nautilus_model/ffi/orderbook/
level.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::ops::{Deref, DerefMut};
17
18use nautilus_core::ffi::cvec::CVec;
19
20use crate::{
21    data::order::BookOrder,
22    enums::OrderSide,
23    orderbook::{BookLevel, BookPrice},
24    types::Price,
25};
26
27/// C compatible Foreign Function Interface (FFI) for an underlying order book[`BookLevel`].
28///
29/// This struct wraps `Level` in a way that makes it compatible with C function
30/// calls, enabling interaction with `Level` in a C environment.
31///
32/// It implements the `Deref` trait, allowing instances of `Level_API` to be
33/// dereferenced to `Level`, providing access to `Level`'s methods without
34/// having to manually acce wss the underlying `Level` instance.
35#[repr(C)]
36#[derive(Clone, Debug)]
37#[allow(non_camel_case_types)]
38pub struct BookLevel_API(Box<BookLevel>);
39
40impl BookLevel_API {
41    /// Creates a new [`BookLevel_API`] instance.
42    #[must_use]
43    pub fn new(level: BookLevel) -> Self {
44        Self(Box::new(level))
45    }
46}
47
48impl Deref for BookLevel_API {
49    type Target = BookLevel;
50
51    fn deref(&self) -> &Self::Target {
52        &self.0
53    }
54}
55
56impl DerefMut for BookLevel_API {
57    fn deref_mut(&mut self) -> &mut Self::Target {
58        &mut self.0
59    }
60}
61
62impl Drop for BookLevel_API {
63    fn drop(&mut self) {
64        // The Box<BookLevel> inside self.0 will be automatically dropped here.
65        // This is critical for preventing memory leaks when BookLevel_API instances
66        // are stored in CVecs, as each BookLevel may contain many BookOrder objects
67        // in its IndexMap which need to be properly deallocated.
68    }
69}
70
71#[unsafe(no_mangle)]
72#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
73pub extern "C" fn level_new(order_side: OrderSide, price: Price, orders: CVec) -> BookLevel_API {
74    let CVec { ptr, len, cap } = orders;
75    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr.cast::<BookOrder>(), len, cap) };
76    let price = BookPrice {
77        value: price,
78        side: order_side.as_specified(),
79    };
80    let mut level = BookLevel::new(price);
81    level.add_bulk(orders);
82    BookLevel_API::new(level)
83}
84
85#[unsafe(no_mangle)]
86pub extern "C" fn level_drop(level: BookLevel_API) {
87    drop(level); // Memory freed here
88}
89
90#[unsafe(no_mangle)]
91pub extern "C" fn level_clone(level: &BookLevel_API) -> BookLevel_API {
92    level.clone()
93}
94
95#[unsafe(no_mangle)]
96pub extern "C" fn level_side(level: &BookLevel_API) -> OrderSide {
97    level.price.side.as_order_side()
98}
99
100#[unsafe(no_mangle)]
101#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
102pub extern "C" fn level_price(level: &BookLevel_API) -> Price {
103    level.price.value
104}
105
106#[unsafe(no_mangle)]
107pub extern "C" fn level_orders(level: &BookLevel_API) -> CVec {
108    let orders_vec: Vec<BookOrder> = level.orders.values().copied().collect();
109    orders_vec.into()
110}
111
112#[unsafe(no_mangle)]
113pub extern "C" fn level_size(level: &BookLevel_API) -> f64 {
114    level.size()
115}
116
117#[unsafe(no_mangle)]
118pub extern "C" fn level_exposure(level: &BookLevel_API) -> f64 {
119    level.exposure()
120}
121
122#[unsafe(no_mangle)]
123pub extern "C" fn vec_drop_book_levels(v: CVec) {
124    if v.ptr.is_null() {
125        return;
126    }
127
128    let CVec { ptr, len, cap } = v;
129    let data: Vec<BookLevel_API> =
130        unsafe { Vec::from_raw_parts(ptr.cast::<BookLevel_API>(), len, cap) };
131    drop(data); // Memory freed here
132}
133
134#[unsafe(no_mangle)]
135pub extern "C" fn vec_drop_book_orders(v: CVec) {
136    if v.ptr.is_null() {
137        return;
138    }
139
140    let CVec { ptr, len, cap } = v;
141    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr.cast::<BookOrder>(), len, cap) };
142    drop(orders); // Memory freed here
143}
nautilus_model/ffi/orderbook/level.rs

nautilus_model/ffi/orderbook/
level.rs
