nautilus_model/
venues.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
16//! Common `Venue` constants.
17
18use std::{
19    collections::HashMap,
20    sync::{LazyLock, Mutex, OnceLock},
21};
22
23use crate::identifiers::Venue;
24
25static CBCM_LOCK: OnceLock<Venue> = OnceLock::new();
26static GLBX_LOCK: OnceLock<Venue> = OnceLock::new();
27static NYUM_LOCK: OnceLock<Venue> = OnceLock::new();
28static XCBT_LOCK: OnceLock<Venue> = OnceLock::new();
29static XCEC_LOCK: OnceLock<Venue> = OnceLock::new();
30static XCME_LOCK: OnceLock<Venue> = OnceLock::new();
31static XFXS_LOCK: OnceLock<Venue> = OnceLock::new();
32static XNYM_LOCK: OnceLock<Venue> = OnceLock::new();
33
34impl Venue {
35    /// Returns the CBCM (Chicago Board of Trade) venue.
36    #[allow(non_snake_case)]
37    pub fn CBCM() -> Self {
38        *CBCM_LOCK.get_or_init(|| Self::from("CBCM"))
39    }
40    /// Returns the GLBX (Globex) venue.
41    #[allow(non_snake_case)]
42    pub fn GLBX() -> Self {
43        *GLBX_LOCK.get_or_init(|| Self::from("GLBX"))
44    }
45    /// Returns the NYUM (New York Mercantile Exchange) venue.
46    #[allow(non_snake_case)]
47    pub fn NYUM() -> Self {
48        *NYUM_LOCK.get_or_init(|| Self::from("NYUM"))
49    }
50    /// Returns the XCBT (Chicago Board of Trade) venue.
51    #[allow(non_snake_case)]
52    pub fn XCBT() -> Self {
53        *XCBT_LOCK.get_or_init(|| Self::from("XCBT"))
54    }
55    /// Returns the XCEC (Chicago Mercantile Exchange Center) venue.
56    #[allow(non_snake_case)]
57    pub fn XCEC() -> Self {
58        *XCEC_LOCK.get_or_init(|| Self::from("XCEC"))
59    }
60    /// Returns the XCME (Chicago Mercantile Exchange) venue.
61    #[allow(non_snake_case)]
62    pub fn XCME() -> Self {
63        *XCME_LOCK.get_or_init(|| Self::from("XCME"))
64    }
65    /// Returns the XFXS (CME FX) venue.
66    #[allow(non_snake_case)]
67    pub fn XFXS() -> Self {
68        *XFXS_LOCK.get_or_init(|| Self::from("XFXS"))
69    }
70    /// Returns the XNYM (New York Mercantile Exchange) venue.
71    #[allow(non_snake_case)]
72    pub fn XNYM() -> Self {
73        *XNYM_LOCK.get_or_init(|| Self::from("XNYM"))
74    }
75}
76
77pub static VENUE_MAP: LazyLock<Mutex<HashMap<&str, Venue>>> = LazyLock::new(|| {
78    let mut map = HashMap::new();
79    map.insert(Venue::CBCM().inner().as_str(), Venue::CBCM());
80    map.insert(Venue::GLBX().inner().as_str(), Venue::GLBX());
81    map.insert(Venue::NYUM().inner().as_str(), Venue::NYUM());
82    map.insert(Venue::XCBT().inner().as_str(), Venue::XCBT());
83    map.insert(Venue::XCEC().inner().as_str(), Venue::XCEC());
84    map.insert(Venue::XCME().inner().as_str(), Venue::XCME());
85    map.insert(Venue::XFXS().inner().as_str(), Venue::XFXS());
86    map.insert(Venue::XNYM().inner().as_str(), Venue::XNYM());
87    Mutex::new(map)
88});
89
90////////////////////////////////////////////////////////////////////////////////
91// Tests
92////////////////////////////////////////////////////////////////////////////////
93#[cfg(test)]
94mod tests {
95    use nautilus_core::MUTEX_POISONED;
96    use rstest::*;
97
98    use super::*;
99
100    #[rstest]
101    fn test_venue_constants() {
102        // Test that all venue constants return consistent values
103        let cbcm1 = Venue::CBCM();
104        let cbcm2 = Venue::CBCM();
105        assert_eq!(cbcm1, cbcm2);
106        assert_eq!(cbcm1.inner().as_str(), "CBCM");
107
108        let glbx1 = Venue::GLBX();
109        let glbx2 = Venue::GLBX();
110        assert_eq!(glbx1, glbx2);
111        assert_eq!(glbx1.inner().as_str(), "GLBX");
112
113        let nyum1 = Venue::NYUM();
114        let nyum2 = Venue::NYUM();
115        assert_eq!(nyum1, nyum2);
116        assert_eq!(nyum1.inner().as_str(), "NYUM");
117
118        let xcbt1 = Venue::XCBT();
119        let xcbt2 = Venue::XCBT();
120        assert_eq!(xcbt1, xcbt2);
121        assert_eq!(xcbt1.inner().as_str(), "XCBT");
122
123        let xcec1 = Venue::XCEC();
124        let xcec2 = Venue::XCEC();
125        assert_eq!(xcec1, xcec2);
126        assert_eq!(xcec1.inner().as_str(), "XCEC");
127
128        let xcme1 = Venue::XCME();
129        let xcme2 = Venue::XCME();
130        assert_eq!(xcme1, xcme2);
131        assert_eq!(xcme1.inner().as_str(), "XCME");
132
133        let xfxs1 = Venue::XFXS();
134        let xfxs2 = Venue::XFXS();
135        assert_eq!(xfxs1, xfxs2);
136        assert_eq!(xfxs1.inner().as_str(), "XFXS");
137
138        let xnym1 = Venue::XNYM();
139        let xnym2 = Venue::XNYM();
140        assert_eq!(xnym1, xnym2);
141        assert_eq!(xnym1.inner().as_str(), "XNYM");
142    }
143
144    #[rstest]
145    fn test_venue_constants_uniqueness() {
146        // Test that all venue constants are different from each other
147        let venues = [
148            Venue::CBCM(),
149            Venue::GLBX(),
150            Venue::NYUM(),
151            Venue::XCBT(),
152            Venue::XCEC(),
153            Venue::XCME(),
154            Venue::XFXS(),
155            Venue::XNYM(),
156        ];
157
158        // Check that all venues are unique
159        for (i, venue1) in venues.iter().enumerate() {
160            for (j, venue2) in venues.iter().enumerate() {
161                if i != j {
162                    assert_ne!(
163                        venue1, venue2,
164                        "Venues at indices {i} and {j} should be different"
165                    );
166                }
167            }
168        }
169    }
170
171    #[rstest]
172    fn test_venue_map_contains_all_venues() {
173        let venue_map = VENUE_MAP.lock().expect(MUTEX_POISONED);
174
175        // Test that all venue constants are in the map
176        assert!(venue_map.contains_key("CBCM"));
177        assert!(venue_map.contains_key("GLBX"));
178        assert!(venue_map.contains_key("NYUM"));
179        assert!(venue_map.contains_key("XCBT"));
180        assert!(venue_map.contains_key("XCEC"));
181        assert!(venue_map.contains_key("XCME"));
182        assert!(venue_map.contains_key("XFXS"));
183        assert!(venue_map.contains_key("XNYM"));
184
185        // Test that the map has exactly 8 entries
186        assert_eq!(venue_map.len(), 8);
187    }
188
189    #[rstest]
190    fn test_venue_map_values_match_constants() {
191        let venue_map = VENUE_MAP.lock().expect(MUTEX_POISONED);
192
193        // Test that map values match the venue constants
194        assert_eq!(venue_map.get("CBCM").unwrap(), &Venue::CBCM());
195        assert_eq!(venue_map.get("GLBX").unwrap(), &Venue::GLBX());
196        assert_eq!(venue_map.get("NYUM").unwrap(), &Venue::NYUM());
197        assert_eq!(venue_map.get("XCBT").unwrap(), &Venue::XCBT());
198        assert_eq!(venue_map.get("XCEC").unwrap(), &Venue::XCEC());
199        assert_eq!(venue_map.get("XCME").unwrap(), &Venue::XCME());
200        assert_eq!(venue_map.get("XFXS").unwrap(), &Venue::XFXS());
201        assert_eq!(venue_map.get("XNYM").unwrap(), &Venue::XNYM());
202    }
203
204    #[rstest]
205    fn test_venue_map_lookup_nonexistent() {
206        let venue_map = VENUE_MAP.lock().expect(MUTEX_POISONED);
207
208        // Test that non-existent venues return None
209        assert!(venue_map.get("INVALID").is_none());
210        assert!(venue_map.get("").is_none());
211        assert!(venue_map.get("NYSE").is_none()); // Valid venue but not in our constants
212    }
213
214    #[rstest]
215    fn test_venue_constants_lazy_initialization() {
216        // Test that venue constants work with lazy initialization
217        // This implicitly tests that OnceLock works correctly
218
219        // Multiple calls should return the same instance
220        let cbcm_calls = (0..10).map(|_| Venue::CBCM()).collect::<Vec<_>>();
221        let first_cbcm = cbcm_calls[0];
222
223        for cbcm in cbcm_calls {
224            assert_eq!(cbcm, first_cbcm);
225        }
226    }
227
228    #[rstest]
229    fn test_all_venue_strings() {
230        // Test the string representations of all venues
231        let expected_venues = vec![
232            ("CBCM", Venue::CBCM()),
233            ("GLBX", Venue::GLBX()),
234            ("NYUM", Venue::NYUM()),
235            ("XCBT", Venue::XCBT()),
236            ("XCEC", Venue::XCEC()),
237            ("XCME", Venue::XCME()),
238            ("XFXS", Venue::XFXS()),
239            ("XNYM", Venue::XNYM()),
240        ];
241
242        for (expected_str, venue) in expected_venues {
243            assert_eq!(venue.inner().as_str(), expected_str);
244            assert_eq!(format!("{venue}"), expected_str);
245        }
246    }
247
248    #[rstest]
249    fn test_venue_constants_thread_safety() {
250        use std::thread;
251
252        // Test that venue constants are thread-safe
253        let handles: Vec<_> = (0..4)
254            .map(|_| {
255                thread::spawn(|| {
256                    // Access all venue constants from different threads
257                    let venues = vec![
258                        Venue::CBCM(),
259                        Venue::GLBX(),
260                        Venue::NYUM(),
261                        Venue::XCBT(),
262                        Venue::XCEC(),
263                        Venue::XCME(),
264                        Venue::XFXS(),
265                        Venue::XNYM(),
266                    ];
267                    venues
268                })
269            })
270            .collect();
271
272        let results: Vec<Vec<Venue>> = handles.into_iter().map(|h| h.join().unwrap()).collect();
273
274        // All threads should return the same venue instances
275        for venues in &results {
276            assert_eq!(venues[0], Venue::CBCM());
277            assert_eq!(venues[1], Venue::GLBX());
278            assert_eq!(venues[2], Venue::NYUM());
279            assert_eq!(venues[3], Venue::XCBT());
280            assert_eq!(venues[4], Venue::XCEC());
281            assert_eq!(venues[5], Venue::XCME());
282            assert_eq!(venues[6], Venue::XFXS());
283            assert_eq!(venues[7], Venue::XNYM());
284        }
285    }
286
287    #[rstest]
288    fn test_venue_map_thread_safety() {
289        use std::thread;
290
291        // Test that VENUE_MAP is thread-safe
292        let handles: Vec<_> = (0..4)
293            .map(|_| {
294                thread::spawn(|| {
295                    let venue_map = VENUE_MAP.lock().expect(MUTEX_POISONED);
296                    venue_map.get("XCME").copied()
297                })
298            })
299            .collect();
300
301        let results: Vec<Option<Venue>> = handles.into_iter().map(|h| h.join().unwrap()).collect();
302
303        // All threads should return the same result
304        for result in results {
305            assert_eq!(result, Some(Venue::XCME()));
306        }
307    }
308}
nautilus_model/venues.rs

nautilus_model/
venues.rs
