nautilus_model/ffi/data/
deltas.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
16use nautilus_core::{ffi::cvec::CVec, UnixNanos};
17
18use crate::{
19    data::{OrderBookDelta, OrderBookDeltas, OrderBookDeltas_API},
20    enums::BookAction,
21    identifiers::InstrumentId,
22};
23
24/// Creates a new `OrderBookDeltas` instance from a `CVec` of `OrderBookDelta`.
25///
26/// # Safety
27/// - The `deltas` must be a valid pointer to a `CVec` containing `OrderBookDelta` objects
28/// - This function clones the data pointed to by `deltas` into Rust-managed memory, then forgets the original `Vec` to prevent Rust from auto-deallocating it
29/// - The caller is responsible for managing the memory of `deltas` (including its deallocation) to avoid memory leaks
30#[no_mangle]
31pub extern "C" fn orderbook_deltas_new(
32    instrument_id: InstrumentId,
33    deltas: &CVec,
34) -> OrderBookDeltas_API {
35    let CVec { ptr, len, cap } = *deltas;
36    let deltas: Vec<OrderBookDelta> =
37        unsafe { Vec::from_raw_parts(ptr.cast::<OrderBookDelta>(), len, cap) };
38    let cloned_deltas = deltas.clone();
39    std::mem::forget(deltas); // Prevents Rust from dropping `deltas`
40    OrderBookDeltas_API::new(OrderBookDeltas::new(instrument_id, cloned_deltas))
41}
42
43#[no_mangle]
44pub extern "C" fn orderbook_deltas_drop(deltas: OrderBookDeltas_API) {
45    drop(deltas); // Memory freed here
46}
47
48#[no_mangle]
49pub extern "C" fn orderbook_deltas_clone(deltas: &OrderBookDeltas_API) -> OrderBookDeltas_API {
50    deltas.clone()
51}
52
53#[no_mangle]
54pub extern "C" fn orderbook_deltas_instrument_id(deltas: &OrderBookDeltas_API) -> InstrumentId {
55    deltas.instrument_id
56}
57
58#[no_mangle]
59pub extern "C" fn orderbook_deltas_vec_deltas(deltas: &OrderBookDeltas_API) -> CVec {
60    deltas.deltas.clone().into()
61}
62
63#[no_mangle]
64pub extern "C" fn orderbook_deltas_is_snapshot(deltas: &OrderBookDeltas_API) -> u8 {
65    u8::from(deltas.deltas[0].action == BookAction::Clear)
66}
67
68#[no_mangle]
69pub extern "C" fn orderbook_deltas_flags(deltas: &OrderBookDeltas_API) -> u8 {
70    deltas.flags
71}
72
73#[no_mangle]
74pub extern "C" fn orderbook_deltas_sequence(deltas: &OrderBookDeltas_API) -> u64 {
75    deltas.sequence
76}
77
78#[no_mangle]
79pub extern "C" fn orderbook_deltas_ts_event(deltas: &OrderBookDeltas_API) -> UnixNanos {
80    deltas.ts_event
81}
82
83#[no_mangle]
84pub extern "C" fn orderbook_deltas_ts_init(deltas: &OrderBookDeltas_API) -> UnixNanos {
85    deltas.ts_init
86}
87
88#[allow(clippy::drop_non_drop)]
89#[no_mangle]
90pub extern "C" fn orderbook_deltas_vec_drop(v: CVec) {
91    let CVec { ptr, len, cap } = v;
92    let deltas: Vec<OrderBookDelta> =
93        unsafe { Vec::from_raw_parts(ptr.cast::<OrderBookDelta>(), len, cap) };
94    drop(deltas); // Memory freed here
95}
nautilus_model/ffi/data/deltas.rs

nautilus_model/ffi/data/
deltas.rs
