nautilus_model/python/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 std::{
17    collections::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19    ops::Deref,
20};
21
22use nautilus_core::python::{IntoPyObjectNautilusExt, serialization::to_dict_pyo3, to_pyvalue_err};
23use pyo3::{
24    IntoPyObjectExt,
25    prelude::*,
26    pyclass::CompareOp,
27    types::{PyCapsule, PyList},
28};
29
30use super::data_to_pycapsule;
31use crate::{
32    data::{Data, OrderBookDelta, OrderBookDeltas, OrderBookDeltas_API},
33    identifiers::InstrumentId,
34    python::common::PY_MODULE_MODEL,
35};
36
37#[pymethods]
38#[pyo3_stub_gen::derive::gen_stub_pymethods]
39impl OrderBookDeltas {
40    /// Represents a grouped batch of `OrderBookDelta` updates for an `OrderBook`.
41    ///
42    /// This type cannot be `repr(C)` due to the `deltas` vec.
43    #[new]
44    fn py_new(instrument_id: InstrumentId, deltas: Vec<OrderBookDelta>) -> PyResult<Self> {
45        Self::new_checked(instrument_id, deltas).map_err(to_pyvalue_err)
46    }
47
48    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
49        match op {
50            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
51            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
52            _ => py.NotImplemented(),
53        }
54    }
55
56    fn __hash__(&self) -> isize {
57        let mut h = DefaultHasher::new();
58        self.hash(&mut h);
59        h.finish() as isize
60    }
61
62    fn __repr__(&self) -> String {
63        format!("{self:?}")
64    }
65
66    fn __str__(&self) -> String {
67        self.to_string()
68    }
69
70    #[getter]
71    #[pyo3(name = "instrument_id")]
72    fn py_instrument_id(&self) -> InstrumentId {
73        self.instrument_id
74    }
75
76    #[getter]
77    #[pyo3(name = "deltas")]
78    fn py_deltas(&self) -> Vec<OrderBookDelta> {
79        // `OrderBookDelta` is `Copy`
80        self.deltas.clone()
81    }
82
83    #[getter]
84    #[pyo3(name = "flags")]
85    fn py_flags(&self) -> u8 {
86        self.flags
87    }
88
89    #[getter]
90    #[pyo3(name = "sequence")]
91    fn py_sequence(&self) -> u64 {
92        self.sequence
93    }
94
95    #[getter]
96    #[pyo3(name = "ts_event")]
97    fn py_ts_event(&self) -> u64 {
98        self.ts_event.as_u64()
99    }
100
101    #[getter]
102    #[pyo3(name = "ts_init")]
103    fn py_ts_init(&self) -> u64 {
104        self.ts_init.as_u64()
105    }
106
107    #[staticmethod]
108    #[pyo3(name = "fully_qualified_name")]
109    fn py_fully_qualified_name() -> String {
110        format!("{}:{}", PY_MODULE_MODEL, stringify!(OrderBookDeltas))
111    }
112
113    /// # Panics
114    ///
115    /// Panics if downcasting the Python object to `PyCapsule` fails.
116    #[staticmethod]
117    #[pyo3(name = "from_pycapsule")]
118    #[allow(unsafe_code)]
119    #[must_use]
120    pub fn py_from_pycapsule(capsule: &Bound<'_, PyAny>) -> Self {
121        let capsule: &Bound<'_, PyCapsule> = capsule
122            .cast::<PyCapsule>()
123            .expect("Error on downcast to `&PyCapsule`");
124        let data: &OrderBookDeltas_API = unsafe {
125            &*(capsule.pointer_checked(None).unwrap().as_ptr() as *const OrderBookDeltas_API)
126        };
127        data.deref().clone()
128    }
129
130    /// Creates a `PyCapsule` containing a raw pointer to a [`Data::Deltas`] object.
131    ///
132    /// This function takes the current object (assumed to be of a type that can be represented as
133    /// `Data::Deltas`), and encapsulates a raw pointer to it within a `PyCapsule`.
134    ///
135    /// # Safety
136    ///
137    /// This function is safe as long as the following conditions are met:
138    /// - The `Data::Deltas` object pointed to by the capsule must remain valid for the lifetime of the capsule.
139    /// - The consumer of the capsule must ensure proper handling to avoid dereferencing a dangling pointer.
140    ///
141    /// # Panics
142    ///
143    /// The function will panic if the `PyCapsule` creation fails, which can occur if the
144    /// [`Data::Deltas`] object cannot be converted into a raw pointer.
145    #[pyo3(name = "as_pycapsule")]
146    fn py_as_pycapsule(&self, py: Python<'_>) -> Py<PyAny> {
147        let deltas = OrderBookDeltas_API::new(self.clone());
148        data_to_pycapsule(py, Data::Deltas(deltas))
149    }
150
151    fn __reduce__(&self, py: Python) -> PyResult<Py<PyAny>> {
152        let reconstruct = py.get_type::<Self>().getattr("_from_dicts")?;
153        let delta_dicts: Vec<_> = self
154            .deltas
155            .iter()
156            .map(|d| to_dict_pyo3(py, d))
157            .collect::<PyResult<_>>()?;
158        let py_list = PyList::new(py, delta_dicts)?;
159        (reconstruct, (self.instrument_id, py_list)).into_py_any(py)
160    }
161
162    #[staticmethod]
163    fn _from_dicts(
164        instrument_id: InstrumentId,
165        delta_dicts: Vec<pyo3::Py<pyo3::types::PyDict>>,
166    ) -> PyResult<Self> {
167        use nautilus_core::python::serialization::from_dict_pyo3;
168        let deltas: Vec<OrderBookDelta> = pyo3::Python::attach(|py| {
169            delta_dicts
170                .into_iter()
171                .map(|d| from_dict_pyo3(py, d))
172                .collect::<PyResult<_>>()
173        })?;
174        Self::new_checked(instrument_id, deltas).map_err(to_pyvalue_err)
175    }
176}
nautilus_model/python/data/deltas.rs

nautilus_model/python/data/
deltas.rs
