feat(prediction): add Binance Prediction L2 market-data adapter - #59
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(cherry picked from commit 862b605)
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| ticker.tick().await; | ||
| for (symbol, outcome) in &selected { |
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When more than one outcome is configured, this loop calls Binance Query Order Book once per token on every tick; that endpoint is documented as 200 request-weight, so the default 1000 ms interval burns 24,000 weight/minute for just two tokens and exceeds the SAPI IP budget before any other Binance traffic. In that configuration the adapter will quickly hit 429/418 responses and leave the quote stream emitting errors, so add a rate limiter/minimum per-outcome interval or use the websocket feed before supporting multiple outcomes.
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| impl BinancePredictionMarketStream { | ||
| pub fn new(config: BinancePredictionMarketDataConfig) -> HftResult<Self> { | ||
| if config.api_key.trim().is_empty() || config.api_secret.trim().is_empty() { |
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If a user copies the new quotes-only example without setting BINANCE_PREDICTION_API_KEY or BINANCE_PREDICTION_API_SECRET, config_loader::expand_env_vars leaves the ${...} placeholder text intact, and this check treats it as a valid non-empty credential. The runtime then starts the polling task and signs requests with literal placeholders, producing continuous authentication failures instead of failing closed during config validation.
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| } | ||
| Err(error) => { | ||
| state.connected.store(false, Ordering::SeqCst); | ||
| if tx.send(Err(error)).await.is_err() { |
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When a REST poll fails after this adapter has published a snapshot, this only yields Err; checked AdapterBridge::spawn_ingestion_task, and stream errors are logged but not converted into MarketEvent::Disconnect, while the aggregation layer only removes canonical books on Disconnect. In a quotes-only or live runtime with a transient 429/network/auth failure, the last Binance Prediction book remains in the engine and can still be used as if it were current, so emit a venue/symbol Disconnect before or instead of the stream error.
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| config.api_key = venue_cfg.api_key.clone().unwrap_or_default(); | ||
| config.api_secret = venue_cfg.secret.clone().unwrap_or_default(); |
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For schema_version: v2 configs that take the shared-config path, such as the existing live example with venue_type: BINANCE_PREDICTION, shared::VenueConfig does not carry api_key, secret, or rest, so even with the environment variables set these assignments see None. If a user follows the new live-example comment and adds data_config.outcomes, the new market-data stream then fails authentication with empty credentials; preserve these fields during v2 conversion or read them from the raw YAML.
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Change contract
Add a quotes-only Binance Prediction order-book adapter and register it in the runtime market-data path.
Out of scope
No execution adapter, account reconciliation, risk policy, backtest semantics, or promotion changes.
Dependencies and merge order
None.
Focused validation
cargo test -p hft-data-adapter-binance-predictioncargo check -p hft-runtimeRollout and rollback
Quotes-only configuration remains the default. Revert this PR to remove the adapter registration.
Scope exception
None.