nautilus_model/ffi/data/
deltas.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 nautilus_core::{UnixNanos, ffi::cvec::CVec};
17
18use crate::{
19    data::{OrderBookDelta, OrderBookDeltas, OrderBookDeltas_API},
20    enums::BookAction,
21    identifiers::InstrumentId,
22};
23
24/// Creates a new [`OrderBookDeltas_API`] instance from a `CVec` of `OrderBookDelta`.
25///
26/// # Safety
27///
28/// - The `deltas` must be a valid pointer to a `CVec` containing `OrderBookDelta` objects.
29/// - This function clones the data pointed to by `deltas` into Rust-managed memory, then forgets the original `Vec` to prevent Rust from auto-deallocating it.
30/// - The caller is responsible for managing the memory of `deltas` (including its deallocation) to avoid memory leaks.
31#[unsafe(no_mangle)]
32pub extern "C" fn orderbook_deltas_new(
33    instrument_id: InstrumentId,
34    deltas: &CVec,
35) -> OrderBookDeltas_API {
36    let CVec { ptr, len, cap } = *deltas;
37    let deltas: Vec<OrderBookDelta> =
38        unsafe { Vec::from_raw_parts(ptr.cast::<OrderBookDelta>(), len, cap) };
39    let cloned_deltas = deltas.clone();
40    std::mem::forget(deltas); // Prevents Rust from dropping `deltas`
41    OrderBookDeltas_API::new(OrderBookDeltas::new(instrument_id, cloned_deltas))
42}
43
44#[unsafe(no_mangle)]
45pub extern "C" fn orderbook_deltas_drop(deltas: OrderBookDeltas_API) {
46    drop(deltas); // Memory freed here
47}
48
49#[unsafe(no_mangle)]
50pub extern "C" fn orderbook_deltas_clone(deltas: &OrderBookDeltas_API) -> OrderBookDeltas_API {
51    deltas.clone()
52}
53
54#[unsafe(no_mangle)]
55pub extern "C" fn orderbook_deltas_instrument_id(deltas: &OrderBookDeltas_API) -> InstrumentId {
56    deltas.instrument_id
57}
58
59#[unsafe(no_mangle)]
60pub extern "C" fn orderbook_deltas_vec_deltas(deltas: &OrderBookDeltas_API) -> CVec {
61    deltas.deltas.clone().into()
62}
63
64/// Returns `1` if the first delta is a `Clear` action (snapshot), `0` otherwise.
65///
66/// Returns `0` for empty delta vectors to avoid panicking on malformed FFI input.
67#[unsafe(no_mangle)]
68pub extern "C" fn orderbook_deltas_is_snapshot(deltas: &OrderBookDeltas_API) -> u8 {
69    deltas
70        .deltas
71        .first()
72        .map_or(0, |first| u8::from(first.action == BookAction::Clear))
73}
74
75#[unsafe(no_mangle)]
76pub extern "C" fn orderbook_deltas_flags(deltas: &OrderBookDeltas_API) -> u8 {
77    deltas.flags
78}
79
80#[unsafe(no_mangle)]
81pub extern "C" fn orderbook_deltas_sequence(deltas: &OrderBookDeltas_API) -> u64 {
82    deltas.sequence
83}
84
85#[unsafe(no_mangle)]
86pub extern "C" fn orderbook_deltas_ts_event(deltas: &OrderBookDeltas_API) -> UnixNanos {
87    deltas.ts_event
88}
89
90#[unsafe(no_mangle)]
91pub extern "C" fn orderbook_deltas_ts_init(deltas: &OrderBookDeltas_API) -> UnixNanos {
92    deltas.ts_init
93}
94
95/// Drops a `CVec` of `OrderBookDelta` values.
96///
97/// # Panics
98///
99/// Panics if `CVec` invariants are violated (corrupted metadata).
100#[allow(clippy::drop_non_drop)]
101#[unsafe(no_mangle)]
102pub extern "C" fn orderbook_deltas_vec_drop(v: CVec) {
103    let CVec { ptr, len, cap } = v;
104
105    assert!(
106        len <= cap,
107        "orderbook_deltas_vec_drop: len ({len}) > cap ({cap})"
108    );
109    assert!(
110        len == 0 || !ptr.is_null(),
111        "orderbook_deltas_vec_drop: null ptr with non-zero len ({len})"
112    );
113
114    let deltas: Vec<OrderBookDelta> =
115        unsafe { Vec::from_raw_parts(ptr.cast::<OrderBookDelta>(), len, cap) };
116    drop(deltas); // Memory freed here
117}
nautilus_model/ffi/data/deltas.rs

nautilus_model/ffi/data/
deltas.rs
