From 5b009d9a041391531537681e2881b5e64954be1d Mon Sep 17 00:00:00 2001 From: Chris Sellers Date: Sun, 13 Oct 2024 08:41:49 +1100 Subject: [PATCH] Standardize adapter constants --- nautilus_trader/adapters/betfair/constants.py | 1 + .../adapters/binance/common/constants.py | 3 ++- .../adapters/bybit/common/constants.py | 3 ++- .../adapters/dydx/common/constants.py | 4 +++- .../adapters/interactive_brokers/common.py | 5 ++++- .../adapters/okx/common/constants.py | 3 ++- nautilus_trader/adapters/tardis/constants.py | 22 +++++++++++++++++++ 7 files changed, 36 insertions(+), 5 deletions(-) create mode 100644 nautilus_trader/adapters/tardis/constants.py diff --git a/nautilus_trader/adapters/betfair/constants.py b/nautilus_trader/adapters/betfair/constants.py index 4641dc529f2..0db07a4fac1 100644 --- a/nautilus_trader/adapters/betfair/constants.py +++ b/nautilus_trader/adapters/betfair/constants.py @@ -27,6 +27,7 @@ BETFAIR: Final[str] = "BETFAIR" BETFAIR_VENUE: Final[Venue] = Venue(BETFAIR) BETFAIR_CLIENT_ID: Final[ClientId] = ClientId(BETFAIR) + BETFAIR_PRICE_PRECISION: Final[int] = 2 BETFAIR_QUANTITY_PRECISION: Final[int] = 2 BETFAIR_BOOK_TYPE: Final[BookType] = BookType.L2_MBP diff --git a/nautilus_trader/adapters/binance/common/constants.py b/nautilus_trader/adapters/binance/common/constants.py index dbeecb4869f..0f0b4473ef1 100644 --- a/nautilus_trader/adapters/binance/common/constants.py +++ b/nautilus_trader/adapters/binance/common/constants.py @@ -20,7 +20,8 @@ from nautilus_trader.model.identifiers import Venue -BINANCE_VENUE: Final[Venue] = Venue("BINANCE") +BINANCE: Final[str] = "BINANCE" +BINANCE_VENUE: Final[Venue] = Venue(BINANCE) BINANCE_MIN_CALLBACK_RATE: Final[Decimal] = Decimal("0.1") BINANCE_MAX_CALLBACK_RATE: Final[Decimal] = Decimal("10.0") diff --git a/nautilus_trader/adapters/bybit/common/constants.py b/nautilus_trader/adapters/bybit/common/constants.py index df5046a9a4b..80a284b27c1 100644 --- a/nautilus_trader/adapters/bybit/common/constants.py +++ b/nautilus_trader/adapters/bybit/common/constants.py @@ -19,7 +19,8 @@ from nautilus_trader.model.identifiers import Venue -BYBIT_VENUE: Final[Venue] = Venue("BYBIT") +BYBIT: Final[str] = "BYBIT" +BYBIT_VENUE: Final[Venue] = Venue(BYBIT) BYBIT_ALL_PRODUCTS: Final[list[BybitProductType]] = [ BybitProductType.SPOT, diff --git a/nautilus_trader/adapters/dydx/common/constants.py b/nautilus_trader/adapters/dydx/common/constants.py index 705aee4542c..f5fc0af738f 100644 --- a/nautilus_trader/adapters/dydx/common/constants.py +++ b/nautilus_trader/adapters/dydx/common/constants.py @@ -21,7 +21,9 @@ from nautilus_trader.model.identifiers import Venue -DYDX_VENUE: Final[Venue] = Venue("DYDX") +DYDX: Final[str] = "DYDX" +DYDX_VENUE: Final[Venue] = Venue(DYDX) + FEE_SCALING: Final[int] = 1_000_000 DEFAULT_CURRENCY: Final[str] = "USDC" diff --git a/nautilus_trader/adapters/interactive_brokers/common.py b/nautilus_trader/adapters/interactive_brokers/common.py index 24b477edd3c..6364142e478 100644 --- a/nautilus_trader/adapters/interactive_brokers/common.py +++ b/nautilus_trader/adapters/interactive_brokers/common.py @@ -20,10 +20,13 @@ from ibapi.tag_value import TagValue from nautilus_trader.config import NautilusConfig +from nautilus_trader.model.identifiers import ClientId from nautilus_trader.model.identifiers import Venue -IB_VENUE: Final[Venue] = Venue("INTERACTIVE_BROKERS") +IB: Final[str] = "INTERACTIVE_BROKERS" +IB_VENUE: Final[Venue] = Venue(IB) +IB_CLIENT_ID: Final[ClientId] = ClientId(IB) class ContractId(int): diff --git a/nautilus_trader/adapters/okx/common/constants.py b/nautilus_trader/adapters/okx/common/constants.py index 437c9500d67..21e73d68b57 100644 --- a/nautilus_trader/adapters/okx/common/constants.py +++ b/nautilus_trader/adapters/okx/common/constants.py @@ -18,4 +18,5 @@ from nautilus_trader.model.identifiers import Venue -OKX_VENUE: Final[Venue] = Venue("OKX") +OKX: Final[str] = "OKX" +OKX_VENUE: Final[Venue] = Venue(OKX) diff --git a/nautilus_trader/adapters/tardis/constants.py b/nautilus_trader/adapters/tardis/constants.py new file mode 100644 index 00000000000..dd3945cc555 --- /dev/null +++ b/nautilus_trader/adapters/tardis/constants.py @@ -0,0 +1,22 @@ +# ------------------------------------------------------------------------------------------------- +# Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved. +# https://nautechsystems.io +# +# Licensed under the GNU Lesser General Public License Version 3.0 (the "License"); +# You may not use this file except in compliance with the License. +# You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# ------------------------------------------------------------------------------------------------- + +from typing import Final + +from nautilus_trader.model.identifiers import ClientId + + +TARDIS: Final[str] = "TARDIS" +TARDIS_CLIENT_ID: Final[ClientId] = ClientId(TARDIS)