nautilus_model/defi/data/
fee_protocol_update.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::fmt::Display;
17
18use nautilus_core::UnixNanos;
19use serde::{Deserialize, Serialize};
20
21use crate::{
22    defi::{PoolIdentifier, SharedChain, SharedDex},
23    identifiers::InstrumentId,
24};
25
26/// Represents a protocol-fee configuration change in a Uniswap V3-style pool.
27///
28/// Emitted by `SetFeeProtocol`, this carries the new protocol-fee values for each token. Uniswap
29/// V3 uses 4-bit denominators, while PancakeSwap V3 uses `uint32` basis-point shares. Only the new
30/// values are kept; the previous values in the event are not needed to rebuild state.
31#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
32#[cfg_attr(
33    feature = "python",
34    pyo3::pyclass(module = "nautilus_trader.model", from_py_object)
35)]
36#[cfg_attr(
37    feature = "python",
38    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
39)]
40pub struct PoolFeeProtocolUpdate {
41    /// The blockchain network where the protocol-fee change occurred.
42    pub chain: SharedChain,
43    /// The decentralized exchange where the protocol-fee change occurred.
44    pub dex: SharedDex,
45    /// The instrument ID for this pool's trading pair.
46    pub instrument_id: InstrumentId,
47    /// The unique identifier for this pool (could be an address or other protocol-specific hex string).
48    pub pool_identifier: PoolIdentifier,
49    /// The blockchain block number where the protocol-fee change occurred.
50    pub block: u64,
51    /// The hash of the block observed when this change was ingested.
52    #[serde(default, skip_serializing_if = "Option::is_none")]
53    pub block_hash: Option<String>,
54    /// The unique hash identifier of the blockchain transaction containing the protocol-fee change.
55    pub transaction_hash: String,
56    /// The index position of the transaction within the block.
57    pub transaction_index: u32,
58    /// The index position of the protocol-fee change event log within the transaction.
59    pub log_index: u32,
60    /// The new token0 protocol-fee value.
61    pub fee_protocol0_new: u32,
62    /// The new token1 protocol-fee value.
63    pub fee_protocol1_new: u32,
64    /// UNIX timestamp (nanoseconds) when the protocol-fee change event occurred.
65    pub ts_event: UnixNanos,
66    /// UNIX timestamp (nanoseconds) when the instance was created.
67    pub ts_init: UnixNanos,
68}
69
70impl PoolFeeProtocolUpdate {
71    /// Creates a new [`PoolFeeProtocolUpdate`] instance with the specified properties.
72    #[must_use]
73    #[expect(clippy::too_many_arguments)]
74    pub const fn new(
75        chain: SharedChain,
76        dex: SharedDex,
77        instrument_id: InstrumentId,
78        pool_identifier: PoolIdentifier,
79        block: u64,
80        transaction_hash: String,
81        transaction_index: u32,
82        log_index: u32,
83        fee_protocol0_new: u32,
84        fee_protocol1_new: u32,
85        ts_event: UnixNanos,
86        ts_init: UnixNanos,
87    ) -> Self {
88        Self {
89            chain,
90            dex,
91            instrument_id,
92            pool_identifier,
93            block,
94            block_hash: None,
95            transaction_hash,
96            transaction_index,
97            log_index,
98            fee_protocol0_new,
99            fee_protocol1_new,
100            ts_event,
101            ts_init,
102        }
103    }
104
105    /// Returns the new Uniswap V3 protocol-fee setting packed into a single byte.
106    ///
107    /// The token0 denominator occupies the lower four bits and token1 the upper four bits. Returns
108    /// `None` when either value does not fit the Uniswap V3 nibble layout.
109    #[must_use]
110    pub fn uniswap_v3_packed(&self) -> Option<u8> {
111        if self.fee_protocol0_new < 16 && self.fee_protocol1_new < 16 {
112            Some((self.fee_protocol0_new | (self.fee_protocol1_new << 4)) as u8)
113        } else {
114            None
115        }
116    }
117}
118
119impl Display for PoolFeeProtocolUpdate {
120    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
121        write!(
122            f,
123            "PoolFeeProtocolUpdate({}, fee_protocol0_new={}, fee_protocol1_new={}, tx={}:{}:{})",
124            self.instrument_id,
125            self.fee_protocol0_new,
126            self.fee_protocol1_new,
127            self.block,
128            self.transaction_index,
129            self.log_index,
130        )
131    }
132}
nautilus_model/defi/data/fee_protocol_update.rs

nautilus_model/defi/data/
fee_protocol_update.rs
