dYdX2 - Loren1166/NautilusTrader- GitHub Wiki
dYdX
The dYdX adapter.
dYdX 适配器。
Config 配置
Define the dYdX configuration classes.
定义 dYdX 配置类。
class DYDXDataClientConfig dYdX 数据客户端配置
class DYDXDataClientConfig(LiveDataClientConfig)
Configuration for
DYDXDataClientinstances.
DYDXDataClient实例的配置。
testnet: If the client is connecting to the dYdX testnet API.
testnet：如果客户端连接到 dYdX 测试网 API。
wallet_address: str | None
is_testnet: bool
def __dict__(self) -> dict[str, Any]:
"""
Return a dictionary representation of the configuration.
Returns
-------
dict[str, Any]
"""
...
@classmethod
def fully_qualified_name() -> str:
"""
Return the fully qualified name for the NautilusConfig class.
Returns
-------
str
"""
...
@property
def handle_revised_bars(self) -> bool:
...
@property
def id(self) -> str:
"""
Return the hashed identifier for the configuration.
Returns
-------
str
"""
...
@property
def instrument_provider(self) -> InstrumentProviderConfig:
...
def json(self) -> bytes:
"""
Return serialized JSON encoded bytes.
Returns
-------
bytes
"""
...
def json_primitives(self) -> dict[str, Any]:
"""
Return a dictionary representation of the configuration with JSON primitive types as values.
Returns
-------
dict[str, Any]
"""
...
@classmethod
def parse(raw: bytes | str) -> Any:
"""
Return a decoded object of the given cls.
Parameters
----------
cls : type
The type to decode to.
raw : bytes or str
The raw bytes or JSON string to decode.
Returns
-------
Any
"""
...
@property
def routing(self) -> RoutingConfig:
...
def validate(self) -> bool:
"""
Return whether the configuration can be represented as valid JSON.
Returns
-------
bool
"""
...
class DYDXExecClientConfig dYdX 执行客户端配置
class DYDXExecClientConfig(LiveExecClientConfig)
Configuration for
DYDXExecutionClientinstances.
DYDXExecutionClient实例的配置。
wallet_address: The dYdX wallet address. IfNonethen will sourceDYDX_WALLET_ADDRESSorDYDX_TESTNET_WALLET_ADDRESSenvironment variables.
wallet_address：dYdX 钱包地址。如果为None，则将获取DYDX_WALLET_ADDRESS或DYDX_TESTNET_WALLET_ADDRESS环境变量。
subaccount: The subaccount number. The venue creates subaccount 0 by default.
subaccount：子账户编号。默认情况下，交易平台会创建子账户 0。
mnemonic: The mnemonic string which is used to generate the private key. The private key is used to sign transactions like submitting orders. IfNonethen will sourceDYDX_MNEMONICorDYDX_TESTNET_MNEMONICenvironment variables.
mnemonic：用于生成私钥的助记词字符串。私钥用于签署交易，例如提交订单。如果为None，则将获取DYDX_MNEMONIC或DYDX_TESTNET_MNEMONIC环境变量。
base_url_http: The HTTP client custom endpoint override.
base_url_http：HTTP 客户端自定义端点覆盖。
base_url_ws: The WebSocket client custom endpoint override.
base_url_ws：WebSocket 客户端自定义端点覆盖。
is_testnet: If the client is connecting to the dYdX testnet API.
is_testnet：如果客户端连接到 dYdX 测试网 API。
max_retries: The maximum number of times a submit, cancel or modify order request will be retried.
max_retries：提交、取消或修改订单请求将重试的最大次数。
retry_delay: The delay (seconds) between retries. Short delays with frequent retries may result in account bans.
retry_delay：重试之间的延迟（以秒为单位）。频繁重试的短延迟可能会导致账户被封禁。
wallet_address: str | None
subaccount: int
mnemonic: str | None
base_url_http: str | None
base_url_ws: str | None
is_testnet: bool
max_retries: Annotated[int, msgspec.Meta(gt=0)] | None
retry_delay: Annotated[float, msgspec.Meta(gt=0.0)] | None
def __dict__(self) -> dict[str, Any]:
"""
Return a dictionary representation of the configuration.
Returns
-------
dict[str, Any]
"""
...
@classmethod
def fully_qualified_name() -> str:
"""
Return the fully qualified name for the NautilusConfig class.
Returns
-------
str
"""
...
@property
def id(self) -> str:
"""
Return the hashed identifier for the configuration.
Returns
-------
str
"""
...
@property
def instrument_provider(self) -> InstrumentProviderConfig:
...
def json(self) -> bytes:
"""
Return serialized JSON encoded bytes.
Returns
-------
bytes
"""
...
def json_primitives(self) -> dict[str, Any]:
"""
Return a dictionary representation of the configuration with JSON primitive types as values.
Returns
-------
dict[str, Any]
"""
...
@classmethod
def parse(raw: bytes | str) -> Any:
"""
Return a decoded object of the given cls.
Parameters
----------
cls : type
The type to decode to.
raw : bytes or str
The raw bytes or JSON string to decode.
Returns
-------
Any
"""
...
@property
def routing(self) -> RoutingConfig:
...
def validate(self) -> bool:
"""
Return whether the configuration can be represented as valid JSON.
Returns
-------
bool
"""
...
Factories 工厂
Enums 枚举
Define common enumerations for the dYdX adapter.
定义 dYdX 适配器的通用枚举。
class DYDXLiquidity(Enum):
"""
Represents a dYdX liquidity type.
# 表示 dYdX 流动性类型。
"""
TAKER = "TAKER"
MAKER = "MAKER"
class DYDXFillType(Enum):
"""
Represents a dYdX fill type.
# 表示 dYdX 成交类型。
"""
LIMIT = "LIMIT"
LIQUIDATED = "LIQUIDATED"
LIQUIDATION = "LIQUIDATION"
DELEVERAGED = "DELEVERAGED"
OFFSETTING = "OFFSETTING"
class DYDXMarketType(Enum):
"""
Represents a dYdX market type.
# 表示 dYdX 市场类型。
"""
PERPETUAL = "PERPETUAL"
SPOT = "SPOT"
class DYDXPerpetualPositionStatus(Enum):
"""
Represents a dYdX position status.
# 表示 dYdX 头寸状态。
"""
OPEN = "OPEN"
CLOSED = "CLOSED"
LIQUIDATED = "LIQUIDATED"
class DYDXOrderStatus(Enum):
"""
Represents a dYdX order status.
# 表示 dYdX 订单状态。
"""
OPEN = "OPEN"
FILLED = "FILLED"
CANCELED = "CANCELED"
BEST_EFFORT_CANCELED = "BEST_EFFORT_CANCELED"
UNTRIGGERED = "UNTRIGGERED"
BEST_EFFORT_OPENED = "BEST_EFFORT_OPENED"
class DYDXTimeInForce(Enum):
"""
Represents a dYdX time in force setting.
# 表示 dYdX 有效期设置。
"""
GTT = "GTT"
FOK = "FOK"
IOC = "IOC"
class DYDXPositionSide(Enum):
"""
Represents a dYdX position side.
# 表示 dYdX 头寸方向。
"""
LONG = "LONG"
SHORT = "SHORT"
class DYDXEndpointType(Enum):
"""
Represents a dYdX endpoint perpetual market status.
# 表示 dYdX 端点永续市场状态。
"""
NONE = "NONE"
ASSET = "ASSET"
MARKET = "MARKET"
ACCOUNT = "ACCOUNT"
TRADE = "TRADE"
POSITION = "POSITION"
class DYDXPerpetualMarketStatus(Enum):
"""
Represents a dYdX endpoint perpetual market status.
# 表示 dYdX 端点永续市场状态。
"""
ACTIVE = "ACTIVE"
PAUSED = "PAUSED"
CANCEL_ONLY = "CANCEL_ONLY"
POST_ONLY = "POST_ONLY"
INITIALIZING = "INITIALIZING"
FINAL_SETTLEMENT = "FINAL_SETTLEMENT"
class DYDXPerpetualMarketType(Enum):
"""
Represents a dYdX endpoint perpetual market type.
# 表示 dYdX 端点永续市场类型。
"""
CROSS = "CROSS"
ISOLATED = "ISOLATED"
class DYDXOrderSide(Enum):
"""
Represents a dYdX order side type.
# 表示 dYdX 订单方向类型。
"""
BUY = "BUY"
SELL = "SELL"
class DYDXOrderType(Enum):
"""
Represents a dYdX order type.
# 表示 dYdX 订单类型。
"""
LIMIT = "LIMIT"
MARKET = "MARKET"
STOP_LIMIT = "STOP_LIMIT"
STOP_MARKET = "STOP_MARKET"
TRAILING_STOP = "TRAILING_STOP"
TAKE_PROFIT = "TAKE_PROFIT"
TAKE_PROFIT_MARKET = "TAKE_PROFIT_MARKET"
LIQUIDATED = "LIQUIDATED"
DELEVERAGED = "DELEVERAGED"
class DYDXCandlesResolution(Enum):
"""
Represent the kline resolution for dYdX.
# 表示 dYdX 的 K 线分辨率。
"""
ONE_MINUTE = "1MIN"
FIVE_MINUTES = "5MINS"
FIFTEEN_MINUTES = "15MINS"
THIRTY_MINUTES = "30MINS"
ONE_HOUR = "1HOUR"
FOUR_HOURS = "4HOURS"
ONE_DAY = "1DAY"
class DYDXTransferType(Enum):
"""
Represent the different transfer types.
# 表示不同的转账类型。
"""
TRANSFER_IN = "TRANSFER_IN"
TRANSFER_OUT = "TRANSFER_OUT"
DEPOSIT = "DEPOSIT"
WITHDRAWAL = "WITHDRAWAL"
class DYDXEnumParser:
"""
Convert dYdX enums to Nautilus enums.
# 将 dYdX 枚举转换为 Nautilus 枚举。
"""
def parse_dydx_order_type(self, order_type: DYDXOrderType) -> OrderType:
"""
Convert a DYDX order type to a Nautilus order type.
# 将 DYDX 订单类型转换为 Nautilus 订单类型。
"""
...
def parse_nautilus_order_type(self, order_type: OrderType) -> DYDXOrderType:
"""
Convert a Nautilus order type to a DYDX order type.
# 将 Nautilus 订单类型转换为 DYDX 订单类型。
"""
...
def parse_dydx_order_side(self, order_side: DYDXOrderSide | None) -> OrderSide:
"""
Convert a DYDX order side to a Nautilus order side.
# 将 DYDX 订单方向转换为 Nautilus 订单方向。
"""
...
def parse_nautilus_order_side(self, order_side: OrderSide) -> DYDXOrderSide | None:
"""
Convert a Nautilus order side to a DYDX order side.
# 将 Nautilus 订单方向转换为 DYDX 订单方向。
"""
...
def parse_dydx_order_status(self, order_status: DYDXOrderStatus) -> OrderStatus:
"""
Convert a DYDX order status to a Nautilus order status.
# 将 DYDX 订单状态转换为 Nautilus 订单状态。
"""
...
def parse_dydx_time_in_force(self, time_in_force: DYDXTimeInForce) -> TimeInForce:
"""
Convert a DYDX time in force to a Nautilus time in force.
# 将 DYDX 有效期转换为 Nautilus 有效期。
"""
...
def parse_dydx_liquidity_side(self, liquidity_side: DYDXLiquidity) -> LiquiditySide:
"""
Convert a DYDX liquidity side to a Nautilus liquidity side.
# 将 DYDX 流动性方向转换为 Nautilus 流动性方向。
"""
...
def parse_dydx_position_side(self, position_side: DYDXPositionSide) -> PositionSide:
"""
Convert a DYDX position side to a Nautilus position side.
# 将 DYDX 头寸方向转换为 Nautilus 头寸方向。
"""
...
def parse_dydx_kline(self, bar_type: BarType) -> DYDXCandlesResolution:
"""
Convert a Nautilus bar type to a dYdX candles resolution.
# 将 Nautilus K线类型转换为 dYdX K 线分辨率。
"""
...