nautilus_model/defi/data/
liquidity.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 std::fmt::Display;
17
18use alloy_primitives::{Address, U256};
19use nautilus_core::UnixNanos;
20use serde::{Deserialize, Serialize};
21use strum::{Display, EnumIter, EnumString};
22
23use crate::{
24    defi::{PoolIdentifier, SharedChain, SharedDex},
25    identifiers::InstrumentId,
26};
27
28#[derive(
29    Debug,
30    Clone,
31    Copy,
32    Hash,
33    PartialOrd,
34    PartialEq,
35    Ord,
36    Eq,
37    Display,
38    EnumIter,
39    EnumString,
40    Serialize,
41    Deserialize,
42)]
43#[cfg_attr(
44    feature = "python",
45    pyo3::pyclass(
46        module = "nautilus_trader.core.nautilus_pyo3.model",
47        from_py_object,
48        rename_all = "SCREAMING_SNAKE_CASE",
49    )
50)]
51/// Represents the type of liquidity update operation in a DEX pool.
52#[non_exhaustive]
53pub enum PoolLiquidityUpdateType {
54    /// Liquidity is being added to the pool
55    Mint,
56    /// Liquidity is being removed from the pool
57    Burn,
58}
59
60/// Represents a liquidity update event in a decentralized exchange (DEX) pool.
61#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
62#[cfg_attr(
63    feature = "python",
64    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
65)]
66pub struct PoolLiquidityUpdate {
67    /// The blockchain network where the liquidity update occurred.
68    pub chain: SharedChain,
69    /// The decentralized exchange where the liquidity update was executed.
70    pub dex: SharedDex,
71    /// The instrument ID for this pool's trading pair.
72    pub instrument_id: InstrumentId,
73    /// The unique identifier for this pool (could be an address or other protocol-specific hex string).
74    pub pool_identifier: PoolIdentifier,
75    /// The type of the pool liquidity update.
76    pub kind: PoolLiquidityUpdateType,
77    /// The blockchain block number where the liquidity update occurred.
78    pub block: u64,
79    /// The unique hash identifier of the blockchain transaction containing the liquidity update.
80    pub transaction_hash: String,
81    /// The index position of the transaction within the block.
82    pub transaction_index: u32,
83    /// The index position of the liquidity update event log within the transaction.
84    pub log_index: u32,
85    /// The blockchain address that initiated the liquidity update transaction.
86    pub sender: Option<Address>,
87    /// The blockchain address that owns the liquidity position.
88    pub owner: Address,
89    /// The amount of liquidity tokens affected in the position.
90    pub position_liquidity: u128,
91    /// The amount of the first token in the pool pair.
92    pub amount0: U256,
93    /// The amount of the second token in the pool pair.
94    pub amount1: U256,
95    /// The lower price tick boundary of the liquidity position.
96    pub tick_lower: i32,
97    /// The upper price tick boundary of the liquidity position.
98    pub tick_upper: i32,
99    /// The timestamp of the liquidity update in Unix nanoseconds.
100    pub timestamp: Option<UnixNanos>,
101    /// UNIX timestamp (nanoseconds) when the instance was created.
102    pub ts_init: Option<UnixNanos>,
103}
104
105impl PoolLiquidityUpdate {
106    /// Creates a new [`PoolLiquidityUpdate`] instance with the specified properties.
107    #[must_use]
108    #[allow(clippy::too_many_arguments)]
109    pub const fn new(
110        chain: SharedChain,
111        dex: SharedDex,
112        instrument_id: InstrumentId,
113        pool_identifier: PoolIdentifier,
114        kind: PoolLiquidityUpdateType,
115        block: u64,
116        transaction_hash: String,
117        transaction_index: u32,
118        log_index: u32,
119        sender: Option<Address>,
120        owner: Address,
121        position_liquidity: u128,
122        amount0: U256,
123        amount1: U256,
124        tick_lower: i32,
125        tick_upper: i32,
126        timestamp: Option<UnixNanos>,
127    ) -> Self {
128        Self {
129            chain,
130            dex,
131            instrument_id,
132            pool_identifier,
133            kind,
134            block,
135            transaction_hash,
136            transaction_index,
137            log_index,
138            sender,
139            owner,
140            position_liquidity,
141            amount0,
142            amount1,
143            tick_lower,
144            tick_upper,
145            timestamp,
146            ts_init: timestamp,
147        }
148    }
149}
150
151impl Display for PoolLiquidityUpdate {
152    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
153        write!(
154            f,
155            "PoolLiquidityUpdate(instrument_id={}, kind={}, amount0={}, amount1={}, liquidity={})",
156            self.instrument_id, self.kind, self.amount0, self.amount1, self.position_liquidity
157        )
158    }
159}
nautilus_model/defi/data/liquidity.rs

nautilus_model/defi/data/
liquidity.rs
