nautilus_tardis/
config.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
16use serde::{Deserialize, Serialize};
17
18use super::machine::types::ReplayNormalizedRequestOptions;
19
20/// Determines the output format for Tardis `book_snapshot_*` messages.
21#[derive(Debug, Clone, Default, Serialize, Deserialize)]
22#[serde(rename_all = "snake_case")]
23pub enum BookSnapshotOutput {
24    /// Convert book snapshots to `OrderBookDeltas` and write to `order_book_deltas/`.
25    #[default]
26    Deltas,
27    /// Convert book snapshots to `OrderBookDepth10` and write to `order_book_depths/`.
28    Depth10,
29}
30
31/// Provides a configuration for a Tarid Machine -> Nautilus data -> Parquet replay run.
32#[derive(Debug, Clone, Serialize, Deserialize)]
33pub struct TardisReplayConfig {
34    /// The Tardis Machine websocket url.
35    pub tardis_ws_url: Option<String>,
36    /// If symbols should be normalized with Nautilus conventions.
37    pub normalize_symbols: Option<bool>,
38    /// The output directory for writing Nautilus format Parquet files.
39    pub output_path: Option<String>,
40    /// The Tardis Machine replay options.
41    pub options: Vec<ReplayNormalizedRequestOptions>,
42    /// Optional WebSocket proxy URL.
43    ///
44    /// Note: WebSocket proxy support is not yet implemented. This field is reserved
45    /// for future functionality.
46    pub ws_proxy_url: Option<String>,
47    /// The output format for `book_snapshot_*` messages.
48    ///
49    /// - `deltas`: Convert to `OrderBookDeltas` and write to `order_book_deltas/` (default).
50    /// - `depth10`: Convert to `OrderBookDepth10` and write to `order_book_depths/`.
51    pub book_snapshot_output: Option<BookSnapshotOutput>,
52}
53
54/// Configuration for the Tardis data client.
55#[derive(Clone, Debug)]
56pub struct TardisDataClientConfig {
57    /// Tardis API key for HTTP instrument fetching.
58    /// Falls back to `TARDIS_API_KEY` env var if not set.
59    pub api_key: Option<String>,
60    /// Tardis Machine Server WebSocket URL.
61    /// Falls back to `TARDIS_MACHINE_WS_URL` env var if not set.
62    pub tardis_ws_url: Option<String>,
63    /// Whether to normalize symbols to Nautilus conventions.
64    pub normalize_symbols: bool,
65    /// Output format for `book_snapshot_*` messages.
66    pub book_snapshot_output: BookSnapshotOutput,
67    /// Replay options defining exchanges, symbols, date ranges, and data types.
68    pub options: Vec<ReplayNormalizedRequestOptions>,
69}
70
71impl Default for TardisDataClientConfig {
72    fn default() -> Self {
73        Self {
74            api_key: None,
75            tardis_ws_url: None,
76            normalize_symbols: true,
77            book_snapshot_output: BookSnapshotOutput::default(),
78            options: Vec::new(),
79        }
80    }
81}
82
83#[cfg(test)]
84mod tests {
85    use rstest::rstest;
86
87    use super::*;
88
89    #[rstest]
90    fn test_default_config_values() {
91        let config = TardisDataClientConfig::default();
92        assert!(config.api_key.is_none());
93        assert!(config.tardis_ws_url.is_none());
94        assert!(config.normalize_symbols);
95        assert!(matches!(
96            config.book_snapshot_output,
97            BookSnapshotOutput::Deltas
98        ));
99        assert!(config.options.is_empty());
100    }
101
102    #[rstest]
103    fn test_book_snapshot_output_default_is_deltas() {
104        assert!(matches!(
105            BookSnapshotOutput::default(),
106            BookSnapshotOutput::Deltas
107        ));
108    }
109
110    #[rstest]
111    fn test_book_snapshot_output_serde_roundtrip_deltas() {
112        let json = serde_json::to_string(&BookSnapshotOutput::Deltas).unwrap();
113        assert_eq!(json, "\"deltas\"");
114
115        let deserialized: BookSnapshotOutput = serde_json::from_str(&json).unwrap();
116        assert!(matches!(deserialized, BookSnapshotOutput::Deltas));
117    }
118
119    #[rstest]
120    fn test_book_snapshot_output_serde_roundtrip_depth10() {
121        let json = serde_json::to_string(&BookSnapshotOutput::Depth10).unwrap();
122        assert_eq!(json, "\"depth10\"");
123
124        let deserialized: BookSnapshotOutput = serde_json::from_str(&json).unwrap();
125        assert!(matches!(deserialized, BookSnapshotOutput::Depth10));
126    }
127}
nautilus_tardis/config.rs

nautilus_tardis/
config.rs
