nautilus_model/identifiers/
instrument_id.rs1use std::{
19 fmt::{Debug, Display, Formatter},
20 hash::Hash,
21 str::FromStr,
22};
23
24use nautilus_core::correctness::check_valid_string;
25use serde::{Deserialize, Deserializer, Serialize};
26
27#[cfg(feature = "defi")]
28use crate::defi::{Blockchain, validation::validate_address};
29use crate::identifiers::{Symbol, Venue};
30
31#[repr(C)]
35#[derive(Clone, Copy, Hash, PartialEq, Eq, PartialOrd, Ord, Default)]
36#[cfg_attr(
37 feature = "python",
38 pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
39)]
40pub struct InstrumentId {
41 pub symbol: Symbol,
43 pub venue: Venue,
45}
46
47impl InstrumentId {
48 #[must_use]
50 pub fn new(symbol: Symbol, venue: Venue) -> Self {
51 Self { symbol, venue }
52 }
53
54 #[must_use]
55 pub fn is_synthetic(&self) -> bool {
56 self.venue.is_synthetic()
57 }
58}
59
60impl InstrumentId {
61 pub fn from_as_ref<T: AsRef<str>>(value: T) -> anyhow::Result<Self> {
65 Self::from_str(value.as_ref())
66 }
67
68 #[cfg(feature = "defi")]
70 #[must_use]
71 pub fn blockchain(&self) -> Option<Blockchain> {
72 self.venue
73 .parse_dex()
74 .map(|(blockchain, _)| blockchain)
75 .ok()
76 }
77}
78
79impl FromStr for InstrumentId {
80 type Err = anyhow::Error;
81
82 fn from_str(s: &str) -> anyhow::Result<Self> {
83 match s.rsplit_once('.') {
84 Some((symbol_part, venue_part)) => {
85 check_valid_string(symbol_part, stringify!(value))?;
86 check_valid_string(venue_part, stringify!(value))?;
87
88 let venue = Venue::new_checked(venue_part)?;
89
90 let symbol = {
91 #[cfg(feature = "defi")]
92 if venue.is_dex() {
93 let validated_address = validate_address(symbol_part)
94 .map_err(|e| anyhow::anyhow!(err_message(s, e.to_string())))?;
95 Symbol::new(validated_address.to_string())
96 } else {
97 Symbol::new(symbol_part)
98 }
99
100 #[cfg(not(feature = "defi"))]
101 Symbol::new(symbol_part)
102 };
103
104 Ok(Self { symbol, venue })
105 }
106 None => {
107 anyhow::bail!(err_message(
108 s,
109 "missing '.' separator between symbol and venue components".to_string()
110 ))
111 }
112 }
113 }
114}
115
116impl From<&str> for InstrumentId {
117 fn from(value: &str) -> Self {
123 Self::from_str(value).unwrap()
124 }
125}
126
127impl From<String> for InstrumentId {
128 fn from(value: String) -> Self {
134 Self::from(value.as_str())
135 }
136}
137
138impl Debug for InstrumentId {
139 fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
140 write!(f, "\"{}.{}\"", self.symbol, self.venue)
141 }
142}
143
144impl Display for InstrumentId {
145 fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
146 write!(f, "{}.{}", self.symbol, self.venue)
147 }
148}
149
150impl Serialize for InstrumentId {
151 fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
152 where
153 S: serde::Serializer,
154 {
155 serializer.serialize_str(&self.to_string())
156 }
157}
158
159impl<'de> Deserialize<'de> for InstrumentId {
160 fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
161 where
162 D: Deserializer<'de>,
163 {
164 let instrument_id_str = String::deserialize(deserializer)?;
165 Ok(Self::from(instrument_id_str.as_str()))
166 }
167}
168
169fn err_message(s: &str, e: String) -> String {
170 format!("Error parsing `InstrumentId` from '{s}': {e}")
171}
172
173#[cfg(test)]
177mod tests {
178
179 use rstest::rstest;
180
181 use super::InstrumentId;
182 use crate::identifiers::stubs::*;
183
184 #[rstest]
185 fn test_instrument_id_parse_success(instrument_id_eth_usdt_binance: InstrumentId) {
186 assert_eq!(instrument_id_eth_usdt_binance.symbol.to_string(), "ETHUSDT");
187 assert_eq!(instrument_id_eth_usdt_binance.venue.to_string(), "BINANCE");
188 }
189
190 #[rstest]
191 #[should_panic(
192 expected = "Error parsing `InstrumentId` from 'ETHUSDT-BINANCE': missing '.' separator between symbol and venue components"
193 )]
194 fn test_instrument_id_parse_failure_no_dot() {
195 let _ = InstrumentId::from("ETHUSDT-BINANCE");
196 }
197
198 #[rstest]
199 fn test_string_reprs() {
200 let id = InstrumentId::from("ETH/USDT.BINANCE");
201 assert_eq!(id.to_string(), "ETH/USDT.BINANCE");
202 assert_eq!(format!("{id}"), "ETH/USDT.BINANCE");
203 }
204
205 #[cfg(feature = "defi")]
206 #[rstest]
207 fn test_blockchain_instrument_id_valid() {
208 let id =
209 InstrumentId::from("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443.Arbitrum:UniswapV3");
210 assert_eq!(
211 id.symbol.to_string(),
212 "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443"
213 );
214 assert_eq!(id.venue.to_string(), "Arbitrum:UniswapV3");
215 }
216
217 #[cfg(feature = "defi")]
218 #[rstest]
219 #[should_panic(
220 expected = "Error creating `Venue` from 'InvalidChain:UniswapV3': invalid blockchain venue 'InvalidChain:UniswapV3': chain 'InvalidChain' not recognized"
221 )]
222 fn test_blockchain_instrument_id_invalid_chain() {
223 let _ =
224 InstrumentId::from("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443.InvalidChain:UniswapV3");
225 }
226
227 #[cfg(feature = "defi")]
228 #[rstest]
229 #[should_panic(
230 expected = "Error creating `Venue` from 'Arbitrum:': invalid blockchain venue 'Arbitrum:': expected format 'Chain:DexId'"
231 )]
232 fn test_blockchain_instrument_id_empty_dex() {
233 let _ = InstrumentId::from("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443.Arbitrum:");
234 }
235
236 #[cfg(feature = "defi")]
237 #[rstest]
238 fn test_regular_venue_with_blockchain_like_name_but_without_dex() {
239 let id = InstrumentId::from("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443.Ethereum");
241 assert_eq!(
242 id.symbol.to_string(),
243 "0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443"
244 );
245 assert_eq!(id.venue.to_string(), "Ethereum");
246 }
247
248 #[cfg(feature = "defi")]
249 #[rstest]
250 #[should_panic(
251 expected = "Error parsing `InstrumentId` from 'invalidaddress.Ethereum:UniswapV3': Ethereum address must start with '0x': invalidaddress"
252 )]
253 fn test_blockchain_instrument_id_invalid_address_no_prefix() {
254 let _ = InstrumentId::from("invalidaddress.Ethereum:UniswapV3");
255 }
256
257 #[cfg(feature = "defi")]
258 #[rstest]
259 #[should_panic(
260 expected = "Error parsing `InstrumentId` from '0x123.Ethereum:UniswapV3': Blockchain address '0x123' is incorrect: odd number of digits"
261 )]
262 fn test_blockchain_instrument_id_invalid_address_short() {
263 let _ = InstrumentId::from("0x123.Ethereum:UniswapV3");
264 }
265
266 #[cfg(feature = "defi")]
267 #[rstest]
268 #[should_panic(
269 expected = "Error parsing `InstrumentId` from '0xC31E54c7a869B9FcBEcc14363CF510d1c41fa44G.Ethereum:UniswapV3': Blockchain address '0xC31E54c7a869B9FcBEcc14363CF510d1c41fa44G' is incorrect: invalid character 'G' at position 39"
270 )]
271 fn test_blockchain_instrument_id_invalid_address_non_hex() {
272 let _ = InstrumentId::from("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa44G.Ethereum:UniswapV3");
273 }
274
275 #[cfg(feature = "defi")]
276 #[rstest]
277 #[should_panic(
278 expected = "Error parsing `InstrumentId` from '0xc31e54c7a869b9fcbecc14363cf510d1c41fa443.Ethereum:UniswapV3': Blockchain address '0xc31e54c7a869b9fcbecc14363cf510d1c41fa443' has incorrect checksum"
279 )]
280 fn test_blockchain_instrument_id_invalid_address_checksum() {
281 let _ = InstrumentId::from("0xc31e54c7a869b9fcbecc14363cf510d1c41fa443.Ethereum:UniswapV3");
282 }
283
284 #[cfg(feature = "defi")]
285 #[rstest]
286 fn test_blockchain_extraction_valid_dex() {
287 let id =
288 InstrumentId::from("0xC31E54c7a869B9FcBEcc14363CF510d1c41fa443.Arbitrum:UniswapV3");
289 let blockchain = id.blockchain();
290 assert!(blockchain.is_some());
291 assert_eq!(blockchain.unwrap(), crate::defi::Blockchain::Arbitrum);
292 }
293
294 #[cfg(feature = "defi")]
295 #[rstest]
296 fn test_blockchain_extraction_tradifi_venue() {
297 let id = InstrumentId::from("ETH/USDT.BINANCE");
298 let blockchain = id.blockchain();
299 assert!(blockchain.is_none());
300 }
301}