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

nautilus_model/python/instruments/
commodity.rs
