nautilus_common/cache/
database.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Provides a `Cache` database backing.
17
18// Under development
19#![allow(dead_code)]
20#![allow(unused_variables)]
21
22use std::collections::HashMap;
23
24use bytes::Bytes;
25use nautilus_core::UnixNanos;
26use nautilus_model::{
27    accounts::AccountAny,
28    data::{Bar, DataType, QuoteTick, TradeTick},
29    events::{position::snapshot::PositionSnapshot, OrderEventAny, OrderSnapshot},
30    identifiers::{
31        AccountId, ClientId, ClientOrderId, ComponentId, InstrumentId, PositionId, StrategyId,
32        VenueOrderId,
33    },
34    instruments::{InstrumentAny, SyntheticInstrument},
35    orderbook::OrderBook,
36    orders::OrderAny,
37    position::Position,
38    types::Currency,
39};
40use ustr::Ustr;
41
42use crate::{custom::CustomData, signal::Signal};
43
44pub trait CacheDatabaseAdapter {
45    fn close(&mut self) -> anyhow::Result<()>;
46
47    fn flush(&mut self) -> anyhow::Result<()>;
48
49    fn load(&self) -> anyhow::Result<HashMap<String, Bytes>>;
50
51    fn load_currencies(&mut self) -> anyhow::Result<HashMap<Ustr, Currency>>;
52
53    fn load_instruments(&mut self) -> anyhow::Result<HashMap<InstrumentId, InstrumentAny>>;
54
55    fn load_synthetics(&mut self) -> anyhow::Result<HashMap<InstrumentId, SyntheticInstrument>>;
56
57    fn load_accounts(&mut self) -> anyhow::Result<HashMap<AccountId, AccountAny>>;
58
59    fn load_orders(&mut self) -> anyhow::Result<HashMap<ClientOrderId, OrderAny>>;
60
61    fn load_positions(&mut self) -> anyhow::Result<HashMap<PositionId, Position>>;
62
63    fn load_index_order_position(&self) -> anyhow::Result<HashMap<ClientOrderId, Position>>;
64
65    fn load_index_order_client(&self) -> anyhow::Result<HashMap<ClientOrderId, ClientId>>;
66
67    fn load_currency(&self, code: &Ustr) -> anyhow::Result<Option<Currency>>;
68
69    fn load_instrument(
70        &self,
71        instrument_id: &InstrumentId,
72    ) -> anyhow::Result<Option<InstrumentAny>>;
73
74    fn load_synthetic(&self, instrument_id: &InstrumentId) -> anyhow::Result<SyntheticInstrument>;
75
76    fn load_account(&self, account_id: &AccountId) -> anyhow::Result<Option<AccountAny>>;
77
78    fn load_order(&self, client_order_id: &ClientOrderId) -> anyhow::Result<Option<OrderAny>>;
79
80    fn load_position(&self, position_id: &PositionId) -> anyhow::Result<Position>;
81
82    fn load_actor(&self, component_id: &ComponentId) -> anyhow::Result<HashMap<String, Bytes>>;
83
84    fn load_strategy(&self, strategy_id: &StrategyId) -> anyhow::Result<HashMap<String, Bytes>>;
85
86    fn load_signals(&self, name: &str) -> anyhow::Result<Vec<Signal>>;
87
88    fn load_custom_data(&self, data_type: &DataType) -> anyhow::Result<Vec<CustomData>>;
89
90    fn load_order_snapshot(
91        &self,
92        client_order_id: &ClientOrderId,
93    ) -> anyhow::Result<Option<OrderSnapshot>>;
94
95    fn load_position_snapshot(
96        &self,
97        position_id: &PositionId,
98    ) -> anyhow::Result<Option<PositionSnapshot>>;
99
100    fn load_quotes(&self, instrument_id: &InstrumentId) -> anyhow::Result<Vec<QuoteTick>>;
101
102    fn load_trades(&self, instrument_id: &InstrumentId) -> anyhow::Result<Vec<TradeTick>>;
103
104    fn load_bars(&self, instrument_id: &InstrumentId) -> anyhow::Result<Vec<Bar>>;
105
106    fn add(&self, key: String, value: Bytes) -> anyhow::Result<()>;
107
108    fn add_currency(&self, currency: &Currency) -> anyhow::Result<()>;
109
110    fn add_instrument(&self, instrument: &InstrumentAny) -> anyhow::Result<()>;
111
112    fn add_synthetic(&self, synthetic: &SyntheticInstrument) -> anyhow::Result<()>;
113
114    fn add_account(&self, account: &AccountAny) -> anyhow::Result<()>;
115
116    fn add_order(&self, order: &OrderAny, client_id: Option<ClientId>) -> anyhow::Result<()>;
117
118    fn add_order_snapshot(&self, snapshot: &OrderSnapshot) -> anyhow::Result<()>;
119
120    fn add_position(&self, position: &Position) -> anyhow::Result<()>;
121
122    fn add_position_snapshot(&self, snapshot: &PositionSnapshot) -> anyhow::Result<()>;
123
124    fn add_order_book(&self, order_book: &OrderBook) -> anyhow::Result<()>;
125
126    fn add_signal(&self, signal: &Signal) -> anyhow::Result<()>;
127
128    fn add_custom_data(&self, data: &CustomData) -> anyhow::Result<()>;
129
130    fn add_quote(&self, quote: &QuoteTick) -> anyhow::Result<()>;
131
132    fn add_trade(&self, trade: &TradeTick) -> anyhow::Result<()>;
133
134    fn add_bar(&self, bar: &Bar) -> anyhow::Result<()>;
135
136    fn delete_actor(&self, component_id: &ComponentId) -> anyhow::Result<()>;
137
138    fn delete_strategy(&self, component_id: &StrategyId) -> anyhow::Result<()>;
139
140    fn index_venue_order_id(
141        &self,
142        client_order_id: ClientOrderId,
143        venue_order_id: VenueOrderId,
144    ) -> anyhow::Result<()>;
145
146    fn index_order_position(
147        &self,
148        client_order_id: ClientOrderId,
149        position_id: PositionId,
150    ) -> anyhow::Result<()>;
151
152    fn update_actor(&self) -> anyhow::Result<()>;
153
154    fn update_strategy(&self) -> anyhow::Result<()>;
155
156    fn update_account(&self, account: &AccountAny) -> anyhow::Result<()>;
157
158    fn update_order(&self, order_event: &OrderEventAny) -> anyhow::Result<()>;
159
160    fn update_position(&self, position: &Position) -> anyhow::Result<()>;
161
162    fn snapshot_order_state(&self, order: &OrderAny) -> anyhow::Result<()>;
163
164    fn snapshot_position_state(&self, position: &Position) -> anyhow::Result<()>;
165
166    fn heartbeat(&self, timestamp: UnixNanos) -> anyhow::Result<()>;
167}
nautilus_common/cache/database.rs

nautilus_common/cache/
database.rs
