nautilus_model/python/instruments/
commodity.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;
27
28use crate::{
29    enums::AssetClass,
30    identifiers::{InstrumentId, Symbol},
31    instruments::Commodity,
32    types::{Currency, Money, Price, Quantity},
33};
34
35#[pymethods]
36#[pyo3_stub_gen::derive::gen_stub_pymethods]
37impl Commodity {
38    /// Represents a generic commodity instrument.
39    #[expect(clippy::too_many_arguments)]
40    #[new]
41    #[pyo3(signature = (instrument_id, raw_symbol, asset_class, quote_currency, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, lot_size=None, 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))]
42    fn py_new(
43        instrument_id: InstrumentId,
44        raw_symbol: Symbol,
45        asset_class: AssetClass,
46        quote_currency: Currency,
47        price_precision: u8,
48        size_precision: u8,
49        price_increment: Price,
50        size_increment: Quantity,
51        ts_event: u64,
52        ts_init: u64,
53        lot_size: Option<Quantity>,
54        max_quantity: Option<Quantity>,
55        min_quantity: Option<Quantity>,
56        max_notional: Option<Money>,
57        min_notional: Option<Money>,
58        max_price: Option<Price>,
59        min_price: Option<Price>,
60        margin_init: Option<Decimal>,
61        margin_maint: Option<Decimal>,
62        maker_fee: Option<Decimal>,
63        taker_fee: Option<Decimal>,
64        tick_scheme: Option<String>,
65        info: Option<Py<PyDict>>,
66    ) -> PyResult<Self> {
67        let info_map = if let Some(info_dict) = info {
68            Python::attach(|py| from_pydict(py, &info_dict))?
69        } else {
70            None
71        };
72
73        Self::new_checked(
74            instrument_id,
75            raw_symbol,
76            asset_class,
77            quote_currency,
78            price_precision,
79            size_precision,
80            price_increment,
81            size_increment,
82            lot_size,
83            max_quantity,
84            min_quantity,
85            max_notional,
86            min_notional,
87            max_price,
88            min_price,
89            margin_init,
90            margin_maint,
91            maker_fee,
92            taker_fee,
93            tick_scheme.map(|name| ustr::Ustr::from(name.as_str())),
94            info_map,
95            ts_event.into(),
96            ts_init.into(),
97        )
98        .map_err(to_pyvalue_err)
99    }
100
101    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
102        match op {
103            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
104            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
105            _ => py.NotImplemented(),
106        }
107    }
108
109    fn __hash__(&self) -> isize {
110        let mut hasher = DefaultHasher::new();
111        self.hash(&mut hasher);
112        hasher.finish() as isize
113    }
114
115    #[getter]
116    fn type_name(&self) -> &'static str {
117        stringify!(Commodity)
118    }
119
120    #[getter]
121    #[pyo3(name = "id")]
122    fn py_id(&self) -> InstrumentId {
123        self.id
124    }
125
126    #[getter]
127    #[pyo3(name = "raw_symbol")]
128    fn py_raw_symbol(&self) -> Symbol {
129        self.raw_symbol
130    }
131
132    #[getter]
133    #[pyo3(name = "asset_class")]
134    fn py_asset_class(&self) -> AssetClass {
135        self.asset_class
136    }
137
138    #[getter]
139    #[pyo3(name = "quote_currency")]
140    fn py_quote_currency(&self) -> Currency {
141        self.quote_currency
142    }
143
144    #[getter]
145    #[pyo3(name = "price_precision")]
146    fn py_price_precision(&self) -> u8 {
147        self.price_precision
148    }
149
150    #[getter]
151    #[pyo3(name = "size_precision")]
152    fn py_size_precision(&self) -> u8 {
153        self.size_precision
154    }
155
156    #[getter]
157    #[pyo3(name = "price_increment")]
158    fn py_price_increment(&self) -> Price {
159        self.price_increment
160    }
161
162    #[getter]
163    #[pyo3(name = "size_increment")]
164    fn py_size_increment(&self) -> Quantity {
165        self.size_increment
166    }
167
168    #[getter]
169    #[pyo3(name = "lot_size")]
170    fn py_lot_size(&self) -> Option<Quantity> {
171        self.lot_size
172    }
173
174    #[getter]
175    #[pyo3(name = "max_quantity")]
176    fn py_max_quantity(&self) -> Option<Quantity> {
177        self.max_quantity
178    }
179
180    #[getter]
181    #[pyo3(name = "min_quantity")]
182    fn py_min_quantity(&self) -> Option<Quantity> {
183        self.min_quantity
184    }
185
186    #[getter]
187    #[pyo3(name = "max_notional")]
188    fn py_max_notional(&self) -> Option<Money> {
189        self.max_notional
190    }
191
192    #[getter]
193    #[pyo3(name = "min_notional")]
194    fn py_min_notional(&self) -> Option<Money> {
195        self.min_notional
196    }
197
198    #[getter]
199    #[pyo3(name = "max_price")]
200    fn py_max_price(&self) -> Option<Price> {
201        self.max_price
202    }
203
204    #[getter]
205    #[pyo3(name = "min_price")]
206    fn py_min_price(&self) -> Option<Price> {
207        self.min_price
208    }
209
210    #[getter]
211    #[pyo3(name = "margin_init")]
212    fn py_margin_init(&self) -> Decimal {
213        self.margin_init
214    }
215
216    #[getter]
217    #[pyo3(name = "margin_maint")]
218    fn py_margin_maint(&self) -> Decimal {
219        self.margin_maint
220    }
221
222    #[getter]
223    #[pyo3(name = "maker_fee")]
224    fn py_maker_fee(&self) -> Decimal {
225        self.maker_fee
226    }
227
228    #[getter]
229    #[pyo3(name = "taker_fee")]
230    fn py_taker_fee(&self) -> Decimal {
231        self.taker_fee
232    }
233
234    #[getter]
235    #[pyo3(name = "ts_event")]
236    fn py_ts_event(&self) -> u64 {
237        self.ts_event.as_u64()
238    }
239
240    #[getter]
241    #[pyo3(name = "ts_init")]
242    fn py_ts_init(&self) -> u64 {
243        self.ts_init.as_u64()
244    }
245
246    #[getter]
247    #[pyo3(name = "info")]
248    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
249        if let Some(ref info_map) = self.info {
250            let py_dict = PyDict::new(py);
251
252            for (key, value) in info_map {
253                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
254                let py_value =
255                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
256                py_dict.set_item(key, py_value)?;
257            }
258            Ok(py_dict.unbind())
259        } else {
260            Ok(PyDict::new(py).unbind())
261        }
262    }
263
264    #[staticmethod]
265    #[pyo3(name = "from_dict")]
266    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
267        crate::python::instruments::from_dict_instrument_pyo3(py, values)
268    }
269
270    #[pyo3(name = "to_dict")]
271    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
272        let dict = PyDict::new(py);
273        dict.set_item("type", stringify!(Commodity))?;
274        dict.set_item("id", self.id.to_string())?;
275        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
276        dict.set_item("asset_class", self.asset_class.to_string())?;
277        dict.set_item("quote_currency", self.quote_currency.code.to_string())?;
278        dict.set_item("price_precision", self.price_precision)?;
279        dict.set_item("size_precision", self.size_precision)?;
280        dict.set_item("price_increment", self.price_increment.to_string())?;
281        dict.set_item("size_increment", self.size_increment.to_string())?;
282        dict.set_item("ts_event", self.ts_event.as_u64())?;
283        dict.set_item("ts_init", self.ts_init.as_u64())?;
284
285        if let Some(ref info_map) = self.info {
286            let info_dict = PyDict::new(py);
287
288            for (key, value) in info_map {
289                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
290                let py_value =
291                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
292                info_dict.set_item(key, py_value)?;
293            }
294            dict.set_item("info", info_dict)?;
295        } else {
296            dict.set_item("info", PyDict::new(py))?;
297        }
298        dict.set_item("margin_init", self.margin_init.to_string())?;
299        dict.set_item("margin_maint", self.margin_maint.to_string())?;
300        dict.set_item("maker_fee", self.maker_fee.to_string())?;
301        dict.set_item("taker_fee", self.taker_fee.to_string())?;
302        match self.lot_size {
303            Some(value) => dict.set_item("lot_size", value.to_string())?,
304            None => dict.set_item("lot_size", py.None())?,
305        }
306
307        match self.max_quantity {
308            Some(value) => dict.set_item("max_quantity", value.to_string())?,
309            None => dict.set_item("max_quantity", py.None())?,
310        }
311
312        match self.min_quantity {
313            Some(value) => dict.set_item("min_quantity", value.to_string())?,
314            None => dict.set_item("min_quantity", py.None())?,
315        }
316
317        match self.max_notional {
318            Some(value) => dict.set_item("max_notional", value.to_string())?,
319            None => dict.set_item("max_notional", py.None())?,
320        }
321
322        match self.min_notional {
323            Some(value) => dict.set_item("min_notional", value.to_string())?,
324            None => dict.set_item("min_notional", py.None())?,
325        }
326
327        match self.max_price {
328            Some(value) => dict.set_item("max_price", value.to_string())?,
329            None => dict.set_item("max_price", py.None())?,
330        }
331
332        match self.min_price {
333            Some(value) => dict.set_item("min_price", value.to_string())?,
334            None => dict.set_item("min_price", py.None())?,
335        }
336        dict.set_item(
337            "tick_scheme",
338            crate::python::instruments::tick_scheme_to_py(self),
339        )?;
340        Ok(dict.into())
341    }
342}
nautilus_model/python/instruments/commodity.rs

nautilus_model/python/instruments/
commodity.rs
