nautilus_blockchain/events/
flash.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 std::sync::Arc;
17
18use alloy::primitives::{Address, U256};
19use nautilus_core::UnixNanos;
20use nautilus_model::{
21    defi::{PoolIdentifier, SharedChain, SharedDex, data::PoolFlash},
22    identifiers::InstrumentId,
23};
24
25/// Represents a flash loan event from liquidity pools emitted from smart contract.
26///
27/// This struct captures the essential data from a flash loan transaction on decentralized
28/// exchanges (DEXs) that support flash loans.
29#[derive(Debug, Clone)]
30pub struct FlashEvent {
31    /// The decentralized exchange where the event happened.
32    pub dex: SharedDex,
33    /// The unique identifier for the pool.
34    pub pool_identifier: PoolIdentifier,
35    /// The block number in which this flash loan transaction was included.
36    pub block_number: u64,
37    /// The unique hash identifier of the transaction containing this event.
38    pub transaction_hash: String,
39    /// The position of this transaction within the block.
40    pub transaction_index: u32,
41    /// The position of this event log within the transaction.
42    pub log_index: u32,
43    /// The address that initiated the flash loan transaction.
44    pub sender: Address,
45    /// The address that received the flash loan.
46    pub recipient: Address,
47    /// The amount of token0 borrowed.
48    pub amount0: U256,
49    /// The amount of token1 borrowed.
50    pub amount1: U256,
51    /// The amount of token0 paid back (including fees).
52    pub paid0: U256,
53    /// The amount of token1 paid back (including fees).
54    pub paid1: U256,
55}
56
57impl FlashEvent {
58    /// Creates a new [`FlashEvent`] instance with the specified parameters.
59    #[must_use]
60    #[expect(clippy::too_many_arguments)]
61    pub fn new(
62        dex: SharedDex,
63        pool_identifier: PoolIdentifier,
64        block_number: u64,
65        transaction_hash: String,
66        transaction_index: u32,
67        log_index: u32,
68        sender: Address,
69        recipient: Address,
70        amount0: U256,
71        amount1: U256,
72        paid0: U256,
73        paid1: U256,
74    ) -> Self {
75        Self {
76            dex,
77            pool_identifier,
78            block_number,
79            transaction_hash,
80            transaction_index,
81            log_index,
82            sender,
83            recipient,
84            amount0,
85            amount1,
86            paid0,
87            paid1,
88        }
89    }
90
91    /// Converts a flash event into a `PoolFlash`.
92    #[must_use]
93    pub fn to_pool_flash(
94        &self,
95        chain: SharedChain,
96        instrument_id: InstrumentId,
97        timestamp: UnixNanos,
98    ) -> PoolFlash {
99        PoolFlash::new(
100            chain,
101            Arc::clone(&self.dex),
102            instrument_id,
103            self.pool_identifier,
104            self.block_number,
105            self.transaction_hash.clone(),
106            self.transaction_index,
107            self.log_index,
108            timestamp, // ts_event
109            timestamp, // ts_init (same block timestamp)
110            self.sender,
111            self.recipient,
112            self.amount0,
113            self.amount1,
114            self.paid0,
115            self.paid1,
116        )
117    }
118}
nautilus_blockchain/events/flash.rs

nautilus_blockchain/events/
flash.rs
