nautilus_model/python/instruments/
option_contract.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, OptionKind},
31    identifiers::{InstrumentId, Symbol},
32    instruments::OptionContract,
33    types::{Currency, Price, Quantity},
34};
35
36#[pymethods]
37#[pyo3_stub_gen::derive::gen_stub_pymethods]
38impl OptionContract {
39    /// Represents a generic option contract instrument.
40    #[expect(clippy::too_many_arguments)]
41    #[new]
42    #[pyo3(signature = (instrument_id, raw_symbol, asset_class, underlying, option_kind, strike_price, currency, activation_ns, expiration_ns, price_precision, price_increment, multiplier, lot_size, ts_event, ts_init,  max_quantity=None, min_quantity=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None, exchange=None, tick_scheme=None, info=None))]
43    fn py_new(
44        instrument_id: InstrumentId,
45        raw_symbol: Symbol,
46        asset_class: AssetClass,
47        underlying: String,
48        option_kind: OptionKind,
49        strike_price: Price,
50        currency: Currency,
51        activation_ns: u64,
52        expiration_ns: u64,
53        price_precision: u8,
54        price_increment: Price,
55        multiplier: Quantity,
56        lot_size: Quantity,
57        ts_event: u64,
58        ts_init: u64,
59        max_quantity: Option<Quantity>,
60        min_quantity: Option<Quantity>,
61        max_price: Option<Price>,
62        min_price: Option<Price>,
63        margin_init: Option<Decimal>,
64        margin_maint: Option<Decimal>,
65        maker_fee: Option<Decimal>,
66        taker_fee: Option<Decimal>,
67        exchange: Option<String>,
68        tick_scheme: Option<String>,
69        info: Option<Py<PyDict>>,
70    ) -> PyResult<Self> {
71        // Convert Python dict to Params
72        let info_map = if let Some(info_dict) = info {
73            Python::attach(|py| from_pydict(py, &info_dict))?
74        } else {
75            None
76        };
77
78        Self::new_checked(
79            instrument_id,
80            raw_symbol,
81            asset_class,
82            exchange.map(|x| Ustr::from(&x)),
83            underlying.into(),
84            option_kind,
85            strike_price,
86            currency,
87            activation_ns.into(),
88            expiration_ns.into(),
89            price_precision,
90            price_increment,
91            multiplier,
92            lot_size,
93            max_quantity,
94            min_quantity,
95            max_price,
96            min_price,
97            margin_init,
98            margin_maint,
99            maker_fee,
100            taker_fee,
101            tick_scheme.map(|name| ustr::Ustr::from(name.as_str())),
102            info_map,
103            ts_event.into(),
104            ts_init.into(),
105        )
106        .map_err(to_pyvalue_err)
107    }
108
109    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
110        match op {
111            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
112            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
113            _ => py.NotImplemented(),
114        }
115    }
116
117    fn __hash__(&self) -> isize {
118        let mut hasher = DefaultHasher::new();
119        self.hash(&mut hasher);
120        hasher.finish() as isize
121    }
122
123    #[getter]
124    fn type_name(&self) -> &'static str {
125        stringify!(OptionContract)
126    }
127
128    #[getter]
129    #[pyo3(name = "id")]
130    fn py_id(&self) -> InstrumentId {
131        self.id
132    }
133
134    #[getter]
135    #[pyo3(name = "raw_symbol")]
136    fn py_raw_symbol(&self) -> Symbol {
137        self.raw_symbol
138    }
139
140    #[getter]
141    #[pyo3(name = "asset_class")]
142    fn py_asset_class(&self) -> AssetClass {
143        self.asset_class
144    }
145
146    #[getter]
147    #[pyo3(name = "exchange")]
148    fn py_exchange(&self) -> Option<String> {
149        self.exchange.map(|e| e.to_string())
150    }
151
152    #[getter]
153    #[pyo3(name = "underlying")]
154    fn py_underlying(&self) -> &str {
155        self.underlying.as_str()
156    }
157
158    #[getter]
159    #[pyo3(name = "option_kind")]
160    fn py_option_kind(&self) -> OptionKind {
161        self.option_kind
162    }
163
164    #[getter]
165    #[pyo3(name = "activation_ns")]
166    fn py_activation_ns(&self) -> u64 {
167        self.activation_ns.as_u64()
168    }
169
170    #[getter]
171    #[pyo3(name = "expiration_ns")]
172    fn py_expiration_ns(&self) -> u64 {
173        self.expiration_ns.as_u64()
174    }
175
176    #[getter]
177    #[pyo3(name = "strike_price")]
178    fn py_strike_price(&self) -> Price {
179        self.strike_price
180    }
181
182    #[getter]
183    #[pyo3(name = "currency")]
184    fn py_currency(&self) -> Currency {
185        self.currency
186    }
187
188    #[getter]
189    #[pyo3(name = "price_precision")]
190    fn py_price_precision(&self) -> u8 {
191        self.price_precision
192    }
193
194    #[getter]
195    #[pyo3(name = "price_increment")]
196    fn py_price_increment(&self) -> Price {
197        self.price_increment
198    }
199
200    #[getter]
201    #[pyo3(name = "size_increment")]
202    fn py_size_increment(&self) -> Quantity {
203        self.size_increment
204    }
205
206    #[getter]
207    #[pyo3(name = "size_precision")]
208    fn py_size_precision(&self) -> u8 {
209        self.size_precision
210    }
211
212    #[getter]
213    #[pyo3(name = "multiplier")]
214    fn py_multiplier(&self) -> Quantity {
215        self.multiplier
216    }
217
218    #[getter]
219    #[pyo3(name = "lot_size")]
220    fn py_lot_size(&self) -> Quantity {
221        self.lot_size
222    }
223
224    #[getter]
225    #[pyo3(name = "max_quantity")]
226    fn py_max_quantity(&self) -> Option<Quantity> {
227        self.max_quantity
228    }
229
230    #[getter]
231    #[pyo3(name = "min_quantity")]
232    fn py_min_quantity(&self) -> Option<Quantity> {
233        self.min_quantity
234    }
235
236    #[getter]
237    #[pyo3(name = "max_price")]
238    fn py_max_price(&self) -> Option<Price> {
239        self.max_price
240    }
241
242    #[getter]
243    #[pyo3(name = "min_price")]
244    fn py_min_price(&self) -> Option<Price> {
245        self.min_price
246    }
247
248    #[getter]
249    #[pyo3(name = "margin_init")]
250    fn py_margin_init(&self) -> Decimal {
251        self.margin_init
252    }
253
254    #[getter]
255    #[pyo3(name = "margin_maint")]
256    fn py_margin_maint(&self) -> Decimal {
257        self.margin_maint
258    }
259
260    #[getter]
261    #[pyo3(name = "maker_fee")]
262    fn py_maker_fee(&self) -> Decimal {
263        self.maker_fee
264    }
265
266    #[getter]
267    #[pyo3(name = "taker_fee")]
268    fn py_taker_fee(&self) -> Decimal {
269        self.taker_fee
270    }
271
272    #[getter]
273    #[pyo3(name = "info")]
274    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
275        // Convert HashMap<String, serde_json::Value> back to Python dict
276        if let Some(ref info_map) = self.info {
277            let py_dict = PyDict::new(py);
278
279            for (key, value) in info_map {
280                // Convert serde_json::Value back to Python object via JSON
281                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
282                let py_value =
283                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
284                py_dict.set_item(key, py_value)?;
285            }
286            Ok(py_dict.unbind())
287        } else {
288            Ok(PyDict::new(py).unbind())
289        }
290    }
291
292    #[getter]
293    #[pyo3(name = "ts_event")]
294    fn py_ts_event(&self) -> u64 {
295        self.ts_event.as_u64()
296    }
297
298    #[getter]
299    #[pyo3(name = "ts_init")]
300    fn py_ts_init(&self) -> u64 {
301        self.ts_init.as_u64()
302    }
303
304    #[staticmethod]
305    #[pyo3(name = "from_dict")]
306    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
307        crate::python::instruments::from_dict_instrument_pyo3(py, values)
308    }
309
310    #[pyo3(name = "to_dict")]
311    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
312        let dict = PyDict::new(py);
313        dict.set_item("type", stringify!(OptionContract))?;
314        dict.set_item("id", self.id.to_string())?;
315        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
316        dict.set_item("asset_class", self.asset_class.to_string())?;
317        dict.set_item("underlying", self.underlying.to_string())?;
318        dict.set_item("option_kind", self.option_kind.to_string())?;
319        dict.set_item("activation_ns", self.activation_ns.as_u64())?;
320        dict.set_item("expiration_ns", self.expiration_ns.as_u64())?;
321        dict.set_item("strike_price", self.strike_price.to_string())?;
322        dict.set_item("currency", self.currency.code.to_string())?;
323        dict.set_item("price_precision", self.price_precision)?;
324        dict.set_item("price_increment", self.price_increment.to_string())?;
325        dict.set_item("size_increment", self.size_increment.to_string())?;
326        dict.set_item("size_precision", self.size_precision)?;
327        dict.set_item("multiplier", self.multiplier.to_string())?;
328        dict.set_item("lot_size", self.lot_size.to_string())?;
329        dict.set_item("margin_init", self.margin_init.to_string())?;
330        dict.set_item("margin_maint", self.margin_maint.to_string())?;
331        dict.set_item("maker_fee", self.maker_fee.to_string())?;
332        dict.set_item("taker_fee", self.taker_fee.to_string())?;
333        // Serialize info dict
334        if let Some(ref info_map) = self.info {
335            let info_dict = PyDict::new(py);
336
337            for (key, value) in info_map {
338                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
339                let py_value =
340                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
341                info_dict.set_item(key, py_value)?;
342            }
343            dict.set_item("info", info_dict)?;
344        } else {
345            dict.set_item("info", PyDict::new(py))?;
346        }
347        dict.set_item("ts_event", self.ts_event.as_u64())?;
348        dict.set_item("ts_init", self.ts_init.as_u64())?;
349        match self.max_quantity {
350            Some(value) => dict.set_item("max_quantity", value.to_string())?,
351            None => dict.set_item("max_quantity", py.None())?,
352        }
353
354        match self.min_quantity {
355            Some(value) => dict.set_item("min_quantity", value.to_string())?,
356            None => dict.set_item("min_quantity", py.None())?,
357        }
358
359        match self.max_price {
360            Some(value) => dict.set_item("max_price", value.to_string())?,
361            None => dict.set_item("max_price", py.None())?,
362        }
363
364        match self.min_price {
365            Some(value) => dict.set_item("min_price", value.to_string())?,
366            None => dict.set_item("min_price", py.None())?,
367        }
368
369        match self.exchange {
370            Some(value) => dict.set_item("exchange", value.to_string())?,
371            None => dict.set_item("exchange", py.None())?,
372        }
373        dict.set_item(
374            "tick_scheme",
375            crate::python::instruments::tick_scheme_to_py(self),
376        )?;
377        Ok(dict.into())
378    }
379}
nautilus_model/python/instruments/option_contract.rs

nautilus_model/python/instruments/
option_contract.rs
