nautilus_model/accounts/
any.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//! Enum wrapper providing a type-erased view over the various concrete [`Account`] implementations.
17//!
18//! The `AccountAny` enum is primarily used when heterogeneous account types need to be stored in a
19//! single collection (e.g. `Vec<AccountAny>`).  Each variant simply embeds one of the concrete
20//! account structs defined in this module.
21
22use ahash::AHashMap;
23use enum_dispatch::enum_dispatch;
24use serde::{Deserialize, Serialize};
25
26use crate::{
27    accounts::{Account, CashAccount, MarginAccount},
28    enums::{AccountType, LiquiditySide},
29    events::{AccountState, OrderFilled},
30    identifiers::AccountId,
31    instruments::InstrumentAny,
32    position::Position,
33    types::{AccountBalance, Currency, Money, Price, Quantity},
34};
35
36#[derive(Debug, Clone, Serialize, Deserialize)]
37#[enum_dispatch(Account)]
38pub enum AccountAny {
39    Margin(MarginAccount),
40    Cash(CashAccount),
41}
42
43impl AccountAny {
44    #[must_use]
45    pub fn id(&self) -> AccountId {
46        match self {
47            Self::Margin(margin) => margin.id,
48            Self::Cash(cash) => cash.id,
49        }
50    }
51
52    pub fn last_event(&self) -> Option<AccountState> {
53        match self {
54            Self::Margin(margin) => margin.last_event(),
55            Self::Cash(cash) => cash.last_event(),
56        }
57    }
58
59    pub fn events(&self) -> Vec<AccountState> {
60        match self {
61            Self::Margin(margin) => margin.events(),
62            Self::Cash(cash) => cash.events(),
63        }
64    }
65
66    pub fn apply(&mut self, event: AccountState) {
67        match self {
68            Self::Margin(margin) => margin.apply(event),
69            Self::Cash(cash) => cash.apply(event),
70        }
71    }
72
73    pub fn balances(&self) -> AHashMap<Currency, AccountBalance> {
74        match self {
75            Self::Margin(margin) => margin.balances(),
76            Self::Cash(cash) => cash.balances(),
77        }
78    }
79
80    pub fn balances_locked(&self) -> AHashMap<Currency, Money> {
81        match self {
82            Self::Margin(margin) => margin.balances_locked(),
83            Self::Cash(cash) => cash.balances_locked(),
84        }
85    }
86
87    pub fn base_currency(&self) -> Option<Currency> {
88        match self {
89            Self::Margin(margin) => margin.base_currency(),
90            Self::Cash(cash) => cash.base_currency(),
91        }
92    }
93
94    /// # Errors
95    ///
96    /// Returns an error if `events` is empty.
97    ///
98    /// # Panics
99    ///
100    /// Panics if `events` is empty when unwrapping the first element.
101    pub fn from_events(events: Vec<AccountState>) -> anyhow::Result<Self> {
102        if events.is_empty() {
103            anyhow::bail!("No order events provided to create `AccountAny`");
104        }
105
106        let init_event = events.first().unwrap();
107        let mut account = Self::from(init_event.clone());
108        for event in events.iter().skip(1) {
109            account.apply(event.clone());
110        }
111        Ok(account)
112    }
113
114    /// # Errors
115    ///
116    /// Returns an error if calculating P&Ls fails for the underlying account.
117    pub fn calculate_pnls(
118        &self,
119        instrument: InstrumentAny,
120        fill: OrderFilled,
121        position: Option<Position>,
122    ) -> anyhow::Result<Vec<Money>> {
123        match self {
124            Self::Margin(margin) => margin.calculate_pnls(instrument, fill, position),
125            Self::Cash(cash) => cash.calculate_pnls(instrument, fill, position),
126        }
127    }
128
129    /// # Errors
130    ///
131    /// Returns an error if calculating commission fails for the underlying account.
132    pub fn calculate_commission(
133        &self,
134        instrument: InstrumentAny,
135        last_qty: Quantity,
136        last_px: Price,
137        liquidity_side: LiquiditySide,
138        use_quote_for_inverse: Option<bool>,
139    ) -> anyhow::Result<Money> {
140        match self {
141            Self::Margin(margin) => margin.calculate_commission(
142                instrument,
143                last_qty,
144                last_px,
145                liquidity_side,
146                use_quote_for_inverse,
147            ),
148            Self::Cash(cash) => cash.calculate_commission(
149                instrument,
150                last_qty,
151                last_px,
152                liquidity_side,
153                use_quote_for_inverse,
154            ),
155        }
156    }
157
158    pub fn balance(&self, currency: Option<Currency>) -> Option<&AccountBalance> {
159        match self {
160            Self::Margin(margin) => margin.balance(currency),
161            Self::Cash(cash) => cash.balance(currency),
162        }
163    }
164}
165
166impl From<AccountState> for AccountAny {
167    fn from(event: AccountState) -> Self {
168        match event.account_type {
169            AccountType::Margin => Self::Margin(MarginAccount::new(event, false)),
170            AccountType::Cash => Self::Cash(CashAccount::new(event, false, false)),
171            AccountType::Betting => panic!("Betting account not implemented"),
172            AccountType::Wallet => panic!("Wallet account not implemented"),
173        }
174    }
175}
176
177impl PartialEq for AccountAny {
178    fn eq(&self, other: &Self) -> bool {
179        self.id() == other.id()
180    }
181}
nautilus_model/accounts/any.rs

nautilus_model/accounts/
any.rs
