nautilus_model/ffi/data/
deltas.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 nautilus_core::{UnixNanos, ffi::cvec::CVec};
17
18use crate::{
19    data::{OrderBookDelta, OrderBookDeltas, OrderBookDeltas_API},
20    enums::BookAction,
21    identifiers::InstrumentId,
22};
23
24/// Creates a new [`OrderBookDeltas_API`] instance from a `CVec` of `OrderBookDelta`.
25///
26/// - The `deltas` must be a valid pointer to a `CVec` containing `OrderBookDelta` objects.
27/// - This function clones the data pointed to by `deltas` into Rust-managed memory, then forgets the original `Vec` to prevent Rust from auto-deallocating it.
28/// - The caller is responsible for managing the memory of `deltas` (including its deallocation) to avoid memory leaks.
29#[unsafe(no_mangle)]
30pub extern "C" fn orderbook_deltas_new(
31    instrument_id: InstrumentId,
32    deltas: &CVec,
33) -> OrderBookDeltas_API {
34    let CVec { ptr, len, cap } = *deltas;
35    let deltas: Vec<OrderBookDelta> =
36        unsafe { Vec::from_raw_parts(ptr.cast::<OrderBookDelta>(), len, cap) };
37    let cloned_deltas = deltas.clone();
38    std::mem::forget(deltas); // Prevents Rust from dropping `deltas`
39    OrderBookDeltas_API::new(OrderBookDeltas::new(instrument_id, cloned_deltas))
40}
41
42#[unsafe(no_mangle)]
43pub extern "C" fn orderbook_deltas_drop(deltas: OrderBookDeltas_API) {
44    drop(deltas); // Memory freed here
45}
46
47#[unsafe(no_mangle)]
48pub extern "C" fn orderbook_deltas_clone(deltas: &OrderBookDeltas_API) -> OrderBookDeltas_API {
49    deltas.clone()
50}
51
52#[unsafe(no_mangle)]
53pub extern "C" fn orderbook_deltas_instrument_id(deltas: &OrderBookDeltas_API) -> InstrumentId {
54    deltas.instrument_id
55}
56
57#[unsafe(no_mangle)]
58pub extern "C" fn orderbook_deltas_vec_deltas(deltas: &OrderBookDeltas_API) -> CVec {
59    deltas.deltas.clone().into()
60}
61
62/// Returns `1` if the first delta is a `Clear` action (snapshot), `0` otherwise.
63///
64/// Returns `0` for empty delta vectors to avoid panicking on malformed FFI input.
65#[unsafe(no_mangle)]
66pub extern "C" fn orderbook_deltas_is_snapshot(deltas: &OrderBookDeltas_API) -> u8 {
67    deltas
68        .deltas
69        .first()
70        .map_or(0, |first| u8::from(first.action == BookAction::Clear))
71}
72
73#[unsafe(no_mangle)]
74pub extern "C" fn orderbook_deltas_flags(deltas: &OrderBookDeltas_API) -> u8 {
75    deltas.flags
76}
77
78#[unsafe(no_mangle)]
79pub extern "C" fn orderbook_deltas_sequence(deltas: &OrderBookDeltas_API) -> u64 {
80    deltas.sequence
81}
82
83#[unsafe(no_mangle)]
84pub extern "C" fn orderbook_deltas_ts_event(deltas: &OrderBookDeltas_API) -> UnixNanos {
85    deltas.ts_event
86}
87
88#[unsafe(no_mangle)]
89pub extern "C" fn orderbook_deltas_ts_init(deltas: &OrderBookDeltas_API) -> UnixNanos {
90    deltas.ts_init
91}
92
93/// Drops a `CVec` of `OrderBookDelta` values.
94///
95/// # Panics
96///
97/// Panics if `CVec` invariants are violated (corrupted metadata).
98#[unsafe(no_mangle)]
99pub extern "C" fn orderbook_deltas_vec_drop(v: CVec) {
100    let CVec { ptr, len, cap } = v;
101
102    assert!(
103        len <= cap,
104        "orderbook_deltas_vec_drop: len ({len}) > cap ({cap})"
105    );
106    assert!(
107        len == 0 || !ptr.is_null(),
108        "orderbook_deltas_vec_drop: null ptr with non-zero len ({len})"
109    );
110
111    let deltas: Vec<OrderBookDelta> =
112        unsafe { Vec::from_raw_parts(ptr.cast::<OrderBookDelta>(), len, cap) };
113    drop(deltas); // Memory freed here
114}
nautilus_model/ffi/data/deltas.rs

nautilus_model/ffi/data/
deltas.rs
