nautilus_model/instruments/
stubs.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 chrono::{TimeZone, Utc};
17use nautilus_core::UnixNanos;
18use rstest::*;
19use rust_decimal::Decimal;
20use rust_decimal_macros::dec;
21use ustr::Ustr;
22
23use super::{
24    CryptoOption, betting::BettingInstrument, binary_option::BinaryOption,
25    futures_spread::FuturesSpread, option_spread::OptionSpread, synthetic::SyntheticInstrument,
26};
27use crate::{
28    enums::{AssetClass, OptionKind},
29    identifiers::{InstrumentId, Symbol, Venue},
30    instruments::{
31        CryptoFuture, CryptoPerpetual, CurrencyPair, Equity, FuturesContract, OptionContract,
32    },
33    types::{Currency, Money, Price, Quantity},
34};
35
36impl Default for SyntheticInstrument {
37    /// Creates a new default [`SyntheticInstrument`] instance for testing.
38    fn default() -> Self {
39        let btc_binance = InstrumentId::from("BTC.BINANCE");
40        let ltc_binance = InstrumentId::from("LTC.BINANCE");
41        let formula = "(BTC.BINANCE + LTC.BINANCE) / 2.0".to_string();
42        SyntheticInstrument::new(
43            Symbol::new("BTC-LTC"),
44            2,
45            vec![btc_binance, ltc_binance],
46            formula.clone(),
47            0.into(),
48            0.into(),
49        )
50    }
51}
52
53////////////////////////////////////////////////////////////////////////////////
54// CryptoFuture
55////////////////////////////////////////////////////////////////////////////////
56
57#[fixture]
58pub fn crypto_future_btcusdt(
59    #[default(2)] price_precision: u8,
60    #[default(6)] size_precision: u8,
61    #[default(Price::from("0.01"))] price_increment: Price,
62    #[default(Quantity::from("0.000001"))] size_increment: Quantity,
63) -> CryptoFuture {
64    let activation = Utc.with_ymd_and_hms(2014, 4, 8, 0, 0, 0).unwrap();
65    let expiration = Utc.with_ymd_and_hms(2014, 7, 8, 0, 0, 0).unwrap();
66    CryptoFuture::new(
67        InstrumentId::from("ETHUSDT-123.BINANCE"),
68        Symbol::from("BTCUSDT"),
69        Currency::from("BTC"),
70        Currency::from("USDT"),
71        Currency::from("USDT"),
72        false,
73        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
74        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
75        price_precision,
76        size_precision,
77        price_increment,
78        size_increment,
79        None,
80        None,
81        Some(Quantity::from("9000.0")),
82        Some(Quantity::from("0.000001")),
83        None,
84        Some(Money::new(10.00, Currency::from("USDT"))),
85        Some(Price::from("1000000.00")),
86        Some(Price::from("0.01")),
87        None,
88        None,
89        None,
90        None,
91        0.into(),
92        0.into(),
93    )
94}
95
96#[fixture]
97pub fn ethbtc_quanto(
98    #[default(5)] price_precision: u8,
99    #[default(3)] size_precision: u8,
100    #[default(Price::from("0.00001"))] price_increment: Price,
101    #[default(Quantity::from("0.001"))] size_increment: Quantity,
102) -> CryptoFuture {
103    let activation = Utc.with_ymd_and_hms(2014, 4, 8, 0, 0, 0).unwrap();
104    let expiration = Utc.with_ymd_and_hms(2014, 7, 8, 0, 0, 0).unwrap();
105    CryptoFuture::new(
106        InstrumentId::from("ETHBTC-123.BINANCE"),
107        Symbol::from("ETHBTC"),
108        Currency::from("ETH"),
109        Currency::from("BTC"),
110        Currency::from("BTC"),
111        false,
112        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
113        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
114        price_precision,
115        size_precision,
116        price_increment,
117        size_increment,
118        None,
119        None,
120        Some(Quantity::from("9000.0")),
121        Some(Quantity::from("0.001")),
122        None,
123        Some(Money::new(1.0, Currency::from("BTC"))),
124        Some(Price::from("1.0")),
125        Some(Price::from("0.00001")),
126        None,
127        None,
128        None,
129        None,
130        0.into(),
131        0.into(),
132    )
133}
134
135////////////////////////////////////////////////////////////////////////////////
136// CryptoPerpetual – BitMEX inverse (XBTUSD)
137// ////////////////////////////////////////////////////////////////////////////
138
139#[fixture]
140pub fn xbtusd_inverse_perp(
141    // One-decimal tick (0.5 USD) and integer contract size
142    #[default(1)] price_precision: u8,
143    #[default(0)] size_precision: u8,
144    #[default(Price::from("0.5"))] price_increment: Price,
145    #[default(Quantity::from("1"))] size_increment: Quantity,
146) -> CryptoPerpetual {
147    CryptoPerpetual::new(
148        // BitMEX uses XBT for BTC; keep the “-PERP” suffix for clarity
149        InstrumentId::from("XBTUSD-PERP.BITMEX"),
150        Symbol::from("XBTUSD"),
151        Currency::BTC(), // base
152        Currency::USD(), // quote
153        Currency::BTC(), // settlement (inverse)
154        true,            // is_inverse
155        price_precision,
156        size_precision,
157        price_increment,
158        size_increment,
159        None,                              // lot_size
160        Some(Quantity::from("1")),         // multiplier: 1 USD/contract
161        None,                              // max_quantity
162        None,                              // min_quantity
163        Some(Money::from("10000000 USD")), // max_notional
164        Some(Money::from("1 USD")),        // min_notional
165        Some(Price::from("10000000")),     // max_price
166        Some(Price::from("0.01")),         // min_price
167        Some(dec!(0.01)),                  // margin_init
168        Some(dec!(0.0035)),                // margin_maint
169        Some(dec!(-0.00025)),              // maker_fee (rebate)
170        Some(dec!(0.00075)),               // taker_fee
171        UnixNanos::default(),              // ts_event
172        UnixNanos::default(),              // ts_init
173    )
174}
175
176////////////////////////////////////////////////////////////////////////////////
177// CryptoOption
178////////////////////////////////////////////////////////////////////////////////
179
180#[fixture]
181pub fn crypto_option_btc_deribit(
182    #[default(3)] price_precision: u8,
183    #[default(1)] size_precision: u8,
184    #[default(Price::from("0.001"))] price_increment: Price,
185    #[default(Quantity::from("0.1"))] size_increment: Quantity,
186) -> CryptoOption {
187    let activation = UnixNanos::from(1_671_696_002_000_000_000);
188    let expiration = UnixNanos::from(1_673_596_800_000_000_000);
189    CryptoOption::new(
190        InstrumentId::from("BTC-13JAN23-16000-P.DERIBIT"),
191        Symbol::from("BTC-13JAN23-16000-P"),
192        Currency::from("BTC"),
193        Currency::from("USD"),
194        Currency::from("BTC"),
195        false,
196        OptionKind::Put,
197        Price::from("16000.000"),
198        activation,
199        expiration,
200        price_precision,
201        size_precision,
202        price_increment,
203        size_increment,
204        Some(Quantity::from(1)),
205        Some(Quantity::from("9000.0")),
206        Some(Quantity::from("0.1")),
207        None,
208        Some(Money::new(10.00, Currency::from("USD"))),
209        None,
210        None,
211        None,
212        None,
213        Some(dec!(0.0003)),
214        Some(dec!(0.0003)),
215        0.into(),
216        0.into(),
217    )
218}
219
220////////////////////////////////////////////////////////////////////////////////
221// CryptoPerpetual
222////////////////////////////////////////////////////////////////////////////////
223
224#[fixture]
225pub fn crypto_perpetual_ethusdt() -> CryptoPerpetual {
226    CryptoPerpetual::new(
227        InstrumentId::from("ETHUSDT-PERP.BINANCE"),
228        Symbol::from("ETHUSDT"),
229        Currency::from("ETH"),
230        Currency::from("USDT"),
231        Currency::from("USDT"),
232        false,
233        2,
234        3,
235        Price::from("0.01"),
236        Quantity::from("0.001"),
237        None,
238        None,
239        Some(Quantity::from("10000.0")),
240        Some(Quantity::from("0.001")),
241        None,
242        Some(Money::new(10.00, Currency::from("USDT"))),
243        Some(Price::from("15000.00")),
244        Some(Price::from("1.0")),
245        Some(dec!(1.0)),
246        Some(dec!(0.35)),
247        Some(dec!(0.0002)),
248        Some(dec!(0.0004)),
249        UnixNanos::default(),
250        UnixNanos::default(),
251    )
252}
253
254#[fixture]
255pub fn xbtusd_bitmex() -> CryptoPerpetual {
256    CryptoPerpetual::new(
257        InstrumentId::from("BTCUSDT.BITMEX"),
258        Symbol::from("XBTUSD"),
259        Currency::BTC(),
260        Currency::USD(),
261        Currency::BTC(),
262        true,
263        1,
264        0,
265        Price::from("0.5"),
266        Quantity::from("1"),
267        None,
268        None,
269        None,
270        None,
271        Some(Money::from("10000000 USD")),
272        Some(Money::from("1 USD")),
273        Some(Price::from("10000000")),
274        Some(Price::from("0.01")),
275        Some(dec!(0.01)),
276        Some(dec!(0.0035)),
277        Some(dec!(-0.00025)),
278        Some(dec!(0.00075)),
279        UnixNanos::default(),
280        UnixNanos::default(),
281    )
282}
283
284#[fixture]
285pub fn ethusdt_bitmex() -> CryptoPerpetual {
286    CryptoPerpetual::new(
287        InstrumentId::from("ETHUSD.BITMEX"),
288        Symbol::from("ETHUSD"),
289        Currency::ETH(),
290        Currency::USD(),
291        Currency::ETH(),
292        true,
293        2,
294        0,
295        Price::from("0.05"),
296        Quantity::from("1"),
297        None,
298        None,
299        None,
300        None,
301        None,
302        None,
303        Some(Price::from("10000000")),
304        Some(Price::from("0.01")),
305        Some(dec!(0.01)),
306        Some(dec!(0.0035)),
307        Some(dec!(-0.00025)),
308        Some(dec!(0.00075)),
309        UnixNanos::default(),
310        UnixNanos::default(),
311    )
312}
313
314////////////////////////////////////////////////////////////////////////////////
315// CurrencyPair
316////////////////////////////////////////////////////////////////////////////////
317
318#[fixture]
319pub fn currency_pair_btcusdt() -> CurrencyPair {
320    CurrencyPair::new(
321        InstrumentId::from("BTCUSDT.BINANCE"),
322        Symbol::from("BTCUSDT"),
323        Currency::from("BTC"),
324        Currency::from("USDT"),
325        2,
326        6,
327        Price::from("0.01"),
328        Quantity::from("0.000001"),
329        None,
330        Some(Quantity::from("9000")),
331        Some(Quantity::from("0.000001")),
332        None,
333        None,
334        Some(Price::from("1000000")),
335        Some(Price::from("0.01")),
336        Some(dec!(0.001)),
337        Some(dec!(0.001)),
338        Some(dec!(0.001)),
339        Some(dec!(0.001)),
340        UnixNanos::default(),
341        UnixNanos::default(),
342    )
343}
344
345#[fixture]
346pub fn currency_pair_ethusdt() -> CurrencyPair {
347    CurrencyPair::new(
348        InstrumentId::from("ETHUSDT.BINANCE"),
349        Symbol::from("ETHUSDT"),
350        Currency::from("ETH"),
351        Currency::from("USDT"),
352        2,
353        5,
354        Price::from("0.01"),
355        Quantity::from("0.00001"),
356        None,
357        Some(Quantity::from("9000")),
358        Some(Quantity::from("0.00001")),
359        None,
360        None,
361        Some(Price::from("1000000")),
362        Some(Price::from("0.01")),
363        Some(dec!(0.01)),
364        Some(dec!(0.0035)),
365        Some(dec!(0.0001)),
366        Some(dec!(0.0001)),
367        UnixNanos::default(),
368        UnixNanos::default(),
369    )
370}
371
372/// # Panics
373///
374/// Panics if `symbol` does not contain a '/' delimiter.
375#[must_use]
376pub fn default_fx_ccy(symbol: Symbol, venue: Option<Venue>) -> CurrencyPair {
377    let target_venue = venue.unwrap_or(Venue::from("SIM"));
378    let instrument_id = InstrumentId::new(symbol, target_venue);
379    let base_currency = symbol.as_str().split('/').next().unwrap();
380    let quote_currency = symbol.as_str().split('/').next_back().unwrap();
381    let price_precision = if quote_currency == "JPY" { 3 } else { 5 };
382    let price_increment = Price::new(1.0 / 10.0f64, price_precision);
383    CurrencyPair::new(
384        instrument_id,
385        symbol,
386        Currency::from(base_currency),
387        Currency::from(quote_currency),
388        price_precision,
389        0,
390        price_increment,
391        Quantity::from("1"),
392        Some(Quantity::from("1000")),
393        Some(Quantity::from("1000000")),
394        Some(Quantity::from("100")),
395        None,
396        None,
397        None,
398        None,
399        Some(dec!(0.03)),
400        Some(dec!(0.03)),
401        Some(dec!(0.00002)),
402        Some(dec!(0.00002)),
403        UnixNanos::default(),
404        UnixNanos::default(),
405    )
406}
407
408#[fixture]
409pub fn audusd_sim() -> CurrencyPair {
410    default_fx_ccy(Symbol::from("AUD/USD"), Some(Venue::from("SIM")))
411}
412
413#[fixture]
414pub fn gbpusd_sim() -> CurrencyPair {
415    default_fx_ccy(Symbol::from("GBP/USD"), Some(Venue::from("SIM")))
416}
417
418#[fixture]
419pub fn usdjpy_idealpro() -> CurrencyPair {
420    default_fx_ccy(Symbol::from("USD/JPY"), Some(Venue::from("IDEALPRO")))
421}
422
423////////////////////////////////////////////////////////////////////////////////
424// Equity
425////////////////////////////////////////////////////////////////////////////////
426
427#[fixture]
428pub fn equity_aapl() -> Equity {
429    Equity::new(
430        InstrumentId::from("AAPL.XNAS"),
431        Symbol::from("AAPL"),
432        Some(Ustr::from("US0378331005")),
433        Currency::from("USD"),
434        2,
435        Price::from("0.01"),
436        None,
437        None,
438        None,
439        None,
440        None,
441        None,
442        None,
443        None,
444        None,
445        UnixNanos::default(),
446        UnixNanos::default(),
447    )
448}
449
450////////////////////////////////////////////////////////////////////////////////
451// FuturesContract
452////////////////////////////////////////////////////////////////////////////////
453
454/// # Panics
455///
456/// Panics if constructing the activation or expiration timestamp fails,
457/// e.g., if the provided dates are invalid or timestamp conversion returns `None`.
458pub fn futures_contract_es(
459    activation: Option<UnixNanos>,
460    expiration: Option<UnixNanos>,
461) -> FuturesContract {
462    let activation = activation.unwrap_or(UnixNanos::from(
463        Utc.with_ymd_and_hms(2021, 9, 10, 0, 0, 0)
464            .unwrap()
465            .timestamp_nanos_opt()
466            .unwrap() as u64,
467    ));
468    let expiration = expiration.unwrap_or(UnixNanos::from(
469        Utc.with_ymd_and_hms(2021, 12, 17, 0, 0, 0)
470            .unwrap()
471            .timestamp_nanos_opt()
472            .unwrap() as u64,
473    ));
474    FuturesContract::new(
475        InstrumentId::from("ESZ21.GLBX"),
476        Symbol::from("ESZ21"),
477        AssetClass::Index,
478        Some(Ustr::from("XCME")),
479        Ustr::from("ES"),
480        activation,
481        expiration,
482        Currency::USD(),
483        2,
484        Price::from("0.01"),
485        Quantity::from(1),
486        Quantity::from(1),
487        None,
488        None,
489        None,
490        None,
491        None,
492        None,
493        None,
494        None,
495        UnixNanos::default(),
496        UnixNanos::default(),
497    )
498}
499
500////////////////////////////////////////////////////////////////////////////////
501// FuturesSpread
502////////////////////////////////////////////////////////////////////////////////
503
504#[fixture]
505pub fn futures_spread_es() -> FuturesSpread {
506    let activation = Utc.with_ymd_and_hms(2022, 6, 21, 13, 30, 0).unwrap();
507    let expiration = Utc.with_ymd_and_hms(2024, 6, 21, 13, 30, 0).unwrap();
508    FuturesSpread::new(
509        InstrumentId::from("ESM4-ESU4.GLBX"),
510        Symbol::from("ESM4-ESU4"),
511        AssetClass::Index,
512        Some(Ustr::from("XCME")),
513        Ustr::from("ES"),
514        Ustr::from("EQ"),
515        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
516        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
517        Currency::USD(),
518        2,
519        Price::from("0.01"),
520        Quantity::from(1),
521        Quantity::from(1),
522        None,
523        None,
524        None,
525        None,
526        None,
527        None,
528        None,
529        None,
530        UnixNanos::default(),
531        UnixNanos::default(),
532    )
533}
534
535////////////////////////////////////////////////////////////////////////////////
536// OptionContract
537////////////////////////////////////////////////////////////////////////////////
538
539#[fixture]
540pub fn option_contract_appl() -> OptionContract {
541    let activation = Utc.with_ymd_and_hms(2021, 9, 17, 0, 0, 0).unwrap();
542    let expiration = Utc.with_ymd_and_hms(2021, 12, 17, 0, 0, 0).unwrap();
543    OptionContract::new(
544        InstrumentId::from("AAPL211217C00150000.OPRA"),
545        Symbol::from("AAPL211217C00150000"),
546        AssetClass::Equity,
547        Some(Ustr::from("GMNI")),
548        Ustr::from("AAPL"),
549        OptionKind::Call,
550        Price::from("149.0"),
551        Currency::USD(),
552        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
553        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
554        2,
555        Price::from("0.01"),
556        Quantity::from(1),
557        Quantity::from(1),
558        None,
559        None,
560        None,
561        None,
562        None,
563        None,
564        None,
565        None,
566        UnixNanos::default(),
567        UnixNanos::default(),
568    )
569}
570
571////////////////////////////////////////////////////////////////////////////////
572// OptionSpread
573////////////////////////////////////////////////////////////////////////////////
574
575#[fixture]
576pub fn option_spread() -> OptionSpread {
577    let activation = Utc.with_ymd_and_hms(2023, 11, 6, 20, 54, 7).unwrap();
578    let expiration = Utc.with_ymd_and_hms(2024, 2, 23, 22, 59, 0).unwrap();
579    OptionSpread::new(
580        InstrumentId::from("UD:U$: GN 2534559.GLBX"),
581        Symbol::from("UD:U$: GN 2534559"),
582        AssetClass::FX,
583        Some(Ustr::from("XCME")),
584        Ustr::from("SR3"),
585        Ustr::from("GN"),
586        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
587        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
588        Currency::USD(),
589        2,
590        Price::from("0.01"),
591        Quantity::from(1),
592        Quantity::from(1),
593        None,
594        None,
595        None,
596        None,
597        None,
598        None,
599        None,
600        None,
601        UnixNanos::default(),
602        UnixNanos::default(),
603    )
604}
605
606////////////////////////////////////////////////////////////////////////////////
607// BettingInstrument
608////////////////////////////////////////////////////////////////////////////////
609
610#[fixture]
611pub fn betting() -> BettingInstrument {
612    let raw_symbol = Symbol::new("1-123456789");
613    let id = InstrumentId::from(format!("{raw_symbol}.BETFAIR").as_str());
614    let event_type_id = 6423;
615    let event_type_name = Ustr::from("American Football");
616    let competition_id = 12282733;
617    let competition_name = Ustr::from("NFL");
618    let event_id = 29678534;
619    let event_name = Ustr::from("NFL");
620    let event_country_code = Ustr::from("GB");
621    let event_open_date = UnixNanos::from(
622        Utc.with_ymd_and_hms(2022, 2, 7, 23, 30, 0)
623            .unwrap()
624            .timestamp_nanos_opt()
625            .unwrap() as u64,
626    );
627    let betting_type = Ustr::from("ODDS");
628    let market_id = Ustr::from("1-123456789");
629    let market_name = Ustr::from("AFC Conference Winner");
630    let market_type = Ustr::from("SPECIAL");
631    let market_start_time = UnixNanos::from(
632        Utc.with_ymd_and_hms(2022, 2, 7, 23, 30, 0)
633            .unwrap()
634            .timestamp_nanos_opt()
635            .unwrap() as u64,
636    );
637    let selection_id = 50214;
638    let selection_name = Ustr::from("Kansas City Chiefs");
639    let selection_handicap = 0.0;
640    let currency = Currency::GBP();
641    let price_increment = Price::from("0.01");
642    let size_increment = Quantity::from("0.01");
643    let max_quantity = Some(Quantity::from("1000"));
644    let min_quantity = Some(Quantity::from("1"));
645    let max_notional = Some(Money::from("10000 GBP"));
646    let min_notional = Some(Money::from("10 GBP"));
647    let max_price = Some(Price::from("100.00"));
648    let min_price = Some(Price::from("1.00"));
649    let margin_init = Some(Decimal::from(1));
650    let margin_maint = Some(Decimal::from(1));
651    let maker_fee = Some(Decimal::from(0));
652    let taker_fee = Some(Decimal::from(0));
653    let ts_event = UnixNanos::default();
654    let ts_init = UnixNanos::default();
655
656    BettingInstrument::new(
657        id,
658        raw_symbol,
659        event_type_id,
660        event_type_name,
661        competition_id,
662        competition_name,
663        event_id,
664        event_name,
665        event_country_code,
666        event_open_date,
667        betting_type,
668        market_id,
669        market_name,
670        market_type,
671        market_start_time,
672        selection_id,
673        selection_name,
674        selection_handicap,
675        currency,
676        price_increment.precision,
677        size_increment.precision,
678        price_increment,
679        size_increment,
680        max_quantity,
681        min_quantity,
682        max_notional,
683        min_notional,
684        max_price,
685        min_price,
686        margin_init,
687        margin_maint,
688        maker_fee,
689        taker_fee,
690        ts_event,
691        ts_init,
692    )
693}
694
695////////////////////////////////////////////////////////////////////////////////
696// BinaryOption
697////////////////////////////////////////////////////////////////////////////////
698
699#[fixture]
700pub fn binary_option() -> BinaryOption {
701    let raw_symbol = Symbol::new(
702        "0x12a0cb60174abc437bf1178367c72d11f069e1a3add20b148fb0ab4279b772b2-92544998123698303655208967887569360731013655782348975589292031774495159624905",
703    );
704    let activation = Utc.with_ymd_and_hms(2023, 11, 6, 20, 54, 7).unwrap();
705    let expiration = Utc.with_ymd_and_hms(2024, 2, 23, 22, 59, 0).unwrap();
706    let price_increment = Price::from("0.001");
707    let size_increment = Quantity::from("0.01");
708    BinaryOption::new(
709        InstrumentId::from("{raw_symbol}.POLYMARKET"),
710        raw_symbol,
711        AssetClass::Alternative,
712        Currency::USDC(),
713        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
714        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
715        price_increment.precision,
716        size_increment.precision,
717        price_increment,
718        size_increment,
719        None,
720        None,
721        None,
722        None,
723        None,
724        None,
725        None,
726        None,
727        None,
728        None,
729        None,
730        None,
731        UnixNanos::default(),
732        UnixNanos::default(),
733    )
734}
nautilus_model/instruments/stubs.rs

nautilus_model/instruments/
stubs.rs
