nautilus_model/python/instruments/
crypto_perpetual.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::{
17    collections::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::python::{
22    IntoPyObjectNautilusExt, serialization::from_dict_pyo3, to_pyvalue_err,
23};
24use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
25use rust_decimal::Decimal;
26
27use crate::{
28    identifiers::{InstrumentId, Symbol},
29    instruments::CryptoPerpetual,
30    types::{Currency, Money, Price, Quantity},
31};
32
33#[pymethods]
34impl CryptoPerpetual {
35    #[allow(clippy::too_many_arguments)]
36    #[new]
37    #[pyo3(signature = (id, raw_symbol, base_currency, quote_currency, settlement_currency, is_inverse, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, multiplier=None, lot_size=None, max_quantity=None, min_quantity=None, max_notional=None, min_notional=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None))]
38    fn py_new(
39        id: InstrumentId,
40        raw_symbol: Symbol,
41        base_currency: Currency,
42        quote_currency: Currency,
43        settlement_currency: Currency,
44        is_inverse: bool,
45        price_precision: u8,
46        size_precision: u8,
47        price_increment: Price,
48        size_increment: Quantity,
49        ts_event: u64,
50        ts_init: u64,
51        multiplier: Option<Quantity>,
52        lot_size: Option<Quantity>,
53        max_quantity: Option<Quantity>,
54        min_quantity: Option<Quantity>,
55        max_notional: Option<Money>,
56        min_notional: Option<Money>,
57        max_price: Option<Price>,
58        min_price: Option<Price>,
59        margin_init: Option<Decimal>,
60        margin_maint: Option<Decimal>,
61        maker_fee: Option<Decimal>,
62        taker_fee: Option<Decimal>,
63    ) -> PyResult<Self> {
64        Self::new_checked(
65            id,
66            raw_symbol,
67            base_currency,
68            quote_currency,
69            settlement_currency,
70            is_inverse,
71            price_precision,
72            size_precision,
73            price_increment,
74            size_increment,
75            multiplier,
76            lot_size,
77            max_quantity,
78            min_quantity,
79            max_notional,
80            min_notional,
81            max_price,
82            min_price,
83            margin_init,
84            margin_maint,
85            maker_fee,
86            taker_fee,
87            ts_event.into(),
88            ts_init.into(),
89        )
90        .map_err(to_pyvalue_err)
91    }
92
93    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
94        match op {
95            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
96            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
97            _ => py.NotImplemented(),
98        }
99    }
100
101    fn __hash__(&self) -> isize {
102        let mut hasher = DefaultHasher::new();
103        self.hash(&mut hasher);
104        hasher.finish() as isize
105    }
106
107    #[getter]
108    fn type_str(&self) -> &str {
109        stringify!(CryptoPerpetual)
110    }
111
112    #[getter]
113    #[pyo3(name = "id")]
114    fn py_id(&self) -> InstrumentId {
115        self.id
116    }
117
118    #[getter]
119    #[pyo3(name = "raw_symbol")]
120    fn py_raw_symbol(&self) -> Symbol {
121        self.raw_symbol
122    }
123
124    #[getter]
125    #[pyo3(name = "base_currency")]
126    fn py_base_currency(&self) -> Currency {
127        self.base_currency
128    }
129
130    #[getter]
131    #[pyo3(name = "quote_currency")]
132    fn py_quote_currency(&self) -> Currency {
133        self.quote_currency
134    }
135
136    #[getter]
137    #[pyo3(name = "settlement_currency")]
138    fn py_settlement_currency(&self) -> Currency {
139        self.settlement_currency
140    }
141
142    #[getter]
143    #[pyo3(name = "is_inverse")]
144    fn py_is_inverse(&self) -> bool {
145        self.is_inverse
146    }
147
148    #[getter]
149    #[pyo3(name = "price_precision")]
150    fn py_price_precision(&self) -> u8 {
151        self.price_precision
152    }
153
154    #[getter]
155    #[pyo3(name = "size_precision")]
156    fn py_size_precision(&self) -> u8 {
157        self.size_precision
158    }
159
160    #[getter]
161    #[pyo3(name = "price_increment")]
162    fn py_price_increment(&self) -> Price {
163        self.price_increment
164    }
165
166    #[getter]
167    #[pyo3(name = "size_increment")]
168    fn py_size_increment(&self) -> Quantity {
169        self.size_increment
170    }
171
172    #[getter]
173    #[pyo3(name = "multiplier")]
174    fn py_multiplier(&self) -> Quantity {
175        self.multiplier
176    }
177
178    #[getter]
179    #[pyo3(name = "lot_size")]
180    fn py_lot_size(&self) -> Quantity {
181        self.lot_size
182    }
183
184    #[getter]
185    #[pyo3(name = "max_quantity")]
186    fn py_max_quantity(&self) -> Option<Quantity> {
187        self.max_quantity
188    }
189
190    #[getter]
191    #[pyo3(name = "min_quantity")]
192    fn py_min_quantity(&self) -> Option<Quantity> {
193        self.min_quantity
194    }
195
196    #[getter]
197    #[pyo3(name = "max_notional")]
198    fn py_max_notional(&self) -> Option<Money> {
199        self.max_notional
200    }
201
202    #[getter]
203    #[pyo3(name = "min_notional")]
204    fn py_min_notional(&self) -> Option<Money> {
205        self.min_notional
206    }
207
208    #[getter]
209    #[pyo3(name = "max_price")]
210    fn py_max_price(&self) -> Option<Price> {
211        self.max_price
212    }
213
214    #[getter]
215    #[pyo3(name = "min_price")]
216    fn py_min_price(&self) -> Option<Price> {
217        self.min_price
218    }
219
220    #[getter]
221    #[pyo3(name = "ts_event")]
222    fn py_ts_event(&self) -> u64 {
223        self.ts_event.as_u64()
224    }
225
226    #[getter]
227    #[pyo3(name = "ts_init")]
228    fn py_ts_init(&self) -> u64 {
229        self.ts_init.as_u64()
230    }
231
232    #[getter]
233    #[pyo3(name = "margin_init")]
234    fn py_margin_init(&self) -> Decimal {
235        self.margin_init
236    }
237
238    #[getter]
239    #[pyo3(name = "margin_maint")]
240    fn py_margin_maint(&self) -> Decimal {
241        self.margin_maint
242    }
243
244    #[getter]
245    #[pyo3(name = "maker_fee")]
246    fn py_maker_fee(&self) -> Decimal {
247        self.maker_fee
248    }
249
250    #[getter]
251    #[pyo3(name = "taker_fee")]
252    fn py_taker_fee(&self) -> Decimal {
253        self.taker_fee
254    }
255
256    #[getter]
257    #[pyo3(name = "info")]
258    fn py_info(&self, py: Python<'_>) -> PyResult<PyObject> {
259        Ok(PyDict::new(py).into())
260    }
261
262    #[staticmethod]
263    #[pyo3(name = "from_dict")]
264    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
265        from_dict_pyo3(py, values)
266    }
267
268    #[pyo3(name = "to_dict")]
269    fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject> {
270        let dict = PyDict::new(py);
271        dict.set_item("type", stringify!(CryptoPerpetual))?;
272        dict.set_item("id", self.id.to_string())?;
273        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
274        dict.set_item("base_currency", self.base_currency.code.to_string())?;
275        dict.set_item("quote_currency", self.quote_currency.code.to_string())?;
276        dict.set_item(
277            "settlement_currency",
278            self.settlement_currency.code.to_string(),
279        )?;
280        dict.set_item("is_inverse", self.is_inverse)?;
281        dict.set_item("price_precision", self.price_precision)?;
282        dict.set_item("size_precision", self.size_precision)?;
283        dict.set_item("price_increment", self.price_increment.to_string())?;
284        dict.set_item("size_increment", self.size_increment.to_string())?;
285        dict.set_item("maker_fee", self.maker_fee.to_string())?;
286        dict.set_item("taker_fee", self.taker_fee.to_string())?;
287        dict.set_item("margin_init", self.margin_init.to_string())?;
288        dict.set_item("margin_maint", self.margin_maint.to_string())?;
289        dict.set_item("info", PyDict::new(py))?;
290        dict.set_item("ts_event", self.ts_event.as_u64())?;
291        dict.set_item("ts_init", self.ts_init.as_u64())?;
292        dict.set_item("multiplier", self.multiplier.to_string())?;
293        dict.set_item("lot_size", self.lot_size.to_string())?;
294        match self.max_quantity {
295            Some(value) => dict.set_item("max_quantity", value.to_string())?,
296            None => dict.set_item("max_quantity", py.None())?,
297        }
298        match self.min_quantity {
299            Some(value) => dict.set_item("min_quantity", value.to_string())?,
300            None => dict.set_item("min_quantity", py.None())?,
301        }
302        match self.max_notional {
303            Some(value) => dict.set_item("max_notional", value.to_string())?,
304            None => dict.set_item("max_notional", py.None())?,
305        }
306        match self.min_notional {
307            Some(value) => dict.set_item("min_notional", value.to_string())?,
308            None => dict.set_item("min_notional", py.None())?,
309        }
310        match self.max_price {
311            Some(value) => dict.set_item("max_price", value.to_string())?,
312            None => dict.set_item("max_price", py.None())?,
313        }
314        match self.min_price {
315            Some(value) => dict.set_item("min_price", value.to_string())?,
316            None => dict.set_item("min_price", py.None())?,
317        }
318        Ok(dict.into())
319    }
320}
nautilus_model/python/instruments/crypto_perpetual.rs

nautilus_model/python/instruments/
crypto_perpetual.rs
