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, 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, tick_scheme=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        tick_scheme: Option<String>,
80        info: Option<Py<PyDict>>,
81    ) -> PyResult<Self> {
82        // Convert Python dict to Params
83        let info_map = if let Some(info_dict) = info {
84            Python::attach(|py| from_pydict(py, &info_dict))?
85        } else {
86            None
87        };
88
89        Self::new_checked(
90            instrument_id,
91            raw_symbol,
92            event_type_id,
93            Ustr::from(&event_type_name),
94            competition_id,
95            Ustr::from(&competition_name),
96            event_id,
97            Ustr::from(&event_name),
98            Ustr::from(&event_country_code),
99            event_open_date.into(),
100            Ustr::from(&betting_type),
101            Ustr::from(&market_id),
102            Ustr::from(&market_name),
103            Ustr::from(&market_type),
104            market_start_time.into(),
105            selection_id,
106            Ustr::from(&selection_name),
107            selection_handicap,
108            currency,
109            price_precision,
110            size_precision,
111            price_increment,
112            size_increment,
113            max_quantity,
114            min_quantity,
115            max_notional,
116            min_notional,
117            max_price,
118            min_price,
119            margin_init,
120            margin_maint,
121            maker_fee,
122            taker_fee,
123            tick_scheme.map(|name| ustr::Ustr::from(name.as_str())),
124            info_map,
125            ts_event.into(),
126            ts_init.into(),
127        )
128        .map_err(to_pyvalue_err)
129    }
130
131    fn __hash__(&self) -> isize {
132        let mut hasher = DefaultHasher::new();
133        self.hash(&mut hasher);
134        hasher.finish() as isize
135    }
136
137    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
138        match op {
139            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
140            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
141            _ => py.NotImplemented(),
142        }
143    }
144
145    #[getter]
146    fn type_name(&self) -> &'static str {
147        stringify!(BettingInstrument)
148    }
149
150    #[getter]
151    #[pyo3(name = "id")]
152    fn py_id(&self) -> InstrumentId {
153        self.id
154    }
155
156    #[getter]
157    #[pyo3(name = "raw_symbol")]
158    fn py_raw_symbol(&self) -> Symbol {
159        self.raw_symbol
160    }
161
162    #[getter]
163    #[pyo3(name = "asset_class")]
164    fn py_asset_class(&self) -> AssetClass {
165        AssetClass::Alternative
166    }
167
168    #[getter]
169    #[pyo3(name = "instrument_class")]
170    fn py_instrument_class(&self) -> InstrumentClass {
171        InstrumentClass::SportsBetting
172    }
173
174    #[getter]
175    #[pyo3(name = "event_type_id")]
176    fn py_event_type_id(&self) -> u64 {
177        self.event_type_id
178    }
179
180    #[getter]
181    #[pyo3(name = "event_type_name")]
182    fn py_event_type_name(&self) -> &str {
183        self.event_type_name.as_str()
184    }
185
186    #[getter]
187    #[pyo3(name = "competition_id")]
188    fn py_competition_id(&self) -> u64 {
189        self.competition_id
190    }
191
192    #[getter]
193    #[pyo3(name = "competition_name")]
194    fn py_competition_name(&self) -> &str {
195        self.competition_name.as_str()
196    }
197
198    #[getter]
199    #[pyo3(name = "event_id")]
200    fn py_event_id(&self) -> u64 {
201        self.event_id
202    }
203
204    #[getter]
205    #[pyo3(name = "event_name")]
206    fn py_event_name(&self) -> &str {
207        self.event_name.as_str()
208    }
209
210    #[getter]
211    #[pyo3(name = "event_country_code")]
212    fn py_event_country_code(&self) -> &str {
213        self.event_country_code.as_str()
214    }
215
216    #[getter]
217    #[pyo3(name = "event_open_date")]
218    fn py_event_open_date(&self) -> u64 {
219        self.event_open_date.as_u64()
220    }
221
222    #[getter]
223    #[pyo3(name = "betting_type")]
224    fn py_betting_type(&self) -> &str {
225        self.betting_type.as_str()
226    }
227
228    #[getter]
229    #[pyo3(name = "market_id")]
230    fn py_market_id(&self) -> &str {
231        self.market_id.as_str()
232    }
233
234    #[getter]
235    #[pyo3(name = "market_name")]
236    fn py_market_name(&self) -> &str {
237        self.market_name.as_str()
238    }
239
240    #[getter]
241    #[pyo3(name = "market_type")]
242    fn py_market_type(&self) -> &str {
243        self.market_type.as_str()
244    }
245
246    #[getter]
247    #[pyo3(name = "market_start_time")]
248    fn py_market_start_time(&self) -> u64 {
249        self.market_start_time.as_u64()
250    }
251
252    #[getter]
253    #[pyo3(name = "selection_id")]
254    fn py_selection_id(&self) -> u64 {
255        self.selection_id
256    }
257
258    #[getter]
259    #[pyo3(name = "selection_name")]
260    fn py_selection_name(&self) -> &str {
261        self.selection_name.as_str()
262    }
263
264    #[getter]
265    #[pyo3(name = "selection_handicap")]
266    fn py_selection_handicap(&self) -> f64 {
267        self.selection_handicap
268    }
269
270    #[getter]
271    #[pyo3(name = "currency")]
272    fn py_currency(&self) -> Currency {
273        self.currency
274    }
275
276    #[getter]
277    #[pyo3(name = "price_precision")]
278    fn py_price_precision(&self) -> u8 {
279        self.price_precision
280    }
281
282    #[getter]
283    #[pyo3(name = "size_precision")]
284    fn py_size_precision(&self) -> u8 {
285        self.size_precision
286    }
287
288    #[getter]
289    #[pyo3(name = "price_increment")]
290    fn py_price_increment(&self) -> Price {
291        self.price_increment
292    }
293
294    #[getter]
295    #[pyo3(name = "size_increment")]
296    fn py_size_increment(&self) -> Quantity {
297        self.size_increment
298    }
299
300    #[getter]
301    #[pyo3(name = "max_quantity")]
302    fn py_max_quantity(&self) -> Option<Quantity> {
303        self.max_quantity
304    }
305
306    #[getter]
307    #[pyo3(name = "min_quantity")]
308    fn py_min_quantity(&self) -> Option<Quantity> {
309        self.min_quantity
310    }
311
312    #[getter]
313    #[pyo3(name = "max_notional")]
314    fn py_max_notional(&self) -> Option<Money> {
315        self.max_notional
316    }
317
318    #[getter]
319    #[pyo3(name = "min_notional")]
320    fn py_min_notional(&self) -> Option<Money> {
321        self.min_notional
322    }
323
324    #[getter]
325    #[pyo3(name = "max_price")]
326    fn py_max_price(&self) -> Option<Price> {
327        self.max_price
328    }
329
330    #[getter]
331    #[pyo3(name = "min_price")]
332    fn py_min_price(&self) -> Option<Price> {
333        self.min_price
334    }
335
336    #[getter]
337    #[pyo3(name = "maker_fee")]
338    fn py_maker_fee(&self) -> Decimal {
339        self.maker_fee
340    }
341
342    #[getter]
343    #[pyo3(name = "taker_fee")]
344    fn py_taker_fee(&self) -> Decimal {
345        self.taker_fee
346    }
347
348    #[getter]
349    #[pyo3(name = "info")]
350    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
351        // Convert HashMap<String, serde_json::Value> back to Python dict
352        if let Some(ref info_map) = self.info {
353            let py_dict = PyDict::new(py);
354
355            for (key, value) in info_map {
356                // Convert serde_json::Value back to Python object via JSON
357                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
358                let py_value =
359                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
360                py_dict.set_item(key, py_value)?;
361            }
362            Ok(py_dict.unbind())
363        } else {
364            Ok(PyDict::new(py).unbind())
365        }
366    }
367
368    #[getter]
369    #[pyo3(name = "ts_event")]
370    fn py_ts_event(&self) -> u64 {
371        self.ts_event.as_u64()
372    }
373
374    #[getter]
375    #[pyo3(name = "ts_init")]
376    fn py_ts_init(&self) -> u64 {
377        self.ts_init.as_u64()
378    }
379
380    #[staticmethod]
381    #[pyo3(name = "from_dict")]
382    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
383        crate::python::instruments::from_dict_instrument_pyo3(py, values)
384    }
385
386    #[pyo3(name = "to_dict")]
387    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
388        let dict = PyDict::new(py);
389        dict.set_item("type", stringify!(BettingInstrument))?;
390        dict.set_item("id", self.id.to_string())?;
391        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
392        dict.set_item("event_type_id", self.event_type_id)?;
393        dict.set_item("event_type_name", self.event_type_name.to_string())?;
394        dict.set_item("competition_id", self.competition_id)?;
395        dict.set_item("competition_name", self.competition_name.to_string())?;
396        dict.set_item("event_id", self.event_id)?;
397        dict.set_item("event_name", self.event_name.to_string())?;
398        dict.set_item("event_country_code", self.event_country_code.to_string())?;
399        dict.set_item("event_open_date", self.event_open_date.as_u64())?;
400        dict.set_item("betting_type", self.betting_type.to_string())?;
401        dict.set_item("market_id", self.market_id.to_string())?;
402        dict.set_item("market_name", self.market_name.to_string())?;
403        dict.set_item("market_type", self.market_type.to_string())?;
404        dict.set_item("market_start_time", self.market_start_time.as_u64())?;
405        dict.set_item("selection_id", self.selection_id)?;
406        dict.set_item("selection_name", self.selection_name.to_string())?;
407        dict.set_item("selection_handicap", self.selection_handicap)?;
408        dict.set_item("currency", self.currency.code.to_string())?;
409        dict.set_item("price_precision", self.price_precision)?;
410        dict.set_item("size_precision", self.size_precision)?;
411        dict.set_item("price_increment", self.price_increment.to_string())?;
412        dict.set_item("size_increment", self.size_increment.to_string())?;
413        dict.set_item("margin_init", self.margin_init.to_string())?;
414        dict.set_item("margin_maint", self.margin_maint.to_string())?;
415        dict.set_item("maker_fee", self.maker_fee.to_string())?;
416        dict.set_item("taker_fee", self.taker_fee.to_string())?;
417        dict.set_item("ts_event", self.ts_event.as_u64())?;
418        dict.set_item("ts_init", self.ts_init.as_u64())?;
419        // Serialize info dict
420        if let Some(ref info_map) = self.info {
421            let info_dict = PyDict::new(py);
422
423            for (key, value) in info_map {
424                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
425                let py_value =
426                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
427                info_dict.set_item(key, py_value)?;
428            }
429            dict.set_item("info", info_dict)?;
430        } else {
431            dict.set_item("info", PyDict::new(py))?;
432        }
433
434        match self.max_quantity {
435            Some(value) => dict.set_item("max_quantity", value.to_string())?,
436            None => dict.set_item("max_quantity", py.None())?,
437        }
438
439        match self.min_quantity {
440            Some(value) => dict.set_item("min_quantity", value.to_string())?,
441            None => dict.set_item("min_quantity", py.None())?,
442        }
443
444        match self.max_notional {
445            Some(value) => dict.set_item("max_notional", value.to_string())?,
446            None => dict.set_item("max_notional", py.None())?,
447        }
448
449        match self.min_notional {
450            Some(value) => dict.set_item("min_notional", value.to_string())?,
451            None => dict.set_item("min_notional", py.None())?,
452        }
453
454        match self.max_price {
455            Some(value) => dict.set_item("max_price", value.to_string())?,
456            None => dict.set_item("max_price", py.None())?,
457        }
458
459        match self.min_price {
460            Some(value) => dict.set_item("min_price", value.to_string())?,
461            None => dict.set_item("min_price", py.None())?,
462        }
463        dict.set_item(
464            "tick_scheme",
465            crate::python::instruments::tick_scheme_to_py(self),
466        )?;
467        Ok(dict.into())
468    }
469}
470
471#[cfg(test)]
472mod tests {
473    use pyo3::{prelude::*, types::PyDict};
474    use rstest::rstest;
475
476    use crate::instruments::{BettingInstrument, stubs::*};
477
478    #[rstest]
479    fn test_dict_round_trip(betting: BettingInstrument) {
480        Python::initialize();
481        Python::attach(|py| {
482            let values = betting.py_to_dict(py).unwrap();
483            let values: Py<PyDict> = values.extract(py).unwrap();
484            let new_betting = BettingInstrument::py_from_dict(py, values).unwrap();
485            assert_eq!(betting, new_betting);
486        });
487    }
488}
nautilus_model/python/instruments/betting.rs

nautilus_model/python/instruments/
betting.rs
