nautilus_tardis/machine/
types.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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::NaiveDate;
17use nautilus_model::identifiers::InstrumentId;
18use serde::{Deserialize, Serialize};
19use ustr::Ustr;
20
21use crate::enums::TardisExchange;
22pub use crate::machine::client::TardisMachineClient;
23
24/// Instrument definition information necessary for stream parsing.
25#[derive(Clone, Debug, Serialize, Deserialize)]
26#[cfg_attr(
27    feature = "python",
28    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.tardis")
29)]
30pub struct TardisInstrumentMiniInfo {
31    /// The instrument ID with optionally Nautilus normalized symbol.
32    pub instrument_id: InstrumentId,
33    /// The Tardis symbol.
34    pub raw_symbol: Ustr,
35    /// The Tardis exchange.
36    pub exchange: TardisExchange,
37    /// The price precision for the instrument.
38    pub price_precision: u8,
39    /// The size precision for the instrument.
40    pub size_precision: u8,
41}
42
43impl TardisInstrumentMiniInfo {
44    /// Creates a new [`TardisInstrumentMiniInfo`] instance.
45    ///
46    /// If `raw_instrument_id` is `None` then the `instrument_id` value will be assigned.
47    #[must_use]
48    pub fn new(
49        instrument_id: InstrumentId,
50        raw_symbol: Option<Ustr>,
51        exchange: TardisExchange,
52        price_precision: u8,
53        size_precision: u8,
54    ) -> Self {
55        Self {
56            instrument_id,
57            raw_symbol: raw_symbol.unwrap_or(Ustr::from(instrument_id.symbol.as_str())),
58            exchange,
59            price_precision,
60            size_precision,
61        }
62    }
63
64    #[must_use]
65    pub const fn as_tardis_instrument_key(&self) -> TardisInstrumentKey {
66        TardisInstrumentKey::new(self.raw_symbol, self.exchange)
67    }
68}
69
70/// Instrument definition information necessary for stream parsing.
71#[derive(Clone, Debug, PartialEq, Eq, Hash, Serialize, Deserialize)]
72#[cfg_attr(
73    feature = "python",
74    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.tardis")
75)]
76pub struct TardisInstrumentKey {
77    /// The Tardis raw symbol.
78    pub raw_symbol: Ustr,
79    /// The Tardis exchange.
80    pub exchange: TardisExchange,
81}
82
83impl TardisInstrumentKey {
84    /// Creates a new [`TardisInstrumentKey`] instance.
85    #[must_use]
86    pub const fn new(raw_symbol: Ustr, exchange: TardisExchange) -> Self {
87        Self {
88            raw_symbol,
89            exchange,
90        }
91    }
92}
93
94/// The options that can be specified for calling Tardis Machine Server's replay-normalized.
95#[derive(Debug, Clone, Serialize, Deserialize)]
96#[serde(rename_all = "camelCase")]
97#[cfg_attr(
98    feature = "python",
99    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.tardis")
100)]
101pub struct ReplayNormalizedRequestOptions {
102    /// Requested [`TardisExchange`].
103    pub exchange: TardisExchange,
104    /// Optional symbols of requested historical data feed.
105    /// Use /exchanges/:exchange HTTP API to get allowed symbols for requested exchange.
106    #[serde(skip_serializing_if = "Option::is_none")]
107    #[serde(default)]
108    pub symbols: Option<Vec<String>>,
109    /// Replay period start date (UTC) in a ISO 8601 format, e.g., 2019-10-01.
110    pub from: NaiveDate,
111    /// Replay period start date (UTC) in a ISO 8601 format, e.g., 2019-10-02.
112    pub to: NaiveDate,
113    /// Array of normalized [data types](https://docs.tardis.dev/api/tardis-machine#normalized-data-types)
114    /// for which real-time data will be provided.
115    #[serde(alias = "data_types")]
116    pub data_types: Vec<String>,
117    /// When set to true, sends also disconnect messages that mark events when real-time WebSocket
118    /// connection that was used to collect the historical data got disconnected.
119    #[serde(skip_serializing_if = "Option::is_none")]
120    #[serde(default)]
121    #[serde(alias = "with_disconnect_messages")]
122    pub with_disconnect_messages: Option<bool>,
123}
124
125/// The options that can be specified for calling Tardis Machine Server's stream-normalized.
126#[derive(Debug, Clone, Serialize, Deserialize)]
127#[serde(rename_all = "camelCase")]
128#[cfg_attr(
129    feature = "python",
130    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.tardis")
131)]
132pub struct StreamNormalizedRequestOptions {
133    /// Requested [`TardisExchange`].
134    pub exchange: TardisExchange,
135    /// Optional symbols of requested real-time data feed.
136    #[serde(skip_serializing_if = "Option::is_none")]
137    #[serde(default)]
138    pub symbols: Option<Vec<String>>,
139    /// Array of normalized [data types](https://docs.tardis.dev/api/tardis-machine#normalized-data-types)
140    /// for which real-time data will be provided.
141    #[serde(alias = "data_types")]
142    pub data_types: Vec<String>,
143    /// When set to true, sends disconnect messages anytime underlying exchange real-time WebSocket
144    /// connection(s) gets disconnected.
145    #[serde(skip_serializing_if = "Option::is_none")]
146    #[serde(default)]
147    pub with_disconnect_messages: Option<bool>,
148    /// Specifies time in milliseconds after which connection to real-time exchanges' WebSocket API
149    /// is restarted if no message has been received.
150    #[serde(skip_serializing_if = "Option::is_none")]
151    #[serde(default, rename = "timeoutIntervalMS")]
152    pub timeout_interval_ms: Option<u64>,
153}
nautilus_tardis/machine/types.rs

nautilus_tardis/machine/
types.rs
