nautilus_common/messages/data/
request.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::num::NonZeroUsize;
17
18use chrono::{DateTime, Utc};
19use nautilus_core::{Params, UUID4, UnixNanos};
20use nautilus_model::{
21    data::{BarType, DataType},
22    identifiers::{ClientId, InstrumentId, Venue},
23};
24use ustr::Ustr;
25
26use super::check_client_id_or_venue;
27
28#[derive(Clone, Debug)]
29pub struct RequestCustomData {
30    pub client_id: ClientId,
31    pub data_type: DataType,
32    pub start: Option<DateTime<Utc>>,
33    pub end: Option<DateTime<Utc>>,
34    pub limit: Option<NonZeroUsize>,
35    pub request_id: UUID4,
36    pub ts_init: UnixNanos,
37    pub params: Option<Params>,
38}
39
40impl RequestCustomData {
41    /// Creates a new [`RequestCustomData`] instance.
42    #[expect(clippy::too_many_arguments)]
43    pub fn new(
44        client_id: ClientId,
45        data_type: DataType,
46        start: Option<DateTime<Utc>>,
47        end: Option<DateTime<Utc>>,
48        limit: Option<NonZeroUsize>,
49        request_id: UUID4,
50        ts_init: UnixNanos,
51        params: Option<Params>,
52    ) -> Self {
53        Self {
54            client_id,
55            data_type,
56            start,
57            end,
58            limit,
59            request_id,
60            ts_init,
61            params,
62        }
63    }
64}
65
66#[derive(Clone, Debug)]
67pub struct RequestInstrument {
68    pub instrument_id: InstrumentId,
69    pub start: Option<DateTime<Utc>>,
70    pub end: Option<DateTime<Utc>>,
71    pub client_id: Option<ClientId>,
72    pub request_id: UUID4,
73    pub ts_init: UnixNanos,
74    pub params: Option<Params>,
75}
76
77impl RequestInstrument {
78    /// Creates a new [`RequestInstrument`] instance.
79    pub fn new(
80        instrument_id: InstrumentId,
81        start: Option<DateTime<Utc>>,
82        end: Option<DateTime<Utc>>,
83        client_id: Option<ClientId>,
84        request_id: UUID4,
85        ts_init: UnixNanos,
86        params: Option<Params>,
87    ) -> Self {
88        Self {
89            instrument_id,
90            start,
91            end,
92            client_id,
93            request_id,
94            ts_init,
95            params,
96        }
97    }
98}
99
100#[derive(Clone, Debug)]
101pub struct RequestInstruments {
102    pub start: Option<DateTime<Utc>>,
103    pub end: Option<DateTime<Utc>>,
104    pub client_id: Option<ClientId>,
105    pub venue: Option<Venue>,
106    pub request_id: UUID4,
107    pub ts_init: UnixNanos,
108    pub params: Option<Params>,
109}
110
111impl RequestInstruments {
112    /// Creates a new [`RequestInstruments`] instance.
113    pub fn new(
114        start: Option<DateTime<Utc>>,
115        end: Option<DateTime<Utc>>,
116        client_id: Option<ClientId>,
117        venue: Option<Venue>,
118        request_id: UUID4,
119        ts_init: UnixNanos,
120        params: Option<Params>,
121    ) -> Self {
122        check_client_id_or_venue(&client_id, &venue);
123        Self {
124            start,
125            end,
126            client_id,
127            venue,
128            request_id,
129            ts_init,
130            params,
131        }
132    }
133}
134
135#[derive(Clone, Debug)]
136pub struct RequestBookSnapshot {
137    pub instrument_id: InstrumentId,
138    pub depth: Option<NonZeroUsize>,
139    pub client_id: Option<ClientId>,
140    pub request_id: UUID4,
141    pub ts_init: UnixNanos,
142    pub params: Option<Params>,
143}
144
145impl RequestBookSnapshot {
146    /// Creates a new [`RequestBookSnapshot`] instance.
147    pub fn new(
148        instrument_id: InstrumentId,
149        depth: Option<NonZeroUsize>,
150        client_id: Option<ClientId>,
151        request_id: UUID4,
152        ts_init: UnixNanos,
153        params: Option<Params>,
154    ) -> Self {
155        Self {
156            instrument_id,
157            depth,
158            client_id,
159            request_id,
160            ts_init,
161            params,
162        }
163    }
164}
165
166#[derive(Clone, Debug)]
167pub struct RequestQuotes {
168    pub instrument_id: InstrumentId,
169    pub start: Option<DateTime<Utc>>,
170    pub end: Option<DateTime<Utc>>,
171    pub limit: Option<NonZeroUsize>,
172    pub client_id: Option<ClientId>,
173    pub request_id: UUID4,
174    pub ts_init: UnixNanos,
175    pub params: Option<Params>,
176}
177
178impl RequestQuotes {
179    /// Creates a new [`RequestQuotes`] instance.
180    #[expect(clippy::too_many_arguments)]
181    pub fn new(
182        instrument_id: InstrumentId,
183        start: Option<DateTime<Utc>>,
184        end: Option<DateTime<Utc>>,
185        limit: Option<NonZeroUsize>,
186        client_id: Option<ClientId>,
187        request_id: UUID4,
188        ts_init: UnixNanos,
189        params: Option<Params>,
190    ) -> Self {
191        Self {
192            instrument_id,
193            start,
194            end,
195            limit,
196            client_id,
197            request_id,
198            ts_init,
199            params,
200        }
201    }
202}
203
204#[derive(Clone, Debug)]
205pub struct RequestTrades {
206    pub instrument_id: InstrumentId,
207    pub start: Option<DateTime<Utc>>,
208    pub end: Option<DateTime<Utc>>,
209    pub limit: Option<NonZeroUsize>,
210    pub client_id: Option<ClientId>,
211    pub request_id: UUID4,
212    pub ts_init: UnixNanos,
213    pub params: Option<Params>,
214}
215
216impl RequestTrades {
217    /// Creates a new [`RequestTrades`] instance.
218    #[expect(clippy::too_many_arguments)]
219    pub fn new(
220        instrument_id: InstrumentId,
221        start: Option<DateTime<Utc>>,
222        end: Option<DateTime<Utc>>,
223        limit: Option<NonZeroUsize>,
224        client_id: Option<ClientId>,
225        request_id: UUID4,
226        ts_init: UnixNanos,
227        params: Option<Params>,
228    ) -> Self {
229        Self {
230            instrument_id,
231            start,
232            end,
233            limit,
234            client_id,
235            request_id,
236            ts_init,
237            params,
238        }
239    }
240}
241
242#[derive(Clone, Debug)]
243pub struct RequestFundingRates {
244    pub instrument_id: InstrumentId,
245    pub start: Option<DateTime<Utc>>,
246    pub end: Option<DateTime<Utc>>,
247    pub limit: Option<NonZeroUsize>,
248    pub client_id: Option<ClientId>,
249    pub request_id: UUID4,
250    pub ts_init: UnixNanos,
251    pub params: Option<Params>,
252}
253
254impl RequestFundingRates {
255    /// Creates a new [`RequestFundingRates`] instance.
256    #[expect(clippy::too_many_arguments)]
257    pub fn new(
258        instrument_id: InstrumentId,
259        start: Option<DateTime<Utc>>,
260        end: Option<DateTime<Utc>>,
261        limit: Option<NonZeroUsize>,
262        client_id: Option<ClientId>,
263        request_id: UUID4,
264        ts_init: UnixNanos,
265        params: Option<Params>,
266    ) -> Self {
267        Self {
268            instrument_id,
269            start,
270            end,
271            limit,
272            client_id,
273            request_id,
274            ts_init,
275            params,
276        }
277    }
278}
279
280#[derive(Clone, Debug)]
281pub struct RequestForwardPrices {
282    pub venue: Venue,
283    pub underlying: Ustr,
284    pub instrument_id: Option<InstrumentId>,
285    pub client_id: Option<ClientId>,
286    pub request_id: UUID4,
287    pub ts_init: UnixNanos,
288    pub params: Option<Params>,
289}
290
291impl RequestForwardPrices {
292    /// Creates a new [`RequestForwardPrices`] instance.
293    pub fn new(
294        venue: Venue,
295        underlying: Ustr,
296        instrument_id: Option<InstrumentId>,
297        client_id: Option<ClientId>,
298        request_id: UUID4,
299        ts_init: UnixNanos,
300        params: Option<Params>,
301    ) -> Self {
302        Self {
303            venue,
304            underlying,
305            instrument_id,
306            client_id,
307            request_id,
308            ts_init,
309            params,
310        }
311    }
312}
313
314#[derive(Clone, Debug)]
315pub struct RequestBookDepth {
316    pub instrument_id: InstrumentId,
317    pub start: Option<DateTime<Utc>>,
318    pub end: Option<DateTime<Utc>>,
319    pub limit: Option<NonZeroUsize>,
320    pub depth: Option<NonZeroUsize>,
321    pub client_id: Option<ClientId>,
322    pub request_id: UUID4,
323    pub ts_init: UnixNanos,
324    pub params: Option<Params>,
325}
326
327impl RequestBookDepth {
328    /// Creates a new [`RequestBookDepth`] instance.
329    #[expect(clippy::too_many_arguments)]
330    pub fn new(
331        instrument_id: InstrumentId,
332        start: Option<DateTime<Utc>>,
333        end: Option<DateTime<Utc>>,
334        limit: Option<NonZeroUsize>,
335        depth: Option<NonZeroUsize>,
336        client_id: Option<ClientId>,
337        request_id: UUID4,
338        ts_init: UnixNanos,
339        params: Option<Params>,
340    ) -> Self {
341        Self {
342            instrument_id,
343            start,
344            end,
345            limit,
346            depth,
347            client_id,
348            request_id,
349            ts_init,
350            params,
351        }
352    }
353}
354
355#[derive(Clone, Debug)]
356pub struct RequestBars {
357    pub bar_type: BarType,
358    pub start: Option<DateTime<Utc>>,
359    pub end: Option<DateTime<Utc>>,
360    pub limit: Option<NonZeroUsize>,
361    pub client_id: Option<ClientId>,
362    pub request_id: UUID4,
363    pub ts_init: UnixNanos,
364    pub params: Option<Params>,
365}
366
367impl RequestBars {
368    /// Creates a new [`RequestBars`] instance.
369    #[expect(clippy::too_many_arguments)]
370    pub fn new(
371        bar_type: BarType,
372        start: Option<DateTime<Utc>>,
373        end: Option<DateTime<Utc>>,
374        limit: Option<NonZeroUsize>,
375        client_id: Option<ClientId>,
376        request_id: UUID4,
377        ts_init: UnixNanos,
378        params: Option<Params>,
379    ) -> Self {
380        Self {
381            bar_type,
382            start,
383            end,
384            limit,
385            client_id,
386            request_id,
387            ts_init,
388            params,
389        }
390    }
391}
nautilus_common/messages/data/request.rs

nautilus_common/messages/data/
request.rs
