nautilus_model/python/data/
deltas.rs

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use std::{
    collections::hash_map::DefaultHasher,
    hash::{Hash, Hasher},
    ops::Deref,
};

use nautilus_core::python::to_pyvalue_err;
use pyo3::{prelude::*, pyclass::CompareOp, types::PyCapsule};

use super::data_to_pycapsule;
use crate::{
    data::{
        delta::OrderBookDelta,
        deltas::{OrderBookDeltas, OrderBookDeltas_API},
        Data,
    },
    identifiers::InstrumentId,
    python::common::PY_MODULE_MODEL,
};

#[pymethods]
impl OrderBookDeltas {
    #[new]
    fn py_new(instrument_id: InstrumentId, deltas: Vec<OrderBookDelta>) -> PyResult<Self> {
        Self::new_checked(instrument_id, deltas).map_err(to_pyvalue_err)
    }

    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
        match op {
            CompareOp::Eq => self.eq(other).into_py(py),
            CompareOp::Ne => self.ne(other).into_py(py),
            _ => py.NotImplemented(),
        }
    }

    fn __hash__(&self) -> isize {
        let mut h = DefaultHasher::new();
        self.hash(&mut h);
        h.finish() as isize
    }

    fn __repr__(&self) -> String {
        format!("{self:?}")
    }

    fn __str__(&self) -> String {
        self.to_string()
    }

    #[getter]
    #[pyo3(name = "instrument_id")]
    fn py_instrument_id(&self) -> InstrumentId {
        self.instrument_id
    }

    #[getter]
    #[pyo3(name = "deltas")]
    fn py_deltas(&self) -> Vec<OrderBookDelta> {
        // `OrderBookDelta` is `Copy`
        self.deltas.clone()
    }

    #[getter]
    #[pyo3(name = "flags")]
    fn py_flags(&self) -> u8 {
        self.flags
    }

    #[getter]
    #[pyo3(name = "sequence")]
    fn py_sequence(&self) -> u64 {
        self.sequence
    }

    #[getter]
    #[pyo3(name = "ts_event")]
    fn py_ts_event(&self) -> u64 {
        self.ts_event.as_u64()
    }

    #[getter]
    #[pyo3(name = "ts_init")]
    fn py_ts_init(&self) -> u64 {
        self.ts_init.as_u64()
    }

    #[staticmethod]
    #[pyo3(name = "fully_qualified_name")]
    fn py_fully_qualified_name() -> String {
        format!("{}:{}", PY_MODULE_MODEL, stringify!(OrderBookDeltas))
    }

    #[staticmethod]
    #[pyo3(name = "from_pycapsule")]
    pub fn py_from_pycapsule(capsule: Bound<'_, PyAny>) -> Self {
        let capsule: &Bound<'_, PyCapsule> = capsule
            .downcast::<PyCapsule>()
            .expect("Error on downcast to `&PyCapsule`");
        let data: &OrderBookDeltas_API =
            unsafe { &*(capsule.pointer() as *const OrderBookDeltas_API) };
        data.deref().clone()
    }

    /// Creates a `PyCapsule` containing a raw pointer to a [`Data::Deltas`] object.
    ///
    /// This function takes the current object (assumed to be of a type that can be represented as
    /// `Data::Deltas`), and encapsulates a raw pointer to it within a `PyCapsule`.
    ///
    /// # Safety
    ///
    /// This function is safe as long as the following conditions are met:
    /// - The `Data::Deltas` object pointed to by the capsule must remain valid for the lifetime of the capsule.
    /// - The consumer of the capsule must ensure proper handling to avoid dereferencing a dangling pointer.
    ///
    /// # Panics
    ///
    /// The function will panic if the `PyCapsule` creation fails, which can occur if the
    /// [`Data::Deltas`] object cannot be converted into a raw pointer.
    #[pyo3(name = "as_pycapsule")]
    fn py_as_pycapsule(&self, py: Python<'_>) -> PyObject {
        let deltas = OrderBookDeltas_API::new(self.clone());
        data_to_pycapsule(py, Data::Deltas(deltas))
    }

    // TODO: Implement `Serializable` and the other methods can be added
}