Live ¶
The live subpackage groups all engine and client implementations for live trading.
Generally a common event loop is passed into each live engine to support the overarching design of a single efficient event loop, by default uvloop .
The LiveDataClient class is responsible for interfacing with a particular API which may be presented directly by an exchange, or broker intermediary.
It could also be possible to write clients for specialized data publishers.
- class LiveDataClient ( loop : AbstractEventLoop , client_id : ClientId , venue : nautilus_trader.model.identifiers.Venue | None , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , config : dict [ str , Any ] | None = None ) ¶
-
Bases:
DataClient
The base class for all live data clients.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
client_id ( ClientId ) – The client ID.
-
venue (Venue, optional with no default so
None
must be passed explicitly) – The client venue. If multi-venue then can beNone
. -
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
logger ( Logger ) – The logger for the client.
-
config ( dict [ str , object ] , optional ) – The configuration for the instance.
-
Warning
This class should not be used directly, but through a concrete subclass.
- async run_after_delay ( delay : float , coro : Coroutine ) None ¶
-
Run the given coroutine after a delay.
- Parameters :
-
-
delay ( float ) – The delay (seconds) before running the coroutine.
-
coro ( Coroutine ) – The coroutine to run after the initial delay.
-
- create_task ( coro : Coroutine , log_msg : str | None = None , actions : Optional [ Callable ] = None , success : str | None = None ) Task ¶
-
Run the given coroutine with error handling and optional callback actions when done.
- Parameters :
-
-
coro ( Coroutine ) – The coroutine to run.
-
log_msg ( str , optional ) – The log message for the task.
-
actions ( Callable , optional ) – The actions callback to run when the coroutine is done.
-
success ( str , optional ) – The log message to write on actions success.
-
- Returns :
-
asyncio.Task
- connect ( ) None ¶
-
Connect the client.
- disconnect ( ) None ¶
-
Disconnect the client.
- subscribe ( self , DataType data_type ) void ¶
-
Subscribe to data for the given data type.
- Parameters :
-
data_type ( DataType ) – The data type for the subscription.
- unsubscribe ( self , DataType data_type ) void ¶
-
Unsubscribe from data for the given data type.
- Parameters :
-
data_type ( DataType ) – The data type for the subscription.
- request ( self , DataType data_type , UUID4 correlation_id ) void ¶
-
Request data for the given data type.
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_connected ¶
-
If the client is connected.
- Returns :
-
bool
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- subscribed_generic_data ( self ) list ¶
-
Return the generic data types subscribed to.
- Returns :
-
list[DataType]
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
- venue ¶
-
The clients venue ID (if not a routing client).
- Returns :
-
Venue or
None
- class LiveMarketDataClient ( loop : AbstractEventLoop , client_id : ClientId , venue : nautilus_trader.model.identifiers.Venue | None , instrument_provider : InstrumentProvider , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , config : dict [ str , Any ] | None = None ) ¶
-
Bases:
MarketDataClient
The base class for all live data clients.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
client_id ( ClientId ) – The client ID.
-
venue (Venue, optional with no default so
None
must be passed explicitly) – The client venue. If multi-venue then can beNone
. -
instrument_provider ( InstrumentProvider ) – The instrument provider for the client.
-
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
logger ( Logger ) – The logger for the client.
-
config ( dict [ str , object ] , optional ) – The configuration for the instance.
-
Warning
This class should not be used directly, but through a concrete subclass.
- async run_after_delay ( delay : float , coro : Coroutine ) None ¶
-
Run the given coroutine after a delay.
- Parameters :
-
-
delay ( float ) – The delay (seconds) before running the coroutine.
-
coro ( Coroutine ) – The coroutine to run after the initial delay.
-
- create_task ( coro : Coroutine , log_msg : str | None = None , actions : Optional [ Callable ] = None , success : str | None = None ) Task ¶
-
Run the given coroutine with error handling and optional callback actions when done.
- Parameters :
-
-
coro ( Coroutine ) – The coroutine to run.
-
log_msg ( str , optional ) – The log message for the task.
-
actions ( Callable , optional ) – The actions callback to run when the coroutine is done.
-
success ( str , optional ) – The log message to write on actions success.
-
- Returns :
-
asyncio.Task
- connect ( ) None ¶
-
Connect the client.
- disconnect ( ) None ¶
-
Disconnect the client.
- subscribe ( self , DataType data_type ) void ¶
-
Subscribe to data for the given data type.
- Parameters :
-
data_type ( DataType ) – The data type for the subscription.
- subscribe_instruments ( self ) void ¶
-
Subscribe to all Instrument data.
- subscribe_instrument ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to the Instrument with the given instrument ID.
- subscribe_order_book_deltas ( self , InstrumentId instrument_id , BookType book_type , int depth=0 , dict kwargs=None ) void ¶
-
Subscribe to OrderBookDeltas data for the given instrument ID.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The order book instrument to subscribe to.
-
book_type (BookType {
L1_TBBO
,L2_MBP
,L3_MBO
}) – The order book type. -
depth ( int , optional , default None ) – The maximum depth for the subscription.
-
kwargs ( dict , optional ) – The keyword arguments for exchange specific parameters.
-
- subscribe_order_book_snapshots ( self , InstrumentId instrument_id , BookType book_type , int depth=0 , dict kwargs=None ) void ¶
-
Subscribe to OrderBook snapshots data for the given instrument ID.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The order book instrument to subscribe to.
-
book_type (BookType {
L1_TBBO
,L2_MBP
,L3_MBO
}) – The order book level. -
depth ( int , optional ) – The maximum depth for the order book. A depth of 0 is maximum depth.
-
kwargs ( dict , optional ) – The keyword arguments for exchange specific parameters.
-
- subscribe_ticker ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to Ticker data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The ticker instrument to subscribe to.
- subscribe_quote_ticks ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to QuoteTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_trade_ticks ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to TradeTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_bars ( self , BarType bar_type ) void ¶
-
Subscribe to Bar data for the given bar type.
- Parameters :
-
bar_type ( BarType ) – The bar type to subscribe to.
- subscribe_instrument_status_updates ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to InstrumentStatusUpdates data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- subscribe_instrument_close ( self , InstrumentId instrument_id ) void ¶
-
Subscribe to InstrumentClose updates for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to subscribe to.
- unsubscribe ( self , DataType data_type ) void ¶
-
Unsubscribe from data for the given data type.
- Parameters :
-
data_type ( DataType ) – The data type for the subscription.
- unsubscribe_instruments ( self ) void ¶
-
Unsubscribe from all Instrument data.
- unsubscribe_instrument ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from Instrument data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The instrument to unsubscribe from.
- unsubscribe_order_book_deltas ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from OrderBookDeltas data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The order book instrument to unsubscribe from.
- unsubscribe_order_book_snapshots ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from OrderBook snapshots data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The order book instrument to unsubscribe from.
- unsubscribe_ticker ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from Ticker data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The ticker instrument to unsubscribe from.
- unsubscribe_quote_ticks ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from QuoteTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to unsubscribe from.
- unsubscribe_trade_ticks ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from TradeTick data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to unsubscribe from.
- unsubscribe_bars ( self , BarType bar_type ) void ¶
-
Unsubscribe from Bar data for the given bar type.
- Parameters :
-
bar_type ( BarType ) – The bar type to unsubscribe from.
- unsubscribe_instrument_status_updates ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from InstrumentStatusUpdate data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The instrument status updates to unsubscribe from.
- unsubscribe_instrument_close ( self , InstrumentId instrument_id ) void ¶
-
Unsubscribe from InstrumentClose data for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The tick instrument to unsubscribe from.
- request ( self , DataType data_type , UUID4 correlation_id ) void ¶
-
Request data for the given data type.
- request_instrument ( self , InstrumentId instrument_id , UUID4 correlation_id ) void ¶
-
Request Instrument data for the given instrument ID.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID for the request.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
- request_instruments ( self , Venue venue , UUID4 correlation_id ) void ¶
-
Request all Instrument data for the given venue.
- request_quote_ticks ( self , InstrumentId instrument_id , int limit , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request historical QuoteTick data.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The tick instrument ID for the request.
-
limit ( int ) – The limit for the number of returned ticks.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The specified from datetime for the data.
-
end ( datetime , optional ) – The specified to datetime for the data. If
None
then will default to the current datetime.
-
- request_trade_ticks ( self , InstrumentId instrument_id , int limit , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request historical TradeTick data.
- Parameters :
-
-
instrument_id ( InstrumentId ) – The tick instrument ID for the request.
-
limit ( int ) – The limit for the number of returned ticks.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The specified from datetime for the data.
-
end ( datetime , optional ) – The specified to datetime for the data. If
None
then will default to the current datetime.
-
- request_bars ( self , BarType bar_type , int limit , UUID4 correlation_id , datetime start=None , datetime end=None ) void ¶
-
Request historical Bar data.
- Parameters :
-
-
bar_type ( BarType ) – The bar type for the request.
-
limit ( int ) – The limit for the number of returned bars.
-
correlation_id ( UUID4 ) – The correlation ID for the request.
-
start ( datetime , optional ) – The specified from datetime for the data.
-
end ( datetime , optional ) – The specified to datetime for the data. If
None
then will default to the current datetime.
-
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_connected ¶
-
If the client is connected.
- Returns :
-
bool
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- subscribe_venue_status_updates ( self , Venue venue ) void ¶
-
Subscribe to InstrumentStatusUpdate data for the venue.
- Parameters :
-
venue ( Venue ) – The venue to subscribe to.
- subscribed_bars ( self ) list ¶
-
Return the bar types subscribed to.
- Returns :
-
list[BarType]
- subscribed_generic_data ( self ) list ¶
-
Return the generic data types subscribed to.
- Returns :
-
list[DataType]
- subscribed_instrument_close ( self ) list ¶
-
Return the instrument closes subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_instrument_status_updates ( self ) list ¶
-
Return the status update instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_instruments ( self ) list ¶
-
Return the instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_order_book_deltas ( self ) list ¶
-
Return the order book delta instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_order_book_snapshots ( self ) list ¶
-
Return the order book snapshot instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_quote_ticks ( self ) list ¶
-
Return the quote tick instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_tickers ( self ) list ¶
-
Return the ticker instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_trade_ticks ( self ) list ¶
-
Return the trade tick instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_venue_status_updates ( self ) list ¶
-
Return the status update instruments subscribed to.
- Returns :
-
list[InstrumentId]
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
- unsubscribe_venue_status_updates ( self , Venue venue ) void ¶
-
Unsubscribe from InstrumentStatusUpdate data for the given venue.
- Parameters :
-
venue ( Venue ) – The venue to unsubscribe from.
- venue ¶
-
The clients venue ID (if not a routing client).
- Returns :
-
Venue or
None
- class LiveDataEngine ( loop : AbstractEventLoop , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , config : nautilus_trader.config.live.LiveDataEngineConfig | None = None ) ¶
-
Bases:
DataEngine
Provides a high-performance asynchronous live data engine.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the engine.
-
msgbus ( MessageBus ) – The message bus for the engine.
-
cache ( Cache ) – The cache for the engine.
-
clock ( LiveClock ) – The clock for the engine.
-
logger ( Logger ) – The logger for the engine.
-
config ( LiveDataEngineConfig , optional ) – The configuration for the instance.
-
- Raises :
-
TypeError – If config is not of type LiveDataEngineConfig .
- connect ( ) None ¶
-
Connect the engine by calling connect on all registered clients.
- disconnect ( ) None ¶
-
Disconnect the engine by calling disconnect on all registered clients.
- get_cmd_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal command queue task for the engine.
- Returns :
-
asyncio.Task or
None
- get_req_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal request queue task for the engine.
- Returns :
-
asyncio.Task or
None
- get_res_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal response queue task for the engine.
- Returns :
-
asyncio.Task or
None
- get_data_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal data queue task for the engine.
- Returns :
-
asyncio.Task or
None
- cmd_qsize ( ) int ¶
-
Return the number of DataCommand objects buffered on the internal queue.
- Returns :
-
int
- req_qsize ( ) int ¶
-
Return the number of DataRequest objects buffered on the internal queue.
- Returns :
-
int
- res_qsize ( ) int ¶
-
Return the number of DataResponse objects buffered on the internal queue.
- Returns :
-
int
- data_qsize ( ) int ¶
-
Return the number of Data objects buffered on the internal queue.
- Returns :
-
int
- kill ( ) None ¶
-
Kill the engine by abruptly canceling the queue tasks and calling stop.
- execute ( command : DataCommand ) None ¶
-
Execute the given data command.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
command ( DataCommand ) – The command to execute.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- request ( request : DataRequest ) None ¶
-
Handle the given request.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
request ( DataRequest ) – The request to handle.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- response ( response : DataResponse ) None ¶
-
Handle the given response.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
response ( DataResponse ) – The response to handle.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- process ( data : Data ) None ¶
-
Process the given data.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
data ( Data ) – The data to process.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- check_connected ( self ) bool ¶
-
Check all of the engines clients are connected.
- Returns :
-
bool – True if all clients connected, else False.
- check_disconnected ( self ) bool ¶
-
Check all of the engines clients are disconnected.
- Returns :
-
bool – True if all clients disconnected, else False.
- command_count ¶
-
The total count of data commands received by the engine.
- Returns :
-
int
- data_count ¶
-
The total count of data stream objects received by the engine.
- Returns :
-
int
- debug ¶
-
If debug mode is active (will provide extra debug logging).
- Returns :
-
bool
- default_client ¶
-
Optional[ClientId]
Return the default data client registered with the engine.
- Returns :
-
Optional[ClientId]
- Type :
-
DataEngine.default_client
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- deregister_client ( self , DataClient client ) void ¶
-
Deregister the given data client from the data engine.
- Parameters :
-
client ( DataClient ) – The data client to deregister.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- register_catalog ( self , catalog: ParquetDataCatalog , bool use_rust=False ) None ¶
-
Register the given data catalog with the engine.
- Parameters :
-
catalog ( ParquetDataCatalog ) – The data catalog to register.
- register_client ( self , DataClient client ) void ¶
-
Register the given data client with the data engine.
- Parameters :
-
client ( DataClient ) – The client to register.
- Raises :
-
ValueError – If client is already registered.
- register_default_client ( self , DataClient client ) void ¶
-
Register the given client as the default routing client (when a specific venue routing cannot be found).
Any existing default routing client will be overwritten.
- Parameters :
-
client ( DataClient ) – The client to register.
- register_venue_routing ( self , DataClient client , Venue venue ) void ¶
-
Register the given client to route orders to the given venue.
Any existing client in the routing map for the given venue will be overwritten.
- Parameters :
-
-
venue ( Venue ) – The venue to route orders to.
-
client ( ExecutionClient ) – The client for the venue routing.
-
- registered_clients ¶
-
list[ClientId]
Return the execution clients registered with the engine.
- Returns :
-
list[ClientId]
- Type :
-
DataEngine.registered_clients
- request_count ¶
-
The total count of data requests received by the engine.
- Returns :
-
int
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- response_count ¶
-
The total count of data responses received by the engine.
- Returns :
-
int
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- subscribed_bars ( self ) list ¶
-
Return the bar types subscribed to.
- Returns :
-
list[BarType]
- subscribed_generic_data ( self ) list ¶
-
Return the generic data types subscribed to.
- Returns :
-
list[DataType]
- subscribed_instrument_close ( self ) list ¶
-
Return the close price instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_instrument_status_updates ( self ) list ¶
-
Return the status update instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_instruments ( self ) list ¶
-
Return the instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_order_book_deltas ( self ) list ¶
-
Return the order book delta instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_order_book_snapshots ( self ) list ¶
-
Return the order book snapshot instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_quote_ticks ( self ) list ¶
-
Return the quote tick instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_synthetic_quotes ( self ) list ¶
-
Return the synthetic instrument quote ticks subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_synthetic_trades ( self ) list ¶
-
Return the synthetic instrument trade ticks subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_tickers ( self ) list ¶
-
Return the ticker instruments subscribed to.
- Returns :
-
list[InstrumentId]
- subscribed_trade_ticks ( self ) list ¶
-
Return the trade tick instruments subscribed to.
- Returns :
-
list[InstrumentId]
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
The LiveExecutionClient class is responsible for interfacing with a particular API which may be presented directly by an exchange, or broker intermediary.
- class LiveExecutionClient ( loop : AbstractEventLoop , client_id : ClientId , venue : nautilus_trader.model.identifiers.Venue | None , oms_type : OmsType , account_type : AccountType , base_currency : nautilus_trader.model.currency.Currency | None , instrument_provider : InstrumentProvider , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , config : dict [ str , Any ] | None = None ) ¶
-
Bases:
ExecutionClient
The base class for all live execution clients.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the client.
-
client_id ( ClientId ) – The client ID.
-
venue (Venue, optional with no default so
None
must be passed explicitly) – The client venue. If multi-venue then can beNone
. -
instrument_provider ( InstrumentProvider ) – The instrument provider for the client.
-
account_type ( AccountType ) – The account type for the client.
-
base_currency ( Currency , optional ) – The account base currency for the client. Use
None
for multi-currency accounts. -
msgbus ( MessageBus ) – The message bus for the client.
-
cache ( Cache ) – The cache for the client.
-
clock ( LiveClock ) – The clock for the client.
-
logger ( Logger ) – The logger for the client.
-
config ( dict [ str , object ] , optional ) – The configuration for the instance.
-
- Raises :
-
ValueError – If oms_type is
UNSPECIFIED
(must be specified).
Warning
This class should not be used directly, but through a concrete subclass.
- async run_after_delay ( delay : float , coro : Coroutine ) None ¶
-
Run the given coroutine after a delay.
- Parameters :
-
-
delay ( float ) – The delay (seconds) before running the coroutine.
-
coro ( Coroutine ) – The coroutine to run after the initial delay.
-
- create_task ( coro : Coroutine , log_msg : str | None = None , actions : Optional [ Callable ] = None , success : str | None = None ) Task ¶
-
Run the given coroutine with error handling and optional callback actions when done.
- Parameters :
-
-
coro ( Coroutine ) – The coroutine to run.
-
log_msg ( str , optional ) – The log message for the task.
-
actions ( Callable , optional ) – The actions callback to run when the coroutine is done.
-
success ( str , optional ) – The log message to write on actions success.
-
- Returns :
-
asyncio.Task
- connect ( ) None ¶
-
Connect the client.
- disconnect ( ) None ¶
-
Disconnect the client.
- submit_order ( self , SubmitOrder command ) void ¶
-
Submit the order contained in the given command for execution.
- Parameters :
-
command ( SubmitOrder ) – The command to execute.
- submit_order_list ( self , SubmitOrderList command ) void ¶
-
Submit the order list contained in the given command for execution.
- Parameters :
-
command ( SubmitOrderList ) – The command to execute.
- modify_order ( self , ModifyOrder command ) void ¶
-
Modify the order with parameters contained in the command.
- Parameters :
-
command ( ModifyOrder ) – The command to execute.
- cancel_order ( self , CancelOrder command ) void ¶
-
Cancel the order with the client order ID contained in the given command.
- Parameters :
-
command ( CancelOrder ) – The command to execute.
- cancel_all_orders ( self , CancelAllOrders command ) void ¶
-
Cancel all orders for the instrument ID contained in the given command.
- Parameters :
-
command ( CancelAllOrders ) – The command to execute.
- query_order ( self , QueryOrder command ) void ¶
-
Initiate a reconciliation for the queried order which will generate an OrderStatusReport .
- Parameters :
-
command ( QueryOrder ) – The command to execute.
- async generate_order_status_report ( instrument_id : InstrumentId , client_order_id : nautilus_trader.model.identifiers.ClientOrderId | None = None , venue_order_id : nautilus_trader.model.identifiers.VenueOrderId | None = None ) nautilus_trader.execution.reports.OrderStatusReport | None ¶
-
Generate an OrderStatusReport for the given order identifier parameter(s).
If the order is not found, or an error occurs, then logs and returns
None
.- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID for the report.
-
client_order_id ( ClientOrderId , optional ) – The client order ID for the report.
-
venue_order_id ( VenueOrderId , optional ) – The venue order ID for the report.
-
- Returns :
-
OrderStatusReport or
None
- Raises :
-
ValueError – If both the client_order_id and venue_order_id are
None
.
- async generate_order_status_reports ( instrument_id : nautilus_trader.model.identifiers.InstrumentId | None = None , start : pandas._libs.tslibs.timestamps.Timestamp | None = None , end : pandas._libs.tslibs.timestamps.Timestamp | None = None , open_only : bool = False ) list [ nautilus_trader.execution.reports.OrderStatusReport ] ¶
-
Generate a list of ` OrderStatusReport`s with optional query filters.
The returned list may be empty if no orders match the given parameters.
- Parameters :
-
-
instrument_id ( InstrumentId , optional ) – The instrument ID query filter.
-
start ( pd.Timestamp , optional ) – The start datetime query filter.
-
end ( pd.Timestamp , optional ) – The end datetime query filter.
-
open_only ( bool , default False ) – If the query is for open orders only.
-
- Returns :
-
list[OrderStatusReport]
- async generate_trade_reports ( instrument_id : nautilus_trader.model.identifiers.InstrumentId | None = None , venue_order_id : nautilus_trader.model.identifiers.VenueOrderId | None = None , start : pandas._libs.tslibs.timestamps.Timestamp | None = None , end : pandas._libs.tslibs.timestamps.Timestamp | None = None ) list [ nautilus_trader.execution.reports.TradeReport ] ¶
-
Generate a list of ` TradeReport`s with optional query filters.
The returned list may be empty if no trades match the given parameters.
- Parameters :
-
-
instrument_id ( InstrumentId , optional ) – The instrument ID query filter.
-
venue_order_id ( VenueOrderId , optional ) – The venue order ID (assigned by the venue) query filter.
-
start ( pd.Timestamp , optional ) – The start datetime query filter.
-
end ( pd.Timestamp , optional ) – The end datetime query filter.
-
- Returns :
-
list[TradeReport]
- async generate_position_status_reports ( instrument_id : nautilus_trader.model.identifiers.InstrumentId | None = None , start : pandas._libs.tslibs.timestamps.Timestamp | None = None , end : pandas._libs.tslibs.timestamps.Timestamp | None = None ) list [ nautilus_trader.execution.reports.PositionStatusReport ] ¶
-
Generate a list of ` PositionStatusReport`s with optional query filters.
The returned list may be empty if no positions match the given parameters.
- Parameters :
-
-
instrument_id ( InstrumentId , optional ) – The instrument ID query filter.
-
start ( pd.Timestamp , optional ) – The start datetime query filter.
-
end ( pd.Timestamp , optional ) – The end datetime query filter.
-
- Returns :
-
list[PositionStatusReport]
- async generate_mass_status ( lookback_mins : int | None = None ) nautilus_trader.execution.reports.ExecutionMassStatus | None ¶
-
Generate an ExecutionMassStatus report.
- Parameters :
-
lookback_mins ( int , optional ) – The maximum lookback for querying closed orders, trades and positions.
- Returns :
-
ExecutionMassStatus or
None
- account_id ¶
-
The clients account ID.
- Returns :
-
AccountId or
None
- account_type ¶
-
The clients account type.
- Returns :
-
AccountType
- base_currency ¶
-
The clients account base currency (None for multi-currency accounts).
- Returns :
-
Currency or
None
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- generate_account_state ( self , list balances , list margins , bool reported , uint64_t ts_event , dict info=None ) void ¶
-
Generate an AccountState event and publish on the message bus.
- Parameters :
-
-
balances ( list [ AccountBalance ] ) – The account balances.
-
margins ( list [ MarginBalance ] ) – The margin balances.
-
reported ( bool ) – If the balances are reported directly from the exchange.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the account state event occurred.
-
info ( dict [ str , object ] ) – The additional implementation specific account information.
-
- generate_order_accepted ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderAccepted event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order accepted event occurred.
-
- generate_order_cancel_rejected ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , unicode reason , uint64_t ts_event ) void ¶
-
Generate an OrderCancelRejected event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
reason ( str ) – The order cancel rejected reason.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.
-
- generate_order_canceled ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderCanceled event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when order canceled event occurred.
-
- generate_order_expired ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderExpired event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order expired event occurred.
-
- generate_order_filled ( self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, PositionId venue_position_id: Optional[PositionId], TradeId trade_id, OrderSide order_side, OrderType order_type, Quantity last_qty, Price last_px, Currency quote_currency, Money commission, LiquiditySide liquidity_side, uint64_t ts_event ) void ¶
-
Generate an OrderFilled event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
trade_id ( TradeId ) – The trade ID.
-
venue_position_id (PositionId, optional with no default so
None
must be passed explicitly) – The venue position ID associated with the order. If the trading venue has assigned a position ID / ticket then pass that here, otherwise passNone
and the execution engine OMS will handle position ID resolution. -
order_side (OrderSide {
BUY
,SELL
}) – The execution order side. -
order_type ( OrderType ) – The execution order type.
-
last_qty ( Quantity ) – The fill quantity for this execution.
-
last_px ( Price ) – The fill price for this execution (not average price).
-
quote_currency ( Currency ) – The currency of the price.
-
commission ( Money ) – The fill commission.
-
liquidity_side (LiquiditySide {
NO_LIQUIDITY_SIDE
,MAKER
,TAKER
}) – The execution liquidity side. -
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order filled event occurred.
-
- generate_order_modify_rejected ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , unicode reason , uint64_t ts_event ) void ¶
-
Generate an OrderModifyRejected event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
reason ( str ) – The order update rejected reason.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order update rejection event occurred.
-
- generate_order_rejected ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , unicode reason , uint64_t ts_event ) void ¶
-
Generate an OrderRejected event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
reason ( datetime ) – The order rejected reason.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order rejected event occurred.
-
- generate_order_submitted ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderSubmitted event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order submitted event occurred.
-
- generate_order_triggered ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , uint64_t ts_event ) void ¶
-
Generate an OrderTriggered event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order triggered event occurred.
-
- generate_order_updated ( self , StrategyId strategy_id , InstrumentId instrument_id , ClientOrderId client_order_id , VenueOrderId venue_order_id , Quantity quantity , Price price , Price trigger_price , uint64_t ts_event , bool venue_order_id_modified=False ) void ¶
-
Generate an OrderUpdated event and send it to the ExecutionEngine .
- Parameters :
-
-
strategy_id ( StrategyId ) – The strategy ID associated with the event.
-
instrument_id ( InstrumentId ) – The instrument ID.
-
client_order_id ( ClientOrderId ) – The client order ID.
-
venue_order_id ( VenueOrderId ) – The venue order ID (assigned by the venue).
-
quantity ( Quantity ) – The orders current quantity.
-
price ( Price ) – The orders current price.
-
trigger_price (Price, optional with no default so
None
must be passed explicitly) – The orders current trigger price. -
ts_event ( uint64_t ) – The UNIX timestamp (nanoseconds) when the order update event occurred.
-
venue_order_id_modified ( bool ) – If the ID was modified for this event.
-
- get_account ( self ) Account ¶
-
Return the account for the client (if registered).
- Returns :
-
Account or
None
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_connected ¶
-
If the client is connected.
- Returns :
-
bool
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- oms_type ¶
-
The venues order management system type.
- Returns :
-
OmsType
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
- venue ¶
-
The clients venue ID (if not a routing client).
- Returns :
-
Venue or
None
- class LiveExecutionEngine ( loop : AbstractEventLoop , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , config : nautilus_trader.config.live.LiveExecEngineConfig | None = None ) ¶
-
Bases:
ExecutionEngine
Provides a high-performance asynchronous live execution engine.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the engine.
-
msgbus ( MessageBus ) – The message bus for the engine.
-
cache ( Cache ) – The cache for the engine.
-
clock ( LiveClock ) – The clock for the engine.
-
logger ( Logger ) – The logger for the engine.
-
config ( LiveExecEngineConfig , optional ) – The configuration for the instance.
-
- Raises :
-
TypeError – If config is not of type LiveExecEngineConfig .
- property reconciliation : bool ¶
-
Return whether the reconciliation process will be run on start.
- Returns :
-
bool
- connect ( ) None ¶
-
Connect the engine by calling connect on all registered clients.
- disconnect ( ) None ¶
-
Disconnect the engine by calling disconnect on all registered clients.
- get_cmd_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal command queue task for the engine.
- Returns :
-
asyncio.Task or
None
- get_evt_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal event queue task for the engine.
- Returns :
-
asyncio.Task or
None
- get_inflight_check_task ( ) _asyncio.Task | None ¶
-
Return the internal in-flight check task for the engine.
- Returns :
-
asyncio.Task or
None
- cmd_qsize ( ) int ¶
-
Return the number of Command messages buffered on the internal queue.
- Returns :
-
int
- evt_qsize ( ) int ¶
-
Return the number of Event messages buffered on the internal queue.
- Returns :
-
int
- kill ( ) None ¶
-
Kill the engine by abruptly canceling the queue task and calling stop.
- execute ( command : TradingCommand ) None ¶
-
Execute the given command.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
command ( TradingCommand ) – The command to execute.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- process ( event : OrderEvent ) None ¶
-
Process the given event.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
event ( OrderEvent ) – The event to process.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- async reconcile_state ( timeout_secs : float = 10.0 ) bool ¶
-
Reconcile the internal execution state with all execution clients (external state).
- Parameters :
-
timeout_secs ( double , default 10.0 ) – The timeout (seconds) for reconciliation to complete.
- Returns :
-
bool – True if states reconcile within timeout, else False.
- Raises :
-
ValueError – If timeout_secs is not positive (> 0).
- reconcile_report ( report : ExecutionReport ) bool ¶
-
Check the given execution report.
- Parameters :
-
report ( ExecutionReport ) – The execution report to check.
- Returns :
-
bool – True if reconciliation successful, else False.
- reconcile_mass_status ( report : ExecutionMassStatus ) None ¶
-
Reconcile the given execution mass status report.
- Parameters :
-
report ( ExecutionMassStatus ) – The execution mass status report to reconcile.
- allow_cash_positions ¶
-
If unleveraged spot/cash assets should generate positions.
- Returns :
-
bool
- check_connected ( self ) bool ¶
-
Check all of the engines clients are connected.
- Returns :
-
bool – True if all clients connected, else False.
- check_disconnected ( self ) bool ¶
-
Check all of the engines clients are disconnected.
- Returns :
-
bool – True if all clients disconnected, else False.
- check_integrity ( self ) bool ¶
-
Check integrity of data within the cache and clients.
- Returns :
-
bool – True if checks pass, else False.
- check_residuals ( self ) bool ¶
-
Check for any residual open state and log warnings if found.
‘Open state’ is considered to be open orders and open positions.
- Returns :
-
bool – True if residuals exist, else False.
- command_count ¶
-
The total count of commands received by the engine.
- Returns :
-
int
- debug ¶
-
If debug mode is active (will provide extra debug logging).
- Returns :
-
bool
- default_client ¶
-
Optional[ClientId]
Return the default execution client registered with the engine.
- Returns :
-
ClientId or
None
- Type :
-
ExecutionEngine.default_client
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- deregister_client ( self , ExecutionClient client ) void ¶
-
Deregister the given execution client from the execution engine.
- Parameters :
-
client ( ExecutionClient ) – The execution client to deregister.
- Raises :
-
ValueError – If client is not registered with the execution engine.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- event_count ¶
-
The total count of events received by the engine.
- Returns :
-
int
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- flush_db ( self ) void ¶
-
Flush the execution database which permanently removes all persisted data.
Warning
Permanent data loss.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- get_external_order_claim ( self , InstrumentId instrument_id ) StrategyId ¶
-
Get any external order claim for the given instrument ID.
- Parameters :
-
instrument_id ( InstrumentId ) – The instrument ID for the claim.
- Returns :
-
StrategyId or
None
- get_external_order_claims_instruments ( self ) set ¶
-
Get all external order claims instrument IDs.
- Returns :
-
set[InstrumentId]
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- load_cache ( self ) void ¶
-
Load the cache up from the execution database.
- position_id_count ( self , StrategyId strategy_id ) int ¶
-
The position ID count for the given strategy ID.
- Parameters :
-
strategy_id ( StrategyId ) – The strategy ID for the position count.
- Returns :
-
int
- register_client ( self , ExecutionClient client ) void ¶
-
Register the given execution client with the execution engine.
If the client.venue is
None
and a default routing client has not been previously registered then will be registered as such.- Parameters :
-
client ( ExecutionClient ) – The execution client to register.
- Raises :
-
ValueError – If client is already registered with the execution engine.
- register_default_client ( self , ExecutionClient client ) void ¶
-
Register the given client as the default routing client (when a specific venue routing cannot be found).
Any existing default routing client will be overwritten.
- Parameters :
-
client ( ExecutionClient ) – The client to register.
- register_external_order_claims ( self , Strategy strategy ) void ¶
-
Register the given strategies external order claim instrument IDs (if any)
- Parameters :
-
strategy ( Strategy ) – The strategy for the registration.
- Raises :
-
InvalidConfiguration – If a strategy is already registered to claim external orders for an instrument ID.
- register_oms_type ( self , Strategy strategy ) void ¶
-
Register the given trading strategies OMS (Order Management System) type.
- Parameters :
-
strategy ( Strategy ) – The strategy for the registration.
- register_venue_routing ( self , ExecutionClient client , Venue venue ) void ¶
-
Register the given client to route orders to the given venue.
Any existing client in the routing map for the given venue will be overwritten.
- Parameters :
-
-
venue ( Venue ) – The venue to route orders to.
-
client ( ExecutionClient ) – The client for the venue routing.
-
- registered_clients ¶
-
list[ClientId]
Return the execution clients registered with the engine.
- Returns :
-
list[ClientId]
- Type :
-
ExecutionEngine.registered_clients
- report_count ¶
-
‘int’ The total count of reports received by the engine.
- Returns :
-
int
- Type :
-
report_count
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- type ¶
-
The components type.
- Returns :
-
type
- class LiveRiskEngine ( loop : AbstractEventLoop , portfolio : PortfolioFacade , msgbus : MessageBus , cache : CacheFacade , clock : LiveClock , logger : Logger , config : nautilus_trader.config.live.LiveRiskEngineConfig | None = None ) ¶
-
Bases:
RiskEngine
Provides a high-performance asynchronous live risk engine.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the engine.
-
portfolio ( PortfolioFacade ) – The portfolio for the engine.
-
msgbus ( MessageBus ) – The message bus for the engine.
-
cache ( CacheFacade ) – The read-only cache for the engine.
-
clock ( LiveClock ) – The clock for the engine.
-
logger ( Logger ) – The logger for the engine.
-
config ( LiveRiskEngineConfig ) – The configuration for the instance.
-
- Raises :
-
TypeError – If config is not of type LiveRiskEngineConfig .
- get_cmd_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal command queue task for the engine.
- Returns :
-
asyncio.Task or
None
- get_evt_queue_task ( ) _asyncio.Task | None ¶
-
Return the internal event queue task for the engine.
- Returns :
-
asyncio.Task or
None
- cmd_qsize ( ) int ¶
-
Return the number of Command messages buffered on the internal queue.
- Returns :
-
int
- evt_qsize ( ) int ¶
-
Return the number of Event messages buffered on the internal queue.
- Returns :
-
int
- kill ( ) None ¶
-
Kill the engine by abruptly canceling the queue task and calling stop.
- execute ( command : Command ) None ¶
-
Execute the given command.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
command ( Command ) – The command to execute.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- process ( event : Event ) None ¶
-
Process the given event.
If the internal queue is already full then will log a warning and block until queue size reduces.
- Parameters :
-
event ( Event ) – The event to process.
Warning
This method is not thread-safe and should only be called from the same thread the event loop is running on. Calling it from a different thread may lead to unexpected behavior.
- command_count ¶
-
The total count of commands received by the engine.
- Returns :
-
int
- debug ¶
-
If debug mode is active (will provide extra debug logging).
- Returns :
-
bool
- degrade ( self ) void ¶
-
Degrade the component.
While executing on_degrade() any exception will be logged and reraised, then the component will remain in a
DEGRADING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- dispose ( self ) void ¶
-
Dispose of the component.
While executing on_dispose() any exception will be logged and reraised, then the component will remain in a
DISPOSING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- event_count ¶
-
The total count of events received by the engine.
- Returns :
-
int
- fault ( self ) void ¶
-
Fault the component.
Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.
While executing on_fault() any exception will be logged and reraised, then the component will remain in a
FAULTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- classmethod fully_qualified_name ( cls ) str ¶
-
Return the fully qualified name for the components class.
- Returns :
-
str
References
- id ¶
-
The components ID.
- Returns :
-
ComponentId
- is_bypassed ¶
-
If the risk engine is completely bypassed.
- Returns :
-
bool
- is_degraded ¶
-
bool
Return whether the current component state is
DEGRADED
.- Returns :
-
bool
- Type :
-
Component.is_degraded
- is_disposed ¶
-
bool
Return whether the current component state is
DISPOSED
.- Returns :
-
bool
- Type :
-
Component.is_disposed
- is_faulted ¶
-
bool
Return whether the current component state is
FAULTED
.- Returns :
-
bool
- Type :
-
Component.is_faulted
- is_initialized ¶
-
bool
Return whether the component has been initialized (component.state >=
INITIALIZED
).- Returns :
-
bool
- Type :
-
Component.is_initialized
- is_running ¶
-
bool
Return whether the current component state is
RUNNING
.- Returns :
-
bool
- Type :
-
Component.is_running
- is_stopped ¶
-
bool
Return whether the current component state is
STOPPED
.- Returns :
-
bool
- Type :
-
Component.is_stopped
- max_notional_per_order ( self , InstrumentId instrument_id ) ¶
-
Return the current maximum notional per order for the given instrument ID.
- Returns :
-
Decimal or
None
- max_notionals_per_order ( self ) dict ¶
-
Return the current maximum notionals per order settings.
- Returns :
-
dict[InstrumentId, Decimal]
- max_order_modify_rate ( self ) tuple ¶
-
Return the current maximum order modify rate limit setting.
- Returns :
-
(int, timedelta) – The limit per timedelta interval.
- max_order_submit_rate ( self ) tuple ¶
-
Return the current maximum order submit rate limit setting.
- Returns :
-
(int, timedelta) – The limit per timedelta interval.
- reset ( self ) void ¶
-
Reset the component.
All stateful fields are reset to their initial value.
While executing on_reset() any exception will be logged and reraised, then the component will remain in a
RESETTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- resume ( self ) void ¶
-
Resume the component.
While executing on_resume() any exception will be logged and reraised, then the component will remain in a
RESUMING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- set_max_notional_per_order ( self , InstrumentId instrument_id , new_value ) void ¶
-
Set the maximum notional value per order for the given instrument ID.
Passing a new_value of
None
will disable the pre-trade risk max notional check.- Parameters :
-
-
instrument_id ( InstrumentId ) – The instrument ID for the max notional.
-
new_value ( integer , float , string or Decimal ) – The max notional value to set.
-
- Raises :
-
-
decimal.InvalidOperation – If new_value not a valid input for decimal.Decimal .
-
ValueError – If new_value is not
None
and not positive.
-
- set_trading_state ( self , TradingState state ) void ¶
-
Set the trading state for the engine.
- Parameters :
-
state ( TradingState ) – The state to set.
- start ( self ) void ¶
-
Start the component.
While executing on_start() any exception will be logged and reraised, then the component will remain in a
STARTING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- state ¶
-
ComponentState
Return the components current state.
- Returns :
-
ComponentState
- Type :
-
Component.state
- stop ( self ) void ¶
-
Stop the component.
While executing on_stop() any exception will be logged and reraised, then the component will remain in a
STOPPING
state.Warning
Do not override.
If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.
- trader_id ¶
-
The trader ID associated with the component.
- Returns :
-
TraderId
- trading_state ¶
-
The current trading state for the engine.
- Returns :
-
TradingState
- type ¶
-
The components type.
- Returns :
-
type
- class TradingNode ( config : nautilus_trader.config.live.TradingNodeConfig | None = None , loop : asyncio.events.AbstractEventLoop | None = None ) ¶
-
Bases:
object
Provides an asynchronous network node for live trading.
- Parameters :
-
-
config ( TradingNodeConfig , optional ) – The configuration for the instance.
-
loop ( asyncio.AbstractEventLoop , optional ) – The event loop for the node. If
None
then will get the running event loop internally.
-
- property machine_id : str ¶
-
Return the nodes machine ID.
- Returns :
-
str
- property cache : CacheFacade ¶
-
Return the nodes internal read-only cache.
- Returns :
-
CacheFacade
- property portfolio : PortfolioFacade ¶
-
Return the nodes internal read-only portfolio.
- Returns :
-
PortfolioFacade
- property is_running : bool ¶
-
Return whether the trading node is running.
- Returns :
-
bool
- property is_built : bool ¶
-
Return whether the trading node clients are built.
- Returns :
-
bool
- get_event_loop ( ) asyncio.events.AbstractEventLoop | None ¶
-
Return the event loop of the trading node.
- Returns :
-
asyncio.AbstractEventLoop or
None
- add_data_client_factory ( name : str , factory : type [ nautilus_trader.live.factories.LiveDataClientFactory ] ) None ¶
-
Add the given data client factory to the node.
- Parameters :
-
-
name ( str ) – The name of the client factory.
-
factory ( type [ LiveDataClientFactory ] ) – The factory class to add.
-
- Raises :
-
-
ValueError – If name is not a valid string.
-
KeyError – If name has already been added.
-
- add_exec_client_factory ( name : str , factory : type [ nautilus_trader.live.factories.LiveExecClientFactory ] ) None ¶
-
Add the given execution client factory to the node.
- Parameters :
-
-
name ( str ) – The name of the client factory.
-
factory ( type [ LiveExecutionClientFactory ] ) – The factory class to add.
-
- Raises :
-
-
ValueError – If name is not a valid string.
-
KeyError – If name has already been added.
-
- build ( ) None ¶
-
Build the nodes clients.
- run ( ) None ¶
-
Start and run the trading node.
- async run_async ( ) None ¶
-
Start and run the trading node asynchronously.
- async maintain_heartbeat ( interval : float ) None ¶
-
Maintain heartbeats at the given interval while the node is running.
- Parameters :
-
interval ( float ) – The interval (seconds) between heartbeats.
- async snapshot_open_positions ( interval : float ) None ¶
-
Snapshot the state of all open positions at the configured interval.
- Parameters :
-
interval ( float ) – The interval (seconds) between open position state snapshotting.
- stop ( ) None ¶
-
Stop the trading node gracefully.
After a specified delay the internal Trader residual state will be checked.
If save strategy is configured, then strategy states will be saved.
- async stop_async ( ) None ¶
-
Stop the trading node gracefully, asynchronously.
After a specified delay the internal Trader residual state will be checked.
If save strategy is configured, then strategy states will be saved.
- dispose ( ) None ¶
-
Dispose of the trading node.
Gracefully shuts down the executor and event loop.
- class TradingNodeBuilder ( loop : AbstractEventLoop , data_engine : LiveDataEngine , exec_engine : LiveExecutionEngine , portfolio : Portfolio , msgbus : MessageBus , cache : Cache , clock : LiveClock , logger : Logger , log : LoggerAdapter ) ¶
-
Bases:
object
Provides building services for a trading node.
- Parameters :
-
-
loop ( asyncio.AbstractEventLoop ) – The event loop for the clients.
-
data_engine ( LiveDataEngine ) – The data engine for the trading node.
-
exec_engine ( LiveExecutionEngine ) – The execution engine for the trading node.
-
portfolio ( Portfolio ) – The portfolio for the trading node.
-
msgbus ( MessageBus ) – The message bus for the trading node.
-
cache ( Cache ) – The cache for building clients.
-
clock ( LiveClock ) – The clock for building clients.
-
logger ( Logger ) – The logger for building clients.
-
log ( LoggerAdapter ) – The trading nodes logger.
-
- add_data_client_factory ( name : str , factory : type [ nautilus_trader.live.factories.LiveDataClientFactory ] ) None ¶
-
Add the given data client factory to the builder.
- Parameters :
-
-
name ( str ) – The name of the client.
-
factory ( type [ LiveDataClientFactory ] ) – The factory to add.
-
- Raises :
-
-
ValueError – If name is not a valid string.
-
KeyError – If name has already been added.
-
- add_exec_client_factory ( name : str , factory : type [ nautilus_trader.live.factories.LiveExecClientFactory ] ) None ¶
-
Add the given client factory to the builder.
- Parameters :
-
-
name ( str ) – The name of the client.
-
factory ( type [ LiveExecClientFactory ] ) – The factory to add.
-
- Raises :
-
-
ValueError – If name is not a valid string.
-
KeyError – If name has already been added.
-
- build_data_clients ( config : dict [ str , nautilus_trader.config.live.LiveDataClientConfig ] ) None ¶
-
Build the data clients with the given configuration.
- Parameters :
-
config ( dict [ str , ImportableConfig | LiveDataClientConfig ] ) – The data clients configuration.
- build_exec_clients ( config : dict [ str , nautilus_trader.config.live.LiveExecClientConfig ] ) None ¶
-
Build the execution clients with the given configuration.
- Parameters :
-
config ( dict [ str , ImportableConfig | LiveExecClientConfig ] ) – The execution clients configuration.