nautilus_tardis/http/
client.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{env, time::Duration};
17
18use nautilus_core::{UnixNanos, consts::USER_AGENT};
19use nautilus_model::instruments::InstrumentAny;
20use reqwest::Response;
21
22use super::{
23    TARDIS_BASE_URL,
24    error::{Error, TardisErrorResponse},
25    models::InstrumentInfo,
26    parse::parse_instrument_any,
27    query::InstrumentFilter,
28};
29use crate::enums::Exchange;
30
31pub type Result<T> = std::result::Result<T, Error>;
32
33/// A Tardis HTTP API client.
34/// See <https://docs.tardis.dev/api/http>.
35#[cfg_attr(
36    feature = "python",
37    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.adapters")
38)]
39#[derive(Debug, Clone)]
40pub struct TardisHttpClient {
41    base_url: String,
42    api_key: String,
43    client: reqwest::Client,
44    normalize_symbols: bool,
45}
46
47impl TardisHttpClient {
48    /// Creates a new [`TardisHttpClient`] instance.
49    pub fn new(
50        api_key: Option<&str>,
51        base_url: Option<&str>,
52        timeout_secs: Option<u64>,
53        normalize_symbols: bool,
54    ) -> anyhow::Result<Self> {
55        let api_key = match api_key {
56            Some(key) => key.to_string(),
57            None => env::var("TARDIS_API_KEY").map_err(|_| {
58                anyhow::anyhow!(
59                    "API key must be provided or set in the 'TARDIS_API_KEY' environment variable"
60                )
61            })?,
62        };
63
64        let base_url = base_url.map_or_else(|| TARDIS_BASE_URL.to_string(), ToString::to_string);
65        let timeout = timeout_secs.map_or_else(|| Duration::from_secs(60), Duration::from_secs);
66
67        let client = reqwest::Client::builder()
68            .user_agent(USER_AGENT)
69            .timeout(timeout)
70            .build()?;
71
72        Ok(Self {
73            base_url,
74            api_key,
75            client,
76            normalize_symbols,
77        })
78    }
79
80    async fn handle_error_response<T>(resp: Response) -> Result<T> {
81        let status = resp.status().as_u16();
82        let error_text = resp.text().await.unwrap_or_default();
83
84        if let Ok(error) = serde_json::from_str::<TardisErrorResponse>(&error_text) {
85            Err(Error::ApiError {
86                status,
87                code: error.code,
88                message: error.message,
89            })
90        } else {
91            Err(Error::ApiError {
92                status,
93                code: 0,
94                message: error_text,
95            })
96        }
97    }
98
99    /// Returns all Tardis instrument definitions for the given `exchange`.
100    ///
101    /// See <https://docs.tardis.dev/api/instruments-metadata-api>.
102    pub async fn instruments_info(
103        &self,
104        exchange: Exchange,
105        symbol: Option<&str>,
106        filter: Option<&InstrumentFilter>,
107    ) -> Result<Vec<InstrumentInfo>> {
108        let mut url = format!("{}/instruments/{exchange}", &self.base_url);
109        if let Some(symbol) = symbol {
110            url.push_str(&format!("/{symbol}"));
111        }
112        if let Some(filter) = filter {
113            if let Ok(filter_json) = serde_json::to_string(filter) {
114                url.push_str(&format!("?filter={}", urlencoding::encode(&filter_json)));
115            }
116        }
117        tracing::debug!("Requesting: {url}");
118
119        let resp = self
120            .client
121            .get(url)
122            .bearer_auth(&self.api_key)
123            .send()
124            .await?;
125        tracing::debug!("Response status: {}", resp.status());
126
127        if !resp.status().is_success() {
128            return Self::handle_error_response(resp).await;
129        }
130
131        let body = resp.text().await?;
132        tracing::trace!("{body}");
133
134        if let Ok(instrument) = serde_json::from_str::<InstrumentInfo>(&body) {
135            return Ok(vec![instrument]);
136        }
137
138        match serde_json::from_str(&body) {
139            Ok(parsed) => Ok(parsed),
140            Err(e) => {
141                tracing::error!("Failed to parse response: {e}");
142                tracing::debug!("Response body was: {body}");
143                Err(Error::ResponseParse(e.to_string()))
144            }
145        }
146    }
147
148    /// Returns all Nautilus instrument definitions for the given `exchange`, and filter params.
149    ///
150    /// See <https://docs.tardis.dev/api/instruments-metadata-api>.
151    pub async fn instruments(
152        &self,
153        exchange: Exchange,
154        symbol: Option<&str>,
155        filter: Option<&InstrumentFilter>,
156        effective: Option<UnixNanos>,
157        ts_init: Option<UnixNanos>,
158    ) -> Result<Vec<InstrumentAny>> {
159        let response = self.instruments_info(exchange, symbol, filter).await?;
160
161        Ok(response
162            .into_iter()
163            .flat_map(|info| parse_instrument_any(info, effective, ts_init, self.normalize_symbols))
164            .collect())
165    }
166}
nautilus_tardis/http/client.rs

nautilus_tardis/http/
client.rs
