Subaccount permissions error

[jclangner]

Bug Report

Expected Behavior

I am attempting to run the simple subscriber strategy given in the nautilus_trader examples. I created new read only FTX API keys for a subaccount (name: nautilus_test). This should allow me to connect and simply subscribe to orderbook / trade data.

Actual Behavior

After feeding api_key, api_secret and subaccount to the FTXDataClientConfig, I am getting the error 'Only have permissions for subaccount nautilus_test'. I have experienced this error in the past when not using nautilus, but it is usually caused by the api key / secret being mismatched to the subaccount name. Have double checked and this isn't the case.

Steps to Reproduce the Problem

from decimal import Decimal

from nautilus_trader.adapters.ftx.config import FTXDataClientConfig
from nautilus_trader.adapters.ftx.config import FTXExecClientConfig
from nautilus_trader.adapters.ftx.factories import FTXLiveDataClientFactory
from nautilus_trader.adapters.ftx.factories import FTXLiveExecClientFactory
from nautilus_trader.config import CacheDatabaseConfig
from nautilus_trader.config import InstrumentProviderConfig
from nautilus_trader.config import TradingNodeConfig
from nautilus_trader.live.node import TradingNode

from subscribe import SubscribeStrategy
from subscribe import SubscribeStrategyConfig

config_node = TradingNodeConfig(
    trader_id="SUBSCRIBER-001",
    log_level="INFO",
    cache_database=CacheDatabaseConfig(type="in-memory"),
    data_clients = {
        "FTX": FTXDataClientConfig(
            api_key='add your key here',
            api_secret='add your secret here',
            subaccount='nautilus_test',
            us=False,
            instrument_provider=InstrumentProviderConfig(load_all=True)
        ),
    },
    timeout_connection=5.0,
    timeout_reconciliation=5.0,
    timeout_portfolio=5.0,
    timeout_disconnection=5.0,
    timeout_post_stop=2.0,
)

node = TradingNode(config=config_node)

strat_config = SubscribeStrategyConfig(
    instrument_id="ETH-PERP.FTX",
)

strategy = SubscribeStrategy(config=strat_config)

node.trader.add_strategy(strategy)

node.add_data_client_factory("FTX", FTXLiveDataClientFactory)
node.build()

if __name__ == "__main__":
    try:
        node.start()
    finally:
        node.dispose()

Specifications

• OS platform: Ubuntu 22.04
• Python version: 3.10.4
• nautilus_trader version: 1.146.0

[cjdsellers]

I was able to reproduce the error, and had a look at this for a while.

Frustratingly the Nautilus implementation is exactly the same as the FTX example and as per the docs. https://blog.ftx.com/blog/api-authentication/

FTX example: https://github.com/ftexchange/ftx/blob/228dfd4e57e22e4c7b96b063094d40217209309e/rest/client.py#L45

Nautilus: https://github.com/nautechsystems/nautilus_trader/blob/develop/nautilus_trader/adapters/ftx/http/client.py#L113

Also, searching the issue on Google and GitHub only turned up the case where people were not inserting the subaccount header. I checked the header and it's indeed there.

Have you managed to get any further with this?

[jclangner]

Have not had time to look into it again, but I will see if I can find a fix some time this week