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Implement Binance TradeLite message support

Open StephenLee2016 opened this issue 4 months ago • 1 comments

Bug Report

Expected Behavior

Add here...

Actual Behavior

In live trading, there may be instances where trade_lite cannot be parsed. I noticed that previous submissions have added an “TRADE_LITE” enumeration field, but the parsing function was not found.

Steps to Reproduce the Problem

[ERROR] TESTER-001.ExecClient-BINANCE: Error on handling b'{"stream":"jQ5bcqm7L6JDTIdGPx9NlWtxm2mkzRpVftCnxKrq817NEeDDUfdqHrC6vZck7A1w","data":{"e":"TRADE_LITE","E":1727683915920,"T":1727683915920,"s":"ETHUSDT","q":"0.037","p":"2631.90","m":false,"c":"O-20240930-081155-001-000-29","S":"BUY","L":"2631.90","l":"0.037","t":4467432841,"i":8389765739703625592}}' KeyError(<BinanceFuturesEventType.TRADE_LITE: 'TRADE_LITE'>) Traceback (most recent call last): File "/home/nautilus_trader/nautilus_trader/adapters/binance/futures/execution.py", line 277, in _handle_user_ws_message self._futures_user_ws_handlerswrapper.data.e

Specifications

  • OS platform: Ubuntu
  • Python version: 3.11
  • nautilus_trader version: v1.203.0

StephenLee2016 avatar Oct 17 '24 01:10 StephenLee2016