nautilus_model/defi/data/
block.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::fmt::Display;
17
18use alloy_primitives::U256;
19use nautilus_core::UnixNanos;
20use serde::{Deserialize, Serialize};
21use ustr::Ustr;
22
23use crate::defi::{
24    Blockchain,
25    hex::{
26        deserialize_hex_number, deserialize_hex_timestamp, deserialize_opt_hex_u64,
27        deserialize_opt_hex_u256,
28    },
29};
30
31/// Represents an Ethereum-compatible blockchain block with essential metadata.
32#[derive(Debug, Clone, Serialize, Deserialize)]
33#[serde(rename_all = "camelCase")]
34#[cfg_attr(
35    feature = "python",
36    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
37)]
38pub struct Block {
39    /// The blockchain network this block is part of.
40    #[serde(skip)]
41    pub chain: Option<Blockchain>, // TODO: We should make this required eventually
42    /// The unique identifier hash of the block.
43    pub hash: String,
44    /// The block height/number in the blockchain.
45    #[serde(deserialize_with = "deserialize_hex_number")]
46    pub number: u64,
47    /// Hash of the parent block.
48    pub parent_hash: String,
49    /// Address of the miner or validator who produced this block.
50    pub miner: Ustr,
51    /// Maximum amount of gas allowed in this block.
52    #[serde(deserialize_with = "deserialize_hex_number")]
53    pub gas_limit: u64,
54    /// Total gas actually used by all transactions in this block.
55    #[serde(deserialize_with = "deserialize_hex_number")]
56    pub gas_used: u64,
57    /// EIP-1559 base fee per gas (wei); absent on pre-1559 or non-EIP chains.
58    #[serde(default, deserialize_with = "deserialize_opt_hex_u256")]
59    pub base_fee_per_gas: Option<U256>,
60    /// Blob gas used in this block (EIP-4844); absent on chains without blobs.
61    #[serde(default, deserialize_with = "deserialize_opt_hex_u256")]
62    pub blob_gas_used: Option<U256>,
63    /// Excess blob gas remaining after block execution (EIP-4844); None if not applicable.
64    #[serde(default, deserialize_with = "deserialize_opt_hex_u256")]
65    pub excess_blob_gas: Option<U256>,
66    /// L1 gas price used for posting this block's calldata (wei); Arbitrum only.
67    #[serde(default, deserialize_with = "deserialize_opt_hex_u256")]
68    pub l1_gas_price: Option<U256>,
69    /// L1 calldata gas units consumed when posting this block; Arbitrum only.
70    #[serde(default, deserialize_with = "deserialize_opt_hex_u64")]
71    pub l1_gas_used: Option<u64>,
72    /// Fixed-point (1e-6) scalar applied to the raw L1 fee; Arbitrum only.
73    #[serde(default, deserialize_with = "deserialize_opt_hex_u64")]
74    pub l1_fee_scalar: Option<u64>,
75    /// Unix timestamp when the block was created.
76    #[serde(deserialize_with = "deserialize_hex_timestamp")]
77    pub timestamp: UnixNanos,
78}
79
80impl Block {
81    /// Creates a new [`Block`] instance with the specified properties.
82    #[allow(clippy::too_many_arguments)]
83    pub fn new(
84        hash: String,
85        parent_hash: String,
86        number: u64,
87        miner: Ustr,
88        gas_limit: u64,
89        gas_used: u64,
90        timestamp: UnixNanos,
91        chain: Option<Blockchain>,
92    ) -> Self {
93        Self {
94            chain,
95            hash,
96            parent_hash,
97            number,
98            miner,
99            gas_used,
100            gas_limit,
101            timestamp,
102            base_fee_per_gas: None,
103            blob_gas_used: None,
104            excess_blob_gas: None,
105            l1_gas_price: None,
106            l1_gas_used: None,
107            l1_fee_scalar: None,
108        }
109    }
110
111    /// Returns the blockchain for this block.
112    ///
113    /// # Panics
114    ///
115    /// Panics if the `chain` has not been set.
116    pub fn chain(&self) -> Blockchain {
117        if let Some(chain) = self.chain {
118            chain
119        } else {
120            panic!("Must have the `chain` field set")
121        }
122    }
123
124    pub fn set_chain(&mut self, chain: Blockchain) {
125        self.chain = Some(chain)
126    }
127
128    /// Sets the EIP-1559 base fee and returns `self` for chaining.
129    #[must_use]
130    pub fn with_base_fee(mut self, fee: U256) -> Self {
131        self.base_fee_per_gas = Some(fee);
132        self
133    }
134
135    /// Sets blob-gas metrics (EIP-4844) and returns `self` for chaining.
136    #[must_use]
137    pub fn with_blob_gas(mut self, used: U256, excess: U256) -> Self {
138        self.blob_gas_used = Some(used);
139        self.excess_blob_gas = Some(excess);
140        self
141    }
142
143    /// Sets L1 fee components relevant for Arbitrum cost calculation and returns `self` for chaining.
144    #[must_use]
145    pub fn with_l1_fee_components(mut self, price: U256, gas_used: u64, scalar: u64) -> Self {
146        self.l1_gas_price = Some(price);
147        self.l1_gas_used = Some(gas_used);
148        self.l1_fee_scalar = Some(scalar);
149        self
150    }
151}
152
153impl PartialEq for Block {
154    fn eq(&self, other: &Self) -> bool {
155        self.hash == other.hash
156    }
157}
158
159impl Eq for Block {}
160
161impl Display for Block {
162    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
163        write!(
164            f,
165            "Block(chain={}, number={}, timestamp={}, hash={})",
166            self.chain(),
167            self.number,
168            self.timestamp.to_rfc3339(),
169            self.hash
170        )
171    }
172}
173
174#[cfg(test)]
175mod tests {
176    use alloy_primitives::U256;
177    use chrono::{TimeZone, Utc};
178    use nautilus_core::UnixNanos;
179    use rstest::{fixture, rstest};
180    use ustr::Ustr;
181
182    use super::Block;
183    use crate::defi::{Blockchain, chain::chains, rpc::RpcNodeWssResponse};
184
185    #[fixture]
186    fn eth_rpc_block_response() -> String {
187        // https://etherscan.io/block/22294175
188        r#"{
189        "jsonrpc":"2.0",
190        "method":"eth_subscription",
191        "params":{
192            "subscription":"0xe06a2375238a4daa8ec823f585a0ef1e",
193            "result":{
194                "baseFeePerGas":"0x1862a795",
195                "blobGasUsed":"0xc0000",
196                "difficulty":"0x0",
197                "excessBlobGas":"0x4840000",
198                "extraData":"0x546974616e2028746974616e6275696c6465722e78797a29",
199                "gasLimit":"0x223b4a1",
200                "gasUsed":"0xde3909",
201                "hash":"0x71ece187051700b814592f62774e6ebd8ebdf5efbb54c90859a7d1522ce38e0a",
202                "miner":"0x4838b106fce9647bdf1e7877bf73ce8b0bad5f97",
203                "mixHash":"0x43adbd4692459c8820b0913b0bc70e8a87bed2d40c395cc41059aa108a7cbe84",
204                "nonce":"0x0000000000000000",
205                "number":"0x1542e9f",
206                "parentBeaconBlockRoot":"0x58673bf001b31af805fb7634fbf3257dde41fbb6ae05c71799b09632d126b5c7",
207                "parentHash":"0x2abcce1ac985ebea2a2d6878a78387158f46de8d6db2cefca00ea36df4030a40",
208                "receiptsRoot":"0x35fead0b79338d4acbbc361014521d227874a1e02d24342ed3e84460df91f271",
209                "sha3Uncles":"0x1dcc4de8dec75d7aab85b567b6ccd41ad312451b948a7413f0a142fd40d49347",
210                "stateRoot":"0x99f29ee8ed6622c6a1520dca86e361029605f76d2e09aa7d3b1f9fc8b0268b13",
211                "timestamp":"0x6801f4bb",
212                "transactionsRoot":"0x9484b18d38886f25a44b465ad0136c792ef67dd5863b102cab2ab7a76bfb707d",
213                "withdrawalsRoot":"0x152f0040f4328639397494ef0d9c02d36c38b73f09588f304084e9f29662e9cb"
214            }
215         }
216      }"#.to_string()
217    }
218
219    #[fixture]
220    fn polygon_rpc_block_response() -> String {
221        // https://polygonscan.com/block/70453741
222        r#"{
223        "jsonrpc": "2.0",
224        "method": "eth_subscription",
225        "params": {
226            "subscription": "0x20f7c54c468149ed99648fd09268c903",
227            "result": {
228                "baseFeePerGas": "0x19e",
229                "difficulty": "0x18",
230                "gasLimit": "0x1c9c380",
231                "gasUsed": "0x1270f14",
232                "hash": "0x38ca655a2009e1748097f5559a0c20de7966243b804efeb53183614e4bebe199",
233                "miner": "0x0000000000000000000000000000000000000000",
234                "mixHash": "0x0000000000000000000000000000000000000000000000000000000000000000",
235                "nonce": "0x0000000000000000",
236                "number": "0x43309ed",
237                "parentHash": "0xf25e108267e3d6e1e4aaf4e329872273f2b1ad6186a4a22e370623aa8d021c50",
238                "receiptsRoot": "0xfffb93a991d15b9689536e59f20564cc49c254ec41a222d988abe58d2869968c",
239                "sha3Uncles": "0x1dcc4de8dec75d7aab85b567b6ccd41ad312451b948a7413f0a142fd40d49347",
240                "stateRoot": "0xe66a9bc516bde8fc7b8c1ba0b95bfea0f4574fc6cfe95c68b7f8ab3d3158278d",
241                "timestamp": "0x680250d5",
242                "totalDifficulty": "0x505bd180",
243                "transactionsRoot": "0xd9ebc2fd5c7ce6f69ab2e427da495b0b0dff14386723b8c07b347449fd6293a6"
244            }
245          }
246      }"#.to_string()
247    }
248
249    #[fixture]
250    fn base_rpc_block_response() -> String {
251        r#"{
252        "jsonrpc":"2.0",
253        "method":"eth_subscription",
254        "params":{
255            "subscription":"0xeb7d715d93964e22b2d99192791ca984",
256            "result":{
257                "baseFeePerGas":"0xaae54",
258                "blobGasUsed":"0x0",
259                "difficulty":"0x0",
260                "excessBlobGas":"0x0",
261                "extraData":"0x00000000fa00000002",
262                "gasLimit":"0x7270e00",
263                "gasUsed":"0x56fce26",
264                "hash":"0x14575c65070d455e6d20d5ee17be124917a33ce4437dd8615a56d29e8279b7ad",
265                "logsBloom":"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",
266                "miner":"0x4200000000000000000000000000000000000011",
267                "mixHash":"0xeacd829463c5d21df523005d55f25a0ca20474f1310c5c7eb29ff2c479789e98",
268                "nonce":"0x0000000000000000",
269                "number":"0x1bca2ac",
270                "parentBeaconBlockRoot":"0xfe4c48425a274a6716c569dfa9c238551330fc39d295123b12bc2461e6f41834",
271                "parentHash":"0x9a6ad4ffb258faa47ecd5eea9e7a9d8fa1772aa6232bc7cb4bbad5bc30786258",
272                "receiptsRoot":"0x5fc932dd358c33f9327a704585c83aafbe0d25d12b62c1cd8282df8b328aac16",
273                "sha3Uncles":"0x1dcc4de8dec75d7aab85b567b6ccd41ad312451b948a7413f0a142fd40d49347",
274                "stateRoot":"0xd2d3a6a219fb155bfc5afbde11f3161f1051d931432ccf32c33affe54176bb18",
275                "timestamp":"0x6803a23b",
276                "transactionsRoot":"0x59726fb9afc101cd49199c70bbdbc28385f4defa02949cb6e20493e16035a59d",
277                "withdrawalsRoot":"0x56e81f171bcc55a6ff8345e692c0f86e5b48e01b996cadc001622fb5e363b421"
278            }
279        }
280      }"#.to_string()
281    }
282
283    #[fixture]
284    fn arbitrum_rpc_block_response() -> String {
285        // https://arbiscan.io/block/328014516
286        r#"{
287        "jsonrpc":"2.0",
288        "method":"eth_subscription",
289        "params":{
290            "subscription":"0x0c5a0b38096440ef9a30a84837cf2012",
291            "result":{
292                "baseFeePerGas":"0x989680",
293                "difficulty":"0x1",
294                "extraData":"0xc66cd959dcdc1baf028efb61140d4461629c53c9643296cbda1c40723e97283b",
295                "gasLimit":"0x4000000000000",
296                "gasUsed":"0x17af4",
297                "hash":"0x724a0af4720fd7624976f71b16163de25f8532e87d0e7058eb0c1d3f6da3c1f8",
298                "miner":"0xa4b000000000000000000073657175656e636572",
299                "mixHash":"0x0000000000023106000000000154528900000000000000200000000000000000",
300                "nonce":"0x00000000001daa7c",
301                "number":"0x138d1ab4",
302                "parentHash":"0xe7176e201c2db109be479770074ad11b979de90ac850432ed38ed335803861b6",
303                "receiptsRoot":"0xefb382e3a4e3169e57920fa2367fc81c98bbfbd13611f57767dee07d3b3f96d4",
304                "sha3Uncles":"0x1dcc4de8dec75d7aab85b567b6ccd41ad312451b948a7413f0a142fd40d49347",
305                "stateRoot":"0x57e5475675abf1ec4c763369342e327a04321d17eeaa730a4ca20a9cafeee380",
306                "timestamp":"0x6803a606",
307                "totalDifficulty":"0x123a3d6c",
308                "transactionsRoot":"0x710b520177ecb31fa9092d16ee593b692070912b99ddd9fcf73eb4e9dd15193d"
309            }
310        }
311      }"#.to_string()
312    }
313
314    #[rstest]
315    fn test_block_set_chain() {
316        let mut block = Block::new(
317            "0x1234567890abcdef".to_string(),
318            "0xabcdef1234567890".to_string(),
319            12345,
320            Ustr::from("0x742E4422b21FB8B4dF463F28689AC98bD56c39e0"),
321            21000,
322            20000,
323            UnixNanos::from(1_640_995_200_000_000_000u64),
324            None,
325        );
326
327        assert!(block.chain.is_none());
328
329        let chain = Blockchain::Ethereum;
330        block.set_chain(chain);
331
332        assert_eq!(block.chain, Some(chain));
333    }
334
335    #[rstest]
336    fn test_ethereum_block_parsing(eth_rpc_block_response: String) {
337        let mut block =
338            match serde_json::from_str::<RpcNodeWssResponse<Block>>(&eth_rpc_block_response) {
339                Ok(rpc_response) => rpc_response.params.result,
340                Err(e) => panic!("Failed to deserialize block response with error {e}"),
341            };
342        block.set_chain(Blockchain::Ethereum);
343
344        assert_eq!(
345            block.to_string(),
346            "Block(chain=Ethereum, number=22294175, timestamp=2025-04-18T06:44:11+00:00, hash=0x71ece187051700b814592f62774e6ebd8ebdf5efbb54c90859a7d1522ce38e0a)".to_string(),
347        );
348        assert_eq!(
349            block.hash,
350            "0x71ece187051700b814592f62774e6ebd8ebdf5efbb54c90859a7d1522ce38e0a"
351        );
352        assert_eq!(
353            block.parent_hash,
354            "0x2abcce1ac985ebea2a2d6878a78387158f46de8d6db2cefca00ea36df4030a40"
355        );
356        assert_eq!(block.number, 22294175);
357        assert_eq!(block.miner, "0x4838b106fce9647bdf1e7877bf73ce8b0bad5f97");
358        // Timestamp of block is on Apr-18-2025 06:44:11 AM +UTC
359        assert_eq!(
360            block.timestamp,
361            UnixNanos::from(Utc.with_ymd_and_hms(2025, 4, 18, 6, 44, 11).unwrap())
362        );
363        assert_eq!(block.gas_used, 14563593);
364        assert_eq!(block.gas_limit, 35894433);
365
366        assert_eq!(block.base_fee_per_gas, Some(U256::from(0x1862a795u64)));
367        assert_eq!(block.blob_gas_used, Some(U256::from(0xc0000u64)));
368        assert_eq!(block.excess_blob_gas, Some(U256::from(0x4840000u64)));
369    }
370
371    #[rstest]
372    fn test_polygon_block_parsing(polygon_rpc_block_response: String) {
373        let mut block =
374            match serde_json::from_str::<RpcNodeWssResponse<Block>>(&polygon_rpc_block_response) {
375                Ok(rpc_response) => rpc_response.params.result,
376                Err(e) => panic!("Failed to deserialize block response with error {e}"),
377            };
378        block.set_chain(Blockchain::Polygon);
379
380        assert_eq!(
381            block.to_string(),
382            "Block(chain=Polygon, number=70453741, timestamp=2025-04-18T13:17:09+00:00, hash=0x38ca655a2009e1748097f5559a0c20de7966243b804efeb53183614e4bebe199)".to_string(),
383        );
384        assert_eq!(
385            block.hash,
386            "0x38ca655a2009e1748097f5559a0c20de7966243b804efeb53183614e4bebe199"
387        );
388        assert_eq!(
389            block.parent_hash,
390            "0xf25e108267e3d6e1e4aaf4e329872273f2b1ad6186a4a22e370623aa8d021c50"
391        );
392        assert_eq!(block.number, 70453741);
393        assert_eq!(block.miner, "0x0000000000000000000000000000000000000000");
394        // Timestamp of block is on Apr-18-2025 01:17:09 PM +UTC
395        assert_eq!(
396            block.timestamp,
397            UnixNanos::from(Utc.with_ymd_and_hms(2025, 4, 18, 13, 17, 9).unwrap())
398        );
399        assert_eq!(block.gas_used, 19336980);
400        assert_eq!(block.gas_limit, 30000000);
401        assert_eq!(block.base_fee_per_gas, Some(U256::from(0x19eu64)));
402        assert!(block.blob_gas_used.is_none()); // Not applicable on Polygon
403        assert!(block.excess_blob_gas.is_none()); // Not applicable on Polygon
404    }
405
406    #[rstest]
407    fn test_base_block_parsing(base_rpc_block_response: String) {
408        let mut block =
409            match serde_json::from_str::<RpcNodeWssResponse<Block>>(&base_rpc_block_response) {
410                Ok(rpc_response) => rpc_response.params.result,
411                Err(e) => panic!("Failed to deserialize block response with error {e}"),
412            };
413        block.set_chain(Blockchain::Base);
414
415        assert_eq!(
416            block.to_string(),
417            "Block(chain=Base, number=29139628, timestamp=2025-04-19T13:16:43+00:00, hash=0x14575c65070d455e6d20d5ee17be124917a33ce4437dd8615a56d29e8279b7ad)".to_string(),
418        );
419        assert_eq!(
420            block.hash,
421            "0x14575c65070d455e6d20d5ee17be124917a33ce4437dd8615a56d29e8279b7ad"
422        );
423        assert_eq!(
424            block.parent_hash,
425            "0x9a6ad4ffb258faa47ecd5eea9e7a9d8fa1772aa6232bc7cb4bbad5bc30786258"
426        );
427        assert_eq!(block.number, 29139628);
428        assert_eq!(block.miner, "0x4200000000000000000000000000000000000011");
429        // Timestamp of block is on Apr 19 2025 13:16:43 PM +UTC
430        assert_eq!(
431            block.timestamp,
432            UnixNanos::from(Utc.with_ymd_and_hms(2025, 4, 19, 13, 16, 43).unwrap())
433        );
434        assert_eq!(block.gas_used, 91213350);
435        assert_eq!(block.gas_limit, 120000000);
436
437        assert_eq!(block.base_fee_per_gas, Some(U256::from(0xaae54u64)));
438        assert_eq!(block.blob_gas_used, Some(U256::ZERO));
439        assert_eq!(block.excess_blob_gas, Some(U256::ZERO));
440    }
441
442    #[rstest]
443    fn test_arbitrum_block_parsing(arbitrum_rpc_block_response: String) {
444        let mut block =
445            match serde_json::from_str::<RpcNodeWssResponse<Block>>(&arbitrum_rpc_block_response) {
446                Ok(rpc_response) => rpc_response.params.result,
447                Err(e) => panic!("Failed to deserialize block response with error {e}"),
448            };
449        block.set_chain(Blockchain::Arbitrum);
450
451        assert_eq!(
452            block.to_string(),
453            "Block(chain=Arbitrum, number=328014516, timestamp=2025-04-19T13:32:54+00:00, hash=0x724a0af4720fd7624976f71b16163de25f8532e87d0e7058eb0c1d3f6da3c1f8)".to_string(),
454        );
455        assert_eq!(
456            block.hash,
457            "0x724a0af4720fd7624976f71b16163de25f8532e87d0e7058eb0c1d3f6da3c1f8"
458        );
459        assert_eq!(
460            block.parent_hash,
461            "0xe7176e201c2db109be479770074ad11b979de90ac850432ed38ed335803861b6"
462        );
463        assert_eq!(block.number, 328014516);
464        assert_eq!(block.miner, "0xa4b000000000000000000073657175656e636572");
465        // Timestamp of block is on Apr-19-2025 13:32:54 PM +UTC
466        assert_eq!(
467            block.timestamp,
468            UnixNanos::from(Utc.with_ymd_and_hms(2025, 4, 19, 13, 32, 54).unwrap())
469        );
470        assert_eq!(block.gas_used, 97012);
471        assert_eq!(block.gas_limit, 1125899906842624);
472
473        assert_eq!(block.base_fee_per_gas, Some(U256::from(0x989680u64)));
474        assert!(block.blob_gas_used.is_none());
475        assert!(block.excess_blob_gas.is_none());
476    }
477
478    #[rstest]
479    fn test_block_builder_helpers() {
480        let block = Block::new(
481            "0xabc".into(),
482            "0xdef".into(),
483            1,
484            Ustr::from("0x0000000000000000000000000000000000000000"),
485            100_000,
486            50_000,
487            UnixNanos::from(1_700_000_000u64),
488            Some(Blockchain::Arbitrum),
489        );
490
491        let block = block
492            .with_base_fee(U256::from(1_000u64))
493            .with_blob_gas(U256::from(0x10u8), U256::from(0x20u8))
494            .with_l1_fee_components(U256::from(30_000u64), 1_234, 1_000_000);
495
496        assert_eq!(block.chain, Some(chains::ARBITRUM.name));
497        assert_eq!(block.base_fee_per_gas, Some(U256::from(1_000u64)));
498        assert_eq!(block.blob_gas_used, Some(U256::from(0x10u8)));
499        assert_eq!(block.excess_blob_gas, Some(U256::from(0x20u8)));
500        assert_eq!(block.l1_gas_price, Some(U256::from(30_000u64)));
501        assert_eq!(block.l1_gas_used, Some(1_234));
502        assert_eq!(block.l1_fee_scalar, Some(1_000_000));
503    }
504}
nautilus_model/defi/data/block.rs

nautilus_model/defi/data/
block.rs
