Add order book data validation for BacktestNode

nautilus_trader/backtest/node.py

@@ -200,7 +200,7 @@ def _validate_configs(self, configs: list[BacktestRunConfig]) -> None:  # noqa:
                     has_book_data = any(
                         data_config.instrument_id
                         and data_config.instrument_id.venue == venue
-                        and data_config.data_cls in BOOK_DATA_TYPES
+                        and data_config.data_type in BOOK_DATA_TYPES
                         for data_config in config.data
                     )
 

tests/integration_tests/adapters/betfair/test_kit.py

@@ -188,14 +188,17 @@ def parse_betfair(line):
         yield from parser.parse(stream_decode(line))
 
     @staticmethod
-    def betfair_venue_config(name="BETFAIR") -> BacktestVenueConfig:
-        return BacktestVenueConfig(  # typing: ignore
+    def betfair_venue_config(
+        name: str = "BETFAIR",
+        book_type: str = "L2_MBP",
+    ) -> BacktestVenueConfig:
+        return BacktestVenueConfig(
             name=name,
             oms_type="NETTING",
             account_type="BETTING",
             base_currency="GBP",
             starting_balances=["10000 GBP"],
-            book_type="L2_MBP",
+            book_type=book_type,
         )
 
     @staticmethod
@@ -253,17 +256,17 @@ def betfair_backtest_run_config(
                 else []
             ),
         )
-        run_config = BacktestRunConfig(  # typing: ignore
+        run_config = BacktestRunConfig(
             engine=engine_config,
             venues=[BetfairTestStubs.betfair_venue_config(name=venue_name)],
             data=[
-                BacktestDataConfig(  # typing: ignore
+                BacktestDataConfig(
                     data_cls=TradeTick.fully_qualified_name(),
                     catalog_path=catalog_path,
                     catalog_fs_protocol=catalog_fs_protocol,
                     instrument_id=instrument_id,
                 ),
-                BacktestDataConfig(  # typing: ignore
+                BacktestDataConfig(
                     data_cls=OrderBookDelta.fully_qualified_name(),
                     catalog_path=catalog_path,
                     catalog_fs_protocol=catalog_fs_protocol,
@@ -319,7 +322,7 @@ def navigation_list_navigation_request():
 
 class BetfairResponses:
     @staticmethod
-    def load(filename: str):
+    def load(filename: str) -> None:
         raw = (RESOURCES_PATH / "responses" / filename).read_bytes()
         data = msgspec.json.decode(raw)
         return data
@@ -406,9 +409,9 @@ def list_current_orders_custom(
         selection_id: int,
         customer_order_ref: str = "",
         customer_strategy_ref: str = "",
-    ):
+    ) -> None:
         raw = BetfairResponses.load("list_current_orders_single.json")
-        raw["result"]["currentOrders"][0].update(
+        raw["result"]["currentOrders"][0].update(  # type: ignore
             {
                 "marketId": market_id,
                 "selectionId": selection_id,
@@ -423,10 +426,10 @@ def list_market_catalogue():
         return BetfairResponses.load("list_market_catalogue.json")
 
     @staticmethod
-    def betting_list_market_catalogue(filter_: MarketFilter | None = None):
+    def betting_list_market_catalogue(filter_: MarketFilter | None = None) -> dict:
         result = BetfairResponses.load("betting_list_market_catalogue.json")
         if filter_:
-            result = [r for r in result if r["marketId"] in filter_.market_ids]
+            result = [r for r in result if r["marketId"] in filter_.market_ids]  # type: ignore
         return {"jsonrpc": "2.0", "result": result, "id": 1}
 
     @staticmethod

tests/unit_tests/backtest/test_node.py

@@ -98,7 +98,7 @@ def test_order_book_with_depth_data_config_validation(self, book_type: str) -> N
             account_type="MARGIN",
             base_currency="USD",
             book_type=book_type,
-            starting_balances=["1000000 USD"],
+            starting_balances=["1_000_000 USD"],
         )
 
         run_config = BacktestRunConfig(

tests/unit_tests/persistence/test_streaming.py

@@ -107,6 +107,7 @@ def test_feather_writer_custom_data(
             data_cls=NewsEventData.fully_qualified_name(),
             client_id="NewsClient",
         )
+
         # Add some arbitrary instrument data to appease BacktestEngine
         instrument_data_config = BacktestDataConfig(
             catalog_path=self.catalog.path,
@@ -122,7 +123,7 @@ def test_feather_writer_custom_data(
         run_config = BacktestRunConfig(
             engine=BacktestEngineConfig(streaming=streaming),
             data=[data_config, instrument_data_config],
-            venues=[BetfairTestStubs.betfair_venue_config()],
+            venues=[BetfairTestStubs.betfair_venue_config(book_type="L1_MBP")],
         )
 
         # Act
@@ -167,7 +168,7 @@ def test_feather_writer_signal_data(
                 ],
             ),
             data=[data_config],
-            venues=[BetfairTestStubs.betfair_venue_config()],
+            venues=[BetfairTestStubs.betfair_venue_config(book_type="L1_MBP")],
         )
 
         # Act
@@ -225,7 +226,7 @@ def test_config_write(
                 ],
             ),
             data=[data_config],
-            venues=[BetfairTestStubs.betfair_venue_config()],
+            venues=[BetfairTestStubs.betfair_venue_config(book_type="L1_MBP")],
         )
 
         # Act