nautilus_model/defi/data/
swap.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::Address;
19use nautilus_core::UnixNanos;
20use serde::{Deserialize, Serialize};
21
22use crate::{
23    defi::{SharedChain, SharedDex},
24    enums::OrderSide,
25    identifiers::InstrumentId,
26    types::{Price, Quantity},
27};
28
29/// Represents a token swap transaction on a decentralized exchange (DEX).
30#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
31#[cfg_attr(
32    feature = "python",
33    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
34)]
35pub struct PoolSwap {
36    /// The blockchain network where the swap occurred.
37    pub chain: SharedChain,
38    /// The decentralized exchange where the swap was executed.
39    pub dex: SharedDex,
40    /// The instrument ID.
41    pub instrument_id: InstrumentId,
42    /// The blockchain address of the pool smart contract.
43    pub pool_address: Address,
44    /// The blockchain block number at which the swap was executed.
45    pub block: u64,
46    /// The unique hash identifier of the blockchain transaction containing the swap.
47    pub transaction_hash: String,
48    /// The index position of the transaction within the block.
49    pub transaction_index: u32,
50    /// The index position of the swap event log within the transaction.
51    pub log_index: u32,
52    /// The blockchain address of the user or contract that initiated the swap.
53    pub sender: Address,
54    /// The direction of the swap from the perspective of the base token.
55    pub side: OrderSide,
56    /// The amount of tokens swapped.
57    pub size: Quantity,
58    /// The exchange rate at which the swap occurred.
59    pub price: Price,
60    /// UNIX timestamp (nanoseconds) when the swap occurred.
61    pub timestamp: Option<UnixNanos>,
62    /// UNIX timestamp (nanoseconds) when the instance was initialized.
63    pub ts_init: Option<UnixNanos>,
64}
65
66impl PoolSwap {
67    /// Creates a new [`PoolSwap`] instance with the specified properties.
68    #[must_use]
69    #[allow(clippy::too_many_arguments)]
70    pub fn new(
71        chain: SharedChain,
72        dex: SharedDex,
73        instrument_id: InstrumentId,
74        pool_address: Address,
75        block: u64,
76        transaction_hash: String,
77        transaction_index: u32,
78        log_index: u32,
79        timestamp: Option<UnixNanos>,
80        sender: Address,
81        side: OrderSide,
82        size: Quantity,
83        price: Price,
84    ) -> Self {
85        Self {
86            chain,
87            dex,
88            instrument_id,
89            pool_address,
90            block,
91            transaction_hash,
92            transaction_index,
93            log_index,
94            timestamp,
95            sender,
96            side,
97            size,
98            price,
99            ts_init: timestamp, // TODO: Use swap timestamp as init timestamp for now
100        }
101    }
102}
103
104impl Display for PoolSwap {
105    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
106        write!(
107            f,
108            "{}(instrument_id={}, side={}, quantity={}, price={})",
109            stringify!(PoolSwap),
110            self.instrument_id,
111            self.side,
112            self.size,
113            self.price,
114        )
115    }
116}
nautilus_model/defi/data/swap.rs

nautilus_model/defi/data/
swap.rs
