nautilus_databento/
factories.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
16//! Factory functions for creating Databento clients and components.
17
18use std::{any::Any, cell::RefCell, fmt::Debug, path::PathBuf, rc::Rc};
19
20use nautilus_common::{cache::Cache, clock::Clock};
21use nautilus_core::time::{AtomicTime, get_atomic_clock_realtime};
22use nautilus_data::client::DataClient;
23use nautilus_model::identifiers::ClientId;
24use nautilus_system::factories::{ClientConfig, DataClientFactory};
25
26use crate::{
27    common::Credential,
28    data::{DatabentoDataClient, DatabentoDataClientConfig},
29    historical::DatabentoHistoricalClient,
30};
31
32/// Configuration for Databento data clients used with `LiveNode`.
33#[derive(Clone)]
34pub struct DatabentoLiveClientConfig {
35    /// Databento API credential.
36    credential: Credential,
37    /// Path to publishers.json file.
38    pub publishers_filepath: PathBuf,
39    /// Whether to use exchange as venue for GLBX instruments.
40    pub use_exchange_as_venue: bool,
41    /// Whether to timestamp bars on close.
42    pub bars_timestamp_on_close: bool,
43}
44
45impl Debug for DatabentoLiveClientConfig {
46    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
47        f.debug_struct("DatabentoLiveClientConfig")
48            .field("credential", &"<redacted>")
49            .field("publishers_filepath", &self.publishers_filepath)
50            .field("use_exchange_as_venue", &self.use_exchange_as_venue)
51            .field("bars_timestamp_on_close", &self.bars_timestamp_on_close)
52            .finish()
53    }
54}
55
56impl DatabentoLiveClientConfig {
57    /// Creates a new [`DatabentoLiveClientConfig`] instance.
58    #[must_use]
59    pub fn new(
60        api_key: impl Into<String>,
61        publishers_filepath: PathBuf,
62        use_exchange_as_venue: bool,
63        bars_timestamp_on_close: bool,
64    ) -> Self {
65        Self {
66            credential: Credential::new(api_key),
67            publishers_filepath,
68            use_exchange_as_venue,
69            bars_timestamp_on_close,
70        }
71    }
72
73    /// Returns the API key associated with this config.
74    #[must_use]
75    pub fn api_key(&self) -> &str {
76        self.credential.api_key()
77    }
78
79    /// Returns a masked version of the API key for logging purposes.
80    #[must_use]
81    pub fn api_key_masked(&self) -> String {
82        self.credential.api_key_masked()
83    }
84}
85
86impl ClientConfig for DatabentoLiveClientConfig {
87    fn as_any(&self) -> &dyn Any {
88        self
89    }
90}
91
92/// Factory for creating Databento data clients.
93#[derive(Debug)]
94pub struct DatabentoDataClientFactory;
95
96impl DatabentoDataClientFactory {
97    /// Creates a new [`DatabentoDataClientFactory`] instance.
98    #[must_use]
99    pub const fn new() -> Self {
100        Self
101    }
102
103    /// Creates a new [`DatabentoDataClient`] instance.
104    ///
105    /// # Errors
106    ///
107    /// Returns an error if the client cannot be created or publisher configuration cannot be loaded.
108    pub fn create_live_data_client(
109        client_id: ClientId,
110        api_key: impl Into<String>,
111        publishers_filepath: PathBuf,
112        use_exchange_as_venue: bool,
113        bars_timestamp_on_close: bool,
114        clock: &'static AtomicTime,
115    ) -> anyhow::Result<DatabentoDataClient> {
116        let config = DatabentoDataClientConfig::new(
117            api_key,
118            publishers_filepath,
119            use_exchange_as_venue,
120            bars_timestamp_on_close,
121        );
122
123        DatabentoDataClient::new(client_id, config, clock)
124    }
125
126    /// Creates a new [`DatabentoDataClient`] instance with a custom configuration.
127    ///
128    /// # Errors
129    ///
130    /// Returns an error if the client cannot be created.
131    pub fn create_live_data_client_with_config(
132        client_id: ClientId,
133        config: DatabentoDataClientConfig,
134        clock: &'static AtomicTime,
135    ) -> anyhow::Result<DatabentoDataClient> {
136        DatabentoDataClient::new(client_id, config, clock)
137    }
138}
139
140impl Default for DatabentoDataClientFactory {
141    fn default() -> Self {
142        Self::new()
143    }
144}
145
146impl DataClientFactory for DatabentoDataClientFactory {
147    fn create(
148        &self,
149        name: &str,
150        config: &dyn ClientConfig,
151        _cache: Rc<RefCell<Cache>>,
152        _clock: Rc<RefCell<dyn Clock>>,
153    ) -> anyhow::Result<Box<dyn DataClient>> {
154        let databento_config = config
155            .as_any()
156            .downcast_ref::<DatabentoLiveClientConfig>()
157            .ok_or_else(|| {
158                anyhow::anyhow!(
159                    "Invalid config type for DatabentoDataClientFactory. Expected DatabentoLiveClientConfig, was {:?}",
160                    config
161                )
162            })?;
163
164        let client_id = ClientId::from(name);
165        let config = DatabentoDataClientConfig::new(
166            databento_config.api_key(),
167            databento_config.publishers_filepath.clone(),
168            databento_config.use_exchange_as_venue,
169            databento_config.bars_timestamp_on_close,
170        );
171
172        let client = DatabentoDataClient::new(client_id, config, get_atomic_clock_realtime())?;
173        Ok(Box::new(client))
174    }
175
176    fn name(&self) -> &'static str {
177        "DATABENTO"
178    }
179
180    fn config_type(&self) -> &'static str {
181        "DatabentoLiveClientConfig"
182    }
183}
184
185/// Factory for creating Databento historical clients.
186#[derive(Debug)]
187pub struct DatabentoHistoricalClientFactory;
188
189impl DatabentoHistoricalClientFactory {
190    /// Creates a new [`DatabentoHistoricalClient`] instance.
191    ///
192    /// # Errors
193    ///
194    /// Returns an error if the client cannot be created or publisher configuration cannot be loaded.
195    pub fn create(
196        api_key: String,
197        publishers_filepath: PathBuf,
198        use_exchange_as_venue: bool,
199        clock: &'static AtomicTime,
200    ) -> anyhow::Result<DatabentoHistoricalClient> {
201        DatabentoHistoricalClient::new(api_key, publishers_filepath, clock, use_exchange_as_venue)
202    }
203}
204
205/// Builder for [`DatabentoDataClientConfig`].
206#[derive(Debug, Default)]
207pub struct DatabentoDataClientConfigBuilder {
208    api_key: Option<String>,
209    dataset: Option<String>,
210    publishers_filepath: Option<PathBuf>,
211    use_exchange_as_venue: bool,
212    bars_timestamp_on_close: bool,
213}
214
215impl DatabentoDataClientConfigBuilder {
216    /// Creates a new [`DatabentoDataClientConfigBuilder`].
217    #[must_use]
218    pub fn new() -> Self {
219        Self::default()
220    }
221
222    /// Sets the API key.
223    #[must_use]
224    pub fn api_key(mut self, api_key: String) -> Self {
225        self.api_key = Some(api_key);
226        self
227    }
228
229    /// Sets the dataset.
230    #[must_use]
231    pub fn dataset(mut self, dataset: String) -> Self {
232        self.dataset = Some(dataset);
233        self
234    }
235
236    /// Sets the publishers filepath.
237    #[must_use]
238    pub fn publishers_filepath(mut self, filepath: PathBuf) -> Self {
239        self.publishers_filepath = Some(filepath);
240        self
241    }
242
243    /// Sets whether to use exchange as venue.
244    #[must_use]
245    pub const fn use_exchange_as_venue(mut self, use_exchange: bool) -> Self {
246        self.use_exchange_as_venue = use_exchange;
247        self
248    }
249
250    /// Sets whether to timestamp bars on close.
251    #[must_use]
252    pub const fn bars_timestamp_on_close(mut self, timestamp_on_close: bool) -> Self {
253        self.bars_timestamp_on_close = timestamp_on_close;
254        self
255    }
256
257    /// Builds the [`DatabentoDataClientConfig`].
258    ///
259    /// # Errors
260    ///
261    /// Returns an error if required fields are missing.
262    pub fn build(self) -> anyhow::Result<DatabentoDataClientConfig> {
263        let api_key = self
264            .api_key
265            .ok_or_else(|| anyhow::anyhow!("API key is required"))?;
266        let publishers_filepath = self
267            .publishers_filepath
268            .ok_or_else(|| anyhow::anyhow!("Publishers filepath is required"))?;
269
270        Ok(DatabentoDataClientConfig::new(
271            api_key,
272            publishers_filepath,
273            self.use_exchange_as_venue,
274            self.bars_timestamp_on_close,
275        ))
276    }
277}
278
279#[cfg(test)]
280mod tests {
281    use std::env;
282
283    use nautilus_core::time::get_atomic_clock_realtime;
284    use rstest::rstest;
285
286    use super::*;
287
288    #[rstest]
289    fn test_config_builder() {
290        let config = DatabentoDataClientConfigBuilder::new()
291            .api_key("test_key".to_string())
292            .dataset("GLBX.MDP3".to_string())
293            .publishers_filepath(PathBuf::from("test_publishers.json"))
294            .use_exchange_as_venue(true)
295            .bars_timestamp_on_close(false)
296            .build();
297
298        assert!(config.is_ok());
299        let config = config.unwrap();
300        assert_eq!(config.api_key(), "test_key");
301        assert!(config.use_exchange_as_venue);
302        assert!(!config.bars_timestamp_on_close);
303    }
304
305    #[rstest]
306    fn test_config_builder_missing_required_fields() {
307        let config = DatabentoDataClientConfigBuilder::new()
308            .api_key("test_key".to_string())
309            // Missing dataset and publishers_filepath
310            .build();
311
312        assert!(config.is_err());
313    }
314
315    #[rstest]
316    fn test_historical_client_factory() {
317        let api_key = env::var("DATABENTO_API_KEY").unwrap_or_else(|_| "test_key".to_string());
318        let publishers_path = PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("publishers.json");
319        let clock = get_atomic_clock_realtime();
320
321        // This will fail without a real publishers.json file, but tests the factory creation
322        let result =
323            DatabentoHistoricalClientFactory::create(api_key, publishers_path, false, clock);
324
325        // We expect this to fail in tests due to missing publishers.json
326        // but the factory function should be callable
327        assert!(result.is_err() || result.is_ok());
328    }
329
330    #[rstest]
331    fn test_live_data_client_factory() {
332        let client_id = ClientId::from("DATABENTO-001");
333        let api_key = "test_key".to_string();
334        let publishers_path = PathBuf::from("test_publishers.json");
335        let clock = get_atomic_clock_realtime();
336
337        // This will fail without a real publishers.json file, but tests the factory creation
338        let result = DatabentoDataClientFactory::create_live_data_client(
339            client_id,
340            api_key,
341            publishers_path,
342            false,
343            true,
344            clock,
345        );
346
347        // We expect this to fail in tests due to missing publishers.json
348        // but the factory function should be callable
349        assert!(result.is_err() || result.is_ok());
350    }
351}
nautilus_databento/factories.rs

nautilus_databento/
factories.rs
