Remove redundant venue from InstrumentProvider

RELEASES.md

@@ -10,6 +10,7 @@ Released on TBC (UTC).
 ### Breaking Changes
 - Transformed orders will now retain the original `ts_init` timestamp
 - Removed unimplemented `batch_more` option for `Strategy.modify_order`
+- Removed `InstrumentProvider.venue` property (redundant as a provider may have many venues)
 - Dropped support for Python 3.9
 
 ### Fixes

nautilus_trader/adapters/betfair/providers.py

@@ -72,7 +72,6 @@ def __init__(
     ):
         assert config is not None, "Must pass config to BetfairInstrumentProvider"
         super().__init__(
-            venue=BETFAIR_VENUE,
             logger=logger,
             config=config,
         )

nautilus_trader/adapters/binance/futures/providers.py

@@ -76,7 +76,6 @@ def __init__(
         config: InstrumentProviderConfig | None = None,
     ):
         super().__init__(
-            venue=BINANCE_VENUE,
             logger=logger,
             config=config,
         )
@@ -153,7 +152,7 @@ async def load_ids_async(
 
         # Check all instrument IDs
         for instrument_id in instrument_ids:
-            PyCondition.equal(instrument_id.venue, self.venue, "instrument_id.venue", "self.venue")
+            PyCondition.equal(instrument_id.venue, BINANCE_VENUE, "instrument_id.venue", "BINANCE")
 
         filters_str = "..." if not filters else f" with filters {filters}..."
         self._log.info(f"Loading instruments {instrument_ids}{filters_str}.")
@@ -192,7 +191,7 @@ async def load_ids_async(
 
     async def load_async(self, instrument_id: InstrumentId, filters: dict | None = None) -> None:
         PyCondition.not_none(instrument_id, "instrument_id")
-        PyCondition.equal(instrument_id.venue, self.venue, "instrument_id.venue", "self.venue")
+        PyCondition.equal(instrument_id.venue, BINANCE_VENUE, "instrument_id.venue", "BINANCE")
 
         filters_str = "..." if not filters else f" with filters {filters}..."
         self._log.debug(f"Loading instrument {instrument_id}{filters_str}.")

nautilus_trader/adapters/binance/spot/providers.py

@@ -77,7 +77,6 @@ def __init__(
         config: InstrumentProviderConfig | None = None,
     ):
         super().__init__(
-            venue=BINANCE_VENUE,
             logger=logger,
             config=config,
         )
@@ -141,7 +140,7 @@ async def load_ids_async(
 
         # Check all instrument IDs
         for instrument_id in instrument_ids:
-            PyCondition.equal(instrument_id.venue, self.venue, "instrument_id.venue", "self.venue")
+            PyCondition.equal(instrument_id.venue, BINANCE_VENUE, "instrument_id.venue", "BINANCE")
 
         filters_str = "..." if not filters else f" with filters {filters}..."
         self._log.info(f"Loading instruments {instrument_ids}{filters_str}.")
@@ -183,7 +182,7 @@ async def load_ids_async(
 
     async def load_async(self, instrument_id: InstrumentId, filters: dict | None = None) -> None:
         PyCondition.not_none(instrument_id, "instrument_id")
-        PyCondition.equal(instrument_id.venue, self.venue, "instrument_id.venue", "self.venue")
+        PyCondition.equal(instrument_id.venue, BINANCE_VENUE, "instrument_id.venue", "BINANCE")
 
         filters_str = "..." if not filters else f" with filters {filters}..."
         self._log.debug(f"Loading instrument {instrument_id}{filters_str}.")

nautilus_trader/adapters/interactive_brokers/providers.py

@@ -20,7 +20,6 @@
 
 # fmt: off
 from nautilus_trader.adapters.interactive_brokers.client import InteractiveBrokersClient
-from nautilus_trader.adapters.interactive_brokers.common import IB_VENUE
 from nautilus_trader.adapters.interactive_brokers.common import IBContract
 from nautilus_trader.adapters.interactive_brokers.common import IBContractDetails
 from nautilus_trader.adapters.interactive_brokers.config import InteractiveBrokersInstrumentProviderConfig
@@ -61,7 +60,6 @@ def __init__(
 
         """
         super().__init__(
-            venue=IB_VENUE,
             logger=logger,
             config=config,
         )

nautilus_trader/adapters/sandbox/execution.py

@@ -99,7 +99,7 @@ def __init__(
             oms_type=oms_type,
             account_type=account_type,
             base_currency=self._currency,
-            instrument_provider=InstrumentProvider(venue=sandbox_venue, logger=logger),
+            instrument_provider=InstrumentProvider(logger=logger),
             msgbus=msgbus,
             cache=cache,
             clock=clock,

nautilus_trader/common/providers.py

@@ -21,7 +21,6 @@
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.model.currency import Currency
 from nautilus_trader.model.identifiers import InstrumentId
-from nautilus_trader.model.identifiers import Venue
 from nautilus_trader.model.instruments import Instrument
 
 
@@ -31,8 +30,6 @@ class InstrumentProvider:
 
     Parameters
     ----------
-    venue : Venue
-        The venue for the provider.
     logger : Logger
         The logger for the provider.
     config :InstrumentProviderConfig, optional
@@ -46,18 +43,15 @@ class InstrumentProvider:
 
     def __init__(
         self,
-        venue: Venue,
         logger: Logger,
         config: InstrumentProviderConfig | None = None,
     ) -> None:
-        PyCondition.not_none(venue, "venue")
         PyCondition.not_none(logger, "logger")
 
         if config is None:
             config = InstrumentProviderConfig()
         self._log = LoggerAdapter(type(self).__name__, logger)
 
-        self._venue = venue
         self._instruments: dict[InstrumentId, Instrument] = {}
         self._currencies: dict[str, Currency] = {}
 
@@ -70,18 +64,6 @@ def __init__(
         self._loaded = False
         self._loading = False
 
-    @property
-    def venue(self) -> Venue:
-        """
-        Return the providers venue.
-
-        Returns
-        -------
-        Venue
-
-        """
-        return self._venue
-
     @property
     def count(self) -> int:
         """

nautilus_trader/test_kit/mocks/data.py

@@ -65,14 +65,12 @@ def data_catalog_setup(
 def aud_usd_data_loader(catalog: ParquetDataCatalog) -> None:
     from nautilus_trader.test_kit.providers import TestInstrumentProvider
 
-    venue = Venue("SIM")
-    instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=venue)
+    instrument = TestInstrumentProvider.default_fx_ccy("AUD/USD", venue=Venue("SIM"))
 
     clock = TestClock()
     logger = Logger(clock)
 
     instrument_provider = InstrumentProvider(
-        venue=venue,
         logger=logger,
     )
     instrument_provider.add(instrument)

tests/integration_tests/adapters/_template/test_template_providers.py

@@ -15,7 +15,6 @@
 
 import pytest
 
-from nautilus_trader.adapters._template.core import TEMPLATE_VENUE
 from nautilus_trader.adapters._template.providers import TemplateInstrumentProvider
 from nautilus_trader.common.clock import TestClock
 from nautilus_trader.common.logging import Logger
@@ -28,7 +27,6 @@
 def instrument_provider():
     clock = TestClock()
     return TemplateInstrumentProvider(
-        venue=TEMPLATE_VENUE,
         logger=Logger(clock),
     )
 

tests/unit_tests/common/test_providers.py

@@ -16,11 +16,9 @@
 from nautilus_trader.common.clock import TestClock
 from nautilus_trader.common.logging import Logger
 from nautilus_trader.common.providers import InstrumentProvider
-from nautilus_trader.model.identifiers import Venue
 from nautilus_trader.test_kit.stubs.identifiers import TestIdStubs
 
 
-BITMEX = Venue("BITMEX")
 AUDUSD = TestIdStubs.audusd_id()
 
 
@@ -29,7 +27,6 @@ def setup(self):
         # Fixture Setup
         clock = TestClock()
         self.provider = InstrumentProvider(
-            venue=BITMEX,
             logger=Logger(clock, bypass=True),
         )
 

tests/unit_tests/live/test_data_client.py

@@ -120,10 +120,7 @@ def setup(self):
             loop=self.loop,
             client_id=ClientId(BINANCE.value),
             venue=BINANCE,
-            instrument_provider=InstrumentProvider(
-                venue=Venue("SIM"),
-                logger=self.logger,
-            ),
+            instrument_provider=InstrumentProvider(logger=self.logger),
             msgbus=self.msgbus,
             cache=self.cache,
             clock=self.clock,

tests/unit_tests/live/test_execution_engine.py

@@ -151,10 +151,7 @@ def setup(self):
             logger=self.logger,
         )
 
-        self.instrument_provider = InstrumentProvider(
-            venue=SIM,
-            logger=self.logger,
-        )
+        self.instrument_provider = InstrumentProvider(logger=self.logger)
         self.instrument_provider.add(AUDUSD_SIM)
         self.instrument_provider.add(GBPUSD_SIM)
         self.cache.add_instrument(AUDUSD_SIM)

tests/unit_tests/live/test_execution_recon.py

@@ -127,10 +127,7 @@ def setup(self):
             venue=SIM,
             account_type=AccountType.CASH,
             base_currency=USD,
-            instrument_provider=InstrumentProvider(
-                venue=SIM,
-                logger=self.logger,
-            ),
+            instrument_provider=InstrumentProvider(logger=self.logger),
             msgbus=self.msgbus,
             cache=self.cache,
             clock=self.clock,