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};
20
21use nautilus_core::python::{IntoPyObjectNautilusExt, serialization::to_dict_pyo3, to_pyvalue_err};
22use pyo3::{IntoPyObjectExt, prelude::*, pyclass::CompareOp, types::PyList};
23
24use crate::{
25    data::{OrderBookDelta, OrderBookDeltas},
26    identifiers::InstrumentId,
27    python::common::PY_MODULE_MODEL,
28};
29
30#[pymethods]
31#[pyo3_stub_gen::derive::gen_stub_pymethods]
32impl OrderBookDeltas {
33    /// Represents a grouped batch of `OrderBookDelta` updates for an `OrderBook`.
34    ///
35    /// This type cannot be `repr(C)` due to the `deltas` vec.
36    #[new]
37    fn py_new(instrument_id: InstrumentId, deltas: Vec<OrderBookDelta>) -> PyResult<Self> {
38        Self::new_checked(instrument_id, deltas).map_err(to_pyvalue_err)
39    }
40
41    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
42        match op {
43            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
44            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
45            _ => py.NotImplemented(),
46        }
47    }
48
49    fn __hash__(&self) -> isize {
50        let mut h = DefaultHasher::new();
51        self.hash(&mut h);
52        h.finish() as isize
53    }
54
55    fn __repr__(&self) -> String {
56        format!("{self:?}")
57    }
58
59    fn __str__(&self) -> String {
60        self.to_string()
61    }
62
63    #[getter]
64    #[pyo3(name = "instrument_id")]
65    fn py_instrument_id(&self) -> InstrumentId {
66        self.instrument_id
67    }
68
69    #[getter]
70    #[pyo3(name = "deltas")]
71    fn py_deltas(&self) -> Vec<OrderBookDelta> {
72        // `OrderBookDelta` is `Copy`
73        self.deltas.clone()
74    }
75
76    #[getter]
77    #[pyo3(name = "flags")]
78    fn py_flags(&self) -> u8 {
79        self.flags
80    }
81
82    #[getter]
83    #[pyo3(name = "sequence")]
84    fn py_sequence(&self) -> u64 {
85        self.sequence
86    }
87
88    #[getter]
89    #[pyo3(name = "ts_event")]
90    fn py_ts_event(&self) -> u64 {
91        self.ts_event.as_u64()
92    }
93
94    #[getter]
95    #[pyo3(name = "ts_init")]
96    fn py_ts_init(&self) -> u64 {
97        self.ts_init.as_u64()
98    }
99
100    #[staticmethod]
101    #[pyo3(name = "fully_qualified_name")]
102    fn py_fully_qualified_name() -> String {
103        format!("{}:{}", PY_MODULE_MODEL, stringify!(OrderBookDeltas))
104    }
105
106    fn __reduce__(&self, py: Python) -> PyResult<Py<PyAny>> {
107        let reconstruct = py.get_type::<Self>().getattr("_from_dicts")?;
108        let delta_dicts: Vec<_> = self
109            .deltas
110            .iter()
111            .map(|d| to_dict_pyo3(py, d))
112            .collect::<PyResult<_>>()?;
113        let py_list = PyList::new(py, delta_dicts)?;
114        (reconstruct, (self.instrument_id, py_list)).into_py_any(py)
115    }
116
117    #[staticmethod]
118    fn _from_dicts(
119        instrument_id: InstrumentId,
120        delta_dicts: Vec<pyo3::Py<pyo3::types::PyDict>>,
121    ) -> PyResult<Self> {
122        use nautilus_core::python::serialization::from_dict_pyo3;
123        let deltas: Vec<OrderBookDelta> = pyo3::Python::attach(|py| {
124            delta_dicts
125                .into_iter()
126                .map(|d| from_dict_pyo3(py, d))
127                .collect::<PyResult<_>>()
128        })?;
129        Self::new_checked(instrument_id, deltas).map_err(to_pyvalue_err)
130    }
131}
nautilus_model/python/data/deltas.rs

nautilus_model/python/data/
deltas.rs
