nautilus_persistence/backend/catalog.rs
1// -------------------------------------------------------------------------------------------------
2// Copyright (C) 2015-2026 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//! Parquet data catalog for efficient storage and retrieval of financial market data.
17//!
18//! This module provides a comprehensive data catalog implementation that uses Apache Parquet
19//! format for storing financial market data with object store backends. The catalog supports
20//! various data types including quotes, trades, bars, order book data, and other market events.
21//!
22//! # Key Features
23//!
24//! - **Object Store Integration**: Works with local filesystems, S3, and other object stores.
25//! - **Data Type Support**: Handles all major financial data types (quotes, trades, bars, etc.).
26//! - **Time-based Organization**: Organizes data by timestamp ranges for efficient querying.
27//! - **Consolidation**: Merges multiple files to optimize storage and query performance.
28//! - **Validation**: Ensures data integrity with timestamp ordering and interval validation.
29//!
30//! # Architecture
31//!
32//! The catalog organizes data in a hierarchical structure:
33//! ```text
34//! data/
35//! ├── quotes/
36//! │ └── INSTRUMENT_ID/
37//! │ └── start_ts-end_ts.parquet
38//! ├── trades/
39//! │ └── INSTRUMENT_ID/
40//! │ └── start_ts-end_ts.parquet
41//! └── bars/
42//! └── INSTRUMENT_ID/
43//! └── start_ts-end_ts.parquet
44//! ```
45//!
46//! # Usage
47//!
48//! ```rust,no_run
49//! use std::path::PathBuf;
50//! use nautilus_persistence::backend::catalog::ParquetDataCatalog;
51//!
52//! // Create a new catalog
53//! let catalog = ParquetDataCatalog::new(
54//! PathBuf::from("/path/to/data"),
55//! None, // storage_options
56//! Some(5000), // batch_size
57//! None, // compression (defaults to SNAPPY)
58//! None, // max_row_group_size (defaults to 5000)
59//! );
60//!
61//! // Write data to the catalog
62//! // catalog.write_to_parquet(data, None, None)?;
63//! ```
64
65use std::{
66 fmt::Debug,
67 ops::Bound,
68 path::{Path, PathBuf},
69 sync::Arc,
70};
71
72use ahash::AHashMap;
73use datafusion::arrow::record_batch::RecordBatch;
74use futures::StreamExt;
75use heck::ToSnakeCase;
76use itertools::Itertools;
77use nautilus_common::live::get_runtime;
78use nautilus_core::{
79 UnixNanos,
80 datetime::{iso8601_to_unix_nanos, unix_nanos_to_iso8601},
81};
82use nautilus_model::data::{
83 Bar, Data, FundingRateUpdate, HasTsInit, IndexPriceUpdate, MarkPriceUpdate, OrderBookDelta,
84 OrderBookDepth10, QuoteTick, TradeTick, close::InstrumentClose, to_variant,
85};
86use nautilus_serialization::arrow::{DecodeDataFromRecordBatch, EncodeToRecordBatch};
87use object_store::{ObjectStore, path::Path as ObjectPath};
88use serde::Serialize;
89use unbounded_interval_tree::interval_tree::IntervalTree;
90
91use super::session::{self, DataBackendSession, QueryResult, build_query};
92use crate::parquet::write_batches_to_object_store;
93
94/// A high-performance data catalog for storing and retrieving financial market data using Apache Parquet format.
95///
96/// The `ParquetDataCatalog` provides a comprehensive solution for managing large volumes of financial
97/// market data with efficient storage, querying, and consolidation capabilities. It supports various
98/// object store backends including local filesystems, AWS S3, and other cloud storage providers.
99///
100/// # Features
101///
102/// - **Efficient Storage**: Uses Apache Parquet format with configurable compression.
103/// - **Object Store Backend**: Supports multiple storage backends through the `object_store` crate.
104/// - **Time-based Organization**: Organizes data by timestamp ranges for optimal query performance.
105/// - **Data Validation**: Ensures timestamp ordering and interval consistency.
106/// - **Consolidation**: Merges multiple files to reduce storage overhead and improve query speed.
107/// - **Type Safety**: Strongly typed data handling with compile-time guarantees.
108///
109/// # Data Organization
110///
111/// Data is organized hierarchically by data type and instrument:
112/// - `data/{data_type}/{instrument_id}/{start_ts}-{end_ts}.parquet`.
113/// - Files are named with their timestamp ranges for efficient range queries.
114/// - Intervals are validated to be disjoint to prevent data overlap.
115///
116/// # Performance Considerations
117///
118/// - **Batch Size**: Controls memory usage during data processing.
119/// - **Compression**: SNAPPY compression provides good balance of speed and size.
120/// - **Row Group Size**: Affects query performance and memory usage.
121/// - **File Consolidation**: Reduces the number of files for better query performance.
122pub struct ParquetDataCatalog {
123 /// The base path for data storage within the object store.
124 pub base_path: String,
125 /// The original URI provided when creating the catalog.
126 pub original_uri: String,
127 /// The object store backend for data persistence.
128 pub object_store: Arc<dyn ObjectStore>,
129 /// The DataFusion session for query execution.
130 pub session: DataBackendSession,
131 /// The number of records to process in each batch.
132 pub batch_size: usize,
133 /// The compression algorithm used for Parquet files.
134 pub compression: parquet::basic::Compression,
135 /// The maximum number of rows in each Parquet row group.
136 pub max_row_group_size: usize,
137}
138
139impl Debug for ParquetDataCatalog {
140 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
141 f.debug_struct(stringify!(ParquetDataCatalog))
142 .field("base_path", &self.base_path)
143 .finish()
144 }
145}
146
147impl ParquetDataCatalog {
148 /// Creates a new [`ParquetDataCatalog`] instance from a local file path.
149 ///
150 /// This is a convenience constructor that converts a local path to a URI format
151 /// and delegates to [`Self::from_uri`].
152 ///
153 /// # Parameters
154 ///
155 /// - `base_path`: The base directory path for data storage.
156 /// - `storage_options`: Optional `HashMap` containing storage-specific configuration options.
157 /// - `batch_size`: Number of records to process in each batch (default: 5000).
158 /// - `compression`: Parquet compression algorithm (default: SNAPPY).
159 /// - `max_row_group_size`: Maximum rows per Parquet row group (default: 5000).
160 ///
161 /// # Panics
162 ///
163 /// Panics if the path cannot be converted to a valid URI or if the object store
164 /// cannot be created from the path.
165 ///
166 /// # Examples
167 ///
168 /// ```rust,no_run
169 /// use std::path::PathBuf;
170 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
171 ///
172 /// let catalog = ParquetDataCatalog::new(
173 /// PathBuf::from("/tmp/nautilus_data"),
174 /// None, // no storage options
175 /// Some(1000), // smaller batch size
176 /// None, // default compression
177 /// None, // default row group size
178 /// );
179 /// ```
180 #[must_use]
181 pub fn new(
182 base_path: PathBuf,
183 storage_options: Option<AHashMap<String, String>>,
184 batch_size: Option<usize>,
185 compression: Option<parquet::basic::Compression>,
186 max_row_group_size: Option<usize>,
187 ) -> Self {
188 let path_str = base_path.to_string_lossy().to_string();
189 Self::from_uri(
190 &path_str,
191 storage_options,
192 batch_size,
193 compression,
194 max_row_group_size,
195 )
196 .expect("Failed to create catalog from path")
197 }
198
199 /// Creates a new [`ParquetDataCatalog`] instance from a URI with optional storage options.
200 ///
201 /// Supports various URI schemes including local file paths and multiple cloud storage backends
202 /// supported by the `object_store` crate.
203 ///
204 /// # Supported URI Schemes
205 ///
206 /// - **AWS S3**: `s3://bucket/path`.
207 /// - **Google Cloud Storage**: `gs://bucket/path` or `gcs://bucket/path`.
208 /// - **Azure Blob Storage**: `az://container/path` or `abfs://container@account.dfs.core.windows.net/path`.
209 /// - **HTTP/WebDAV**: `http://` or `https://`.
210 /// - **Local files**: `file://path` or plain paths.
211 ///
212 /// # Parameters
213 ///
214 /// - `uri`: The URI for the data storage location.
215 /// - `storage_options`: Optional `HashMap` containing storage-specific configuration options:
216 /// - For S3: `endpoint_url`, region, `access_key_id`, `secret_access_key`, `session_token`, etc.
217 /// - For GCS: `service_account_path`, `service_account_key`, `project_id`, etc.
218 /// - For Azure: `account_name`, `account_key`, `sas_token`, etc.
219 /// - `batch_size`: Number of records to process in each batch (default: 5000).
220 /// - `compression`: Parquet compression algorithm (default: SNAPPY).
221 /// - `max_row_group_size`: Maximum rows per Parquet row group (default: 5000).
222 ///
223 /// # Errors
224 ///
225 /// Returns an error if:
226 /// - The URI format is invalid or unsupported.
227 /// - The object store cannot be created or accessed.
228 /// - Authentication fails for cloud storage backends.
229 ///
230 /// # Examples
231 ///
232 /// ```rust,no_run
233 /// use ahash::AHashMap;
234 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
235 ///
236 /// // Local filesystem
237 /// let local_catalog = ParquetDataCatalog::from_uri(
238 /// "/tmp/nautilus_data",
239 /// None, None, None, None
240 /// )?;
241 ///
242 /// // S3 bucket
243 /// let s3_catalog = ParquetDataCatalog::from_uri(
244 /// "s3://my-bucket/nautilus-data",
245 /// None, None, None, None
246 /// )?;
247 ///
248 /// // Google Cloud Storage
249 /// let gcs_catalog = ParquetDataCatalog::from_uri(
250 /// "gs://my-bucket/nautilus-data",
251 /// None, None, None, None
252 /// )?;
253 ///
254 /// // Azure Blob Storage
255 /// let azure_catalog = ParquetDataCatalog::from_uri(
256 /// "az://container/nautilus-data",
257 /// storage_options, None, None, None
258 /// )?;
259 ///
260 /// // S3 with custom endpoint and credentials
261 /// let mut storage_options = HashMap::new();
262 /// storage_options.insert("endpoint_url".to_string(), "https://my-s3-endpoint.com".to_string());
263 /// storage_options.insert("access_key_id".to_string(), "my-key".to_string());
264 /// storage_options.insert("secret_access_key".to_string(), "my-secret".to_string());
265 ///
266 /// let s3_catalog = ParquetDataCatalog::from_uri(
267 /// "s3://my-bucket/nautilus-data",
268 /// Some(storage_options),
269 /// None, None, None,
270 /// )?;
271 /// # Ok::<(), anyhow::Error>(())
272 /// ```
273 pub fn from_uri(
274 uri: &str,
275 storage_options: Option<AHashMap<String, String>>,
276 batch_size: Option<usize>,
277 compression: Option<parquet::basic::Compression>,
278 max_row_group_size: Option<usize>,
279 ) -> anyhow::Result<Self> {
280 let batch_size = batch_size.unwrap_or(5000);
281 let compression = compression.unwrap_or(parquet::basic::Compression::SNAPPY);
282 let max_row_group_size = max_row_group_size.unwrap_or(5000);
283
284 let (object_store, base_path, original_uri) =
285 crate::parquet::create_object_store_from_path(uri, storage_options)?;
286
287 Ok(Self {
288 base_path,
289 original_uri,
290 object_store,
291 session: session::DataBackendSession::new(batch_size),
292 batch_size,
293 compression,
294 max_row_group_size,
295 })
296 }
297
298 /// Returns the base path of the catalog for testing purposes.
299 #[must_use]
300 pub fn get_base_path(&self) -> String {
301 self.base_path.clone()
302 }
303
304 /// Resets the backend session to clear any cached table registrations.
305 ///
306 /// This is useful during catalog operations when files are being modified
307 /// and we need to ensure fresh data is loaded.
308 pub fn reset_session(&mut self) {
309 self.session.clear_registered_tables();
310 }
311
312 /// Writes mixed data types to the catalog by separating them into type-specific collections.
313 ///
314 /// This method takes a heterogeneous collection of market data and separates it by type,
315 /// then writes each type to its appropriate location in the catalog. This is useful when
316 /// processing mixed data streams or bulk data imports.
317 ///
318 /// # Parameters
319 ///
320 /// - `data`: A vector of mixed [`Data`] enum variants.
321 /// - `start`: Optional start timestamp to override the data's natural range.
322 /// - `end`: Optional end timestamp to override the data's natural range.
323 ///
324 /// # Notes
325 ///
326 /// - Data is automatically sorted by type before writing.
327 /// - Each data type is written to its own directory structure.
328 /// - Instrument data handling is not yet implemented (TODO).
329 ///
330 /// # Examples
331 ///
332 /// ```rust,no_run
333 /// use nautilus_model::data::Data;
334 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
335 ///
336 /// let catalog = ParquetDataCatalog::new(/* ... */);
337 /// let mixed_data: Vec<Data> = vec![/* mixed data types */];
338 ///
339 /// catalog.write_data_enum(mixed_data, None, None)?;
340 /// ```
341 pub fn write_data_enum(
342 &self,
343 data: Vec<Data>,
344 start: Option<UnixNanos>,
345 end: Option<UnixNanos>,
346 ) -> anyhow::Result<()> {
347 let mut deltas: Vec<OrderBookDelta> = Vec::new();
348 let mut depth10s: Vec<OrderBookDepth10> = Vec::new();
349 let mut quotes: Vec<QuoteTick> = Vec::new();
350 let mut trades: Vec<TradeTick> = Vec::new();
351 let mut bars: Vec<Bar> = Vec::new();
352 let mut mark_prices: Vec<MarkPriceUpdate> = Vec::new();
353 let mut index_prices: Vec<IndexPriceUpdate> = Vec::new();
354 let mut closes: Vec<InstrumentClose> = Vec::new();
355
356 for d in data.iter().cloned() {
357 match d {
358 Data::Deltas(_) => continue,
359 Data::Delta(d) => {
360 deltas.push(d);
361 }
362 Data::Depth10(d) => {
363 depth10s.push(*d);
364 }
365 Data::Quote(d) => {
366 quotes.push(d);
367 }
368 Data::Trade(d) => {
369 trades.push(d);
370 }
371 Data::Bar(d) => {
372 bars.push(d);
373 }
374 Data::MarkPriceUpdate(p) => {
375 mark_prices.push(p);
376 }
377 Data::IndexPriceUpdate(p) => {
378 index_prices.push(p);
379 }
380 Data::InstrumentClose(c) => {
381 closes.push(c);
382 }
383 }
384 }
385
386 // TODO: need to handle instruments here
387
388 self.write_to_parquet(deltas, start, end, None)?;
389 self.write_to_parquet(depth10s, start, end, None)?;
390 self.write_to_parquet(quotes, start, end, None)?;
391 self.write_to_parquet(trades, start, end, None)?;
392 self.write_to_parquet(bars, start, end, None)?;
393 self.write_to_parquet(mark_prices, start, end, None)?;
394 self.write_to_parquet(index_prices, start, end, None)?;
395 self.write_to_parquet(closes, start, end, None)?;
396
397 Ok(())
398 }
399
400 /// Writes typed data to a Parquet file in the catalog.
401 ///
402 /// This is the core method for persisting market data to the catalog. It handles data
403 /// validation, batching, compression, and ensures proper file organization with
404 /// timestamp-based naming.
405 ///
406 /// # Type Parameters
407 ///
408 /// - `T`: The data type to write, must implement required traits for serialization and cataloging.
409 ///
410 /// # Parameters
411 ///
412 /// - `data`: Vector of data records to write (must be in ascending timestamp order).
413 /// - `start`: Optional start timestamp to override the natural data range.
414 /// - `end`: Optional end timestamp to override the natural data range.
415 ///
416 /// # Returns
417 ///
418 /// Returns the [`PathBuf`] of the created file, or an empty path if no data was provided.
419 /// If the target file already exists, returns the path without writing (skips write).
420 ///
421 /// # Errors
422 ///
423 /// Returns an error if:
424 /// - Data serialization to Arrow record batches fails.
425 /// - Object store write operations fail.
426 /// - File path construction fails.
427 /// - Writing would create non-disjoint timestamp intervals.
428 ///
429 /// # Panics
430 ///
431 /// Panics if:
432 /// - Data timestamps are not in ascending order.
433 /// - Record batches are empty after conversion.
434 /// - Required metadata is missing from the schema.
435 ///
436 /// # Examples
437 ///
438 /// ```rust,no_run
439 /// use nautilus_model::data::QuoteTick;
440 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
441 ///
442 /// let catalog = ParquetDataCatalog::new(/* ... */);
443 /// let quotes: Vec<QuoteTick> = vec![/* quote data */];
444 ///
445 /// let path = catalog.write_to_parquet(quotes, None, None)?;
446 /// println!("Data written to: {:?}", path);
447 /// # Ok::<(), anyhow::Error>(())
448 /// ```
449 pub fn write_to_parquet<T>(
450 &self,
451 data: Vec<T>,
452 start: Option<UnixNanos>,
453 end: Option<UnixNanos>,
454 skip_disjoint_check: Option<bool>,
455 ) -> anyhow::Result<PathBuf>
456 where
457 T: HasTsInit + EncodeToRecordBatch + CatalogPathPrefix,
458 {
459 if data.is_empty() {
460 return Ok(PathBuf::new());
461 }
462
463 let type_name = std::any::type_name::<T>().to_snake_case();
464 Self::check_ascending_timestamps(&data, &type_name)?;
465
466 let start_ts = start.unwrap_or(data.first().unwrap().ts_init());
467 let end_ts = end.unwrap_or(data.last().unwrap().ts_init());
468
469 let batches = self.data_to_record_batches(data)?;
470 let schema = batches.first().expect("Batches are empty.").schema();
471 let instrument_id = schema.metadata.get("instrument_id").cloned();
472
473 let directory = self.make_path(T::path_prefix(), instrument_id)?;
474 let filename = timestamps_to_filename(start_ts, end_ts);
475 let path = PathBuf::from(format!("{directory}/{filename}"));
476 let object_path = self.to_object_path(&path.to_string_lossy());
477
478 let file_exists =
479 self.execute_async(async { Ok(self.object_store.head(&object_path).await.is_ok()) })?;
480 if file_exists {
481 log::info!("File {path:?} already exists, skipping write");
482 return Ok(path);
483 }
484
485 if !skip_disjoint_check.unwrap_or(false) {
486 let current_intervals = self.get_directory_intervals(&directory)?;
487 let new_interval = (start_ts.as_u64(), end_ts.as_u64());
488 let mut new_intervals = current_intervals.clone();
489 new_intervals.push(new_interval);
490
491 if !are_intervals_disjoint(&new_intervals) {
492 anyhow::bail!(
493 "Writing file {filename} with interval ({start_ts}, {end_ts}) would create \
494 non-disjoint intervals. Existing intervals: {current_intervals:?}"
495 );
496 }
497 }
498
499 log::info!(
500 "Writing {} batches of {type_name} data to {path:?}",
501 batches.len()
502 );
503
504 self.execute_async(async {
505 write_batches_to_object_store(
506 &batches,
507 self.object_store.clone(),
508 &object_path,
509 Some(self.compression),
510 Some(self.max_row_group_size),
511 )
512 .await
513 })?;
514
515 Ok(path)
516 }
517
518 /// Writes typed data to a JSON file in the catalog.
519 ///
520 /// This method provides an alternative to Parquet format for data export and debugging.
521 /// JSON files are human-readable but less efficient for large datasets.
522 ///
523 /// # Type Parameters
524 ///
525 /// - `T`: The data type to write, must implement serialization and cataloging traits.
526 ///
527 /// # Parameters
528 ///
529 /// - `data`: Vector of data records to write (must be in ascending timestamp order).
530 /// - `path`: Optional custom directory path (defaults to catalog's standard structure).
531 /// - `write_metadata`: Whether to write a separate metadata file alongside the data.
532 ///
533 /// # Returns
534 ///
535 /// Returns the [`PathBuf`] of the created JSON file.
536 ///
537 /// # Errors
538 ///
539 /// Returns an error if:
540 /// - JSON serialization fails.
541 /// - Object store write operations fail.
542 /// - File path construction fails.
543 ///
544 /// # Panics
545 ///
546 /// Panics if data timestamps are not in ascending order.
547 ///
548 /// # Examples
549 ///
550 /// ```rust,no_run
551 /// use std::path::PathBuf;
552 /// use nautilus_model::data::TradeTick;
553 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
554 ///
555 /// let catalog = ParquetDataCatalog::new(/* ... */);
556 /// let trades: Vec<TradeTick> = vec![/* trade data */];
557 ///
558 /// let path = catalog.write_to_json(
559 /// trades,
560 /// Some(PathBuf::from("/custom/path")),
561 /// true // write metadata
562 /// )?;
563 /// # Ok::<(), anyhow::Error>(())
564 /// ```
565 pub fn write_to_json<T>(
566 &self,
567 data: Vec<T>,
568 path: Option<PathBuf>,
569 write_metadata: bool,
570 ) -> anyhow::Result<PathBuf>
571 where
572 T: HasTsInit + Serialize + CatalogPathPrefix + EncodeToRecordBatch,
573 {
574 if data.is_empty() {
575 return Ok(PathBuf::new());
576 }
577
578 let type_name = std::any::type_name::<T>().to_snake_case();
579 Self::check_ascending_timestamps(&data, &type_name)?;
580
581 let start_ts = data.first().unwrap().ts_init();
582 let end_ts = data.last().unwrap().ts_init();
583
584 let directory =
585 path.unwrap_or_else(|| PathBuf::from(self.make_path(T::path_prefix(), None).unwrap()));
586 let filename = timestamps_to_filename(start_ts, end_ts).replace(".parquet", ".json");
587 let json_path = directory.join(&filename);
588
589 log::info!(
590 "Writing {} records of {type_name} data to {json_path:?}",
591 data.len()
592 );
593
594 if write_metadata {
595 let metadata = T::chunk_metadata(&data);
596 let metadata_path = json_path.with_extension("metadata.json");
597 log::info!("Writing metadata to {metadata_path:?}");
598
599 // Use object store for metadata file
600 let metadata_object_path = ObjectPath::from(metadata_path.to_string_lossy().as_ref());
601 let metadata_json = serde_json::to_vec_pretty(&metadata)?;
602 self.execute_async(async {
603 self.object_store
604 .put(&metadata_object_path, metadata_json.into())
605 .await
606 .map_err(anyhow::Error::from)
607 })?;
608 }
609
610 // Use object store for main JSON file
611 let json_object_path = ObjectPath::from(json_path.to_string_lossy().as_ref());
612 let json_data = serde_json::to_vec_pretty(&serde_json::to_value(data)?)?;
613 self.execute_async(async {
614 self.object_store
615 .put(&json_object_path, json_data.into())
616 .await
617 .map_err(anyhow::Error::from)
618 })?;
619
620 Ok(json_path)
621 }
622
623 /// Validates that data timestamps are in ascending order.
624 ///
625 /// # Parameters
626 ///
627 /// - `data`: Slice of data records to validate.
628 /// - `type_name`: Name of the data type for error messages.
629 ///
630 /// # Panics
631 ///
632 /// Panics if any timestamp is less than the previous timestamp.
633 pub fn check_ascending_timestamps<T: HasTsInit>(
634 data: &[T],
635 type_name: &str,
636 ) -> anyhow::Result<()> {
637 if !data.windows(2).all(|w| w[0].ts_init() <= w[1].ts_init()) {
638 anyhow::bail!("{type_name} timestamps must be in ascending order");
639 }
640
641 Ok(())
642 }
643
644 /// Converts data into Arrow record batches for Parquet serialization.
645 ///
646 /// This method chunks the data according to the configured batch size and converts
647 /// each chunk into an Arrow record batch with appropriate metadata.
648 ///
649 /// # Type Parameters
650 ///
651 /// - `T`: The data type to convert, must implement required encoding traits.
652 ///
653 /// # Parameters
654 ///
655 /// - `data`: Vector of data records to convert.
656 ///
657 /// # Returns
658 ///
659 /// Returns a vector of Arrow [`RecordBatch`] instances ready for Parquet serialization.
660 ///
661 /// # Errors
662 ///
663 /// Returns an error if record batch encoding fails for any chunk.
664 pub fn data_to_record_batches<T>(&self, data: Vec<T>) -> anyhow::Result<Vec<RecordBatch>>
665 where
666 T: HasTsInit + EncodeToRecordBatch,
667 {
668 let mut batches = Vec::new();
669
670 for chunk in &data.into_iter().chunks(self.batch_size) {
671 let data = chunk.collect_vec();
672 let metadata = EncodeToRecordBatch::chunk_metadata(&data);
673 let record_batch = T::encode_batch(&metadata, &data)?;
674 batches.push(record_batch);
675 }
676
677 Ok(batches)
678 }
679
680 /// Extends the timestamp range of an existing Parquet file by renaming it.
681 ///
682 /// This method finds an existing file that is adjacent to the specified time range
683 /// and renames it to include the new range. This is useful when appending data
684 /// that extends the time coverage of existing files.
685 ///
686 /// # Parameters
687 ///
688 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
689 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
690 /// - `start`: Start timestamp of the new range to extend to.
691 /// - `end`: End timestamp of the new range to extend to.
692 ///
693 /// # Returns
694 ///
695 /// Returns `Ok(())` on success, or an error if the operation fails.
696 ///
697 /// # Errors
698 ///
699 /// Returns an error if:
700 /// - The directory path cannot be constructed.
701 /// - No adjacent file is found to extend.
702 /// - File rename operations fail.
703 /// - Interval validation fails after extension.
704 ///
705 /// # Examples
706 ///
707 /// ```rust,no_run
708 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
709 /// use nautilus_core::UnixNanos;
710 ///
711 /// let catalog = ParquetDataCatalog::new(/* ... */);
712 ///
713 /// // Extend a file's range backwards or forwards
714 /// catalog.extend_file_name(
715 /// "quotes",
716 /// Some("BTCUSD".to_string()),
717 /// UnixNanos::from(1609459200000000000),
718 /// UnixNanos::from(1609545600000000000)
719 /// )?;
720 /// # Ok::<(), anyhow::Error>(())
721 /// ```
722 pub fn extend_file_name(
723 &self,
724 data_cls: &str,
725 instrument_id: Option<String>,
726 start: UnixNanos,
727 end: UnixNanos,
728 ) -> anyhow::Result<()> {
729 let directory = self.make_path(data_cls, instrument_id)?;
730 let intervals = self.get_directory_intervals(&directory)?;
731
732 let start = start.as_u64();
733 let end = end.as_u64();
734
735 for interval in intervals {
736 if interval.0 == end + 1 {
737 // Extend backwards: new file covers [start, interval.1]
738 self.rename_parquet_file(&directory, interval.0, interval.1, start, interval.1)?;
739 break;
740 } else if interval.1 == start - 1 {
741 // Extend forwards: new file covers [interval.0, end]
742 self.rename_parquet_file(&directory, interval.0, interval.1, interval.0, end)?;
743 break;
744 }
745 }
746
747 let intervals = self.get_directory_intervals(&directory)?;
748
749 if !are_intervals_disjoint(&intervals) {
750 anyhow::bail!("Intervals are not disjoint after extending a file");
751 }
752
753 Ok(())
754 }
755
756 /// Lists all Parquet files in a specified directory.
757 ///
758 /// This method scans a directory and returns the full paths of all files with the `.parquet`
759 /// extension. It works with both local filesystems and remote object stores, making it
760 /// suitable for various storage backends.
761 ///
762 /// # Parameters
763 ///
764 /// - `directory`: The directory path to scan for Parquet files.
765 ///
766 /// # Returns
767 ///
768 /// Returns a vector of full file paths (as strings) for all Parquet files found in the directory.
769 /// The paths are relative to the object store root and suitable for use with object store operations.
770 /// Returns an empty vector if the directory doesn't exist or contains no Parquet files.
771 ///
772 /// # Errors
773 ///
774 /// Returns an error if:
775 /// - Object store listing operations fail.
776 /// - Directory access is denied.
777 /// - Network issues occur (for remote object stores).
778 ///
779 /// # Notes
780 ///
781 /// - Only files ending with `.parquet` are included.
782 /// - Subdirectories are not recursively scanned.
783 /// - File paths are returned in the order provided by the object store.
784 /// - Works with all supported object store backends (local, S3, GCS, Azure, etc.).
785 ///
786 /// # Examples
787 ///
788 /// ```rust,no_run
789 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
790 ///
791 /// let catalog = ParquetDataCatalog::new(/* ... */);
792 /// let files = catalog.list_parquet_files("data/quotes/EURUSD")?;
793 ///
794 /// for file in files {
795 /// println!("Found Parquet file: {}", file);
796 /// }
797 /// # Ok::<(), anyhow::Error>(())
798 /// ```
799 pub fn list_parquet_files(&self, directory: &str) -> anyhow::Result<Vec<String>> {
800 self.execute_async(async {
801 let prefix = ObjectPath::from(format!("{directory}/"));
802 let mut stream = self.object_store.list(Some(&prefix));
803 let mut files = Vec::new();
804
805 while let Some(object) = stream.next().await {
806 let object = object?;
807 if object.location.as_ref().ends_with(".parquet") {
808 files.push(object.location.to_string());
809 }
810 }
811 Ok::<Vec<String>, anyhow::Error>(files)
812 })
813 }
814
815 /// Helper method to reconstruct full URI for remote object store paths
816 #[must_use]
817 pub fn reconstruct_full_uri(&self, path_str: &str) -> String {
818 // Check if this is a remote URI scheme that needs reconstruction
819 if self.is_remote_uri() {
820 // Extract the base URL (scheme + host) from the original URI
821 if let Ok(url) = url::Url::parse(&self.original_uri)
822 && let Some(host) = url.host_str()
823 {
824 return format!("{}://{}/{}", url.scheme(), host, path_str);
825 }
826 }
827
828 // For local paths, extract the directory from the original URI
829 if self.original_uri.starts_with("file://") {
830 // Extract the path from the file:// URI
831 if let Ok(url) = url::Url::parse(&self.original_uri)
832 && let Ok(base_path) = url.to_file_path()
833 {
834 // Use platform-appropriate path separator for display
835 // but object store paths always use forward slashes
836 let base_str = base_path.to_string_lossy();
837 return self.join_paths(&base_str, path_str);
838 }
839 }
840
841 // For local paths without file:// prefix, use the original URI as base
842 if self.base_path.is_empty() {
843 // If base_path is empty and not a file URI, try using original_uri as base
844 if self.original_uri.contains("://") {
845 // Fallback: return the path as-is
846 path_str.to_string()
847 } else {
848 self.join_paths(self.original_uri.trim_end_matches('/'), path_str)
849 }
850 } else {
851 let base = self.base_path.trim_end_matches('/');
852 self.join_paths(base, path_str)
853 }
854 }
855
856 /// Helper method to join paths using forward slashes (object store convention)
857 #[must_use]
858 fn join_paths(&self, base: &str, path: &str) -> String {
859 make_object_store_path(base, &[path])
860 }
861
862 /// Helper method to check if the original URI uses a remote object store scheme
863 #[must_use]
864 pub fn is_remote_uri(&self) -> bool {
865 self.original_uri.starts_with("s3://")
866 || self.original_uri.starts_with("gs://")
867 || self.original_uri.starts_with("gcs://")
868 || self.original_uri.starts_with("az://")
869 || self.original_uri.starts_with("abfs://")
870 || self.original_uri.starts_with("http://")
871 || self.original_uri.starts_with("https://")
872 }
873
874 /// Executes a query against the catalog to retrieve market data of a specific type.
875 ///
876 /// This is the primary method for querying data from the catalog. It registers the appropriate
877 /// object store with the DataFusion session, finds all relevant Parquet files, and executes
878 /// the query across them. The method supports filtering by instrument IDs, time ranges, and
879 /// custom SQL WHERE clauses.
880 ///
881 /// # Type Parameters
882 ///
883 /// - `T`: The data type to query, must implement required traits for deserialization and cataloging.
884 ///
885 /// # Parameters
886 ///
887 /// - `instrument_ids`: Optional list of instrument IDs to filter by. If `None`, queries all instruments.
888 /// - `start`: Optional start timestamp for filtering (inclusive). If `None`, queries from the beginning.
889 /// - `end`: Optional end timestamp for filtering (inclusive). If `None`, queries to the end.
890 /// - `where_clause`: Optional SQL WHERE clause for additional filtering (e.g., "price > 100").
891 ///
892 /// # Returns
893 ///
894 /// Returns a [`QueryResult`] containing the query execution context and data.
895 /// Use [`QueryResult::collect()`] to retrieve the actual data records.
896 ///
897 /// # Errors
898 ///
899 /// Returns an error if:
900 /// - Object store registration fails for remote URIs.
901 /// - File discovery fails.
902 /// - DataFusion query execution fails.
903 /// - Data deserialization fails.
904 ///
905 /// # Performance Notes
906 ///
907 /// - Files are automatically filtered by timestamp ranges before querying.
908 /// - DataFusion optimizes queries across multiple Parquet files.
909 /// - Use specific instrument IDs and time ranges to improve performance.
910 /// - WHERE clauses are pushed down to the Parquet reader when possible.
911 ///
912 /// # Examples
913 ///
914 /// ```rust,no_run
915 /// use nautilus_model::data::QuoteTick;
916 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
917 /// use nautilus_core::UnixNanos;
918 ///
919 /// let mut catalog = ParquetDataCatalog::new(/* ... */);
920 ///
921 /// // Query all quote data
922 /// let result = catalog.query::<QuoteTick>(None, None, None, None)?;
923 /// let quotes = result.collect();
924 ///
925 /// // Query specific instruments within a time range
926 /// let result = catalog.query::<QuoteTick>(
927 /// Some(vec!["EURUSD".to_string(), "GBPUSD".to_string()]),
928 /// Some(UnixNanos::from(1609459200000000000)),
929 /// Some(UnixNanos::from(1609545600000000000)),
930 /// None
931 /// )?;
932 ///
933 /// // Query with custom WHERE clause
934 /// let result = catalog.query::<QuoteTick>(
935 /// Some(vec!["EURUSD".to_string()]),
936 /// None,
937 /// None,
938 /// Some("bid_price > 1.2000")
939 /// )?;
940 /// # Ok::<(), anyhow::Error>(())
941 /// ```
942 pub fn query<T>(
943 &mut self,
944 instrument_ids: Option<Vec<String>>,
945 start: Option<UnixNanos>,
946 end: Option<UnixNanos>,
947 where_clause: Option<&str>,
948 files: Option<Vec<String>>,
949 ) -> anyhow::Result<QueryResult>
950 where
951 T: DecodeDataFromRecordBatch + CatalogPathPrefix,
952 {
953 // Register the object store with the session for remote URIs
954 if self.is_remote_uri() {
955 let url = url::Url::parse(&self.original_uri)?;
956 let host = url
957 .host_str()
958 .ok_or_else(|| anyhow::anyhow!("Remote URI missing host/bucket name"))?;
959 let base_url = url::Url::parse(&format!("{}://{}", url.scheme(), host))?;
960 self.session
961 .register_object_store(&base_url, self.object_store.clone());
962 }
963
964 let files_list = if let Some(files) = files {
965 files
966 } else {
967 self.query_files(T::path_prefix(), instrument_ids, start, end)?
968 };
969
970 for file_uri in &files_list {
971 // Extract identifier from file path and filename to create meaningful table names
972 let identifier = extract_identifier_from_path(file_uri);
973 let safe_sql_identifier = make_sql_safe_identifier(&identifier);
974 let safe_filename = extract_sql_safe_filename(file_uri);
975
976 // Create table name from path_prefix, identifier, and filename
977 let table_name = format!(
978 "{}_{}_{}",
979 T::path_prefix(),
980 safe_sql_identifier,
981 safe_filename
982 );
983 let query = build_query(&table_name, start, end, where_clause);
984
985 // Convert object store path to filesystem path for DataFusion
986 // Only apply reconstruction if the path is not already absolute
987 let resolved_path = if file_uri.starts_with('/') {
988 // Path is already absolute, use as-is
989 file_uri.clone()
990 } else {
991 // Path is relative, reconstruct full URI
992 self.reconstruct_full_uri(file_uri)
993 };
994 self.session
995 .add_file::<T>(&table_name, &resolved_path, Some(&query))?;
996 }
997
998 Ok(self.session.get_query_result())
999 }
1000
1001 /// Queries typed data from the catalog and returns results as a strongly-typed vector.
1002 ///
1003 /// This is a convenience method that wraps the generic `query` method and automatically
1004 /// collects and converts the results into a vector of the specific data type. It handles
1005 /// the type conversion from the generic [`Data`] enum to the concrete type `T`.
1006 ///
1007 /// # Type Parameters
1008 ///
1009 /// - `T`: The specific data type to query and return. Must implement required traits for
1010 /// deserialization, cataloging, and conversion from the [`Data`] enum.
1011 ///
1012 /// # Parameters
1013 ///
1014 /// - `instrument_ids`: Optional list of instrument IDs to filter by. If `None`, queries all instruments.
1015 /// For exact matches, provide the full instrument ID. For bars, partial matches are supported.
1016 /// - `start`: Optional start timestamp for filtering (inclusive). If `None`, queries from the beginning.
1017 /// - `end`: Optional end timestamp for filtering (inclusive). If `None`, queries to the end.
1018 /// - `where_clause`: Optional SQL WHERE clause for additional filtering. Use standard SQL syntax
1019 /// with column names matching the Parquet schema (e.g., "`bid_price` > 1.2000", "volume > 1000").
1020 ///
1021 /// # Returns
1022 ///
1023 /// Returns a vector of the specific data type `T`, sorted by timestamp. The vector will be
1024 /// empty if no data matches the query criteria.
1025 ///
1026 /// # Errors
1027 ///
1028 /// Returns an error if:
1029 /// - The underlying query execution fails.
1030 /// - Data type conversion fails.
1031 /// - Object store access fails.
1032 /// - Invalid WHERE clause syntax is provided.
1033 ///
1034 /// # Performance Considerations
1035 ///
1036 /// - Use specific instrument IDs and time ranges to minimize data scanning.
1037 /// - WHERE clauses are pushed down to Parquet readers when possible.
1038 /// - Results are automatically sorted by timestamp during collection.
1039 /// - Memory usage scales with the amount of data returned.
1040 ///
1041 /// # Examples
1042 ///
1043 /// ```rust,no_run
1044 /// use nautilus_model::data::{QuoteTick, TradeTick, Bar};
1045 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1046 /// use nautilus_core::UnixNanos;
1047 ///
1048 /// let mut catalog = ParquetDataCatalog::new(/* ... */);
1049 ///
1050 /// // Query all quotes for a specific instrument
1051 /// let quotes: Vec<QuoteTick> = catalog.query_typed_data(
1052 /// Some(vec!["EURUSD".to_string()]),
1053 /// None,
1054 /// None,
1055 /// None
1056 /// )?;
1057 ///
1058 /// // Query trades within a specific time range
1059 /// let trades: Vec<TradeTick> = catalog.query_typed_data(
1060 /// Some(vec!["BTCUSD".to_string()]),
1061 /// Some(UnixNanos::from(1609459200000000000)),
1062 /// Some(UnixNanos::from(1609545600000000000)),
1063 /// None
1064 /// )?;
1065 ///
1066 /// // Query bars with volume filter
1067 /// let bars: Vec<Bar> = catalog.query_typed_data(
1068 /// Some(vec!["AAPL".to_string()]),
1069 /// None,
1070 /// None,
1071 /// Some("volume > 1000000")
1072 /// )?;
1073 ///
1074 /// // Query multiple instruments with price filter
1075 /// let quotes: Vec<QuoteTick> = catalog.query_typed_data(
1076 /// Some(vec!["EURUSD".to_string(), "GBPUSD".to_string()]),
1077 /// None,
1078 /// None,
1079 /// Some("bid_price > 1.2000 AND ask_price < 1.3000")
1080 /// )?;
1081 /// # Ok::<(), anyhow::Error>(())
1082 /// ```
1083 pub fn query_typed_data<T>(
1084 &mut self,
1085 instrument_ids: Option<Vec<String>>,
1086 start: Option<UnixNanos>,
1087 end: Option<UnixNanos>,
1088 where_clause: Option<&str>,
1089 files: Option<Vec<String>>,
1090 ) -> anyhow::Result<Vec<T>>
1091 where
1092 T: DecodeDataFromRecordBatch + CatalogPathPrefix + TryFrom<Data>,
1093 {
1094 // Reset session to allow repeated queries (streams are consumed on each query)
1095 self.reset_session();
1096
1097 let query_result = self.query::<T>(instrument_ids, start, end, where_clause, files)?;
1098 let all_data = query_result.collect();
1099
1100 // Convert Data enum variants to specific type T using to_variant
1101 Ok(to_variant::<T>(all_data))
1102 }
1103
1104 /// Queries all Parquet files for a specific data type and optional instrument IDs.
1105 ///
1106 /// This method finds all Parquet files that match the specified criteria and returns
1107 /// their full URIs. The files are filtered by data type, instrument IDs (if provided),
1108 /// and timestamp range (if provided).
1109 ///
1110 /// # Parameters
1111 ///
1112 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1113 /// - `instrument_ids`: Optional list of instrument IDs to filter by.
1114 /// - `start`: Optional start timestamp to filter files by their time range.
1115 /// - `end`: Optional end timestamp to filter files by their time range.
1116 ///
1117 /// # Returns
1118 ///
1119 /// Returns a vector of file URI strings that match the query criteria,
1120 /// or an error if the query fails.
1121 ///
1122 /// # Errors
1123 ///
1124 /// Returns an error if:
1125 /// - The directory path cannot be constructed.
1126 /// - Object store listing operations fail.
1127 /// - URI reconstruction fails.
1128 ///
1129 /// # Examples
1130 ///
1131 /// ```rust,no_run
1132 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1133 /// use nautilus_core::UnixNanos;
1134 ///
1135 /// let catalog = ParquetDataCatalog::new(/* ... */);
1136 ///
1137 /// // Query all quote files
1138 /// let files = catalog.query_files("quotes", None, None, None)?;
1139 ///
1140 /// // Query trade files for specific instruments within a time range
1141 /// let files = catalog.query_files(
1142 /// "trades",
1143 /// Some(vec!["BTCUSD".to_string(), "ETHUSD".to_string()]),
1144 /// Some(UnixNanos::from(1609459200000000000)),
1145 /// Some(UnixNanos::from(1609545600000000000))
1146 /// )?;
1147 /// # Ok::<(), anyhow::Error>(())
1148 /// ```
1149 pub fn query_files(
1150 &self,
1151 data_cls: &str,
1152 instrument_ids: Option<Vec<String>>,
1153 start: Option<UnixNanos>,
1154 end: Option<UnixNanos>,
1155 ) -> anyhow::Result<Vec<String>> {
1156 let mut files = Vec::new();
1157
1158 let start_u64 = start.map(|s| s.as_u64());
1159 let end_u64 = end.map(|e| e.as_u64());
1160
1161 let base_dir = self.make_path(data_cls, None)?;
1162
1163 // Use recursive listing to match Python's glob behavior
1164 let list_result = self.execute_async(async {
1165 let prefix = ObjectPath::from(format!("{base_dir}/"));
1166 let mut stream = self.object_store.list(Some(&prefix));
1167 let mut objects = Vec::new();
1168 while let Some(object) = stream.next().await {
1169 objects.push(object?);
1170 }
1171 Ok::<Vec<_>, anyhow::Error>(objects)
1172 })?;
1173
1174 let mut file_paths: Vec<String> = list_result
1175 .into_iter()
1176 .filter_map(|object| {
1177 let path_str = object.location.to_string();
1178 if path_str.ends_with(".parquet") {
1179 Some(path_str)
1180 } else {
1181 None
1182 }
1183 })
1184 .collect();
1185
1186 // Apply identifier filtering if provided
1187 if let Some(identifiers) = instrument_ids {
1188 let safe_identifiers: Vec<String> = identifiers
1189 .iter()
1190 .map(|id| urisafe_instrument_id(id))
1191 .collect();
1192
1193 // Exact match by default for instrument_ids or bar_types
1194 let exact_match_file_paths: Vec<String> = file_paths
1195 .iter()
1196 .filter(|file_path| {
1197 // Extract the directory name (second to last path component)
1198 let path_parts: Vec<&str> = file_path.split('/').collect();
1199 if path_parts.len() >= 2 {
1200 let dir_name = path_parts[path_parts.len() - 2];
1201 safe_identifiers.iter().any(|safe_id| safe_id == dir_name)
1202 } else {
1203 false
1204 }
1205 })
1206 .cloned()
1207 .collect();
1208
1209 if exact_match_file_paths.is_empty() && data_cls == "bars" {
1210 // Partial match of instrument_ids in bar_types for bars
1211 file_paths.retain(|file_path| {
1212 let path_parts: Vec<&str> = file_path.split('/').collect();
1213 if path_parts.len() >= 2 {
1214 let dir_name = path_parts[path_parts.len() - 2];
1215 safe_identifiers
1216 .iter()
1217 .any(|safe_id| dir_name.starts_with(&format!("{safe_id}-")))
1218 } else {
1219 false
1220 }
1221 });
1222 } else {
1223 file_paths = exact_match_file_paths;
1224 }
1225 }
1226
1227 // Apply timestamp filtering
1228 file_paths.retain(|file_path| query_intersects_filename(file_path, start_u64, end_u64));
1229
1230 // Convert to full URIs
1231 for file_path in file_paths {
1232 let full_uri = self.reconstruct_full_uri(&file_path);
1233 files.push(full_uri);
1234 }
1235
1236 Ok(files)
1237 }
1238
1239 /// Finds the missing time intervals for a specific data type and instrument ID.
1240 ///
1241 /// This method compares a requested time range against the existing data coverage
1242 /// and returns the gaps that need to be filled. This is useful for determining
1243 /// what data needs to be fetched or backfilled.
1244 ///
1245 /// # Parameters
1246 ///
1247 /// - `start`: Start timestamp of the requested range (Unix nanoseconds).
1248 /// - `end`: End timestamp of the requested range (Unix nanoseconds).
1249 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1250 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1251 ///
1252 /// # Returns
1253 ///
1254 /// Returns a vector of (start, end) tuples representing the missing intervals,
1255 /// or an error if the operation fails.
1256 ///
1257 /// # Errors
1258 ///
1259 /// Returns an error if:
1260 /// - The directory path cannot be constructed.
1261 /// - Interval retrieval fails.
1262 /// - Gap calculation fails.
1263 ///
1264 /// # Examples
1265 ///
1266 /// ```rust,no_run
1267 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1268 ///
1269 /// let catalog = ParquetDataCatalog::new(/* ... */);
1270 ///
1271 /// // Find missing intervals for quote data
1272 /// let missing = catalog.get_missing_intervals_for_request(
1273 /// 1609459200000000000, // start
1274 /// 1609545600000000000, // end
1275 /// "quotes",
1276 /// Some("BTCUSD".to_string())
1277 /// )?;
1278 ///
1279 /// for (start, end) in missing {
1280 /// println!("Missing data from {} to {}", start, end);
1281 /// }
1282 /// # Ok::<(), anyhow::Error>(())
1283 /// ```
1284 pub fn get_missing_intervals_for_request(
1285 &self,
1286 start: u64,
1287 end: u64,
1288 data_cls: &str,
1289 instrument_id: Option<String>,
1290 ) -> anyhow::Result<Vec<(u64, u64)>> {
1291 let intervals = self.get_intervals(data_cls, instrument_id)?;
1292
1293 Ok(query_interval_diff(start, end, &intervals))
1294 }
1295
1296 /// Gets the last (most recent) timestamp for a specific data type and instrument ID.
1297 ///
1298 /// This method finds the latest timestamp covered by existing data files for
1299 /// the specified data type and instrument. This is useful for determining
1300 /// the most recent data available or for incremental data updates.
1301 ///
1302 /// # Parameters
1303 ///
1304 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1305 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1306 ///
1307 /// # Returns
1308 ///
1309 /// Returns `Some(timestamp)` if data exists, `None` if no data is found,
1310 /// or an error if the operation fails.
1311 ///
1312 /// # Errors
1313 ///
1314 /// Returns an error if:
1315 /// - The directory path cannot be constructed.
1316 /// - Interval retrieval fails.
1317 ///
1318 /// # Examples
1319 ///
1320 /// ```rust,no_run
1321 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1322 ///
1323 /// let catalog = ParquetDataCatalog::new(/* ... */);
1324 ///
1325 /// // Get the last timestamp for quote data
1326 /// if let Some(last_ts) = catalog.query_last_timestamp("quotes", Some("BTCUSD".to_string()))? {
1327 /// println!("Last quote timestamp: {}", last_ts);
1328 /// } else {
1329 /// println!("No quote data found");
1330 /// }
1331 /// # Ok::<(), anyhow::Error>(())
1332 /// ```
1333 pub fn query_last_timestamp(
1334 &self,
1335 data_cls: &str,
1336 instrument_id: Option<String>,
1337 ) -> anyhow::Result<Option<u64>> {
1338 let intervals = self.get_intervals(data_cls, instrument_id)?;
1339
1340 if intervals.is_empty() {
1341 return Ok(None);
1342 }
1343
1344 Ok(Some(intervals.last().unwrap().1))
1345 }
1346
1347 /// Gets the time intervals covered by Parquet files for a specific data type and instrument ID.
1348 ///
1349 /// This method returns all time intervals covered by existing data files for the
1350 /// specified data type and instrument. The intervals are sorted by start time and
1351 /// represent the complete data coverage available.
1352 ///
1353 /// # Parameters
1354 ///
1355 /// - `data_cls`: The data type directory name (e.g., "quotes", "trades").
1356 /// - `instrument_id`: Optional instrument ID to target a specific instrument's data.
1357 ///
1358 /// # Returns
1359 ///
1360 /// Returns a vector of (start, end) tuples representing the covered intervals,
1361 /// sorted by start time, or an error if the operation fails.
1362 ///
1363 /// # Errors
1364 ///
1365 /// Returns an error if:
1366 /// - The directory path cannot be constructed.
1367 /// - Directory listing fails.
1368 /// - Filename parsing fails.
1369 ///
1370 /// # Examples
1371 ///
1372 /// ```rust,no_run
1373 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1374 ///
1375 /// let catalog = ParquetDataCatalog::new(/* ... */);
1376 ///
1377 /// // Get all intervals for quote data
1378 /// let intervals = catalog.get_intervals("quotes", Some("BTCUSD".to_string()))?;
1379 /// for (start, end) in intervals {
1380 /// println!("Data available from {} to {}", start, end);
1381 /// }
1382 /// # Ok::<(), anyhow::Error>(())
1383 /// ```
1384 pub fn get_intervals(
1385 &self,
1386 data_cls: &str,
1387 instrument_id: Option<String>,
1388 ) -> anyhow::Result<Vec<(u64, u64)>> {
1389 let directory = self.make_path(data_cls, instrument_id)?;
1390
1391 self.get_directory_intervals(&directory)
1392 }
1393
1394 /// Gets the time intervals covered by Parquet files in a specific directory.
1395 ///
1396 /// This method scans a directory for Parquet files and extracts the timestamp ranges
1397 /// from their filenames. It's used internally by other methods to determine data coverage
1398 /// and is essential for interval-based operations like gap detection and consolidation.
1399 ///
1400 /// # Parameters
1401 ///
1402 /// - `directory`: The directory path to scan for Parquet files.
1403 ///
1404 /// # Returns
1405 ///
1406 /// Returns a vector of (start, end) tuples representing the time intervals covered
1407 /// by files in the directory, sorted by start timestamp. Returns an empty vector
1408 /// if the directory doesn't exist or contains no valid Parquet files.
1409 ///
1410 /// # Errors
1411 ///
1412 /// Returns an error if:
1413 /// - Object store listing operations fail.
1414 /// - Directory access is denied.
1415 ///
1416 /// # Notes
1417 ///
1418 /// - Only files with valid timestamp-based filenames are included.
1419 /// - Files with unparsable names are silently ignored.
1420 /// - The method works with both local and remote object stores.
1421 /// - Results are automatically sorted by start timestamp.
1422 ///
1423 /// # Examples
1424 ///
1425 /// ```rust,no_run
1426 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1427 ///
1428 /// let catalog = ParquetDataCatalog::new(/* ... */);
1429 /// let intervals = catalog.get_directory_intervals("data/quotes/EURUSD")?;
1430 ///
1431 /// for (start, end) in intervals {
1432 /// println!("File covers {} to {}", start, end);
1433 /// }
1434 /// # Ok::<(), anyhow::Error>(())
1435 /// ```
1436 pub fn get_directory_intervals(&self, directory: &str) -> anyhow::Result<Vec<(u64, u64)>> {
1437 let mut intervals = Vec::new();
1438
1439 // Use object store for all operations
1440 let list_result = self.execute_async(async {
1441 let path = object_store::path::Path::from(directory);
1442 Ok(self
1443 .object_store
1444 .list(Some(&path))
1445 .collect::<Vec<_>>()
1446 .await)
1447 })?;
1448
1449 for result in list_result {
1450 match result {
1451 Ok(object) => {
1452 let path_str = object.location.to_string();
1453 if path_str.ends_with(".parquet")
1454 && let Some(interval) = parse_filename_timestamps(&path_str)
1455 {
1456 intervals.push(interval);
1457 }
1458 }
1459 Err(_) => {
1460 // Directory doesn't exist or is empty, which is fine
1461 break;
1462 }
1463 }
1464 }
1465
1466 intervals.sort_by_key(|&(start, _)| start);
1467
1468 Ok(intervals)
1469 }
1470
1471 /// Constructs a directory path for storing data of a specific type and instrument.
1472 ///
1473 /// This method builds the hierarchical directory structure used by the catalog to organize
1474 /// data by type and instrument. The path follows the pattern: `{base_path}/data/{type_name}/{instrument_id}`.
1475 /// Instrument IDs are automatically converted to URI-safe format by removing forward slashes.
1476 ///
1477 /// # Parameters
1478 ///
1479 /// - `type_name`: The data type directory name (e.g., "quotes", "trades", "bars").
1480 /// - `instrument_id`: Optional instrument ID. If provided, creates a subdirectory for the instrument.
1481 /// If `None`, returns the path to the data type directory.
1482 ///
1483 /// # Returns
1484 ///
1485 /// Returns the constructed directory path as a string, or an error if path construction fails.
1486 ///
1487 /// # Errors
1488 ///
1489 /// Returns an error if:
1490 /// - The instrument ID contains invalid characters that cannot be made URI-safe.
1491 /// - Path construction fails due to system limitations.
1492 ///
1493 /// # Path Structure
1494 ///
1495 /// - Without instrument ID: `{base_path}/data/{type_name}`.
1496 /// - With instrument ID: `{base_path}/data/{type_name}/{safe_instrument_id}`.
1497 /// - If `base_path` is empty: `data/{type_name}[/{safe_instrument_id}]`.
1498 ///
1499 /// # Examples
1500 ///
1501 /// ```rust,no_run
1502 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1503 ///
1504 /// let catalog = ParquetDataCatalog::new(/* ... */);
1505 ///
1506 /// // Path for all quote data
1507 /// let quotes_path = catalog.make_path("quotes", None)?;
1508 /// // Returns: "/base/path/data/quotes"
1509 ///
1510 /// // Path for specific instrument quotes
1511 /// let eurusd_quotes = catalog.make_path("quotes", Some("EUR/USD".to_string()))?;
1512 /// // Returns: "/base/path/data/quotes/EURUSD" (slash removed)
1513 ///
1514 /// // Path for bar data with complex instrument ID
1515 /// let bars_path = catalog.make_path("bars", Some("BTC/USD-1H".to_string()))?;
1516 /// // Returns: "/base/path/data/bars/BTCUSD-1H"
1517 /// # Ok::<(), anyhow::Error>(())
1518 /// ```
1519 pub fn make_path(
1520 &self,
1521 type_name: &str,
1522 instrument_id: Option<String>,
1523 ) -> anyhow::Result<String> {
1524 let mut components = vec!["data".to_string(), type_name.to_string()];
1525
1526 if let Some(id) = instrument_id {
1527 let safe_id = urisafe_instrument_id(&id);
1528 components.push(safe_id);
1529 }
1530
1531 let path = make_object_store_path_owned(&self.base_path, components);
1532 Ok(path)
1533 }
1534
1535 /// Helper method to rename a parquet file by moving it via object store operations
1536 fn rename_parquet_file(
1537 &self,
1538 directory: &str,
1539 old_start: u64,
1540 old_end: u64,
1541 new_start: u64,
1542 new_end: u64,
1543 ) -> anyhow::Result<()> {
1544 let old_filename =
1545 timestamps_to_filename(UnixNanos::from(old_start), UnixNanos::from(old_end));
1546 let old_path = format!("{directory}/{old_filename}");
1547 let old_object_path = self.to_object_path(&old_path);
1548
1549 let new_filename =
1550 timestamps_to_filename(UnixNanos::from(new_start), UnixNanos::from(new_end));
1551 let new_path = format!("{directory}/{new_filename}");
1552 let new_object_path = self.to_object_path(&new_path);
1553
1554 self.move_file(&old_object_path, &new_object_path)
1555 }
1556
1557 /// Converts a catalog path string to an [`ObjectPath`] for object store operations.
1558 ///
1559 /// This method handles the conversion between catalog-relative paths and object store paths,
1560 /// taking into account the catalog's base path configuration. It automatically strips the
1561 /// base path prefix when present to create the correct object store path.
1562 ///
1563 /// # Parameters
1564 ///
1565 /// - `path`: The catalog path string to convert. Can be absolute or relative.
1566 ///
1567 /// # Returns
1568 ///
1569 /// Returns an [`ObjectPath`] suitable for use with object store operations.
1570 ///
1571 /// # Path Handling
1572 ///
1573 /// - If `base_path` is empty, the path is used as-is.
1574 /// - If `base_path` is set, it's stripped from the path if present.
1575 /// - Trailing slashes and backslashes are automatically handled.
1576 /// - The resulting path is relative to the object store root.
1577 /// - All paths are normalized to use forward slashes (object store convention).
1578 ///
1579 /// # Examples
1580 ///
1581 /// ```rust,no_run
1582 /// use nautilus_persistence::backend::catalog::ParquetDataCatalog;
1583 ///
1584 /// let catalog = ParquetDataCatalog::new(/* ... */);
1585 ///
1586 /// // Convert a full catalog path
1587 /// let object_path = catalog.to_object_path("/base/data/quotes/file.parquet");
1588 /// // Returns: ObjectPath("data/quotes/file.parquet") if base_path is "/base"
1589 ///
1590 /// // Convert a relative path
1591 /// let object_path = catalog.to_object_path("data/trades/file.parquet");
1592 /// // Returns: ObjectPath("data/trades/file.parquet")
1593 /// ```
1594 #[must_use]
1595 pub fn to_object_path(&self, path: &str) -> ObjectPath {
1596 // Normalize path separators to forward slashes for object store
1597 let normalized_path = path.replace('\\', "/");
1598
1599 if self.base_path.is_empty() {
1600 return ObjectPath::from(normalized_path);
1601 }
1602
1603 // Normalize base path separators as well
1604 let normalized_base = self.base_path.replace('\\', "/");
1605 let base = normalized_base.trim_end_matches('/');
1606
1607 // Remove the catalog base prefix if present
1608 let without_base = normalized_path
1609 .strip_prefix(&format!("{base}/"))
1610 .or_else(|| normalized_path.strip_prefix(base))
1611 .unwrap_or(&normalized_path);
1612
1613 ObjectPath::from(without_base)
1614 }
1615
1616 /// Helper method to move a file using object store rename operation
1617 pub fn move_file(&self, old_path: &ObjectPath, new_path: &ObjectPath) -> anyhow::Result<()> {
1618 self.execute_async(async {
1619 self.object_store
1620 .rename(old_path, new_path)
1621 .await
1622 .map_err(anyhow::Error::from)
1623 })
1624 }
1625
1626 /// Helper method to execute async operations with a runtime
1627 pub fn execute_async<F, R>(&self, future: F) -> anyhow::Result<R>
1628 where
1629 F: std::future::Future<Output = anyhow::Result<R>>,
1630 {
1631 let rt = get_runtime();
1632 rt.block_on(future)
1633 }
1634}
1635
1636/// Trait for providing catalog path prefixes for different data types.
1637///
1638/// This trait enables type-safe organization of data within the catalog by providing
1639/// a standardized way to determine the directory structure for each data type.
1640/// Each data type maps to a specific subdirectory within the catalog's data folder.
1641///
1642/// # Implementation
1643///
1644/// Types implementing this trait should return a static string that represents
1645/// the directory name where data of that type should be stored.
1646///
1647/// # Examples
1648///
1649/// ```rust
1650/// use nautilus_persistence::backend::catalog::CatalogPathPrefix;
1651/// use nautilus_model::data::QuoteTick;
1652///
1653/// assert_eq!(QuoteTick::path_prefix(), "quotes");
1654/// ```
1655pub trait CatalogPathPrefix {
1656 /// Returns the path prefix (directory name) for this data type.
1657 ///
1658 /// # Returns
1659 ///
1660 /// A static string representing the directory name where this data type is stored.
1661 fn path_prefix() -> &'static str;
1662}
1663
1664/// Macro for implementing [`CatalogPathPrefix`] for data types.
1665///
1666/// This macro provides a convenient way to implement the trait for multiple types
1667/// with their corresponding path prefixes.
1668///
1669/// # Parameters
1670///
1671/// - `$type`: The data type to implement the trait for.
1672/// - `$path`: The path prefix string for that type.
1673macro_rules! impl_catalog_path_prefix {
1674 ($type:ty, $path:expr) => {
1675 impl CatalogPathPrefix for $type {
1676 fn path_prefix() -> &'static str {
1677 $path
1678 }
1679 }
1680 };
1681}
1682
1683// Standard implementations for financial data types
1684impl_catalog_path_prefix!(QuoteTick, "quotes");
1685impl_catalog_path_prefix!(TradeTick, "trades");
1686impl_catalog_path_prefix!(OrderBookDelta, "order_book_deltas");
1687impl_catalog_path_prefix!(OrderBookDepth10, "order_book_depths");
1688impl_catalog_path_prefix!(Bar, "bars");
1689impl_catalog_path_prefix!(IndexPriceUpdate, "index_prices");
1690impl_catalog_path_prefix!(MarkPriceUpdate, "mark_prices");
1691impl_catalog_path_prefix!(FundingRateUpdate, "funding_rates");
1692impl_catalog_path_prefix!(InstrumentClose, "instrument_closes");
1693
1694/// Converts timestamps to a filename using ISO 8601 format.
1695///
1696/// This function converts two Unix nanosecond timestamps to a filename that uses
1697/// ISO 8601 format with filesystem-safe characters. The format matches the Python
1698/// implementation for consistency.
1699///
1700/// # Parameters
1701///
1702/// - `timestamp_1`: First timestamp in Unix nanoseconds.
1703/// - `timestamp_2`: Second timestamp in Unix nanoseconds.
1704///
1705/// # Returns
1706///
1707/// Returns a filename string in the format: "`iso_timestamp_1_iso_timestamp_2.parquet`".
1708///
1709/// # Examples
1710///
1711/// ```rust
1712/// # use nautilus_persistence::backend::catalog::timestamps_to_filename;
1713/// # use nautilus_core::UnixNanos;
1714/// let filename = timestamps_to_filename(
1715/// UnixNanos::from(1609459200000000000),
1716/// UnixNanos::from(1609545600000000000)
1717/// );
1718/// // Returns something like: "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet"
1719/// ```
1720#[must_use]
1721pub fn timestamps_to_filename(timestamp_1: UnixNanos, timestamp_2: UnixNanos) -> String {
1722 let datetime_1 = iso_timestamp_to_file_timestamp(&unix_nanos_to_iso8601(timestamp_1));
1723 let datetime_2 = iso_timestamp_to_file_timestamp(&unix_nanos_to_iso8601(timestamp_2));
1724
1725 format!("{datetime_1}_{datetime_2}.parquet")
1726}
1727
1728/// Converts an ISO 8601 timestamp to a filesystem-safe format.
1729///
1730/// This function replaces colons and dots with hyphens to make the timestamp
1731/// safe for use in filenames across different filesystems.
1732///
1733/// # Parameters
1734///
1735/// - `iso_timestamp`: ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1736///
1737/// # Returns
1738///
1739/// Returns a filesystem-safe timestamp string (e.g., "2023-10-26T07-30-50-123456789Z").
1740///
1741/// # Examples
1742///
1743/// ```rust
1744/// # use nautilus_persistence::backend::catalog::iso_timestamp_to_file_timestamp;
1745/// let safe_timestamp = iso_timestamp_to_file_timestamp("2023-10-26T07:30:50.123456789Z");
1746/// assert_eq!(safe_timestamp, "2023-10-26T07-30-50-123456789Z");
1747/// ```
1748fn iso_timestamp_to_file_timestamp(iso_timestamp: &str) -> String {
1749 iso_timestamp.replace([':', '.'], "-")
1750}
1751
1752/// Converts a filesystem-safe timestamp back to ISO 8601 format.
1753///
1754/// This function reverses the transformation done by `iso_timestamp_to_file_timestamp`,
1755/// converting filesystem-safe timestamps back to standard ISO 8601 format.
1756///
1757/// # Parameters
1758///
1759/// - `file_timestamp`: Filesystem-safe timestamp string (e.g., "2023-10-26T07-30-50-123456789Z").
1760///
1761/// # Returns
1762///
1763/// Returns an ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1764///
1765/// # Examples
1766///
1767/// ```rust
1768/// # use nautilus_persistence::backend::catalog::file_timestamp_to_iso_timestamp;
1769/// let iso_timestamp = file_timestamp_to_iso_timestamp("2023-10-26T07-30-50-123456789Z");
1770/// assert_eq!(iso_timestamp, "2023-10-26T07:30:50.123456789Z");
1771/// ```
1772fn file_timestamp_to_iso_timestamp(file_timestamp: &str) -> String {
1773 let (date_part, time_part) = file_timestamp
1774 .split_once('T')
1775 .unwrap_or((file_timestamp, ""));
1776 let time_part = time_part.strip_suffix('Z').unwrap_or(time_part);
1777
1778 // Find the last hyphen to separate nanoseconds
1779 if let Some(last_hyphen_idx) = time_part.rfind('-') {
1780 let time_with_dot_for_nanos = format!(
1781 "{}.{}",
1782 &time_part[..last_hyphen_idx],
1783 &time_part[last_hyphen_idx + 1..]
1784 );
1785 let final_time_part = time_with_dot_for_nanos.replace('-', ":");
1786 format!("{date_part}T{final_time_part}Z")
1787 } else {
1788 // Fallback if no nanoseconds part found
1789 let final_time_part = time_part.replace('-', ":");
1790 format!("{date_part}T{final_time_part}Z")
1791 }
1792}
1793
1794/// Converts an ISO 8601 timestamp string to Unix nanoseconds.
1795///
1796/// This function parses an ISO 8601 timestamp and converts it to Unix nanoseconds.
1797/// It's used to convert parsed timestamps back to the internal representation.
1798///
1799/// # Parameters
1800///
1801/// - `iso_timestamp`: ISO 8601 timestamp string (e.g., "2023-10-26T07:30:50.123456789Z").
1802///
1803/// # Returns
1804///
1805/// Returns `Ok(u64)` with the Unix nanoseconds timestamp, or an error if parsing fails.
1806///
1807/// # Examples
1808///
1809/// ```rust
1810/// # use nautilus_persistence::backend::catalog::iso_to_unix_nanos;
1811/// let nanos = iso_to_unix_nanos("2021-01-01T00:00:00.000000000Z").unwrap();
1812/// assert_eq!(nanos, 1609459200000000000);
1813/// ```
1814fn iso_to_unix_nanos(iso_timestamp: &str) -> anyhow::Result<u64> {
1815 Ok(iso8601_to_unix_nanos(iso_timestamp.to_string())?.into())
1816}
1817
1818/// Converts an instrument ID to a URI-safe format by removing forward slashes.
1819///
1820/// Some instrument IDs contain forward slashes (e.g., "BTC/USD") which are not
1821/// suitable for use in file paths. This function removes these characters to
1822/// create a safe directory name.
1823///
1824/// # Parameters
1825///
1826/// - `instrument_id`: The original instrument ID string.
1827///
1828/// # Returns
1829///
1830/// A URI-safe version of the instrument ID with forward slashes removed.
1831///
1832/// # Examples
1833///
1834/// ```rust
1835/// # use nautilus_persistence::backend::catalog::urisafe_instrument_id;
1836/// assert_eq!(urisafe_instrument_id("BTC/USD"), "BTCUSD");
1837/// assert_eq!(urisafe_instrument_id("EUR-USD"), "EUR-USD");
1838/// ```
1839fn urisafe_instrument_id(instrument_id: &str) -> String {
1840 instrument_id.replace('/', "")
1841}
1842
1843/// Extracts the identifier from a file path.
1844///
1845/// The identifier is typically the second-to-last path component (directory name).
1846/// For example, from "`data/quote_tick/EURUSD/file.parquet`", extracts "EURUSD".
1847#[must_use]
1848pub fn extract_identifier_from_path(file_path: &str) -> String {
1849 let path_parts: Vec<&str> = file_path.split('/').collect();
1850 if path_parts.len() >= 2 {
1851 path_parts[path_parts.len() - 2].to_string()
1852 } else {
1853 "unknown".to_string()
1854 }
1855}
1856
1857/// Makes an identifier safe for use in SQL table names.
1858///
1859/// Removes forward slashes, replaces dots, hyphens, and spaces with underscores, and converts to lowercase.
1860#[must_use]
1861pub fn make_sql_safe_identifier(identifier: &str) -> String {
1862 urisafe_instrument_id(identifier)
1863 .replace(['.', '-', ' ', '%'], "_")
1864 .to_lowercase()
1865}
1866
1867/// Extracts the filename from a file path and makes it SQL-safe.
1868///
1869/// For example, from "data/quote_tick/EURUSD/2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet",
1870/// extracts "`2021_01_01t00_00_00_000000000z_2021_01_02t00_00_00_000000000z`".
1871#[must_use]
1872pub fn extract_sql_safe_filename(file_path: &str) -> String {
1873 if file_path.is_empty() {
1874 return "unknown_file".to_string();
1875 }
1876
1877 let filename = file_path.split('/').next_back().unwrap_or("unknown_file");
1878
1879 // Remove .parquet extension
1880 let name_without_ext = if let Some(dot_pos) = filename.rfind(".parquet") {
1881 &filename[..dot_pos]
1882 } else {
1883 filename
1884 };
1885
1886 // Remove characters that can pose problems: hyphens, colons, etc.
1887 name_without_ext
1888 .replace(['-', ':', '.'], "_")
1889 .to_lowercase()
1890}
1891
1892/// Creates a platform-appropriate local path using `PathBuf`.
1893///
1894/// This function constructs file system paths using the platform's native path separators.
1895/// Use this for local file operations that need to work with the actual file system.
1896///
1897/// # Arguments
1898///
1899/// * `base_path` - The base directory path
1900/// * `components` - Path components to join
1901///
1902/// # Returns
1903///
1904/// A `PathBuf` with platform-appropriate separators
1905///
1906/// # Examples
1907///
1908/// ```rust
1909/// # use nautilus_persistence::backend::catalog::make_local_path;
1910/// let path = make_local_path("/base", &["data", "quotes", "EURUSD"]);
1911/// // On Unix: "/base/data/quotes/EURUSD"
1912/// // On Windows: "\base\data\quotes\EURUSD"
1913/// ```
1914pub fn make_local_path<P: AsRef<Path>>(base_path: P, components: &[&str]) -> PathBuf {
1915 let mut path = PathBuf::from(base_path.as_ref());
1916 for component in components {
1917 path.push(component);
1918 }
1919 path
1920}
1921
1922/// Creates an object store path using forward slashes.
1923///
1924/// Object stores (S3, GCS, etc.) always expect forward slashes regardless of platform.
1925/// Use this when creating paths for object store operations.
1926///
1927/// # Arguments
1928///
1929/// * `base_path` - The base path (can be empty)
1930/// * `components` - Path components to join
1931///
1932/// # Returns
1933///
1934/// A string path with forward slash separators
1935///
1936/// # Examples
1937///
1938/// ```rust
1939/// # use nautilus_persistence::backend::catalog::make_object_store_path;
1940/// let path = make_object_store_path("base", &["data", "quotes", "EURUSD"]);
1941/// assert_eq!(path, "base/data/quotes/EURUSD");
1942/// ```
1943#[must_use]
1944pub fn make_object_store_path(base_path: &str, components: &[&str]) -> String {
1945 let mut parts = Vec::new();
1946
1947 if !base_path.is_empty() {
1948 let normalized_base = base_path
1949 .replace('\\', "/")
1950 .trim_end_matches('/')
1951 .to_string();
1952 if !normalized_base.is_empty() {
1953 parts.push(normalized_base);
1954 }
1955 }
1956
1957 for component in components {
1958 let normalized_component = component
1959 .replace('\\', "/")
1960 .trim_start_matches('/')
1961 .trim_end_matches('/')
1962 .to_string();
1963 if !normalized_component.is_empty() {
1964 parts.push(normalized_component);
1965 }
1966 }
1967
1968 parts.join("/")
1969}
1970
1971/// Creates an object store path using forward slashes with owned strings.
1972///
1973/// This variant accepts owned strings to avoid lifetime issues.
1974///
1975/// # Arguments
1976///
1977/// * `base_path` - The base path (can be empty)
1978/// * `components` - Path components to join (owned strings)
1979///
1980/// # Returns
1981///
1982/// A string path with forward slash separators
1983#[must_use]
1984pub fn make_object_store_path_owned(base_path: &str, components: Vec<String>) -> String {
1985 let mut parts = Vec::new();
1986
1987 if !base_path.is_empty() {
1988 let normalized_base = base_path
1989 .replace('\\', "/")
1990 .trim_end_matches('/')
1991 .to_string();
1992 if !normalized_base.is_empty() {
1993 parts.push(normalized_base);
1994 }
1995 }
1996
1997 for component in components {
1998 let normalized_component = component
1999 .replace('\\', "/")
2000 .trim_start_matches('/')
2001 .trim_end_matches('/')
2002 .to_string();
2003 if !normalized_component.is_empty() {
2004 parts.push(normalized_component);
2005 }
2006 }
2007
2008 parts.join("/")
2009}
2010
2011/// Converts a local `PathBuf` to an object store path string.
2012///
2013/// This function normalizes a local file system path to the forward-slash format
2014/// expected by object stores, handling platform differences.
2015///
2016/// # Arguments
2017///
2018/// * `local_path` - The local `PathBuf` to convert
2019///
2020/// # Returns
2021///
2022/// A string with forward slash separators suitable for object store operations
2023///
2024/// # Examples
2025///
2026/// ```rust
2027/// # use std::path::PathBuf;
2028/// # use nautilus_persistence::backend::catalog::local_to_object_store_path;
2029/// let local_path = PathBuf::from("data").join("quotes").join("EURUSD");
2030/// let object_path = local_to_object_store_path(&local_path);
2031/// assert_eq!(object_path, "data/quotes/EURUSD");
2032/// ```
2033#[must_use]
2034pub fn local_to_object_store_path(local_path: &Path) -> String {
2035 local_path.to_string_lossy().replace('\\', "/")
2036}
2037
2038/// Extracts path components using platform-appropriate path parsing.
2039///
2040/// This function safely parses a path into its components, handling both
2041/// local file system paths and object store paths correctly.
2042///
2043/// # Arguments
2044///
2045/// * `path_str` - The path string to parse
2046///
2047/// # Returns
2048///
2049/// A vector of path components
2050///
2051/// # Examples
2052///
2053/// ```rust
2054/// # use nautilus_persistence::backend::catalog::extract_path_components;
2055/// let components = extract_path_components("data/quotes/EURUSD");
2056/// assert_eq!(components, vec!["data", "quotes", "EURUSD"]);
2057///
2058/// // Works with both separators
2059/// let components = extract_path_components("data\\quotes\\EURUSD");
2060/// assert_eq!(components, vec!["data", "quotes", "EURUSD"]);
2061/// ```
2062#[must_use]
2063pub fn extract_path_components(path_str: &str) -> Vec<String> {
2064 // Normalize separators and split
2065 let normalized = path_str.replace('\\', "/");
2066 normalized
2067 .split('/')
2068 .filter(|s| !s.is_empty())
2069 .map(ToString::to_string)
2070 .collect()
2071}
2072
2073/// Checks if a filename's timestamp range intersects with a query interval.
2074///
2075/// This function determines whether a Parquet file (identified by its timestamp-based
2076/// filename) contains data that falls within the specified query time range.
2077///
2078/// # Parameters
2079///
2080/// - `filename`: The filename to check (format: "`iso_timestamp_1_iso_timestamp_2.parquet`").
2081/// - `start`: Optional start timestamp for the query range.
2082/// - `end`: Optional end timestamp for the query range.
2083///
2084/// # Returns
2085///
2086/// Returns `true` if the file's time range intersects with the query range,
2087/// `false` otherwise. Returns `true` if the filename cannot be parsed.
2088///
2089/// # Examples
2090///
2091/// ```rust
2092/// # use nautilus_persistence::backend::catalog::query_intersects_filename;
2093/// // Example with ISO format filenames
2094/// assert!(query_intersects_filename(
2095/// "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet",
2096/// Some(1609459200000000000),
2097/// Some(1609545600000000000)
2098/// ));
2099/// ```
2100fn query_intersects_filename(filename: &str, start: Option<u64>, end: Option<u64>) -> bool {
2101 if let Some((file_start, file_end)) = parse_filename_timestamps(filename) {
2102 (start.is_none() || start.unwrap() <= file_end)
2103 && (end.is_none() || file_start <= end.unwrap())
2104 } else {
2105 true
2106 }
2107}
2108
2109/// Parses timestamps from a Parquet filename.
2110///
2111/// Extracts the start and end timestamps from filenames that follow the ISO 8601 format:
2112/// "`iso_timestamp_1_iso_timestamp_2.parquet`" (e.g., "2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet")
2113///
2114/// # Parameters
2115///
2116/// - `filename`: The filename to parse (can be a full path).
2117///
2118/// # Returns
2119///
2120/// Returns `Some((start_ts, end_ts))` if the filename matches the expected format,
2121/// `None` otherwise.
2122///
2123/// # Examples
2124///
2125/// ```rust
2126/// # use nautilus_persistence::backend::catalog::parse_filename_timestamps;
2127/// assert!(parse_filename_timestamps("2021-01-01T00-00-00-000000000Z_2021-01-02T00-00-00-000000000Z.parquet").is_some());
2128/// assert_eq!(parse_filename_timestamps("invalid.parquet"), None);
2129/// ```
2130#[must_use]
2131pub fn parse_filename_timestamps(filename: &str) -> Option<(u64, u64)> {
2132 let path = Path::new(filename);
2133 let base_name = path.file_name()?.to_str()?;
2134 let base_filename = base_name.strip_suffix(".parquet")?;
2135 let (first_part, second_part) = base_filename.split_once('_')?;
2136
2137 let first_iso = file_timestamp_to_iso_timestamp(first_part);
2138 let second_iso = file_timestamp_to_iso_timestamp(second_part);
2139
2140 let first_ts = iso_to_unix_nanos(&first_iso).ok()?;
2141 let second_ts = iso_to_unix_nanos(&second_iso).ok()?;
2142
2143 Some((first_ts, second_ts))
2144}
2145
2146/// Checks if a list of closed integer intervals are all mutually disjoint.
2147///
2148/// Two intervals are disjoint if they do not overlap. This function validates that
2149/// all intervals in the list are non-overlapping, which is a requirement for
2150/// maintaining data integrity in the catalog.
2151///
2152/// # Parameters
2153///
2154/// - `intervals`: A slice of timestamp intervals as (start, end) tuples.
2155///
2156/// # Returns
2157///
2158/// Returns `true` if all intervals are disjoint, `false` if any overlap is found.
2159/// Returns `true` for empty lists or lists with a single interval.
2160///
2161/// # Examples
2162///
2163/// ```rust
2164/// # use nautilus_persistence::backend::catalog::are_intervals_disjoint;
2165/// // Disjoint intervals
2166/// assert!(are_intervals_disjoint(&[(1, 5), (10, 15), (20, 25)]));
2167///
2168/// // Overlapping intervals
2169/// assert!(!are_intervals_disjoint(&[(1, 10), (5, 15)]));
2170/// ```
2171#[must_use]
2172pub fn are_intervals_disjoint(intervals: &[(u64, u64)]) -> bool {
2173 let n = intervals.len();
2174
2175 if n <= 1 {
2176 return true;
2177 }
2178
2179 let mut sorted_intervals: Vec<(u64, u64)> = intervals.to_vec();
2180 sorted_intervals.sort_by_key(|&(start, _)| start);
2181
2182 for i in 0..(n - 1) {
2183 let (_, end1) = sorted_intervals[i];
2184 let (start2, _) = sorted_intervals[i + 1];
2185
2186 if end1 >= start2 {
2187 return false;
2188 }
2189 }
2190
2191 true
2192}
2193
2194/// Checks if intervals are contiguous (adjacent with no gaps).
2195///
2196/// Intervals are contiguous if, when sorted by start time, each interval's start
2197/// timestamp is exactly one more than the previous interval's end timestamp.
2198/// This ensures complete coverage of a time range with no gaps.
2199///
2200/// # Parameters
2201///
2202/// - `intervals`: A slice of timestamp intervals as (start, end) tuples.
2203///
2204/// # Returns
2205///
2206/// Returns `true` if all intervals are contiguous, `false` if any gaps are found.
2207/// Returns `true` for empty lists or lists with a single interval.
2208///
2209/// # Examples
2210///
2211/// ```rust
2212/// # use nautilus_persistence::backend::catalog::are_intervals_contiguous;
2213/// // Contiguous intervals
2214/// assert!(are_intervals_contiguous(&[(1, 5), (6, 10), (11, 15)]));
2215///
2216/// // Non-contiguous intervals (gap between 5 and 8)
2217/// assert!(!are_intervals_contiguous(&[(1, 5), (8, 10)]));
2218/// ```
2219#[must_use]
2220pub fn are_intervals_contiguous(intervals: &[(u64, u64)]) -> bool {
2221 let n = intervals.len();
2222 if n <= 1 {
2223 return true;
2224 }
2225
2226 let mut sorted_intervals: Vec<(u64, u64)> = intervals.to_vec();
2227 sorted_intervals.sort_by_key(|&(start, _)| start);
2228
2229 for i in 0..(n - 1) {
2230 let (_, end1) = sorted_intervals[i];
2231 let (start2, _) = sorted_intervals[i + 1];
2232
2233 if end1 + 1 != start2 {
2234 return false;
2235 }
2236 }
2237
2238 true
2239}
2240
2241/// Finds the parts of a query interval that are not covered by existing data intervals.
2242///
2243/// This function calculates the "gaps" in data coverage by comparing a requested
2244/// time range against the intervals covered by existing data files. It's used to
2245/// determine what data needs to be fetched or backfilled.
2246///
2247/// # Parameters
2248///
2249/// - `start`: Start timestamp of the query interval (inclusive).
2250/// - `end`: End timestamp of the query interval (inclusive).
2251/// - `closed_intervals`: Existing data intervals as (start, end) tuples.
2252///
2253/// # Returns
2254///
2255/// Returns a vector of (start, end) tuples representing the gaps in coverage.
2256/// Returns an empty vector if the query range is invalid or fully covered.
2257///
2258/// # Examples
2259///
2260/// ```rust
2261/// # use nautilus_persistence::backend::catalog::query_interval_diff;
2262/// // Query 1-100, have data for 10-30 and 60-80
2263/// let gaps = query_interval_diff(1, 100, &[(10, 30), (60, 80)]);
2264/// assert_eq!(gaps, vec![(1, 9), (31, 59), (81, 100)]);
2265/// ```
2266fn query_interval_diff(start: u64, end: u64, closed_intervals: &[(u64, u64)]) -> Vec<(u64, u64)> {
2267 if start > end {
2268 return Vec::new();
2269 }
2270
2271 let interval_set = get_interval_set(closed_intervals);
2272 let query_range = (Bound::Included(start), Bound::Included(end));
2273 let query_diff = interval_set.get_interval_difference(&query_range);
2274 let mut result: Vec<(u64, u64)> = Vec::new();
2275
2276 for interval in query_diff {
2277 if let Some(tuple) = interval_to_tuple(interval, start, end) {
2278 result.push(tuple);
2279 }
2280 }
2281
2282 result
2283}
2284
2285/// Creates an interval tree from closed integer intervals.
2286///
2287/// This function converts closed intervals [a, b] into half-open intervals [a, b+1)
2288/// for use with the interval tree data structure, which is used for efficient
2289/// interval operations and gap detection.
2290///
2291/// # Parameters
2292///
2293/// - `intervals`: A slice of closed intervals as (start, end) tuples.
2294///
2295/// # Returns
2296///
2297/// Returns an [`IntervalTree`] containing the converted intervals.
2298///
2299/// # Notes
2300///
2301/// - Invalid intervals (where start > end) are skipped.
2302/// - Uses saturating addition to prevent overflow when converting to half-open intervals.
2303fn get_interval_set(intervals: &[(u64, u64)]) -> IntervalTree<u64> {
2304 let mut tree = IntervalTree::default();
2305
2306 if intervals.is_empty() {
2307 return tree;
2308 }
2309
2310 for &(start, end) in intervals {
2311 if start > end {
2312 continue;
2313 }
2314
2315 tree.insert((
2316 Bound::Included(start),
2317 Bound::Excluded(end.saturating_add(1)),
2318 ));
2319 }
2320
2321 tree
2322}
2323
2324/// Converts an interval tree result back to a closed interval tuple.
2325///
2326/// This helper function converts the bounded interval representation used by
2327/// the interval tree back into the (start, end) tuple format used throughout
2328/// the catalog.
2329///
2330/// # Parameters
2331///
2332/// - `interval`: The bounded interval from the interval tree.
2333/// - `query_start`: The start of the original query range.
2334/// - `query_end`: The end of the original query range.
2335///
2336/// # Returns
2337///
2338/// Returns `Some((start, end))` for valid intervals, `None` for empty intervals.
2339fn interval_to_tuple(
2340 interval: (Bound<&u64>, Bound<&u64>),
2341 query_start: u64,
2342 query_end: u64,
2343) -> Option<(u64, u64)> {
2344 let (bound_start, bound_end) = interval;
2345
2346 let start = match bound_start {
2347 Bound::Included(val) => *val,
2348 Bound::Excluded(val) => val.saturating_add(1),
2349 Bound::Unbounded => query_start,
2350 };
2351
2352 let end = match bound_end {
2353 Bound::Included(val) => *val,
2354 Bound::Excluded(val) => {
2355 if *val == 0 {
2356 return None; // Empty interval
2357 }
2358 val - 1
2359 }
2360 Bound::Unbounded => query_end,
2361 };
2362
2363 if start <= end {
2364 Some((start, end))
2365 } else {
2366 None
2367 }
2368}