nautilus_model/ffi/orderbook/
level.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 std::ops::{Deref, DerefMut};
17
18use nautilus_core::ffi::cvec::CVec;
19
20use crate::{
21    data::order::BookOrder,
22    enums::OrderSide,
23    orderbook::{BookLevel, BookPrice},
24    types::Price,
25};
26
27/// C compatible Foreign Function Interface (FFI) for an underlying order book[`BookLevel`].
28///
29/// This struct wraps `Level` in a way that makes it compatible with C function
30/// calls, enabling interaction with `Level` in a C environment.
31///
32/// It implements the `Deref` trait, allowing instances of `Level_API` to be
33/// dereferenced to `Level`, providing access to `Level`'s methods without
34/// having to manually acce wss the underlying `Level` instance.
35#[repr(C)]
36#[derive(Clone)]
37#[allow(non_camel_case_types)]
38pub struct BookLevel_API(Box<BookLevel>);
39
40impl BookLevel_API {
41    /// Creates a new [`BookLevel_API`] instance.
42    #[must_use]
43    pub fn new(level: BookLevel) -> Self {
44        Self(Box::new(level))
45    }
46}
47
48impl Deref for BookLevel_API {
49    type Target = BookLevel;
50
51    fn deref(&self) -> &Self::Target {
52        &self.0
53    }
54}
55
56impl DerefMut for BookLevel_API {
57    fn deref_mut(&mut self) -> &mut Self::Target {
58        &mut self.0
59    }
60}
61
62#[no_mangle]
63#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
64pub extern "C" fn level_new(order_side: OrderSide, price: Price, orders: CVec) -> BookLevel_API {
65    let CVec { ptr, len, cap } = orders;
66    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr.cast::<BookOrder>(), len, cap) };
67    let price = BookPrice {
68        value: price,
69        side: order_side,
70    };
71    let mut level = BookLevel::new(price);
72    level.add_bulk(orders);
73    BookLevel_API::new(level)
74}
75
76#[no_mangle]
77pub extern "C" fn level_drop(level: BookLevel_API) {
78    drop(level); // Memory freed here
79}
80
81#[no_mangle]
82pub extern "C" fn level_clone(level: &BookLevel_API) -> BookLevel_API {
83    level.clone()
84}
85
86#[no_mangle]
87#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
88pub extern "C" fn level_price(level: &BookLevel_API) -> Price {
89    level.price.value
90}
91
92#[no_mangle]
93pub extern "C" fn level_orders(level: &BookLevel_API) -> CVec {
94    let orders_vec: Vec<BookOrder> = level.orders.values().copied().collect();
95    orders_vec.into()
96}
97
98#[no_mangle]
99pub extern "C" fn level_size(level: &BookLevel_API) -> f64 {
100    level.size()
101}
102
103#[no_mangle]
104pub extern "C" fn level_exposure(level: &BookLevel_API) -> f64 {
105    level.exposure()
106}
107
108#[allow(clippy::drop_non_drop)]
109#[no_mangle]
110pub extern "C" fn vec_levels_drop(v: CVec) {
111    let CVec { ptr, len, cap } = v;
112    let data: Vec<BookLevel_API> =
113        unsafe { Vec::from_raw_parts(ptr.cast::<BookLevel_API>(), len, cap) };
114    drop(data); // Memory freed here
115}
116
117#[allow(clippy::drop_non_drop)]
118#[no_mangle]
119pub extern "C" fn vec_orders_drop(v: CVec) {
120    let CVec { ptr, len, cap } = v;
121    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr.cast::<BookOrder>(), len, cap) };
122    drop(orders); // Memory freed here
123}
nautilus_model/ffi/orderbook/level.rs

nautilus_model/ffi/orderbook/
level.rs
