nautilus_databento/
enums.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
16//! Enumerations for the Databento integration.
17
18use std::str::FromStr;
19
20use nautilus_model::{enum_strum_serde, enums::FromU8};
21use serde::{Deserialize, Deserializer, Serialize, Serializer};
22use strum::{AsRefStr, Display, EnumIter, EnumString, FromRepr};
23
24/// Represents a Databento statistic type.
25#[repr(C)]
26#[derive(
27    Copy,
28    Clone,
29    Debug,
30    Display,
31    Hash,
32    PartialEq,
33    Eq,
34    PartialOrd,
35    Ord,
36    AsRefStr,
37    FromRepr,
38    EnumIter,
39    EnumString,
40)]
41#[strum(ascii_case_insensitive)]
42#[strum(serialize_all = "SCREAMING_SNAKE_CASE")]
43#[cfg_attr(
44    feature = "python",
45    pyo3::pyclass(
46        eq,
47        eq_int,
48        rename_all = "SCREAMING_SNAKE_CASE",
49        module = "nautilus_trader.core.nautilus_pyo3.databento",
50        from_py_object
51    )
52)]
53#[cfg_attr(
54    feature = "python",
55    pyo3_stub_gen::derive::gen_stub_pyclass_enum(module = "nautilus_trader.databento")
56)]
57pub enum DatabentoStatisticType {
58    OpeningPrice = 1,
59    IndicativeOpeningPrice = 2,
60    SettlementPrice = 3,
61    TradingSessionLowPrice = 4,
62    TradingSessionHighPrice = 5,
63    ClearedVolume = 6,
64    LowestOffer = 7,
65    HighestBid = 8,
66    OpenInterest = 9,
67    FixingPrice = 10,
68    ClosePrice = 11,
69    NetChange = 12,
70    Vwap = 13,
71}
72
73impl FromU8 for DatabentoStatisticType {
74    fn from_u8(value: u8) -> Option<Self> {
75        match value {
76            1 => Some(Self::OpeningPrice),
77            2 => Some(Self::IndicativeOpeningPrice),
78            3 => Some(Self::SettlementPrice),
79            4 => Some(Self::TradingSessionLowPrice),
80            5 => Some(Self::TradingSessionHighPrice),
81            6 => Some(Self::ClearedVolume),
82            7 => Some(Self::LowestOffer),
83            8 => Some(Self::HighestBid),
84            9 => Some(Self::OpenInterest),
85            10 => Some(Self::FixingPrice),
86            11 => Some(Self::ClosePrice),
87            12 => Some(Self::NetChange),
88            13 => Some(Self::Vwap),
89            _ => None,
90        }
91    }
92}
93
94/// Represents a Databento statistic update action.
95#[repr(C)]
96#[derive(
97    Copy,
98    Clone,
99    Debug,
100    Display,
101    Hash,
102    PartialEq,
103    Eq,
104    PartialOrd,
105    Ord,
106    AsRefStr,
107    FromRepr,
108    EnumIter,
109    EnumString,
110)]
111#[strum(ascii_case_insensitive)]
112#[strum(serialize_all = "SCREAMING_SNAKE_CASE")]
113#[cfg_attr(
114    feature = "python",
115    pyo3::pyclass(
116        eq,
117        eq_int,
118        rename_all = "SCREAMING_SNAKE_CASE",
119        module = "nautilus_trader.core.nautilus_pyo3.databento",
120        from_py_object
121    )
122)]
123#[cfg_attr(
124    feature = "python",
125    pyo3_stub_gen::derive::gen_stub_pyclass_enum(module = "nautilus_trader.databento")
126)]
127pub enum DatabentoStatisticUpdateAction {
128    Added = 1,
129    Deleted = 2,
130}
131
132impl FromU8 for DatabentoStatisticUpdateAction {
133    fn from_u8(value: u8) -> Option<Self> {
134        match value {
135            1 => Some(Self::Added),
136            2 => Some(Self::Deleted),
137            _ => None,
138        }
139    }
140}
141
142enum_strum_serde!(DatabentoStatisticType);
143enum_strum_serde!(DatabentoStatisticUpdateAction);
nautilus_databento/enums.rs

nautilus_databento/
enums.rs
