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 rstest::*;
96
97    use super::*;
98
99    #[rstest]
100    fn test_venue_constants() {
101        // Test that all venue constants return consistent values
102        let cbcm1 = Venue::CBCM();
103        let cbcm2 = Venue::CBCM();
104        assert_eq!(cbcm1, cbcm2);
105        assert_eq!(cbcm1.inner().as_str(), "CBCM");
106
107        let glbx1 = Venue::GLBX();
108        let glbx2 = Venue::GLBX();
109        assert_eq!(glbx1, glbx2);
110        assert_eq!(glbx1.inner().as_str(), "GLBX");
111
112        let nyum1 = Venue::NYUM();
113        let nyum2 = Venue::NYUM();
114        assert_eq!(nyum1, nyum2);
115        assert_eq!(nyum1.inner().as_str(), "NYUM");
116
117        let xcbt1 = Venue::XCBT();
118        let xcbt2 = Venue::XCBT();
119        assert_eq!(xcbt1, xcbt2);
120        assert_eq!(xcbt1.inner().as_str(), "XCBT");
121
122        let xcec1 = Venue::XCEC();
123        let xcec2 = Venue::XCEC();
124        assert_eq!(xcec1, xcec2);
125        assert_eq!(xcec1.inner().as_str(), "XCEC");
126
127        let xcme1 = Venue::XCME();
128        let xcme2 = Venue::XCME();
129        assert_eq!(xcme1, xcme2);
130        assert_eq!(xcme1.inner().as_str(), "XCME");
131
132        let xfxs1 = Venue::XFXS();
133        let xfxs2 = Venue::XFXS();
134        assert_eq!(xfxs1, xfxs2);
135        assert_eq!(xfxs1.inner().as_str(), "XFXS");
136
137        let xnym1 = Venue::XNYM();
138        let xnym2 = Venue::XNYM();
139        assert_eq!(xnym1, xnym2);
140        assert_eq!(xnym1.inner().as_str(), "XNYM");
141    }
142
143    #[rstest]
144    fn test_venue_constants_uniqueness() {
145        // Test that all venue constants are different from each other
146        let venues = [
147            Venue::CBCM(),
148            Venue::GLBX(),
149            Venue::NYUM(),
150            Venue::XCBT(),
151            Venue::XCEC(),
152            Venue::XCME(),
153            Venue::XFXS(),
154            Venue::XNYM(),
155        ];
156
157        // Check that all venues are unique
158        for (i, venue1) in venues.iter().enumerate() {
159            for (j, venue2) in venues.iter().enumerate() {
160                if i != j {
161                    assert_ne!(
162                        venue1, venue2,
163                        "Venues at indices {i} and {j} should be different"
164                    );
165                }
166            }
167        }
168    }
169
170    #[rstest]
171    fn test_venue_map_contains_all_venues() {
172        let venue_map = VENUE_MAP.lock().unwrap();
173
174        // Test that all venue constants are in the map
175        assert!(venue_map.contains_key("CBCM"));
176        assert!(venue_map.contains_key("GLBX"));
177        assert!(venue_map.contains_key("NYUM"));
178        assert!(venue_map.contains_key("XCBT"));
179        assert!(venue_map.contains_key("XCEC"));
180        assert!(venue_map.contains_key("XCME"));
181        assert!(venue_map.contains_key("XFXS"));
182        assert!(venue_map.contains_key("XNYM"));
183
184        // Test that the map has exactly 8 entries
185        assert_eq!(venue_map.len(), 8);
186    }
187
188    #[rstest]
189    fn test_venue_map_values_match_constants() {
190        let venue_map = VENUE_MAP.lock().unwrap();
191
192        // Test that map values match the venue constants
193        assert_eq!(venue_map.get("CBCM").unwrap(), &Venue::CBCM());
194        assert_eq!(venue_map.get("GLBX").unwrap(), &Venue::GLBX());
195        assert_eq!(venue_map.get("NYUM").unwrap(), &Venue::NYUM());
196        assert_eq!(venue_map.get("XCBT").unwrap(), &Venue::XCBT());
197        assert_eq!(venue_map.get("XCEC").unwrap(), &Venue::XCEC());
198        assert_eq!(venue_map.get("XCME").unwrap(), &Venue::XCME());
199        assert_eq!(venue_map.get("XFXS").unwrap(), &Venue::XFXS());
200        assert_eq!(venue_map.get("XNYM").unwrap(), &Venue::XNYM());
201    }
202
203    #[rstest]
204    fn test_venue_map_lookup_nonexistent() {
205        let venue_map = VENUE_MAP.lock().unwrap();
206
207        // Test that non-existent venues return None
208        assert!(venue_map.get("INVALID").is_none());
209        assert!(venue_map.get("").is_none());
210        assert!(venue_map.get("NYSE").is_none()); // Valid venue but not in our constants
211    }
212
213    #[rstest]
214    fn test_venue_constants_lazy_initialization() {
215        // Test that venue constants work with lazy initialization
216        // This implicitly tests that OnceLock works correctly
217
218        // Multiple calls should return the same instance
219        let cbcm_calls = (0..10).map(|_| Venue::CBCM()).collect::<Vec<_>>();
220        let first_cbcm = cbcm_calls[0];
221
222        for cbcm in cbcm_calls {
223            assert_eq!(cbcm, first_cbcm);
224        }
225    }
226
227    #[rstest]
228    fn test_all_venue_strings() {
229        // Test the string representations of all venues
230        let expected_venues = vec![
231            ("CBCM", Venue::CBCM()),
232            ("GLBX", Venue::GLBX()),
233            ("NYUM", Venue::NYUM()),
234            ("XCBT", Venue::XCBT()),
235            ("XCEC", Venue::XCEC()),
236            ("XCME", Venue::XCME()),
237            ("XFXS", Venue::XFXS()),
238            ("XNYM", Venue::XNYM()),
239        ];
240
241        for (expected_str, venue) in expected_venues {
242            assert_eq!(venue.inner().as_str(), expected_str);
243            assert_eq!(format!("{venue}"), expected_str);
244        }
245    }
246
247    #[rstest]
248    fn test_venue_constants_thread_safety() {
249        use std::thread;
250
251        // Test that venue constants are thread-safe
252        let handles: Vec<_> = (0..4)
253            .map(|_| {
254                thread::spawn(|| {
255                    // Access all venue constants from different threads
256                    let venues = vec![
257                        Venue::CBCM(),
258                        Venue::GLBX(),
259                        Venue::NYUM(),
260                        Venue::XCBT(),
261                        Venue::XCEC(),
262                        Venue::XCME(),
263                        Venue::XFXS(),
264                        Venue::XNYM(),
265                    ];
266                    venues
267                })
268            })
269            .collect();
270
271        let results: Vec<Vec<Venue>> = handles.into_iter().map(|h| h.join().unwrap()).collect();
272
273        // All threads should return the same venue instances
274        for venues in &results {
275            assert_eq!(venues[0], Venue::CBCM());
276            assert_eq!(venues[1], Venue::GLBX());
277            assert_eq!(venues[2], Venue::NYUM());
278            assert_eq!(venues[3], Venue::XCBT());
279            assert_eq!(venues[4], Venue::XCEC());
280            assert_eq!(venues[5], Venue::XCME());
281            assert_eq!(venues[6], Venue::XFXS());
282            assert_eq!(venues[7], Venue::XNYM());
283        }
284    }
285
286    #[rstest]
287    fn test_venue_map_thread_safety() {
288        use std::thread;
289
290        // Test that VENUE_MAP is thread-safe
291        let handles: Vec<_> = (0..4)
292            .map(|_| {
293                thread::spawn(|| {
294                    let venue_map = VENUE_MAP.lock().unwrap();
295                    venue_map.get("XCME").copied()
296                })
297            })
298            .collect();
299
300        let results: Vec<Option<Venue>> = handles.into_iter().map(|h| h.join().unwrap()).collect();
301
302        // All threads should return the same result
303        for result in results {
304            assert_eq!(result, Some(Venue::XCME()));
305        }
306    }
307}
nautilus_model/venues.rs

nautilus_model/
venues.rs
