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};
23use serde::{Deserialize, Serialize};
24
25use super::check_client_id_or_venue;
26
27#[derive(Clone, Debug, Serialize, Deserialize)]
28pub struct UnsubscribeCustomData {
29    pub client_id: Option<ClientId>,
30    pub venue: Option<Venue>,
31    pub data_type: DataType,
32    pub command_id: UUID4,
33    pub ts_init: UnixNanos,
34    pub correlation_id: Option<UUID4>,
35    pub params: Option<Params>,
36}
37
38impl UnsubscribeCustomData {
39    /// Creates a new [`UnsubscribeCustomData`] instance.
40    pub fn new(
41        client_id: Option<ClientId>,
42        venue: Option<Venue>,
43        data_type: DataType,
44        command_id: UUID4,
45        ts_init: UnixNanos,
46        correlation_id: Option<UUID4>,
47        params: Option<Params>,
48    ) -> Self {
49        check_client_id_or_venue(&client_id, &venue);
50        Self {
51            client_id,
52            venue,
53            data_type,
54            command_id,
55            ts_init,
56            correlation_id,
57            params,
58        }
59    }
60}
61
62#[derive(Clone, Debug, Serialize, Deserialize)]
63pub struct UnsubscribeInstrument {
64    pub instrument_id: InstrumentId,
65    pub client_id: Option<ClientId>,
66    pub venue: Option<Venue>,
67    pub command_id: UUID4,
68    pub ts_init: UnixNanos,
69    pub correlation_id: Option<UUID4>,
70    pub params: Option<Params>,
71}
72
73impl UnsubscribeInstrument {
74    /// Creates a new [`UnsubscribeInstrument`] instance.
75    pub fn new(
76        instrument_id: InstrumentId,
77        client_id: Option<ClientId>,
78        venue: Option<Venue>,
79        command_id: UUID4,
80        ts_init: UnixNanos,
81        correlation_id: Option<UUID4>,
82        params: Option<Params>,
83    ) -> Self {
84        check_client_id_or_venue(&client_id, &venue);
85        Self {
86            instrument_id,
87            client_id,
88            venue,
89            command_id,
90            ts_init,
91            correlation_id,
92            params,
93        }
94    }
95}
96
97#[derive(Clone, Debug, Serialize, Deserialize)]
98pub struct UnsubscribeInstruments {
99    pub client_id: Option<ClientId>,
100    pub venue: Venue,
101    pub command_id: UUID4,
102    pub ts_init: UnixNanos,
103    pub correlation_id: Option<UUID4>,
104    pub params: Option<Params>,
105}
106
107impl UnsubscribeInstruments {
108    /// Creates a new [`UnsubscribeInstruments`] instance.
109    pub fn new(
110        client_id: Option<ClientId>,
111        venue: Venue,
112        command_id: UUID4,
113        ts_init: UnixNanos,
114        correlation_id: Option<UUID4>,
115        params: Option<Params>,
116    ) -> Self {
117        Self {
118            client_id,
119            venue,
120            command_id,
121            ts_init,
122            correlation_id,
123            params,
124        }
125    }
126}
127
128#[derive(Clone, Debug, Serialize, Deserialize)]
129pub struct UnsubscribeBookDeltas {
130    pub instrument_id: InstrumentId,
131    pub client_id: Option<ClientId>,
132    pub venue: Option<Venue>,
133    pub command_id: UUID4,
134    pub ts_init: UnixNanos,
135    pub correlation_id: Option<UUID4>,
136    pub params: Option<Params>,
137}
138
139impl UnsubscribeBookDeltas {
140    /// Creates a new [`UnsubscribeBookDeltas`] instance.
141    pub fn new(
142        instrument_id: InstrumentId,
143        client_id: Option<ClientId>,
144        venue: Option<Venue>,
145        command_id: UUID4,
146        ts_init: UnixNanos,
147        correlation_id: Option<UUID4>,
148        params: Option<Params>,
149    ) -> Self {
150        check_client_id_or_venue(&client_id, &venue);
151        Self {
152            instrument_id,
153            client_id,
154            venue,
155            command_id,
156            ts_init,
157            correlation_id,
158            params,
159        }
160    }
161}
162
163#[derive(Clone, Debug, Serialize, Deserialize)]
164pub struct UnsubscribeBookDepth10 {
165    pub instrument_id: InstrumentId,
166    pub client_id: Option<ClientId>,
167    pub venue: Option<Venue>,
168    pub command_id: UUID4,
169    pub ts_init: UnixNanos,
170    pub correlation_id: Option<UUID4>,
171    pub params: Option<Params>,
172}
173
174impl UnsubscribeBookDepth10 {
175    /// Creates a new [`UnsubscribeBookDepth10`] instance.
176    pub fn new(
177        instrument_id: InstrumentId,
178        client_id: Option<ClientId>,
179        venue: Option<Venue>,
180        command_id: UUID4,
181        ts_init: UnixNanos,
182        correlation_id: Option<UUID4>,
183        params: Option<Params>,
184    ) -> Self {
185        check_client_id_or_venue(&client_id, &venue);
186        Self {
187            instrument_id,
188            client_id,
189            venue,
190            command_id,
191            ts_init,
192            correlation_id,
193            params,
194        }
195    }
196}
197
198#[derive(Clone, Debug, Serialize, Deserialize)]
199pub struct UnsubscribeBookSnapshots {
200    pub instrument_id: InstrumentId,
201    pub interval_ms: NonZeroUsize,
202    pub client_id: Option<ClientId>,
203    pub venue: Option<Venue>,
204    pub command_id: UUID4,
205    pub ts_init: UnixNanos,
206    pub correlation_id: Option<UUID4>,
207    pub params: Option<Params>,
208}
209
210impl UnsubscribeBookSnapshots {
211    /// Creates a new [`UnsubscribeBookSnapshots`] instance.
212    #[expect(clippy::too_many_arguments)]
213    pub fn new(
214        instrument_id: InstrumentId,
215        interval_ms: NonZeroUsize,
216        client_id: Option<ClientId>,
217        venue: Option<Venue>,
218        command_id: UUID4,
219        ts_init: UnixNanos,
220        correlation_id: Option<UUID4>,
221        params: Option<Params>,
222    ) -> Self {
223        check_client_id_or_venue(&client_id, &venue);
224        Self {
225            instrument_id,
226            interval_ms,
227            client_id,
228            venue,
229            command_id,
230            ts_init,
231            correlation_id,
232            params,
233        }
234    }
235}
236
237#[derive(Clone, Debug, Serialize, Deserialize)]
238pub struct UnsubscribeQuotes {
239    pub instrument_id: InstrumentId,
240    pub client_id: Option<ClientId>,
241    pub venue: Option<Venue>,
242    pub command_id: UUID4,
243    pub ts_init: UnixNanos,
244    pub correlation_id: Option<UUID4>,
245    pub params: Option<Params>,
246}
247
248impl UnsubscribeQuotes {
249    /// Creates a new [`UnsubscribeQuotes`] instance.
250    pub fn new(
251        instrument_id: InstrumentId,
252        client_id: Option<ClientId>,
253        venue: Option<Venue>,
254        command_id: UUID4,
255        ts_init: UnixNanos,
256        correlation_id: Option<UUID4>,
257        params: Option<Params>,
258    ) -> Self {
259        check_client_id_or_venue(&client_id, &venue);
260        Self {
261            instrument_id,
262            client_id,
263            venue,
264            command_id,
265            ts_init,
266            correlation_id,
267            params,
268        }
269    }
270}
271
272#[derive(Clone, Debug, Serialize, Deserialize)]
273pub struct UnsubscribeTrades {
274    pub instrument_id: InstrumentId,
275    pub client_id: Option<ClientId>,
276    pub venue: Option<Venue>,
277    pub command_id: UUID4,
278    pub ts_init: UnixNanos,
279    pub correlation_id: Option<UUID4>,
280    pub params: Option<Params>,
281}
282
283impl UnsubscribeTrades {
284    /// Creates a new [`UnsubscribeTrades`] instance.
285    pub fn new(
286        instrument_id: InstrumentId,
287        client_id: Option<ClientId>,
288        venue: Option<Venue>,
289        command_id: UUID4,
290        ts_init: UnixNanos,
291        correlation_id: Option<UUID4>,
292        params: Option<Params>,
293    ) -> Self {
294        check_client_id_or_venue(&client_id, &venue);
295        Self {
296            instrument_id,
297            client_id,
298            venue,
299            command_id,
300            ts_init,
301            correlation_id,
302            params,
303        }
304    }
305}
306
307#[derive(Clone, Debug, Serialize, Deserialize)]
308pub struct UnsubscribeBars {
309    pub bar_type: BarType,
310    pub client_id: Option<ClientId>,
311    pub venue: Option<Venue>,
312    pub command_id: UUID4,
313    pub ts_init: UnixNanos,
314    pub correlation_id: Option<UUID4>,
315    pub params: Option<Params>,
316}
317
318impl UnsubscribeBars {
319    /// Creates a new [`UnsubscribeBars`] instance.
320    pub fn new(
321        bar_type: BarType,
322        client_id: Option<ClientId>,
323        venue: Option<Venue>,
324        command_id: UUID4,
325        ts_init: UnixNanos,
326        correlation_id: Option<UUID4>,
327        params: Option<Params>,
328    ) -> Self {
329        check_client_id_or_venue(&client_id, &venue);
330        Self {
331            bar_type,
332            client_id,
333            venue,
334            command_id,
335            ts_init,
336            correlation_id,
337            params,
338        }
339    }
340}
341
342#[derive(Clone, Debug, Serialize, Deserialize)]
343pub struct UnsubscribeMarkPrices {
344    pub instrument_id: InstrumentId,
345    pub client_id: Option<ClientId>,
346    pub venue: Option<Venue>,
347    pub command_id: UUID4,
348    pub ts_init: UnixNanos,
349    pub correlation_id: Option<UUID4>,
350    pub params: Option<Params>,
351}
352
353impl UnsubscribeMarkPrices {
354    /// Creates a new [`UnsubscribeMarkPrices`] instance.
355    pub fn new(
356        instrument_id: InstrumentId,
357        client_id: Option<ClientId>,
358        venue: Option<Venue>,
359        command_id: UUID4,
360        ts_init: UnixNanos,
361        correlation_id: Option<UUID4>,
362        params: Option<Params>,
363    ) -> Self {
364        check_client_id_or_venue(&client_id, &venue);
365        Self {
366            instrument_id,
367            client_id,
368            venue,
369            command_id,
370            ts_init,
371            correlation_id,
372            params,
373        }
374    }
375}
376
377#[derive(Clone, Debug, Serialize, Deserialize)]
378pub struct UnsubscribeIndexPrices {
379    pub instrument_id: InstrumentId,
380    pub client_id: Option<ClientId>,
381    pub venue: Option<Venue>,
382    pub command_id: UUID4,
383    pub ts_init: UnixNanos,
384    pub correlation_id: Option<UUID4>,
385    pub params: Option<Params>,
386}
387
388impl UnsubscribeIndexPrices {
389    /// Creates a new [`UnsubscribeIndexPrices`] instance.
390    pub fn new(
391        instrument_id: InstrumentId,
392        client_id: Option<ClientId>,
393        venue: Option<Venue>,
394        command_id: UUID4,
395        ts_init: UnixNanos,
396        correlation_id: Option<UUID4>,
397        params: Option<Params>,
398    ) -> Self {
399        check_client_id_or_venue(&client_id, &venue);
400        Self {
401            instrument_id,
402            client_id,
403            venue,
404            command_id,
405            ts_init,
406            correlation_id,
407            params,
408        }
409    }
410}
411
412#[derive(Clone, Debug, Serialize, Deserialize)]
413pub struct UnsubscribeFundingRates {
414    pub instrument_id: InstrumentId,
415    pub client_id: Option<ClientId>,
416    pub venue: Option<Venue>,
417    pub command_id: UUID4,
418    pub ts_init: UnixNanos,
419    pub correlation_id: Option<UUID4>,
420    pub params: Option<Params>,
421}
422
423impl UnsubscribeFundingRates {
424    /// Creates a new [`UnsubscribeFundingRates`] instance.
425    pub fn new(
426        instrument_id: InstrumentId,
427        client_id: Option<ClientId>,
428        venue: Option<Venue>,
429        command_id: UUID4,
430        ts_init: UnixNanos,
431        correlation_id: Option<UUID4>,
432        params: Option<Params>,
433    ) -> Self {
434        check_client_id_or_venue(&client_id, &venue);
435        Self {
436            instrument_id,
437            client_id,
438            venue,
439            command_id,
440            ts_init,
441            correlation_id,
442            params,
443        }
444    }
445}
446
447#[derive(Clone, Debug, Serialize, Deserialize)]
448pub struct UnsubscribeInstrumentStatus {
449    pub instrument_id: InstrumentId,
450    pub client_id: Option<ClientId>,
451    pub venue: Option<Venue>,
452    pub command_id: UUID4,
453    pub ts_init: UnixNanos,
454    pub correlation_id: Option<UUID4>,
455    pub params: Option<Params>,
456}
457
458impl UnsubscribeInstrumentStatus {
459    /// Creates a new [`UnsubscribeInstrumentStatus`] instance.
460    pub fn new(
461        instrument_id: InstrumentId,
462        client_id: Option<ClientId>,
463        venue: Option<Venue>,
464        command_id: UUID4,
465        ts_init: UnixNanos,
466        correlation_id: Option<UUID4>,
467        params: Option<Params>,
468    ) -> Self {
469        check_client_id_or_venue(&client_id, &venue);
470        Self {
471            instrument_id,
472            client_id,
473            venue,
474            command_id,
475            ts_init,
476            correlation_id,
477            params,
478        }
479    }
480}
481
482#[derive(Clone, Debug, Serialize, Deserialize)]
483pub struct UnsubscribeOptionGreeks {
484    pub instrument_id: InstrumentId,
485    pub client_id: Option<ClientId>,
486    pub venue: Option<Venue>,
487    pub command_id: UUID4,
488    pub ts_init: UnixNanos,
489    pub correlation_id: Option<UUID4>,
490    pub params: Option<Params>,
491}
492
493impl UnsubscribeOptionGreeks {
494    /// Creates a new [`UnsubscribeOptionGreeks`] instance.
495    pub fn new(
496        instrument_id: InstrumentId,
497        client_id: Option<ClientId>,
498        venue: Option<Venue>,
499        command_id: UUID4,
500        ts_init: UnixNanos,
501        correlation_id: Option<UUID4>,
502        params: Option<Params>,
503    ) -> Self {
504        check_client_id_or_venue(&client_id, &venue);
505        Self {
506            instrument_id,
507            client_id,
508            venue,
509            command_id,
510            ts_init,
511            correlation_id,
512            params,
513        }
514    }
515}
516
517#[derive(Clone, Debug, Serialize, Deserialize)]
518pub struct UnsubscribeInstrumentClose {
519    pub instrument_id: InstrumentId,
520    pub client_id: Option<ClientId>,
521    pub venue: Option<Venue>,
522    pub command_id: UUID4,
523    pub ts_init: UnixNanos,
524    pub correlation_id: Option<UUID4>,
525    pub params: Option<Params>,
526}
527
528impl UnsubscribeInstrumentClose {
529    /// Creates a new [`UnsubscribeInstrumentClose`] instance.
530    pub fn new(
531        instrument_id: InstrumentId,
532        client_id: Option<ClientId>,
533        venue: Option<Venue>,
534        command_id: UUID4,
535        ts_init: UnixNanos,
536        correlation_id: Option<UUID4>,
537        params: Option<Params>,
538    ) -> Self {
539        check_client_id_or_venue(&client_id, &venue);
540        Self {
541            instrument_id,
542            client_id,
543            venue,
544            command_id,
545            ts_init,
546            correlation_id,
547            params,
548        }
549    }
550}
551
552#[derive(Clone, Debug, Serialize, Deserialize)]
553pub struct UnsubscribeOptionChain {
554    pub series_id: OptionSeriesId,
555    pub command_id: UUID4,
556    pub ts_init: UnixNanos,
557    pub client_id: Option<ClientId>,
558    pub venue: Option<Venue>,
559}
560
561impl UnsubscribeOptionChain {
562    /// Creates a new [`UnsubscribeOptionChain`] instance.
563    pub fn new(
564        series_id: OptionSeriesId,
565        command_id: UUID4,
566        ts_init: UnixNanos,
567        client_id: Option<ClientId>,
568        venue: Option<Venue>,
569    ) -> Self {
570        check_client_id_or_venue(&client_id, &venue);
571        Self {
572            series_id,
573            command_id,
574            ts_init,
575            client_id,
576            venue,
577        }
578    }
579}
nautilus_common/messages/data/unsubscribe.rs

nautilus_common/messages/data/
unsubscribe.rs
