node_test/
node_test.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::{
17    ops::{Deref, DerefMut},
18    sync::Arc,
19    time::Duration,
20};
21
22use nautilus_blockchain::{
23    config::{BlockchainDataClientConfig, DexPoolFilters},
24    factories::BlockchainDataClientFactory,
25};
26use nautilus_common::{
27    actor::{DataActor, DataActorCore, data_actor::DataActorConfig},
28    enums::{Environment, LogColor},
29    live::runtime::get_runtime,
30    log_warn,
31    logging::log_info,
32};
33use nautilus_core::env::get_env_var;
34use nautilus_infrastructure::sql::pg::PostgresConnectOptions;
35use nautilus_live::node::LiveNode;
36use nautilus_model::{
37    defi::{Block, Blockchain, DexType, Pool, PoolLiquidityUpdate, PoolSwap, chain::chains},
38    identifiers::{ClientId, InstrumentId, TraderId},
39};
40
41// Requires capnp installed on the machine
42// Run with `cargo run -p nautilus-blockchain --bin node_test --features hypersync`
43// To see additional tracing logs `export RUST_LOG=debug,h2=off`
44
45// ================================================================================================
46// IMPORTANT: The actor definitions below are EXAMPLE CODE for demonstration purposes.
47// They should NOT be moved to the main library as they are specific to this test scenario.
48// If you need production-ready actors, create them in a separate production module.
49// ================================================================================================
50
51fn main() -> Result<(), Box<dyn std::error::Error>> {
52    dotenvy::dotenv().ok();
53
54    let environment = Environment::Live;
55    let trader_id = TraderId::default();
56    let node_name = "TESTER-001".to_string();
57
58    let chain = chains::ARBITRUM.clone();
59    let wss_rpc_url = get_env_var("RPC_WSS_URL")?;
60    let http_rpc_url = get_env_var("RPC_HTTP_URL")?;
61
62    let dex_pool_filter = DexPoolFilters::new(Some(true));
63
64    let client_factory = BlockchainDataClientFactory::new();
65    let client_config = BlockchainDataClientConfig::new(
66        Arc::new(chain.clone()),
67        vec![DexType::UniswapV3],
68        http_rpc_url,
69        None, // RPC requests per second
70        None, // Multicall calls per RPC request
71        Some(wss_rpc_url),
72        true, // Use HyperSync for live data
73        None,
74        Some(dex_pool_filter),
75        Some(PostgresConnectOptions::default()),
76    );
77
78    let mut node = LiveNode::builder(trader_id, environment)?
79        .with_name(node_name)
80        .with_load_state(false)
81        .with_save_state(false)
82        .add_data_client(
83            None, // Use factory name
84            Box::new(client_factory),
85            Box::new(client_config),
86        )?
87        .build()?;
88
89    // Create and register a blockchain subscriber actor
90    let client_id = ClientId::new(format!("BLOCKCHAIN-{}", chain.name));
91
92    let pools = vec![InstrumentId::from(
93        "0x4CEf551255EC96d89feC975446301b5C4e164C59.Arbitrum:UniswapV3",
94    )];
95
96    let actor_config = BlockchainSubscriberActorConfig::new(client_id, chain.name, pools);
97    let actor = BlockchainSubscriberActor::new(actor_config);
98
99    node.add_actor(actor)?;
100
101    Ok(get_runtime().block_on(async move { node.run().await })?)
102}
103
104/// Configuration for the blockchain subscriber actor.
105#[derive(Debug, Clone)]
106#[cfg_attr(
107    feature = "python",
108    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.blockchain")
109)]
110pub struct BlockchainSubscriberActorConfig {
111    /// Base data actor configuration.
112    pub base: DataActorConfig,
113    /// Client ID to use for subscriptions.
114    pub client_id: ClientId,
115    /// The blockchain to subscribe for.
116    pub chain: Blockchain,
117    /// Pool instrument IDs to monitor for swaps and liquidity updates.
118    pub pools: Vec<InstrumentId>,
119}
120
121impl BlockchainSubscriberActorConfig {
122    /// Creates a new [`BlockchainSubscriberActorConfig`] instance.
123    #[must_use]
124    pub fn new(client_id: ClientId, chain: Blockchain, pools: Vec<InstrumentId>) -> Self {
125        Self {
126            base: DataActorConfig::default(),
127            client_id,
128            chain,
129            pools,
130        }
131    }
132}
133
134#[cfg(feature = "python")]
135#[pyo3::pymethods]
136impl BlockchainSubscriberActorConfig {
137    /// Creates a new `BlockchainSubscriberActorConfig` instance.
138    #[new]
139    fn py_new(client_id: ClientId, chain: Blockchain, pools: Vec<InstrumentId>) -> Self {
140        Self::new(client_id, chain, pools)
141    }
142
143    /// Returns a string representation of the configuration.
144    fn __repr__(&self) -> String {
145        format!(
146            "BlockchainSubscriberActorConfig(client_id={}, chain={:?}, pools={:?})",
147            self.client_id, self.chain, self.pools
148        )
149    }
150
151    /// Returns the client ID.
152    #[getter]
153    const fn client_id(&self) -> ClientId {
154        self.client_id
155    }
156
157    /// Returns the blockchain.
158    #[getter]
159    const fn chain(&self) -> Blockchain {
160        self.chain
161    }
162
163    /// Returns the pool instrument IDs.
164    #[getter]
165    fn pools(&self) -> Vec<InstrumentId> {
166        self.pools.clone()
167    }
168}
169
170/// A basic blockchain subscriber actor that monitors DeFi activities.
171///
172/// This actor demonstrates how to use the `DataActor` trait to monitor blockchain data
173/// from DEXs, pools, and other DeFi protocols. It logs received blocks and swaps
174/// to demonstrate the data flow.
175#[derive(Debug)]
176#[cfg_attr(
177    feature = "python",
178    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.blockchain", unsendable)
179)]
180pub struct BlockchainSubscriberActor {
181    core: DataActorCore,
182    config: BlockchainSubscriberActorConfig,
183    pub received_blocks: Vec<Block>,
184    pub received_pool_swaps: Vec<PoolSwap>,
185    pub received_pool_liquidity_updates: Vec<PoolLiquidityUpdate>,
186    pub received_pools: Vec<Pool>,
187}
188
189impl Deref for BlockchainSubscriberActor {
190    type Target = DataActorCore;
191
192    fn deref(&self) -> &Self::Target {
193        &self.core
194    }
195}
196
197impl DerefMut for BlockchainSubscriberActor {
198    fn deref_mut(&mut self) -> &mut Self::Target {
199        &mut self.core
200    }
201}
202
203impl DataActor for BlockchainSubscriberActor {
204    fn on_start(&mut self) -> anyhow::Result<()> {
205        let client_id = self.config.client_id;
206
207        self.subscribe_blocks(self.config.chain, Some(client_id), None);
208
209        let pool_instrument_ids = self.config.pools.clone();
210        for instrument_id in pool_instrument_ids {
211            self.subscribe_pool(instrument_id, Some(client_id), None);
212            self.subscribe_pool_swaps(instrument_id, Some(client_id), None);
213            self.subscribe_pool_liquidity_updates(instrument_id, Some(client_id), None);
214        }
215
216        self.clock().set_timer(
217            "TEST-TIMER-1-SECOND",
218            Duration::from_secs(1),
219            None,
220            None,
221            None,
222            Some(true),
223            Some(false),
224        )?;
225
226        self.clock().set_timer(
227            "TEST-TIMER-2-SECOND",
228            Duration::from_secs(2),
229            None,
230            None,
231            None,
232            Some(true),
233            Some(false),
234        )?;
235
236        Ok(())
237    }
238
239    fn on_stop(&mut self) -> anyhow::Result<()> {
240        let client_id = self.config.client_id;
241
242        self.unsubscribe_blocks(self.config.chain, Some(client_id), None);
243
244        let pool_instrument_ids = self.config.pools.clone();
245        for instrument_id in pool_instrument_ids {
246            self.unsubscribe_pool(instrument_id, Some(client_id), None);
247            self.unsubscribe_pool_swaps(instrument_id, Some(client_id), None);
248            self.unsubscribe_pool_liquidity_updates(instrument_id, Some(client_id), None);
249        }
250
251        Ok(())
252    }
253
254    fn on_block(&mut self, block: &Block) -> anyhow::Result<()> {
255        log_info!("Received {block}", color = LogColor::Cyan);
256
257        self.received_blocks.push(block.clone());
258
259        {
260            let cache = self.cache();
261
262            for pool_id in &self.config.pools {
263                if let Some(pool_profiler) = cache.pool_profiler(pool_id) {
264                    let total_ticks = pool_profiler.get_active_tick_count();
265                    let total_positions = pool_profiler.get_total_active_positions();
266                    let liquidity = pool_profiler.get_active_liquidity();
267                    let liquidity_utilization_rate = pool_profiler.liquidity_utilization_rate();
268                    log_info!(
269                        "Pool {pool_id} contains {total_ticks} active ticks and {total_positions} active positions with liquidity of {liquidity}",
270                        color = LogColor::Magenta
271                    );
272                    log_info!(
273                        "Pool {pool_id} has a liquidity utilization rate of {:.4}%",
274                        liquidity_utilization_rate * 100.0,
275                        color = LogColor::Magenta
276                    );
277                } else {
278                    log_warn!(
279                        "Pool profiler {} not found",
280                        pool_id,
281                        color = LogColor::Magenta
282                    );
283                }
284            }
285        }
286
287        Ok(())
288    }
289
290    fn on_pool_swap(&mut self, swap: &PoolSwap) -> anyhow::Result<()> {
291        log_info!("Received {swap}", color = LogColor::Cyan);
292
293        self.received_pool_swaps.push(swap.clone());
294        Ok(())
295    }
296}
297
298impl BlockchainSubscriberActor {
299    /// Creates a new [`BlockchainSubscriberActor`] instance.
300    #[must_use]
301    pub fn new(config: BlockchainSubscriberActorConfig) -> Self {
302        Self {
303            core: DataActorCore::new(config.base.clone()),
304            config,
305            received_blocks: Vec::new(),
306            received_pool_swaps: Vec::new(),
307            received_pool_liquidity_updates: Vec::new(),
308            received_pools: Vec::new(),
309        }
310    }
311
312    /// Returns the number of blocks received by this actor.
313    #[must_use]
314    pub const fn block_count(&self) -> usize {
315        self.received_blocks.len()
316    }
317
318    /// Returns the number of pools received by this actor.
319    #[must_use]
320    pub const fn pool_count(&self) -> usize {
321        self.received_pools.len()
322    }
323
324    /// Returns the number of swaps received by this actor.
325    #[must_use]
326    pub const fn pool_swap_count(&self) -> usize {
327        self.received_pool_swaps.len()
328    }
329
330    /// Returns the number of liquidity updates received by this actor.
331    #[must_use]
332    pub const fn pool_liquidity_update_count(&self) -> usize {
333        self.received_pool_liquidity_updates.len()
334    }
335}
node_test/node_test.rs

node_test/
node_test.rs
