nautilus_model/instruments/
stubs.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 chrono::{TimeZone, Utc};
17use nautilus_core::UnixNanos;
18use rstest::*;
19use rust_decimal::Decimal;
20use rust_decimal_macros::dec;
21use ustr::Ustr;
22
23use super::{
24    CryptoOption, betting::BettingInstrument, binary_option::BinaryOption,
25    futures_spread::FuturesSpread, option_spread::OptionSpread, synthetic::SyntheticInstrument,
26};
27use crate::{
28    enums::{AssetClass, OptionKind},
29    identifiers::{InstrumentId, Symbol, Venue},
30    instruments::{
31        CryptoFuture, CryptoPerpetual, CurrencyPair, Equity, FuturesContract, OptionContract,
32    },
33    types::{Currency, Money, Price, Quantity},
34};
35
36impl Default for SyntheticInstrument {
37    /// Creates a new default [`SyntheticInstrument`] instance for testing.
38    fn default() -> Self {
39        let btc_binance = InstrumentId::from("BTC.BINANCE");
40        let ltc_binance = InstrumentId::from("LTC.BINANCE");
41        let formula = "(BTC.BINANCE + LTC.BINANCE) / 2.0".to_string();
42        SyntheticInstrument::new(
43            Symbol::new("BTC-LTC"),
44            2,
45            vec![btc_binance, ltc_binance],
46            formula.clone(),
47            0.into(),
48            0.into(),
49        )
50    }
51}
52
53////////////////////////////////////////////////////////////////////////////////
54// CryptoFuture
55////////////////////////////////////////////////////////////////////////////////
56
57#[fixture]
58pub fn crypto_future_btcusdt(
59    #[default(2)] price_precision: u8,
60    #[default(6)] size_precision: u8,
61    #[default(Price::from("0.01"))] price_increment: Price,
62    #[default(Quantity::from("0.000001"))] size_increment: Quantity,
63) -> CryptoFuture {
64    let activation = Utc.with_ymd_and_hms(2014, 4, 8, 0, 0, 0).unwrap();
65    let expiration = Utc.with_ymd_and_hms(2014, 7, 8, 0, 0, 0).unwrap();
66    CryptoFuture::new(
67        InstrumentId::from("ETHUSDT-123.BINANCE"),
68        Symbol::from("BTCUSDT"),
69        Currency::from("BTC"),
70        Currency::from("USDT"),
71        Currency::from("USDT"),
72        false,
73        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
74        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
75        price_precision,
76        size_precision,
77        price_increment,
78        size_increment,
79        None,
80        None,
81        Some(Quantity::from("9000.0")),
82        Some(Quantity::from("0.000001")),
83        None,
84        Some(Money::new(10.00, Currency::from("USDT"))),
85        Some(Price::from("1000000.00")),
86        Some(Price::from("0.01")),
87        None,
88        None,
89        None,
90        None,
91        0.into(),
92        0.into(),
93    )
94}
95
96#[fixture]
97pub fn ethbtc_quanto(
98    #[default(5)] price_precision: u8,
99    #[default(3)] size_precision: u8,
100    #[default(Price::from("0.00001"))] price_increment: Price,
101    #[default(Quantity::from("0.001"))] size_increment: Quantity,
102) -> CryptoFuture {
103    let activation = Utc.with_ymd_and_hms(2014, 4, 8, 0, 0, 0).unwrap();
104    let expiration = Utc.with_ymd_and_hms(2014, 7, 8, 0, 0, 0).unwrap();
105    CryptoFuture::new(
106        InstrumentId::from("ETHBTC-123.BINANCE"),
107        Symbol::from("ETHBTC"),
108        Currency::from("ETH"),
109        Currency::from("BTC"),
110        Currency::from("BTC"),
111        false,
112        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
113        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
114        price_precision,
115        size_precision,
116        price_increment,
117        size_increment,
118        None,
119        None,
120        Some(Quantity::from("9000.0")),
121        Some(Quantity::from("0.001")),
122        None,
123        Some(Money::new(1.0, Currency::from("BTC"))),
124        Some(Price::from("1.0")),
125        Some(Price::from("0.00001")),
126        None,
127        None,
128        None,
129        None,
130        0.into(),
131        0.into(),
132    )
133}
134
135////////////////////////////////////////////////////////////////////////////////
136// CryptoPerpetual – BitMEX inverse (XBTUSD)
137// ////////////////////////////////////////////////////////////////////////////
138
139#[fixture]
140pub fn xbtusd_inverse_perp(
141    // One-decimal tick (0.5 USD) and integer contract size
142    #[default(1)] price_precision: u8,
143    #[default(0)] size_precision: u8,
144    #[default(Price::from("0.5"))] price_increment: Price,
145    #[default(Quantity::from("1"))] size_increment: Quantity,
146) -> CryptoPerpetual {
147    CryptoPerpetual::new(
148        // BitMEX uses XBT for BTC; keep the “-PERP” suffix for clarity
149        InstrumentId::from("XBTUSD-PERP.BITMEX"),
150        Symbol::from("XBTUSD"),
151        Currency::BTC(), // base
152        Currency::USD(), // quote
153        Currency::BTC(), // settlement (inverse)
154        true,            // is_inverse
155        price_precision,
156        size_precision,
157        price_increment,
158        size_increment,
159        None,                              // lot_size
160        Some(Quantity::from("1")),         // multiplier: 1 USD/contract
161        None,                              // max_quantity
162        None,                              // min_quantity
163        Some(Money::from("10000000 USD")), // max_notional
164        Some(Money::from("1 USD")),        // min_notional
165        Some(Price::from("10000000")),     // max_price
166        Some(Price::from("0.01")),         // min_price
167        Some(dec!(0.01)),                  // margin_init
168        Some(dec!(0.0035)),                // margin_maint
169        Some(dec!(-0.00025)),              // maker_fee (rebate)
170        Some(dec!(0.00075)),               // taker_fee
171        UnixNanos::default(),              // ts_event
172        UnixNanos::default(),              // ts_init
173    )
174}
175
176////////////////////////////////////////////////////////////////////////////////
177// CryptoOption
178////////////////////////////////////////////////////////////////////////////////
179
180#[fixture]
181pub fn crypto_option_btc_deribit(
182    #[default(3)] price_precision: u8,
183    #[default(1)] size_precision: u8,
184    #[default(Price::from("0.001"))] price_increment: Price,
185    #[default(Quantity::from("0.1"))] size_increment: Quantity,
186) -> CryptoOption {
187    let activation = UnixNanos::from(1_671_696_002_000_000_000);
188    let expiration = UnixNanos::from(1_673_596_800_000_000_000);
189    CryptoOption::new(
190        InstrumentId::from("BTC-13JAN23-16000-P.DERIBIT"),
191        Symbol::from("BTC-13JAN23-16000-P"),
192        Currency::from("BTC"),
193        Currency::from("USD"),
194        Currency::from("BTC"),
195        false,
196        OptionKind::Put,
197        Price::from("16000.000"),
198        activation,
199        expiration,
200        price_precision,
201        size_precision,
202        price_increment,
203        size_increment,
204        Some(Quantity::from(1)),
205        Some(Quantity::from(1)),
206        Some(Quantity::from("9000.0")),
207        Some(Quantity::from("0.1")),
208        None,
209        Some(Money::new(10.00, Currency::from("USD"))),
210        None,
211        None,
212        None,
213        None,
214        Some(dec!(0.0003)),
215        Some(dec!(0.0003)),
216        0.into(),
217        0.into(),
218    )
219}
220
221////////////////////////////////////////////////////////////////////////////////
222// CryptoPerpetual
223////////////////////////////////////////////////////////////////////////////////
224
225#[fixture]
226pub fn crypto_perpetual_ethusdt() -> CryptoPerpetual {
227    CryptoPerpetual::new(
228        InstrumentId::from("ETHUSDT-PERP.BINANCE"),
229        Symbol::from("ETHUSDT"),
230        Currency::from("ETH"),
231        Currency::from("USDT"),
232        Currency::from("USDT"),
233        false,
234        2,
235        3,
236        Price::from("0.01"),
237        Quantity::from("0.001"),
238        None,
239        None,
240        Some(Quantity::from("10000.0")),
241        Some(Quantity::from("0.001")),
242        None,
243        Some(Money::new(10.00, Currency::from("USDT"))),
244        Some(Price::from("15000.00")),
245        Some(Price::from("1.0")),
246        Some(dec!(1.0)),
247        Some(dec!(0.35)),
248        Some(dec!(0.0002)),
249        Some(dec!(0.0004)),
250        UnixNanos::default(),
251        UnixNanos::default(),
252    )
253}
254
255#[fixture]
256pub fn xbtusd_bitmex() -> CryptoPerpetual {
257    CryptoPerpetual::new(
258        InstrumentId::from("BTCUSDT.BITMEX"),
259        Symbol::from("XBTUSD"),
260        Currency::BTC(),
261        Currency::USD(),
262        Currency::BTC(),
263        true,
264        1,
265        0,
266        Price::from("0.5"),
267        Quantity::from("1"),
268        None,
269        None,
270        None,
271        None,
272        Some(Money::from("10000000 USD")),
273        Some(Money::from("1 USD")),
274        Some(Price::from("10000000")),
275        Some(Price::from("0.01")),
276        Some(dec!(0.01)),
277        Some(dec!(0.0035)),
278        Some(dec!(-0.00025)),
279        Some(dec!(0.00075)),
280        UnixNanos::default(),
281        UnixNanos::default(),
282    )
283}
284
285#[fixture]
286pub fn ethusdt_bitmex() -> CryptoPerpetual {
287    CryptoPerpetual::new(
288        InstrumentId::from("ETHUSD.BITMEX"),
289        Symbol::from("ETHUSD"),
290        Currency::ETH(),
291        Currency::USD(),
292        Currency::ETH(),
293        true,
294        2,
295        0,
296        Price::from("0.05"),
297        Quantity::from("1"),
298        None,
299        None,
300        None,
301        None,
302        None,
303        None,
304        Some(Price::from("10000000")),
305        Some(Price::from("0.01")),
306        Some(dec!(0.01)),
307        Some(dec!(0.0035)),
308        Some(dec!(-0.00025)),
309        Some(dec!(0.00075)),
310        UnixNanos::default(),
311        UnixNanos::default(),
312    )
313}
314
315////////////////////////////////////////////////////////////////////////////////
316// CurrencyPair
317////////////////////////////////////////////////////////////////////////////////
318
319#[fixture]
320pub fn currency_pair_btcusdt() -> CurrencyPair {
321    CurrencyPair::new(
322        InstrumentId::from("BTCUSDT.BINANCE"),
323        Symbol::from("BTCUSDT"),
324        Currency::from("BTC"),
325        Currency::from("USDT"),
326        2,
327        6,
328        Price::from("0.01"),
329        Quantity::from("0.000001"),
330        None,
331        None,
332        Some(Quantity::from("9000")),
333        Some(Quantity::from("0.000001")),
334        None,
335        None,
336        Some(Price::from("1000000")),
337        Some(Price::from("0.01")),
338        Some(dec!(0.001)),
339        Some(dec!(0.001)),
340        Some(dec!(0.001)),
341        Some(dec!(0.001)),
342        UnixNanos::default(),
343        UnixNanos::default(),
344    )
345}
346
347#[fixture]
348pub fn currency_pair_ethusdt() -> CurrencyPair {
349    CurrencyPair::new(
350        InstrumentId::from("ETHUSDT.BINANCE"),
351        Symbol::from("ETHUSDT"),
352        Currency::from("ETH"),
353        Currency::from("USDT"),
354        2,
355        5,
356        Price::from("0.01"),
357        Quantity::from("0.00001"),
358        None,
359        None,
360        Some(Quantity::from("9000")),
361        Some(Quantity::from("0.00001")),
362        None,
363        None,
364        Some(Price::from("1000000")),
365        Some(Price::from("0.01")),
366        Some(dec!(0.01)),
367        Some(dec!(0.0035)),
368        Some(dec!(0.0001)),
369        Some(dec!(0.0001)),
370        UnixNanos::default(),
371        UnixNanos::default(),
372    )
373}
374
375/// # Panics
376///
377/// Panics if `symbol` does not contain a '/' delimiter.
378#[must_use]
379pub fn default_fx_ccy(symbol: Symbol, venue: Option<Venue>) -> CurrencyPair {
380    let target_venue = venue.unwrap_or(Venue::from("SIM"));
381    let instrument_id = InstrumentId::new(symbol, target_venue);
382    let base_currency = symbol.as_str().split('/').next().unwrap();
383    let quote_currency = symbol.as_str().split('/').next_back().unwrap();
384    let price_precision = if quote_currency == "JPY" { 3 } else { 5 };
385    let price_increment = Price::new(1.0 / 10.0f64.powi(price_precision as i32), price_precision);
386    CurrencyPair::new(
387        instrument_id,
388        symbol,
389        Currency::from(base_currency),
390        Currency::from(quote_currency),
391        price_precision,
392        0,
393        price_increment,
394        Quantity::from("1"),
395        None,
396        Some(Quantity::from("1000")),
397        Some(Quantity::from("1000000")),
398        Some(Quantity::from("100")),
399        None,
400        None,
401        None,
402        None,
403        Some(dec!(0.03)),
404        Some(dec!(0.03)),
405        Some(dec!(0.00002)),
406        Some(dec!(0.00002)),
407        UnixNanos::default(),
408        UnixNanos::default(),
409    )
410}
411
412#[fixture]
413pub fn audusd_sim() -> CurrencyPair {
414    default_fx_ccy(Symbol::from("AUD/USD"), Some(Venue::from("SIM")))
415}
416
417#[fixture]
418pub fn gbpusd_sim() -> CurrencyPair {
419    default_fx_ccy(Symbol::from("GBP/USD"), Some(Venue::from("SIM")))
420}
421
422#[fixture]
423pub fn usdjpy_idealpro() -> CurrencyPair {
424    default_fx_ccy(Symbol::from("USD/JPY"), Some(Venue::from("IDEALPRO")))
425}
426
427////////////////////////////////////////////////////////////////////////////////
428// Equity
429////////////////////////////////////////////////////////////////////////////////
430
431#[fixture]
432pub fn equity_aapl() -> Equity {
433    Equity::new(
434        InstrumentId::from("AAPL.XNAS"),
435        Symbol::from("AAPL"),
436        Some(Ustr::from("US0378331005")),
437        Currency::from("USD"),
438        2,
439        Price::from("0.01"),
440        None,
441        None,
442        None,
443        None,
444        None,
445        None,
446        None,
447        None,
448        None,
449        UnixNanos::default(),
450        UnixNanos::default(),
451    )
452}
453
454////////////////////////////////////////////////////////////////////////////////
455// FuturesContract
456////////////////////////////////////////////////////////////////////////////////
457
458/// # Panics
459///
460/// Panics if constructing the activation or expiration timestamp fails,
461/// e.g., if the provided dates are invalid or timestamp conversion returns `None`.
462pub fn futures_contract_es(
463    activation: Option<UnixNanos>,
464    expiration: Option<UnixNanos>,
465) -> FuturesContract {
466    let activation = activation.unwrap_or(UnixNanos::from(
467        Utc.with_ymd_and_hms(2021, 9, 10, 0, 0, 0)
468            .unwrap()
469            .timestamp_nanos_opt()
470            .unwrap() as u64,
471    ));
472    let expiration = expiration.unwrap_or(UnixNanos::from(
473        Utc.with_ymd_and_hms(2021, 12, 17, 0, 0, 0)
474            .unwrap()
475            .timestamp_nanos_opt()
476            .unwrap() as u64,
477    ));
478    FuturesContract::new(
479        InstrumentId::from("ESZ21.GLBX"),
480        Symbol::from("ESZ21"),
481        AssetClass::Index,
482        Some(Ustr::from("XCME")),
483        Ustr::from("ES"),
484        activation,
485        expiration,
486        Currency::USD(),
487        2,
488        Price::from("0.01"),
489        Quantity::from(1),
490        Quantity::from(1),
491        None,
492        None,
493        None,
494        None,
495        None,
496        None,
497        None,
498        None,
499        UnixNanos::default(),
500        UnixNanos::default(),
501    )
502}
503
504////////////////////////////////////////////////////////////////////////////////
505// FuturesSpread
506////////////////////////////////////////////////////////////////////////////////
507
508#[fixture]
509pub fn futures_spread_es() -> FuturesSpread {
510    let activation = Utc.with_ymd_and_hms(2022, 6, 21, 13, 30, 0).unwrap();
511    let expiration = Utc.with_ymd_and_hms(2024, 6, 21, 13, 30, 0).unwrap();
512    FuturesSpread::new(
513        InstrumentId::from("ESM4-ESU4.GLBX"),
514        Symbol::from("ESM4-ESU4"),
515        AssetClass::Index,
516        Some(Ustr::from("XCME")),
517        Ustr::from("ES"),
518        Ustr::from("EQ"),
519        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
520        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
521        Currency::USD(),
522        2,
523        Price::from("0.01"),
524        Quantity::from(1),
525        Quantity::from(1),
526        None,
527        None,
528        None,
529        None,
530        None,
531        None,
532        None,
533        None,
534        UnixNanos::default(),
535        UnixNanos::default(),
536    )
537}
538
539////////////////////////////////////////////////////////////////////////////////
540// OptionContract
541////////////////////////////////////////////////////////////////////////////////
542
543#[fixture]
544pub fn option_contract_appl() -> OptionContract {
545    let activation = Utc.with_ymd_and_hms(2021, 9, 17, 0, 0, 0).unwrap();
546    let expiration = Utc.with_ymd_and_hms(2021, 12, 17, 0, 0, 0).unwrap();
547    OptionContract::new(
548        InstrumentId::from("AAPL211217C00150000.OPRA"),
549        Symbol::from("AAPL211217C00150000"),
550        AssetClass::Equity,
551        Some(Ustr::from("GMNI")),
552        Ustr::from("AAPL"),
553        OptionKind::Call,
554        Price::from("149.0"),
555        Currency::USD(),
556        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
557        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
558        2,
559        Price::from("0.01"),
560        Quantity::from(1),
561        Quantity::from(1),
562        None,
563        None,
564        None,
565        None,
566        None,
567        None,
568        None,
569        None,
570        UnixNanos::default(),
571        UnixNanos::default(),
572    )
573}
574
575////////////////////////////////////////////////////////////////////////////////
576// OptionSpread
577////////////////////////////////////////////////////////////////////////////////
578
579#[fixture]
580pub fn option_spread() -> OptionSpread {
581    let activation = Utc.with_ymd_and_hms(2023, 11, 6, 20, 54, 7).unwrap();
582    let expiration = Utc.with_ymd_and_hms(2024, 2, 23, 22, 59, 0).unwrap();
583    OptionSpread::new(
584        InstrumentId::from("UD:U$: GN 2534559.GLBX"),
585        Symbol::from("UD:U$: GN 2534559"),
586        AssetClass::FX,
587        Some(Ustr::from("XCME")),
588        Ustr::from("SR3"),
589        Ustr::from("GN"),
590        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
591        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
592        Currency::USD(),
593        2,
594        Price::from("0.01"),
595        Quantity::from(1),
596        Quantity::from(1),
597        None,
598        None,
599        None,
600        None,
601        None,
602        None,
603        None,
604        None,
605        UnixNanos::default(),
606        UnixNanos::default(),
607    )
608}
609
610////////////////////////////////////////////////////////////////////////////////
611// BettingInstrument
612////////////////////////////////////////////////////////////////////////////////
613
614#[fixture]
615pub fn betting() -> BettingInstrument {
616    let raw_symbol = Symbol::new("1-123456789");
617    let id = InstrumentId::from(format!("{raw_symbol}.BETFAIR").as_str());
618    let event_type_id = 6423;
619    let event_type_name = Ustr::from("American Football");
620    let competition_id = 12282733;
621    let competition_name = Ustr::from("NFL");
622    let event_id = 29678534;
623    let event_name = Ustr::from("NFL");
624    let event_country_code = Ustr::from("GB");
625    let event_open_date = UnixNanos::from(
626        Utc.with_ymd_and_hms(2022, 2, 7, 23, 30, 0)
627            .unwrap()
628            .timestamp_nanos_opt()
629            .unwrap() as u64,
630    );
631    let betting_type = Ustr::from("ODDS");
632    let market_id = Ustr::from("1-123456789");
633    let market_name = Ustr::from("AFC Conference Winner");
634    let market_type = Ustr::from("SPECIAL");
635    let market_start_time = UnixNanos::from(
636        Utc.with_ymd_and_hms(2022, 2, 7, 23, 30, 0)
637            .unwrap()
638            .timestamp_nanos_opt()
639            .unwrap() as u64,
640    );
641    let selection_id = 50214;
642    let selection_name = Ustr::from("Kansas City Chiefs");
643    let selection_handicap = 0.0;
644    let currency = Currency::GBP();
645    let price_increment = Price::from("0.01");
646    let size_increment = Quantity::from("0.01");
647    let max_quantity = Some(Quantity::from("1000"));
648    let min_quantity = Some(Quantity::from("1"));
649    let max_notional = Some(Money::from("10000 GBP"));
650    let min_notional = Some(Money::from("10 GBP"));
651    let max_price = Some(Price::from("100.00"));
652    let min_price = Some(Price::from("1.00"));
653    let margin_init = Some(Decimal::from(1));
654    let margin_maint = Some(Decimal::from(1));
655    let maker_fee = Some(Decimal::from(0));
656    let taker_fee = Some(Decimal::from(0));
657    let ts_event = UnixNanos::default();
658    let ts_init = UnixNanos::default();
659
660    BettingInstrument::new(
661        id,
662        raw_symbol,
663        event_type_id,
664        event_type_name,
665        competition_id,
666        competition_name,
667        event_id,
668        event_name,
669        event_country_code,
670        event_open_date,
671        betting_type,
672        market_id,
673        market_name,
674        market_type,
675        market_start_time,
676        selection_id,
677        selection_name,
678        selection_handicap,
679        currency,
680        price_increment.precision,
681        size_increment.precision,
682        price_increment,
683        size_increment,
684        max_quantity,
685        min_quantity,
686        max_notional,
687        min_notional,
688        max_price,
689        min_price,
690        margin_init,
691        margin_maint,
692        maker_fee,
693        taker_fee,
694        ts_event,
695        ts_init,
696    )
697}
698
699////////////////////////////////////////////////////////////////////////////////
700// BinaryOption
701////////////////////////////////////////////////////////////////////////////////
702
703#[fixture]
704pub fn binary_option() -> BinaryOption {
705    let raw_symbol = Symbol::new(
706        "0x12a0cb60174abc437bf1178367c72d11f069e1a3add20b148fb0ab4279b772b2-92544998123698303655208967887569360731013655782348975589292031774495159624905",
707    );
708    let activation = Utc.with_ymd_and_hms(2023, 11, 6, 20, 54, 7).unwrap();
709    let expiration = Utc.with_ymd_and_hms(2024, 2, 23, 22, 59, 0).unwrap();
710    let price_increment = Price::from("0.001");
711    let size_increment = Quantity::from("0.01");
712    BinaryOption::new(
713        InstrumentId::from("{raw_symbol}.POLYMARKET"),
714        raw_symbol,
715        AssetClass::Alternative,
716        Currency::USDC(),
717        UnixNanos::from(activation.timestamp_nanos_opt().unwrap() as u64),
718        UnixNanos::from(expiration.timestamp_nanos_opt().unwrap() as u64),
719        price_increment.precision,
720        size_increment.precision,
721        price_increment,
722        size_increment,
723        None,
724        None,
725        None,
726        None,
727        None,
728        None,
729        None,
730        None,
731        None,
732        None,
733        None,
734        None,
735        UnixNanos::default(),
736        UnixNanos::default(),
737    )
738}
nautilus_model/instruments/stubs.rs

nautilus_model/instruments/
stubs.rs
