nautilus_model/python/account/
margin.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::python::to_pyvalue_err;
17use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
18
19use crate::{
20    accounts::MarginAccount,
21    events::AccountState,
22    identifiers::{AccountId, InstrumentId},
23    instruments::InstrumentAny,
24    python::instruments::pyobject_to_instrument_any,
25    types::{Money, Price, Quantity},
26};
27
28#[pymethods]
29impl MarginAccount {
30    #[new]
31    fn py_new(event: AccountState, calculate_account_state: bool) -> Self {
32        Self::new(event, calculate_account_state)
33    }
34
35    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
36        match op {
37            CompareOp::Eq => self.eq(other).into_py(py),
38            CompareOp::Ne => self.ne(other).into_py(py),
39            _ => py.NotImplemented(),
40        }
41    }
42
43    #[getter]
44    fn id(&self) -> AccountId {
45        self.id
46    }
47
48    #[getter]
49    fn default_leverage(&self) -> f64 {
50        self.default_leverage
51    }
52
53    #[getter]
54    #[pyo3(name = "calculate_account_state")]
55    fn py_calculate_account_state(&self) -> bool {
56        self.calculate_account_state
57    }
58
59    fn __repr__(&self) -> String {
60        format!(
61            "{}(id={}, type={}, base={})",
62            stringify!(MarginAccount),
63            self.id,
64            self.account_type,
65            self.base_currency.map_or_else(
66                || "None".to_string(),
67                |base_currency| format!("{}", base_currency.code)
68            ),
69        )
70    }
71
72    #[pyo3(name = "set_default_leverage")]
73    fn py_set_default_leverage(&mut self, default_leverage: f64) -> PyResult<()> {
74        self.set_default_leverage(default_leverage);
75        Ok(())
76    }
77
78    #[pyo3(name = "leverages")]
79    fn py_leverages(&self, py: Python) -> PyResult<PyObject> {
80        let leverages = PyDict::new(py);
81        for (key, &value) in &self.leverages {
82            leverages.set_item(key.to_object(py), value).unwrap();
83        }
84        Ok(leverages.to_object(py))
85    }
86
87    #[pyo3(name = "leverage")]
88    fn py_leverage(&self, instrument_id: &InstrumentId) -> PyResult<f64> {
89        Ok(self.get_leverage(instrument_id))
90    }
91
92    #[pyo3(name = "set_leverage")]
93    fn py_set_leverage(&mut self, instrument_id: InstrumentId, leverage: f64) -> PyResult<()> {
94        self.set_leverage(instrument_id, leverage);
95        Ok(())
96    }
97
98    #[pyo3(name = "is_unleveraged")]
99    fn py_is_unleveraged(&self, instrument_id: InstrumentId) -> PyResult<bool> {
100        Ok(self.is_unleveraged(instrument_id))
101    }
102
103    #[pyo3(name = "initial_margins")]
104    fn py_initial_margins(&self, py: Python) -> PyResult<PyObject> {
105        let initial_margins = PyDict::new(py);
106        for (key, &value) in &self.initial_margins() {
107            initial_margins
108                .set_item(key.to_object(py), value.to_object(py))
109                .unwrap();
110        }
111        Ok(initial_margins.to_object(py))
112    }
113
114    #[pyo3(name = "maintenance_margins")]
115    fn py_maintenance_margins(&self, py: Python) -> PyResult<PyObject> {
116        let maintenance_margins = PyDict::new(py);
117        for (key, &value) in &self.maintenance_margins() {
118            maintenance_margins
119                .set_item(key.to_object(py), value.to_object(py))
120                .unwrap();
121        }
122        Ok(maintenance_margins.to_object(py))
123    }
124
125    #[pyo3(name = "update_initial_margin")]
126    fn py_update_initial_margin(
127        &mut self,
128        instrument_id: InstrumentId,
129        initial_margin: Money,
130    ) -> PyResult<()> {
131        self.update_initial_margin(instrument_id, initial_margin);
132        Ok(())
133    }
134
135    #[pyo3(name = "initial_margin")]
136    fn py_initial_margin(&self, instrument_id: InstrumentId) -> PyResult<Money> {
137        Ok(self.initial_margin(instrument_id))
138    }
139
140    #[pyo3(name = "update_maintenance_margin")]
141    fn py_update_maintenance_margin(
142        &mut self,
143        instrument_id: InstrumentId,
144        maintenance_margin: Money,
145    ) -> PyResult<()> {
146        self.update_maintenance_margin(instrument_id, maintenance_margin);
147        Ok(())
148    }
149
150    #[pyo3(name = "maintenance_margin")]
151    fn py_maintenance_margin(&self, instrument_id: InstrumentId) -> PyResult<Money> {
152        Ok(self.maintenance_margin(instrument_id))
153    }
154
155    #[pyo3(name = "calculate_initial_margin")]
156    #[pyo3(signature = (instrument, quantity, price, use_quote_for_inverse=None))]
157    pub fn py_calculate_initial_margin(
158        &mut self,
159        instrument: PyObject,
160        quantity: Quantity,
161        price: Price,
162        use_quote_for_inverse: Option<bool>,
163        py: Python,
164    ) -> PyResult<Money> {
165        let instrument_type = pyobject_to_instrument_any(py, instrument)?;
166        match instrument_type {
167            InstrumentAny::CryptoFuture(inst) => {
168                Ok(self.calculate_initial_margin(inst, quantity, price, use_quote_for_inverse))
169            }
170            InstrumentAny::CryptoPerpetual(inst) => {
171                Ok(self.calculate_initial_margin(inst, quantity, price, use_quote_for_inverse))
172            }
173            InstrumentAny::CurrencyPair(inst) => {
174                Ok(self.calculate_initial_margin(inst, quantity, price, use_quote_for_inverse))
175            }
176            InstrumentAny::Equity(inst) => {
177                Ok(self.calculate_initial_margin(inst, quantity, price, use_quote_for_inverse))
178            }
179            InstrumentAny::FuturesContract(inst) => {
180                Ok(self.calculate_initial_margin(inst, quantity, price, use_quote_for_inverse))
181            }
182            InstrumentAny::OptionContract(inst) => {
183                Ok(self.calculate_initial_margin(inst, quantity, price, use_quote_for_inverse))
184            }
185            _ => Err(to_pyvalue_err("Unsupported instrument type")),
186        }
187    }
188
189    #[pyo3(name = "calculate_maintenance_margin")]
190    #[pyo3(signature = (instrument, quantity, price, use_quote_for_inverse=None))]
191    pub fn py_calculate_maintenance_margin(
192        &mut self,
193        instrument: PyObject,
194        quantity: Quantity,
195        price: Price,
196        use_quote_for_inverse: Option<bool>,
197        py: Python,
198    ) -> PyResult<Money> {
199        let instrument_type = pyobject_to_instrument_any(py, instrument)?;
200        match instrument_type {
201            InstrumentAny::CryptoFuture(inst) => {
202                Ok(self.calculate_maintenance_margin(inst, quantity, price, use_quote_for_inverse))
203            }
204            InstrumentAny::CryptoPerpetual(inst) => {
205                Ok(self.calculate_maintenance_margin(inst, quantity, price, use_quote_for_inverse))
206            }
207            InstrumentAny::CurrencyPair(inst) => {
208                Ok(self.calculate_maintenance_margin(inst, quantity, price, use_quote_for_inverse))
209            }
210            InstrumentAny::Equity(inst) => {
211                Ok(self.calculate_maintenance_margin(inst, quantity, price, use_quote_for_inverse))
212            }
213            InstrumentAny::FuturesContract(inst) => {
214                Ok(self.calculate_maintenance_margin(inst, quantity, price, use_quote_for_inverse))
215            }
216            InstrumentAny::OptionContract(inst) => {
217                Ok(self.calculate_maintenance_margin(inst, quantity, price, use_quote_for_inverse))
218            }
219            _ => Err(to_pyvalue_err("Unsupported instrument type")),
220        }
221    }
222
223    #[pyo3(name = "to_dict")]
224    fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject> {
225        let dict = PyDict::new(py);
226        dict.set_item("calculate_account_state", self.calculate_account_state)?;
227        let events_list: PyResult<Vec<PyObject>> =
228            self.events.iter().map(|item| item.py_to_dict(py)).collect();
229        dict.set_item("events", events_list.unwrap())?;
230        Ok(dict.into())
231    }
232}
nautilus_model/python/account/margin.rs

nautilus_model/python/account/
margin.rs
