databento.md
ib.md
```
Expand All @@ -23,7 +24,7 @@ into a unified interface. The following integrations are currently supported:
| [Binance](https://binance.com) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) |
| [Binance US](https://binance.us) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) |
| [Binance Futures](https://www.binance.com/en/futures) | `BINANCE` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/binance.html) |
| [Bybit](https://www.bybit.com) | `BYBIT` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/building-orange) | |
| [Bybit](https://www.bybit.com) | `BYBIT` | Crypto Exchange (CEX) | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/bybit.html) |
| [Databento](https://databento.com) | `DATABENTO` | Data Provider | ![status](https://img.shields.io/badge/beta-yellow) | [Guide](https://docs.nautilustrader.io/integrations/databento.html) |
| [Interactive Brokers](https://www.interactivebrokers.com) | `INTERACTIVE_BROKERS` | Brokerage (multi-venue) | ![status](https://img.shields.io/badge/stable-green) | [Guide](https://docs.nautilustrader.io/integrations/ib.html) |

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5 changes: 5 additions & 0 deletions api_reference/accounting.html
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Expand Up @@ -444,6 +444,11 @@
Binance
</a>
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="../integrations/bybit.html">
Bybit
</a>
</li>
<li class="md-nav__item">
<a class="md-nav__link" href="../integrations/databento.html">
Databento
Expand Down
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