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

nautilus_model/python/instruments/
currency_pair.rs
