nautilus_model/python/instruments/
betting.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::{
22    from_pydict,
23    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3, to_pyvalue_err},
24};
25use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
26use rust_decimal::Decimal;
27use ustr::Ustr;
28
29use crate::{
30    enums::{AssetClass, InstrumentClass},
31    identifiers::{InstrumentId, Symbol},
32    instruments::BettingInstrument,
33    types::{Currency, Money, Price, Quantity},
34};
35
36#[pymethods]
37#[pyo3_stub_gen::derive::gen_stub_pymethods]
38impl BettingInstrument {
39    /// Represents a betting instrument with complete market and selection details.
40    #[expect(clippy::too_many_arguments, clippy::needless_pass_by_value)]
41    #[new]
42    #[pyo3(signature = (instrument_id, raw_symbol, event_type_id, event_type_name, competition_id, competition_name, event_id, event_name, event_country_code, event_open_date, betting_type, market_id, market_name, market_type, market_start_time, selection_id, selection_name, selection_handicap, currency, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, max_quantity=None, min_quantity=None, max_notional=None, min_notional=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None, info=None))]
43    fn py_new(
44        instrument_id: InstrumentId,
45        raw_symbol: Symbol,
46        event_type_id: u64,
47        event_type_name: String,
48        competition_id: u64,
49        competition_name: String,
50        event_id: u64,
51        event_name: String,
52        event_country_code: String,
53        event_open_date: u64,
54        betting_type: String,
55        market_id: String,
56        market_name: String,
57        market_type: String,
58        market_start_time: u64,
59        selection_id: u64,
60        selection_name: String,
61        selection_handicap: f64,
62        currency: Currency,
63        price_precision: u8,
64        size_precision: u8,
65        price_increment: Price,
66        size_increment: Quantity,
67        ts_event: u64,
68        ts_init: u64,
69        max_quantity: Option<Quantity>,
70        min_quantity: Option<Quantity>,
71        max_notional: Option<Money>,
72        min_notional: Option<Money>,
73        max_price: Option<Price>,
74        min_price: Option<Price>,
75        margin_init: Option<Decimal>,
76        margin_maint: Option<Decimal>,
77        maker_fee: Option<Decimal>,
78        taker_fee: Option<Decimal>,
79        info: Option<Py<PyDict>>,
80    ) -> PyResult<Self> {
81        // Convert Python dict to Params
82        let info_map = if let Some(info_dict) = info {
83            Python::attach(|py| from_pydict(py, info_dict))?
84        } else {
85            None
86        };
87
88        Self::new_checked(
89            instrument_id,
90            raw_symbol,
91            event_type_id,
92            Ustr::from(&event_type_name),
93            competition_id,
94            Ustr::from(&competition_name),
95            event_id,
96            Ustr::from(&event_name),
97            Ustr::from(&event_country_code),
98            event_open_date.into(),
99            Ustr::from(&betting_type),
100            Ustr::from(&market_id),
101            Ustr::from(&market_name),
102            Ustr::from(&market_type),
103            market_start_time.into(),
104            selection_id,
105            Ustr::from(&selection_name),
106            selection_handicap,
107            currency,
108            price_precision,
109            size_precision,
110            price_increment,
111            size_increment,
112            max_quantity,
113            min_quantity,
114            max_notional,
115            min_notional,
116            max_price,
117            min_price,
118            margin_init,
119            margin_maint,
120            maker_fee,
121            taker_fee,
122            info_map,
123            ts_event.into(),
124            ts_init.into(),
125        )
126        .map_err(to_pyvalue_err)
127    }
128
129    fn __hash__(&self) -> isize {
130        let mut hasher = DefaultHasher::new();
131        self.hash(&mut hasher);
132        hasher.finish() as isize
133    }
134
135    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
136        match op {
137            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
138            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
139            _ => py.NotImplemented(),
140        }
141    }
142
143    #[getter]
144    fn type_name(&self) -> &'static str {
145        stringify!(BettingInstrument)
146    }
147
148    #[getter]
149    #[pyo3(name = "id")]
150    fn py_id(&self) -> InstrumentId {
151        self.id
152    }
153
154    #[getter]
155    #[pyo3(name = "raw_symbol")]
156    fn py_raw_symbol(&self) -> Symbol {
157        self.raw_symbol
158    }
159
160    #[getter]
161    #[pyo3(name = "asset_class")]
162    fn py_asset_class(&self) -> AssetClass {
163        AssetClass::Alternative
164    }
165
166    #[getter]
167    #[pyo3(name = "instrument_class")]
168    fn py_instrument_class(&self) -> InstrumentClass {
169        InstrumentClass::SportsBetting
170    }
171
172    #[getter]
173    #[pyo3(name = "event_type_id")]
174    fn py_event_type_id(&self) -> u64 {
175        self.event_type_id
176    }
177
178    #[getter]
179    #[pyo3(name = "event_type_name")]
180    fn py_event_type_name(&self) -> &str {
181        self.event_type_name.as_str()
182    }
183
184    #[getter]
185    #[pyo3(name = "competition_id")]
186    fn py_competition_id(&self) -> u64 {
187        self.competition_id
188    }
189
190    #[getter]
191    #[pyo3(name = "competition_name")]
192    fn py_competition_name(&self) -> &str {
193        self.competition_name.as_str()
194    }
195
196    #[getter]
197    #[pyo3(name = "event_id")]
198    fn py_event_id(&self) -> u64 {
199        self.event_id
200    }
201
202    #[getter]
203    #[pyo3(name = "event_name")]
204    fn py_event_name(&self) -> &str {
205        self.event_name.as_str()
206    }
207
208    #[getter]
209    #[pyo3(name = "event_country_code")]
210    fn py_event_country_code(&self) -> &str {
211        self.event_country_code.as_str()
212    }
213
214    #[getter]
215    #[pyo3(name = "event_open_date")]
216    fn py_event_open_date(&self) -> u64 {
217        self.event_open_date.as_u64()
218    }
219
220    #[getter]
221    #[pyo3(name = "betting_type")]
222    fn py_betting_type(&self) -> &str {
223        self.betting_type.as_str()
224    }
225
226    #[getter]
227    #[pyo3(name = "market_id")]
228    fn py_market_id(&self) -> &str {
229        self.market_id.as_str()
230    }
231
232    #[getter]
233    #[pyo3(name = "market_name")]
234    fn py_market_name(&self) -> &str {
235        self.market_name.as_str()
236    }
237
238    #[getter]
239    #[pyo3(name = "market_type")]
240    fn py_market_type(&self) -> &str {
241        self.market_type.as_str()
242    }
243
244    #[getter]
245    #[pyo3(name = "market_start_time")]
246    fn py_market_start_time(&self) -> u64 {
247        self.market_start_time.as_u64()
248    }
249
250    #[getter]
251    #[pyo3(name = "selection_id")]
252    fn py_selection_id(&self) -> u64 {
253        self.selection_id
254    }
255
256    #[getter]
257    #[pyo3(name = "selection_name")]
258    fn py_selection_name(&self) -> &str {
259        self.selection_name.as_str()
260    }
261
262    #[getter]
263    #[pyo3(name = "selection_handicap")]
264    fn py_selection_handicap(&self) -> f64 {
265        self.selection_handicap
266    }
267
268    #[getter]
269    #[pyo3(name = "currency")]
270    fn py_currency(&self) -> Currency {
271        self.currency
272    }
273
274    #[getter]
275    #[pyo3(name = "price_precision")]
276    fn py_price_precision(&self) -> u8 {
277        self.price_precision
278    }
279
280    #[getter]
281    #[pyo3(name = "size_precision")]
282    fn py_size_precision(&self) -> u8 {
283        self.size_precision
284    }
285
286    #[getter]
287    #[pyo3(name = "price_increment")]
288    fn py_price_increment(&self) -> Price {
289        self.price_increment
290    }
291
292    #[getter]
293    #[pyo3(name = "size_increment")]
294    fn py_size_increment(&self) -> Quantity {
295        self.size_increment
296    }
297
298    #[getter]
299    #[pyo3(name = "max_quantity")]
300    fn py_max_quantity(&self) -> Option<Quantity> {
301        self.max_quantity
302    }
303
304    #[getter]
305    #[pyo3(name = "min_quantity")]
306    fn py_min_quantity(&self) -> Option<Quantity> {
307        self.min_quantity
308    }
309
310    #[getter]
311    #[pyo3(name = "max_notional")]
312    fn py_max_notional(&self) -> Option<Money> {
313        self.max_notional
314    }
315
316    #[getter]
317    #[pyo3(name = "min_notional")]
318    fn py_min_notional(&self) -> Option<Money> {
319        self.min_notional
320    }
321
322    #[getter]
323    #[pyo3(name = "max_price")]
324    fn py_max_price(&self) -> Option<Price> {
325        self.max_price
326    }
327
328    #[getter]
329    #[pyo3(name = "min_price")]
330    fn py_min_price(&self) -> Option<Price> {
331        self.min_price
332    }
333
334    #[getter]
335    #[pyo3(name = "maker_fee")]
336    fn py_maker_fee(&self) -> Decimal {
337        self.maker_fee
338    }
339
340    #[getter]
341    #[pyo3(name = "taker_fee")]
342    fn py_taker_fee(&self) -> Decimal {
343        self.taker_fee
344    }
345
346    #[getter]
347    #[pyo3(name = "info")]
348    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
349        // Convert HashMap<String, serde_json::Value> back to Python dict
350        if let Some(ref info_map) = self.info {
351            let py_dict = PyDict::new(py);
352
353            for (key, value) in info_map {
354                // Convert serde_json::Value back to Python object via JSON
355                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
356                let py_value =
357                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
358                py_dict.set_item(key, py_value)?;
359            }
360            Ok(py_dict.unbind())
361        } else {
362            Ok(PyDict::new(py).unbind())
363        }
364    }
365
366    #[getter]
367    #[pyo3(name = "ts_event")]
368    fn py_ts_event(&self) -> u64 {
369        self.ts_event.as_u64()
370    }
371
372    #[getter]
373    #[pyo3(name = "ts_init")]
374    fn py_ts_init(&self) -> u64 {
375        self.ts_init.as_u64()
376    }
377
378    #[staticmethod]
379    #[pyo3(name = "from_dict")]
380    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
381        from_dict_pyo3(py, values)
382    }
383
384    #[pyo3(name = "to_dict")]
385    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
386        let dict = PyDict::new(py);
387        dict.set_item("type", stringify!(BettingInstrument))?;
388        dict.set_item("id", self.id.to_string())?;
389        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
390        dict.set_item("event_type_id", self.event_type_id)?;
391        dict.set_item("event_type_name", self.event_type_name.to_string())?;
392        dict.set_item("competition_id", self.competition_id)?;
393        dict.set_item("competition_name", self.competition_name.to_string())?;
394        dict.set_item("event_id", self.event_id)?;
395        dict.set_item("event_name", self.event_name.to_string())?;
396        dict.set_item("event_country_code", self.event_country_code.to_string())?;
397        dict.set_item("event_open_date", self.event_open_date.as_u64())?;
398        dict.set_item("betting_type", self.betting_type.to_string())?;
399        dict.set_item("market_id", self.market_id.to_string())?;
400        dict.set_item("market_name", self.market_name.to_string())?;
401        dict.set_item("market_type", self.market_type.to_string())?;
402        dict.set_item("market_start_time", self.market_start_time.as_u64())?;
403        dict.set_item("selection_id", self.selection_id)?;
404        dict.set_item("selection_name", self.selection_name.to_string())?;
405        dict.set_item("selection_handicap", self.selection_handicap)?;
406        dict.set_item("currency", self.currency.code.to_string())?;
407        dict.set_item("price_precision", self.price_precision)?;
408        dict.set_item("size_precision", self.size_precision)?;
409        dict.set_item("price_increment", self.price_increment.to_string())?;
410        dict.set_item("size_increment", self.size_increment.to_string())?;
411        dict.set_item("margin_init", self.margin_init.to_string())?;
412        dict.set_item("margin_maint", self.margin_maint.to_string())?;
413        dict.set_item("maker_fee", self.maker_fee.to_string())?;
414        dict.set_item("taker_fee", self.taker_fee.to_string())?;
415        dict.set_item("ts_event", self.ts_event.as_u64())?;
416        dict.set_item("ts_init", self.ts_init.as_u64())?;
417        // Serialize info dict
418        if let Some(ref info_map) = self.info {
419            let info_dict = PyDict::new(py);
420
421            for (key, value) in info_map {
422                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
423                let py_value =
424                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
425                info_dict.set_item(key, py_value)?;
426            }
427            dict.set_item("info", info_dict)?;
428        } else {
429            dict.set_item("info", PyDict::new(py))?;
430        }
431
432        match self.max_quantity {
433            Some(value) => dict.set_item("max_quantity", value.to_string())?,
434            None => dict.set_item("max_quantity", py.None())?,
435        }
436
437        match self.min_quantity {
438            Some(value) => dict.set_item("min_quantity", value.to_string())?,
439            None => dict.set_item("min_quantity", py.None())?,
440        }
441
442        match self.max_notional {
443            Some(value) => dict.set_item("max_notional", value.to_string())?,
444            None => dict.set_item("max_notional", py.None())?,
445        }
446
447        match self.min_notional {
448            Some(value) => dict.set_item("min_notional", value.to_string())?,
449            None => dict.set_item("min_notional", py.None())?,
450        }
451
452        match self.max_price {
453            Some(value) => dict.set_item("max_price", value.to_string())?,
454            None => dict.set_item("max_price", py.None())?,
455        }
456
457        match self.min_price {
458            Some(value) => dict.set_item("min_price", value.to_string())?,
459            None => dict.set_item("min_price", py.None())?,
460        }
461        Ok(dict.into())
462    }
463}
464
465#[cfg(test)]
466mod tests {
467    use pyo3::{prelude::*, types::PyDict};
468    use rstest::rstest;
469
470    use crate::instruments::{BettingInstrument, stubs::*};
471
472    #[rstest]
473    fn test_dict_round_trip(betting: BettingInstrument) {
474        Python::initialize();
475        Python::attach(|py| {
476            let values = betting.py_to_dict(py).unwrap();
477            let values: Py<PyDict> = values.extract(py).unwrap();
478            let new_betting = BettingInstrument::py_from_dict(py, values).unwrap();
479            assert_eq!(betting, new_betting);
480        });
481    }
482}
nautilus_model/python/instruments/betting.rs

nautilus_model/python/instruments/
betting.rs
