nautilus_common/messages/data/
unsubscribe.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 nautilus_core::{Params, UUID4, UnixNanos};
19use nautilus_model::{
20    data::{BarType, DataType},
21    identifiers::{ClientId, InstrumentId, OptionSeriesId, Venue},
22};
23
24use super::check_client_id_or_venue;
25
26#[derive(Clone, Debug)]
27pub struct UnsubscribeCustomData {
28    pub client_id: Option<ClientId>,
29    pub venue: Option<Venue>,
30    pub data_type: DataType,
31    pub command_id: UUID4,
32    pub ts_init: UnixNanos,
33    pub correlation_id: Option<UUID4>,
34    pub params: Option<Params>,
35}
36
37impl UnsubscribeCustomData {
38    /// Creates a new [`UnsubscribeCustomData`] instance.
39    pub fn new(
40        client_id: Option<ClientId>,
41        venue: Option<Venue>,
42        data_type: DataType,
43        command_id: UUID4,
44        ts_init: UnixNanos,
45        correlation_id: Option<UUID4>,
46        params: Option<Params>,
47    ) -> Self {
48        check_client_id_or_venue(&client_id, &venue);
49        Self {
50            client_id,
51            venue,
52            data_type,
53            command_id,
54            ts_init,
55            correlation_id,
56            params,
57        }
58    }
59}
60
61#[derive(Clone, Debug)]
62pub struct UnsubscribeInstrument {
63    pub instrument_id: InstrumentId,
64    pub client_id: Option<ClientId>,
65    pub venue: Option<Venue>,
66    pub command_id: UUID4,
67    pub ts_init: UnixNanos,
68    pub correlation_id: Option<UUID4>,
69    pub params: Option<Params>,
70}
71
72impl UnsubscribeInstrument {
73    /// Creates a new [`UnsubscribeInstrument`] instance.
74    pub fn new(
75        instrument_id: InstrumentId,
76        client_id: Option<ClientId>,
77        venue: Option<Venue>,
78        command_id: UUID4,
79        ts_init: UnixNanos,
80        correlation_id: Option<UUID4>,
81        params: Option<Params>,
82    ) -> Self {
83        check_client_id_or_venue(&client_id, &venue);
84        Self {
85            instrument_id,
86            client_id,
87            venue,
88            command_id,
89            ts_init,
90            correlation_id,
91            params,
92        }
93    }
94}
95
96#[derive(Clone, Debug)]
97pub struct UnsubscribeInstruments {
98    pub client_id: Option<ClientId>,
99    pub venue: Venue,
100    pub command_id: UUID4,
101    pub ts_init: UnixNanos,
102    pub correlation_id: Option<UUID4>,
103    pub params: Option<Params>,
104}
105
106impl UnsubscribeInstruments {
107    /// Creates a new [`UnsubscribeInstruments`] instance.
108    pub fn new(
109        client_id: Option<ClientId>,
110        venue: Venue,
111        command_id: UUID4,
112        ts_init: UnixNanos,
113        correlation_id: Option<UUID4>,
114        params: Option<Params>,
115    ) -> Self {
116        Self {
117            client_id,
118            venue,
119            command_id,
120            ts_init,
121            correlation_id,
122            params,
123        }
124    }
125}
126
127#[derive(Clone, Debug)]
128pub struct UnsubscribeBookDeltas {
129    pub instrument_id: InstrumentId,
130    pub client_id: Option<ClientId>,
131    pub venue: Option<Venue>,
132    pub command_id: UUID4,
133    pub ts_init: UnixNanos,
134    pub correlation_id: Option<UUID4>,
135    pub params: Option<Params>,
136}
137
138impl UnsubscribeBookDeltas {
139    /// Creates a new [`UnsubscribeBookDeltas`] instance.
140    pub fn new(
141        instrument_id: InstrumentId,
142        client_id: Option<ClientId>,
143        venue: Option<Venue>,
144        command_id: UUID4,
145        ts_init: UnixNanos,
146        correlation_id: Option<UUID4>,
147        params: Option<Params>,
148    ) -> Self {
149        check_client_id_or_venue(&client_id, &venue);
150        Self {
151            instrument_id,
152            client_id,
153            venue,
154            command_id,
155            ts_init,
156            correlation_id,
157            params,
158        }
159    }
160}
161
162#[derive(Clone, Debug)]
163pub struct UnsubscribeBookDepth10 {
164    pub instrument_id: InstrumentId,
165    pub client_id: Option<ClientId>,
166    pub venue: Option<Venue>,
167    pub command_id: UUID4,
168    pub ts_init: UnixNanos,
169    pub correlation_id: Option<UUID4>,
170    pub params: Option<Params>,
171}
172
173impl UnsubscribeBookDepth10 {
174    /// Creates a new [`UnsubscribeBookDepth10`] instance.
175    pub fn new(
176        instrument_id: InstrumentId,
177        client_id: Option<ClientId>,
178        venue: Option<Venue>,
179        command_id: UUID4,
180        ts_init: UnixNanos,
181        correlation_id: Option<UUID4>,
182        params: Option<Params>,
183    ) -> Self {
184        check_client_id_or_venue(&client_id, &venue);
185        Self {
186            instrument_id,
187            client_id,
188            venue,
189            command_id,
190            ts_init,
191            correlation_id,
192            params,
193        }
194    }
195}
196
197#[derive(Clone, Debug)]
198pub struct UnsubscribeBookSnapshots {
199    pub instrument_id: InstrumentId,
200    pub interval_ms: NonZeroUsize,
201    pub client_id: Option<ClientId>,
202    pub venue: Option<Venue>,
203    pub command_id: UUID4,
204    pub ts_init: UnixNanos,
205    pub correlation_id: Option<UUID4>,
206    pub params: Option<Params>,
207}
208
209impl UnsubscribeBookSnapshots {
210    /// Creates a new [`UnsubscribeBookSnapshots`] instance.
211    #[expect(clippy::too_many_arguments)]
212    pub fn new(
213        instrument_id: InstrumentId,
214        interval_ms: NonZeroUsize,
215        client_id: Option<ClientId>,
216        venue: Option<Venue>,
217        command_id: UUID4,
218        ts_init: UnixNanos,
219        correlation_id: Option<UUID4>,
220        params: Option<Params>,
221    ) -> Self {
222        check_client_id_or_venue(&client_id, &venue);
223        Self {
224            instrument_id,
225            interval_ms,
226            client_id,
227            venue,
228            command_id,
229            ts_init,
230            correlation_id,
231            params,
232        }
233    }
234}
235
236#[derive(Clone, Debug)]
237pub struct UnsubscribeQuotes {
238    pub instrument_id: InstrumentId,
239    pub client_id: Option<ClientId>,
240    pub venue: Option<Venue>,
241    pub command_id: UUID4,
242    pub ts_init: UnixNanos,
243    pub correlation_id: Option<UUID4>,
244    pub params: Option<Params>,
245}
246
247impl UnsubscribeQuotes {
248    /// Creates a new [`UnsubscribeQuotes`] instance.
249    pub fn new(
250        instrument_id: InstrumentId,
251        client_id: Option<ClientId>,
252        venue: Option<Venue>,
253        command_id: UUID4,
254        ts_init: UnixNanos,
255        correlation_id: Option<UUID4>,
256        params: Option<Params>,
257    ) -> Self {
258        check_client_id_or_venue(&client_id, &venue);
259        Self {
260            instrument_id,
261            client_id,
262            venue,
263            command_id,
264            ts_init,
265            correlation_id,
266            params,
267        }
268    }
269}
270
271#[derive(Clone, Debug)]
272pub struct UnsubscribeTrades {
273    pub instrument_id: InstrumentId,
274    pub client_id: Option<ClientId>,
275    pub venue: Option<Venue>,
276    pub command_id: UUID4,
277    pub ts_init: UnixNanos,
278    pub correlation_id: Option<UUID4>,
279    pub params: Option<Params>,
280}
281
282impl UnsubscribeTrades {
283    /// Creates a new [`UnsubscribeTrades`] instance.
284    pub fn new(
285        instrument_id: InstrumentId,
286        client_id: Option<ClientId>,
287        venue: Option<Venue>,
288        command_id: UUID4,
289        ts_init: UnixNanos,
290        correlation_id: Option<UUID4>,
291        params: Option<Params>,
292    ) -> Self {
293        check_client_id_or_venue(&client_id, &venue);
294        Self {
295            instrument_id,
296            client_id,
297            venue,
298            command_id,
299            ts_init,
300            correlation_id,
301            params,
302        }
303    }
304}
305
306#[derive(Clone, Debug)]
307pub struct UnsubscribeBars {
308    pub bar_type: BarType,
309    pub client_id: Option<ClientId>,
310    pub venue: Option<Venue>,
311    pub command_id: UUID4,
312    pub ts_init: UnixNanos,
313    pub correlation_id: Option<UUID4>,
314    pub params: Option<Params>,
315}
316
317impl UnsubscribeBars {
318    /// Creates a new [`UnsubscribeBars`] instance.
319    pub fn new(
320        bar_type: BarType,
321        client_id: Option<ClientId>,
322        venue: Option<Venue>,
323        command_id: UUID4,
324        ts_init: UnixNanos,
325        correlation_id: Option<UUID4>,
326        params: Option<Params>,
327    ) -> Self {
328        check_client_id_or_venue(&client_id, &venue);
329        Self {
330            bar_type,
331            client_id,
332            venue,
333            command_id,
334            ts_init,
335            correlation_id,
336            params,
337        }
338    }
339}
340
341#[derive(Clone, Debug)]
342pub struct UnsubscribeMarkPrices {
343    pub instrument_id: InstrumentId,
344    pub client_id: Option<ClientId>,
345    pub venue: Option<Venue>,
346    pub command_id: UUID4,
347    pub ts_init: UnixNanos,
348    pub correlation_id: Option<UUID4>,
349    pub params: Option<Params>,
350}
351
352impl UnsubscribeMarkPrices {
353    /// Creates a new [`UnsubscribeMarkPrices`] instance.
354    pub fn new(
355        instrument_id: InstrumentId,
356        client_id: Option<ClientId>,
357        venue: Option<Venue>,
358        command_id: UUID4,
359        ts_init: UnixNanos,
360        correlation_id: Option<UUID4>,
361        params: Option<Params>,
362    ) -> Self {
363        check_client_id_or_venue(&client_id, &venue);
364        Self {
365            instrument_id,
366            client_id,
367            venue,
368            command_id,
369            ts_init,
370            correlation_id,
371            params,
372        }
373    }
374}
375
376#[derive(Clone, Debug)]
377pub struct UnsubscribeIndexPrices {
378    pub instrument_id: InstrumentId,
379    pub client_id: Option<ClientId>,
380    pub venue: Option<Venue>,
381    pub command_id: UUID4,
382    pub ts_init: UnixNanos,
383    pub correlation_id: Option<UUID4>,
384    pub params: Option<Params>,
385}
386
387impl UnsubscribeIndexPrices {
388    /// Creates a new [`UnsubscribeIndexPrices`] instance.
389    pub fn new(
390        instrument_id: InstrumentId,
391        client_id: Option<ClientId>,
392        venue: Option<Venue>,
393        command_id: UUID4,
394        ts_init: UnixNanos,
395        correlation_id: Option<UUID4>,
396        params: Option<Params>,
397    ) -> Self {
398        check_client_id_or_venue(&client_id, &venue);
399        Self {
400            instrument_id,
401            client_id,
402            venue,
403            command_id,
404            ts_init,
405            correlation_id,
406            params,
407        }
408    }
409}
410
411#[derive(Clone, Debug)]
412pub struct UnsubscribeFundingRates {
413    pub instrument_id: InstrumentId,
414    pub client_id: Option<ClientId>,
415    pub venue: Option<Venue>,
416    pub command_id: UUID4,
417    pub ts_init: UnixNanos,
418    pub correlation_id: Option<UUID4>,
419    pub params: Option<Params>,
420}
421
422impl UnsubscribeFundingRates {
423    /// Creates a new [`UnsubscribeFundingRates`] instance.
424    pub fn new(
425        instrument_id: InstrumentId,
426        client_id: Option<ClientId>,
427        venue: Option<Venue>,
428        command_id: UUID4,
429        ts_init: UnixNanos,
430        correlation_id: Option<UUID4>,
431        params: Option<Params>,
432    ) -> Self {
433        check_client_id_or_venue(&client_id, &venue);
434        Self {
435            instrument_id,
436            client_id,
437            venue,
438            command_id,
439            ts_init,
440            correlation_id,
441            params,
442        }
443    }
444}
445
446#[derive(Clone, Debug)]
447pub struct UnsubscribeInstrumentStatus {
448    pub instrument_id: InstrumentId,
449    pub client_id: Option<ClientId>,
450    pub venue: Option<Venue>,
451    pub command_id: UUID4,
452    pub ts_init: UnixNanos,
453    pub correlation_id: Option<UUID4>,
454    pub params: Option<Params>,
455}
456
457impl UnsubscribeInstrumentStatus {
458    /// Creates a new [`UnsubscribeInstrumentStatus`] instance.
459    pub fn new(
460        instrument_id: InstrumentId,
461        client_id: Option<ClientId>,
462        venue: Option<Venue>,
463        command_id: UUID4,
464        ts_init: UnixNanos,
465        correlation_id: Option<UUID4>,
466        params: Option<Params>,
467    ) -> Self {
468        check_client_id_or_venue(&client_id, &venue);
469        Self {
470            instrument_id,
471            client_id,
472            venue,
473            command_id,
474            ts_init,
475            correlation_id,
476            params,
477        }
478    }
479}
480
481#[derive(Clone, Debug)]
482pub struct UnsubscribeOptionGreeks {
483    pub instrument_id: InstrumentId,
484    pub client_id: Option<ClientId>,
485    pub venue: Option<Venue>,
486    pub command_id: UUID4,
487    pub ts_init: UnixNanos,
488    pub correlation_id: Option<UUID4>,
489    pub params: Option<Params>,
490}
491
492impl UnsubscribeOptionGreeks {
493    /// Creates a new [`UnsubscribeOptionGreeks`] instance.
494    pub fn new(
495        instrument_id: InstrumentId,
496        client_id: Option<ClientId>,
497        venue: Option<Venue>,
498        command_id: UUID4,
499        ts_init: UnixNanos,
500        correlation_id: Option<UUID4>,
501        params: Option<Params>,
502    ) -> Self {
503        check_client_id_or_venue(&client_id, &venue);
504        Self {
505            instrument_id,
506            client_id,
507            venue,
508            command_id,
509            ts_init,
510            correlation_id,
511            params,
512        }
513    }
514}
515
516#[derive(Clone, Debug)]
517pub struct UnsubscribeInstrumentClose {
518    pub instrument_id: InstrumentId,
519    pub client_id: Option<ClientId>,
520    pub venue: Option<Venue>,
521    pub command_id: UUID4,
522    pub ts_init: UnixNanos,
523    pub correlation_id: Option<UUID4>,
524    pub params: Option<Params>,
525}
526
527impl UnsubscribeInstrumentClose {
528    /// Creates a new [`UnsubscribeInstrumentClose`] instance.
529    pub fn new(
530        instrument_id: InstrumentId,
531        client_id: Option<ClientId>,
532        venue: Option<Venue>,
533        command_id: UUID4,
534        ts_init: UnixNanos,
535        correlation_id: Option<UUID4>,
536        params: Option<Params>,
537    ) -> Self {
538        check_client_id_or_venue(&client_id, &venue);
539        Self {
540            instrument_id,
541            client_id,
542            venue,
543            command_id,
544            ts_init,
545            correlation_id,
546            params,
547        }
548    }
549}
550
551#[derive(Clone, Debug)]
552pub struct UnsubscribeOptionChain {
553    pub series_id: OptionSeriesId,
554    pub command_id: UUID4,
555    pub ts_init: UnixNanos,
556    pub client_id: Option<ClientId>,
557    pub venue: Option<Venue>,
558}
559
560impl UnsubscribeOptionChain {
561    /// Creates a new [`UnsubscribeOptionChain`] instance.
562    pub fn new(
563        series_id: OptionSeriesId,
564        command_id: UUID4,
565        ts_init: UnixNanos,
566        client_id: Option<ClientId>,
567        venue: Option<Venue>,
568    ) -> Self {
569        check_client_id_or_venue(&client_id, &venue);
570        Self {
571            series_id,
572            command_id,
573            ts_init,
574            client_id,
575            venue,
576        }
577    }
578}
nautilus_common/messages/data/unsubscribe.rs

nautilus_common/messages/data/
unsubscribe.rs
