nautilus_model/python/instruments/
currency_pair.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::{
17    collections::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::python::{serialization::from_dict_pyo3, to_pyvalue_err};
22use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
23use rust_decimal::Decimal;
24
25use crate::{
26    identifiers::{InstrumentId, Symbol},
27    instruments::CurrencyPair,
28    types::{Currency, Money, Price, Quantity},
29};
30
31#[pymethods]
32impl CurrencyPair {
33    #[allow(clippy::too_many_arguments)]
34    #[new]
35    #[pyo3(signature = (id, raw_symbol, base_currency, quote_currency, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, lot_size=None, max_quantity=None, min_quantity=None, max_notional=None, min_notional=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None))]
36    fn py_new(
37        id: InstrumentId,
38        raw_symbol: Symbol,
39        base_currency: Currency,
40        quote_currency: Currency,
41        price_precision: u8,
42        size_precision: u8,
43        price_increment: Price,
44        size_increment: Quantity,
45        ts_event: u64,
46        ts_init: u64,
47        lot_size: Option<Quantity>,
48        max_quantity: Option<Quantity>,
49        min_quantity: Option<Quantity>,
50        max_notional: Option<Money>,
51        min_notional: Option<Money>,
52        max_price: Option<Price>,
53        min_price: Option<Price>,
54        margin_init: Option<Decimal>,
55        margin_maint: Option<Decimal>,
56        maker_fee: Option<Decimal>,
57        taker_fee: Option<Decimal>,
58    ) -> PyResult<Self> {
59        Self::new_checked(
60            id,
61            raw_symbol,
62            base_currency,
63            quote_currency,
64            price_precision,
65            size_precision,
66            price_increment,
67            size_increment,
68            lot_size,
69            max_quantity,
70            min_quantity,
71            max_notional,
72            min_notional,
73            max_price,
74            min_price,
75            margin_init,
76            margin_maint,
77            maker_fee,
78            taker_fee,
79            ts_event.into(),
80            ts_init.into(),
81        )
82        .map_err(to_pyvalue_err)
83    }
84
85    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
86        match op {
87            CompareOp::Eq => self.eq(other).into_py(py),
88            _ => panic!("Not implemented"),
89        }
90    }
91
92    fn __hash__(&self) -> isize {
93        let mut hasher = DefaultHasher::new();
94        self.hash(&mut hasher);
95        hasher.finish() as isize
96    }
97
98    #[getter]
99    fn type_str(&self) -> &str {
100        stringify!(CurrencyPair)
101    }
102
103    #[getter]
104    #[pyo3(name = "id")]
105    fn py_id(&self) -> InstrumentId {
106        self.id
107    }
108
109    #[getter]
110    #[pyo3(name = "raw_symbol")]
111    fn py_raw_symbol(&self) -> Symbol {
112        self.raw_symbol
113    }
114
115    #[getter]
116    #[pyo3(name = "base_currency")]
117    fn py_base_currency(&self) -> Currency {
118        self.base_currency
119    }
120
121    #[getter]
122    #[pyo3(name = "quote_currency")]
123    fn py_quote_currency(&self) -> Currency {
124        self.quote_currency
125    }
126
127    #[getter]
128    #[pyo3(name = "price_precision")]
129    fn py_price_precision(&self) -> u8 {
130        self.price_precision
131    }
132
133    #[getter]
134    #[pyo3(name = "size_precision")]
135    fn py_size_precision(&self) -> u8 {
136        self.size_precision
137    }
138
139    #[getter]
140    #[pyo3(name = "price_increment")]
141    fn py_price_increment(&self) -> Price {
142        self.price_increment
143    }
144
145    #[getter]
146    #[pyo3(name = "size_increment")]
147    fn py_size_increment(&self) -> Quantity {
148        self.size_increment
149    }
150
151    #[getter]
152    #[pyo3(name = "lot_size")]
153    fn py_lot_size(&self) -> Option<Quantity> {
154        self.lot_size
155    }
156
157    #[getter]
158    #[pyo3(name = "max_quantity")]
159    fn py_max_quantity(&self) -> Option<Quantity> {
160        self.max_quantity
161    }
162
163    #[getter]
164    #[pyo3(name = "min_quantity")]
165    fn py_min_quantity(&self) -> Option<Quantity> {
166        self.min_quantity
167    }
168
169    #[getter]
170    #[pyo3(name = "max_notional")]
171    fn py_max_notional(&self) -> Option<Money> {
172        self.max_notional
173    }
174
175    #[getter]
176    #[pyo3(name = "min_notional")]
177    fn py_min_notional(&self) -> Option<Money> {
178        self.min_notional
179    }
180
181    #[getter]
182    #[pyo3(name = "max_price")]
183    fn py_max_price(&self) -> Option<Price> {
184        self.max_price
185    }
186
187    #[getter]
188    #[pyo3(name = "min_price")]
189    fn py_min_price(&self) -> Option<Price> {
190        self.min_price
191    }
192
193    #[getter]
194    #[pyo3(name = "maker_fee")]
195    fn py_maker_fee(&self) -> Decimal {
196        self.maker_fee
197    }
198
199    #[getter]
200    #[pyo3(name = "taker_fee")]
201    fn py_taker_fee(&self) -> Decimal {
202        self.taker_fee
203    }
204
205    #[getter]
206    #[pyo3(name = "margin_maint")]
207    fn py_margin_maint(&self) -> Decimal {
208        self.margin_maint
209    }
210
211    #[getter]
212    #[pyo3(name = "margin_init")]
213    fn py_margin_init(&self) -> Decimal {
214        self.margin_init
215    }
216
217    #[getter]
218    #[pyo3(name = "ts_event")]
219    fn py_ts_event(&self) -> u64 {
220        self.ts_event.as_u64()
221    }
222
223    #[getter]
224    #[pyo3(name = "ts_init")]
225    fn py_ts_init(&self) -> u64 {
226        self.ts_init.as_u64()
227    }
228
229    #[getter]
230    #[pyo3(name = "info")]
231    fn py_info(&self, py: Python<'_>) -> PyResult<PyObject> {
232        Ok(PyDict::new(py).into())
233    }
234
235    #[staticmethod]
236    #[pyo3(name = "from_dict")]
237    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
238        from_dict_pyo3(py, values)
239    }
240
241    #[pyo3(name = "to_dict")]
242    fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject> {
243        let dict = PyDict::new(py);
244        dict.set_item("type", stringify!(CurrencyPair))?;
245        dict.set_item("id", self.id.to_string())?;
246        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
247        dict.set_item("base_currency", self.base_currency.code.to_string())?;
248        dict.set_item("quote_currency", self.quote_currency.code.to_string())?;
249        dict.set_item("price_precision", self.price_precision)?;
250        dict.set_item("size_precision", self.size_precision)?;
251        dict.set_item("price_increment", self.price_increment.to_string())?;
252        dict.set_item("size_increment", self.size_increment.to_string())?;
253        dict.set_item("maker_fee", self.maker_fee.to_string())?;
254        dict.set_item("taker_fee", self.taker_fee.to_string())?;
255        dict.set_item("margin_init", self.margin_init.to_string())?;
256        dict.set_item("margin_maint", self.margin_maint.to_string())?;
257        dict.set_item("info", PyDict::new(py))?;
258        dict.set_item("ts_event", self.ts_event.as_u64())?;
259        dict.set_item("ts_init", self.ts_init.as_u64())?;
260        match self.lot_size {
261            Some(value) => dict.set_item("lot_size", value.to_string())?,
262            None => dict.set_item("lot_size", py.None())?,
263        }
264        match self.max_quantity {
265            Some(value) => dict.set_item("max_quantity", value.to_string())?,
266            None => dict.set_item("max_quantity", py.None())?,
267        }
268        match self.min_quantity {
269            Some(value) => dict.set_item("min_quantity", value.to_string())?,
270            None => dict.set_item("min_quantity", py.None())?,
271        }
272        match self.max_notional {
273            Some(value) => dict.set_item("max_notional", value.to_string())?,
274            None => dict.set_item("max_notional", py.None())?,
275        }
276        match self.min_notional {
277            Some(value) => dict.set_item("min_notional", value.to_string())?,
278            None => dict.set_item("min_notional", py.None())?,
279        }
280        match self.max_price {
281            Some(value) => dict.set_item("max_price", value.to_string())?,
282            None => dict.set_item("max_price", py.None())?,
283        }
284        match self.min_price {
285            Some(value) => dict.set_item("min_price", value.to_string())?,
286            None => dict.set_item("min_price", py.None())?,
287        }
288        Ok(dict.into())
289    }
290}
nautilus_model/python/instruments/currency_pair.rs

nautilus_model/python/instruments/
currency_pair.rs
