nautilus_model/defi/data/
mod.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//! DeFi (Decentralized Finance) data models and types.
17//!
18//! This module provides core data structures for working with decentralized finance protocols,
19//! including blockchain networks, tokens, liquidity pools, swaps, and other DeFi primitives.
20
21use std::fmt::Display;
22
23use crate::{
24    defi::{Pool, pool_analysis::snapshot::PoolSnapshot},
25    identifiers::InstrumentId,
26};
27
28pub mod block;
29pub mod collect;
30pub mod flash;
31pub mod liquidity;
32pub mod swap;
33pub mod swap_trade_info;
34pub mod transaction;
35
36// Re-exports
37pub use block::Block;
38pub use collect::PoolFeeCollect;
39pub use flash::PoolFlash;
40pub use liquidity::{PoolLiquidityUpdate, PoolLiquidityUpdateType};
41pub use swap::PoolSwap;
42pub use transaction::Transaction;
43
44#[derive(Debug, Clone, PartialEq)]
45pub enum DexPoolData {
46    Swap(PoolSwap),
47    LiquidityUpdate(PoolLiquidityUpdate),
48    FeeCollect(PoolFeeCollect),
49    Flash(PoolFlash),
50}
51
52impl DexPoolData {
53    /// Returns the block number associated with this pool event.
54    #[must_use]
55    pub fn block_number(&self) -> u64 {
56        match self {
57            Self::Swap(s) => s.block,
58            Self::LiquidityUpdate(u) => u.block,
59            Self::FeeCollect(c) => c.block,
60            Self::Flash(f) => f.block,
61        }
62    }
63
64    /// Returns the transaction index associated with this pool event.
65    #[must_use]
66    pub fn transaction_index(&self) -> u32 {
67        match self {
68            Self::Swap(s) => s.transaction_index,
69            Self::LiquidityUpdate(u) => u.transaction_index,
70            Self::FeeCollect(c) => c.transaction_index,
71            Self::Flash(f) => f.transaction_index,
72        }
73    }
74
75    /// Returns the log index associated with this pool event.
76    #[must_use]
77    pub fn log_index(&self) -> u32 {
78        match self {
79            Self::Swap(s) => s.log_index,
80            Self::LiquidityUpdate(u) => u.log_index,
81            Self::FeeCollect(c) => c.log_index,
82            Self::Flash(f) => f.log_index,
83        }
84    }
85}
86
87/// Represents DeFi-specific data events in a decentralized exchange ecosystem.
88#[cfg_attr(
89    feature = "python",
90    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
91)]
92#[allow(clippy::large_enum_variant)]
93#[derive(Debug, Clone, PartialEq)]
94pub enum DefiData {
95    /// A block completion in a blockchain network.
96    Block(Block),
97    /// A DEX liquidity pool definition or update.
98    Pool(Pool),
99    /// A complete snapshot of a pool's state at a specific point in time.
100    PoolSnapshot(PoolSnapshot),
101    /// A token swap transaction on a decentralized exchange.
102    PoolSwap(PoolSwap),
103    /// A liquidity update event (mint/burn) in a DEX pool.
104    PoolLiquidityUpdate(PoolLiquidityUpdate),
105    /// A fee collection event from a DEX pool position.
106    PoolFeeCollect(PoolFeeCollect),
107    /// A flash event
108    PoolFlash(PoolFlash),
109}
110
111impl DefiData {
112    /// Returns the instrument ID associated with this DeFi data.
113    ///
114    /// # Panics
115    ///
116    /// Panics if the variant is a `Block` or `PoolSnapshot` where instrument IDs are not applicable.
117    #[must_use]
118    pub fn instrument_id(&self) -> InstrumentId {
119        match self {
120            Self::Block(_) => panic!("`InstrumentId` not applicable to `Block`"), // TBD?
121            Self::PoolSnapshot(snapshot) => snapshot.instrument_id,
122            Self::PoolSwap(swap) => swap.instrument_id,
123            Self::PoolLiquidityUpdate(update) => update.instrument_id,
124            Self::PoolFeeCollect(collect) => collect.instrument_id,
125            Self::Pool(pool) => pool.instrument_id,
126            Self::PoolFlash(flash) => flash.instrument_id,
127        }
128    }
129}
130
131impl Display for DefiData {
132    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
133        match self {
134            Self::Block(b) => write!(f, "{b}"),
135            Self::Pool(p) => write!(f, "{p}"),
136            Self::PoolSnapshot(s) => write!(f, "PoolSnapshot(block={})", s.block_position.number),
137            Self::PoolSwap(s) => write!(f, "{s}"),
138            Self::PoolLiquidityUpdate(u) => write!(f, "{u}"),
139            Self::PoolFeeCollect(c) => write!(f, "{c}"),
140            Self::PoolFlash(p) => write!(f, "{p}"),
141        }
142    }
143}
144
145impl From<Pool> for DefiData {
146    fn from(value: Pool) -> Self {
147        Self::Pool(value)
148    }
149}
150
151impl From<PoolSwap> for DefiData {
152    fn from(value: PoolSwap) -> Self {
153        Self::PoolSwap(value)
154    }
155}
156
157impl From<PoolLiquidityUpdate> for DefiData {
158    fn from(value: PoolLiquidityUpdate) -> Self {
159        Self::PoolLiquidityUpdate(value)
160    }
161}
162
163impl From<PoolFeeCollect> for DefiData {
164    fn from(value: PoolFeeCollect) -> Self {
165        Self::PoolFeeCollect(value)
166    }
167}
168
169impl From<PoolSnapshot> for DefiData {
170    fn from(value: PoolSnapshot) -> Self {
171        Self::PoolSnapshot(value)
172    }
173}
nautilus_model/defi/data/mod.rs

nautilus_model/defi/data/
mod.rs
