nautilus_common/messages/data/
response.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::{any::Any, sync::Arc};
17
18use indexmap::IndexMap;
19use nautilus_core::{UUID4, UnixNanos};
20use nautilus_model::{
21    data::{Bar, BarType, DataType, QuoteTick, TradeTick},
22    identifiers::{ClientId, InstrumentId, Venue},
23    instruments::InstrumentAny,
24    orderbook::OrderBook,
25};
26
27use super::Payload;
28
29#[derive(Clone, Debug)]
30pub struct CustomDataResponse {
31    pub correlation_id: UUID4,
32    pub client_id: ClientId,
33    pub venue: Option<Venue>,
34    pub data_type: DataType,
35    pub data: Payload,
36    pub start: Option<UnixNanos>,
37    pub end: Option<UnixNanos>,
38    pub ts_init: UnixNanos,
39    pub params: Option<IndexMap<String, String>>,
40}
41
42impl CustomDataResponse {
43    /// Creates a new [`CustomDataResponse`] instance.
44    #[allow(clippy::too_many_arguments)]
45    pub fn new<T: Any + Send + Sync>(
46        correlation_id: UUID4,
47        client_id: ClientId,
48        venue: Option<Venue>,
49        data_type: DataType,
50        data: T,
51        start: Option<UnixNanos>,
52        end: Option<UnixNanos>,
53        ts_init: UnixNanos,
54        params: Option<IndexMap<String, String>>,
55    ) -> Self {
56        Self {
57            correlation_id,
58            client_id,
59            venue,
60            data_type,
61            data: Arc::new(data),
62            start,
63            end,
64            ts_init,
65            params,
66        }
67    }
68
69    /// Converts the response to a dyn Any trait object for messaging.
70    pub fn as_any(&self) -> &dyn Any {
71        self
72    }
73}
74
75#[derive(Clone, Debug)]
76pub struct InstrumentResponse {
77    pub correlation_id: UUID4,
78    pub client_id: ClientId,
79    pub instrument_id: InstrumentId,
80    pub data: InstrumentAny,
81    pub start: Option<UnixNanos>,
82    pub end: Option<UnixNanos>,
83    pub ts_init: UnixNanos,
84    pub params: Option<IndexMap<String, String>>,
85}
86
87impl InstrumentResponse {
88    /// Converts to a dyn Any trait object for messaging.
89    pub fn as_any(&self) -> &dyn Any {
90        self
91    }
92
93    /// Creates a new [`InstrumentResponse`] instance.
94    #[allow(clippy::too_many_arguments)]
95    pub fn new(
96        correlation_id: UUID4,
97        client_id: ClientId,
98        instrument_id: InstrumentId,
99        data: InstrumentAny,
100        start: Option<UnixNanos>,
101        end: Option<UnixNanos>,
102        ts_init: UnixNanos,
103        params: Option<IndexMap<String, String>>,
104    ) -> Self {
105        Self {
106            correlation_id,
107            client_id,
108            instrument_id,
109            data,
110            start,
111            end,
112            ts_init,
113            params,
114        }
115    }
116}
117
118#[derive(Clone, Debug)]
119pub struct InstrumentsResponse {
120    pub correlation_id: UUID4,
121    pub client_id: ClientId,
122    pub venue: Venue,
123    pub data: Vec<InstrumentAny>,
124    pub start: Option<UnixNanos>,
125    pub end: Option<UnixNanos>,
126    pub ts_init: UnixNanos,
127    pub params: Option<IndexMap<String, String>>,
128}
129
130impl InstrumentsResponse {
131    /// Converts to a dyn Any trait object for messaging.
132    pub fn as_any(&self) -> &dyn Any {
133        self
134    }
135
136    /// Creates a new [`InstrumentsResponse`] instance.
137    #[allow(clippy::too_many_arguments)]
138    pub fn new(
139        correlation_id: UUID4,
140        client_id: ClientId,
141        venue: Venue,
142        data: Vec<InstrumentAny>,
143        start: Option<UnixNanos>,
144        end: Option<UnixNanos>,
145        ts_init: UnixNanos,
146        params: Option<IndexMap<String, String>>,
147    ) -> Self {
148        Self {
149            correlation_id,
150            client_id,
151            venue,
152            data,
153            start,
154            end,
155            ts_init,
156            params,
157        }
158    }
159}
160
161#[derive(Clone, Debug)]
162pub struct BookResponse {
163    pub correlation_id: UUID4,
164    pub client_id: ClientId,
165    pub instrument_id: InstrumentId,
166    pub data: OrderBook,
167    pub start: Option<UnixNanos>,
168    pub end: Option<UnixNanos>,
169    pub ts_init: UnixNanos,
170    pub params: Option<IndexMap<String, String>>,
171}
172
173impl BookResponse {
174    /// Converts to a dyn Any trait object for messaging.
175    pub fn as_any(&self) -> &dyn Any {
176        self
177    }
178
179    /// Creates a new [`BookResponse`] instance.
180    #[allow(clippy::too_many_arguments)]
181    pub fn new(
182        correlation_id: UUID4,
183        client_id: ClientId,
184        instrument_id: InstrumentId,
185        data: OrderBook,
186        start: Option<UnixNanos>,
187        end: Option<UnixNanos>,
188        ts_init: UnixNanos,
189        params: Option<IndexMap<String, String>>,
190    ) -> Self {
191        Self {
192            correlation_id,
193            client_id,
194            instrument_id,
195            data,
196            start,
197            end,
198            ts_init,
199            params,
200        }
201    }
202}
203
204#[derive(Clone, Debug)]
205pub struct QuotesResponse {
206    pub correlation_id: UUID4,
207    pub client_id: ClientId,
208    pub instrument_id: InstrumentId,
209    pub data: Vec<QuoteTick>,
210    pub start: Option<UnixNanos>,
211    pub end: Option<UnixNanos>,
212    pub ts_init: UnixNanos,
213    pub params: Option<IndexMap<String, String>>,
214}
215
216impl QuotesResponse {
217    /// Converts to a dyn Any trait object for messaging.
218    pub fn as_any(&self) -> &dyn Any {
219        self
220    }
221
222    /// Creates a new [`QuotesResponse`] instance.
223    #[allow(clippy::too_many_arguments)]
224    pub fn new(
225        correlation_id: UUID4,
226        client_id: ClientId,
227        instrument_id: InstrumentId,
228        data: Vec<QuoteTick>,
229        start: Option<UnixNanos>,
230        end: Option<UnixNanos>,
231        ts_init: UnixNanos,
232        params: Option<IndexMap<String, String>>,
233    ) -> Self {
234        Self {
235            correlation_id,
236            client_id,
237            instrument_id,
238            data,
239            start,
240            end,
241            ts_init,
242            params,
243        }
244    }
245}
246
247#[derive(Clone, Debug)]
248pub struct TradesResponse {
249    pub correlation_id: UUID4,
250    pub client_id: ClientId,
251    pub instrument_id: InstrumentId,
252    pub data: Vec<TradeTick>,
253    pub start: Option<UnixNanos>,
254    pub end: Option<UnixNanos>,
255    pub ts_init: UnixNanos,
256    pub params: Option<IndexMap<String, String>>,
257}
258
259impl TradesResponse {
260    /// Converts to a dyn Any trait object for messaging.
261    pub fn as_any(&self) -> &dyn Any {
262        self
263    }
264
265    /// Creates a new [`TradesResponse`] instance.
266    #[allow(clippy::too_many_arguments)]
267    pub fn new(
268        correlation_id: UUID4,
269        client_id: ClientId,
270        instrument_id: InstrumentId,
271        data: Vec<TradeTick>,
272        start: Option<UnixNanos>,
273        end: Option<UnixNanos>,
274        ts_init: UnixNanos,
275        params: Option<IndexMap<String, String>>,
276    ) -> Self {
277        Self {
278            correlation_id,
279            client_id,
280            instrument_id,
281            data,
282            start,
283            end,
284            ts_init,
285            params,
286        }
287    }
288}
289
290#[derive(Clone, Debug)]
291pub struct BarsResponse {
292    pub correlation_id: UUID4,
293    pub client_id: ClientId,
294    pub bar_type: BarType,
295    pub data: Vec<Bar>,
296    pub ts_init: UnixNanos,
297    pub start: Option<UnixNanos>,
298    pub end: Option<UnixNanos>,
299    pub params: Option<IndexMap<String, String>>,
300}
301
302impl BarsResponse {
303    /// Converts to a dyn Any trait object for messaging.
304    pub fn as_any(&self) -> &dyn Any {
305        self
306    }
307
308    /// Creates a new [`BarsResponse`] instance.
309    #[allow(clippy::too_many_arguments)]
310    pub fn new(
311        correlation_id: UUID4,
312        client_id: ClientId,
313        bar_type: BarType,
314        data: Vec<Bar>,
315        start: Option<UnixNanos>,
316        end: Option<UnixNanos>,
317        ts_init: UnixNanos,
318        params: Option<IndexMap<String, String>>,
319    ) -> Self {
320        Self {
321            correlation_id,
322            client_id,
323            bar_type,
324            data,
325            start,
326            end,
327            ts_init,
328            params,
329        }
330    }
331}
nautilus_common/messages/data/response.rs

nautilus_common/messages/data/
response.rs
