nautilus_model/python/instruments/
perpetual_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,
31    identifiers::{InstrumentId, Symbol},
32    instruments::PerpetualContract,
33    types::{Currency, Money, Price, Quantity},
34};
35
36#[pymethods]
37#[pyo3_stub_gen::derive::gen_stub_pymethods]
38impl PerpetualContract {
39    /// Represents a perpetual contract instrument (perpetual swap).
40    ///
41    /// Supports perpetuals on any asset class including FX, equities,
42    /// commodities, indexes, and cryptocurrencies.
43    #[expect(clippy::too_many_arguments)]
44    #[new]
45    #[pyo3(signature = (instrument_id, raw_symbol, underlying, asset_class, quote_currency, settlement_currency, is_inverse, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, base_currency=None, multiplier=None, 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))]
46    fn py_new(
47        instrument_id: InstrumentId,
48        raw_symbol: Symbol,
49        underlying: &str,
50        asset_class: AssetClass,
51        quote_currency: Currency,
52        settlement_currency: Currency,
53        is_inverse: bool,
54        price_precision: u8,
55        size_precision: u8,
56        price_increment: Price,
57        size_increment: Quantity,
58        ts_event: u64,
59        ts_init: u64,
60        base_currency: Option<Currency>,
61        multiplier: Option<Quantity>,
62        lot_size: Option<Quantity>,
63        max_quantity: Option<Quantity>,
64        min_quantity: Option<Quantity>,
65        max_notional: Option<Money>,
66        min_notional: Option<Money>,
67        max_price: Option<Price>,
68        min_price: Option<Price>,
69        margin_init: Option<Decimal>,
70        margin_maint: Option<Decimal>,
71        maker_fee: Option<Decimal>,
72        taker_fee: Option<Decimal>,
73        tick_scheme: Option<String>,
74        info: Option<Py<PyDict>>,
75    ) -> PyResult<Self> {
76        let info_map = if let Some(info_dict) = info {
77            Python::attach(|py| from_pydict(py, &info_dict))?
78        } else {
79            None
80        };
81
82        Self::new_checked(
83            instrument_id,
84            raw_symbol,
85            Ustr::from(underlying),
86            asset_class,
87            base_currency,
88            quote_currency,
89            settlement_currency,
90            is_inverse,
91            price_precision,
92            size_precision,
93            price_increment,
94            size_increment,
95            multiplier,
96            lot_size,
97            max_quantity,
98            min_quantity,
99            max_notional,
100            min_notional,
101            max_price,
102            min_price,
103            margin_init,
104            margin_maint,
105            maker_fee,
106            taker_fee,
107            tick_scheme.map(|name| ustr::Ustr::from(name.as_str())),
108            info_map,
109            ts_event.into(),
110            ts_init.into(),
111        )
112        .map_err(to_pyvalue_err)
113    }
114
115    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
116        match op {
117            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
118            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
119            _ => py.NotImplemented(),
120        }
121    }
122
123    fn __hash__(&self) -> isize {
124        let mut hasher = DefaultHasher::new();
125        self.hash(&mut hasher);
126        hasher.finish() as isize
127    }
128
129    #[getter]
130    fn type_name(&self) -> &'static str {
131        stringify!(PerpetualContract)
132    }
133
134    #[getter]
135    #[pyo3(name = "id")]
136    fn py_id(&self) -> InstrumentId {
137        self.id
138    }
139
140    #[getter]
141    #[pyo3(name = "raw_symbol")]
142    fn py_raw_symbol(&self) -> Symbol {
143        self.raw_symbol
144    }
145
146    #[getter]
147    #[pyo3(name = "underlying")]
148    fn py_underlying(&self) -> &str {
149        self.underlying.as_str()
150    }
151
152    #[getter]
153    #[pyo3(name = "asset_class")]
154    fn py_asset_class(&self) -> AssetClass {
155        self.asset_class
156    }
157
158    #[getter]
159    #[pyo3(name = "base_currency")]
160    fn py_base_currency(&self) -> Option<Currency> {
161        self.base_currency
162    }
163
164    #[getter]
165    #[pyo3(name = "quote_currency")]
166    fn py_quote_currency(&self) -> Currency {
167        self.quote_currency
168    }
169
170    #[getter]
171    #[pyo3(name = "settlement_currency")]
172    fn py_settlement_currency(&self) -> Currency {
173        self.settlement_currency
174    }
175
176    #[getter]
177    #[pyo3(name = "is_inverse")]
178    fn py_is_inverse(&self) -> bool {
179        self.is_inverse
180    }
181
182    #[getter]
183    #[pyo3(name = "price_precision")]
184    fn py_price_precision(&self) -> u8 {
185        self.price_precision
186    }
187
188    #[getter]
189    #[pyo3(name = "size_precision")]
190    fn py_size_precision(&self) -> u8 {
191        self.size_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 = "multiplier")]
208    fn py_multiplier(&self) -> Quantity {
209        self.multiplier
210    }
211
212    #[getter]
213    #[pyo3(name = "lot_size")]
214    fn py_lot_size(&self) -> Quantity {
215        self.lot_size
216    }
217
218    #[getter]
219    #[pyo3(name = "max_quantity")]
220    fn py_max_quantity(&self) -> Option<Quantity> {
221        self.max_quantity
222    }
223
224    #[getter]
225    #[pyo3(name = "min_quantity")]
226    fn py_min_quantity(&self) -> Option<Quantity> {
227        self.min_quantity
228    }
229
230    #[getter]
231    #[pyo3(name = "max_notional")]
232    fn py_max_notional(&self) -> Option<Money> {
233        self.max_notional
234    }
235
236    #[getter]
237    #[pyo3(name = "min_notional")]
238    fn py_min_notional(&self) -> Option<Money> {
239        self.min_notional
240    }
241
242    #[getter]
243    #[pyo3(name = "max_price")]
244    fn py_max_price(&self) -> Option<Price> {
245        self.max_price
246    }
247
248    #[getter]
249    #[pyo3(name = "min_price")]
250    fn py_min_price(&self) -> Option<Price> {
251        self.min_price
252    }
253
254    #[getter]
255    #[pyo3(name = "margin_init")]
256    fn py_margin_init(&self) -> Decimal {
257        self.margin_init
258    }
259
260    #[getter]
261    #[pyo3(name = "margin_maint")]
262    fn py_margin_maint(&self) -> Decimal {
263        self.margin_maint
264    }
265
266    #[getter]
267    #[pyo3(name = "maker_fee")]
268    fn py_maker_fee(&self) -> Decimal {
269        self.maker_fee
270    }
271
272    #[getter]
273    #[pyo3(name = "taker_fee")]
274    fn py_taker_fee(&self) -> Decimal {
275        self.taker_fee
276    }
277
278    #[getter]
279    #[pyo3(name = "ts_event")]
280    fn py_ts_event(&self) -> u64 {
281        self.ts_event.as_u64()
282    }
283
284    #[getter]
285    #[pyo3(name = "ts_init")]
286    fn py_ts_init(&self) -> u64 {
287        self.ts_init.as_u64()
288    }
289
290    #[getter]
291    #[pyo3(name = "info")]
292    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
293        if let Some(ref info_map) = self.info {
294            let py_dict = PyDict::new(py);
295
296            for (key, value) in info_map {
297                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
298                let py_value =
299                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
300                py_dict.set_item(key, py_value)?;
301            }
302            Ok(py_dict.unbind())
303        } else {
304            Ok(PyDict::new(py).unbind())
305        }
306    }
307
308    #[staticmethod]
309    #[pyo3(name = "from_dict")]
310    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
311        crate::python::instruments::from_dict_instrument_pyo3(py, values)
312    }
313
314    #[pyo3(name = "to_dict")]
315    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
316        let dict = PyDict::new(py);
317        dict.set_item("type", stringify!(PerpetualContract))?;
318        dict.set_item("id", self.id.to_string())?;
319        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
320        dict.set_item("underlying", self.underlying.to_string())?;
321        dict.set_item("asset_class", self.asset_class.to_string())?;
322        dict.set_item("quote_currency", self.quote_currency.code.to_string())?;
323        dict.set_item(
324            "settlement_currency",
325            self.settlement_currency.code.to_string(),
326        )?;
327        dict.set_item("is_inverse", self.is_inverse)?;
328        dict.set_item("price_precision", self.price_precision)?;
329        dict.set_item("size_precision", self.size_precision)?;
330        dict.set_item("price_increment", self.price_increment.to_string())?;
331        dict.set_item("size_increment", self.size_increment.to_string())?;
332        dict.set_item("multiplier", self.multiplier.to_string())?;
333        dict.set_item("lot_size", self.lot_size.to_string())?;
334        dict.set_item("margin_init", self.margin_init.to_string())?;
335        dict.set_item("margin_maint", self.margin_maint.to_string())?;
336        dict.set_item("maker_fee", self.maker_fee.to_string())?;
337        dict.set_item("taker_fee", self.taker_fee.to_string())?;
338
339        if let Some(ref info_map) = self.info {
340            let info_dict = PyDict::new(py);
341
342            for (key, value) in info_map {
343                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
344                let py_value =
345                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
346                info_dict.set_item(key, py_value)?;
347            }
348            dict.set_item("info", info_dict)?;
349        } else {
350            dict.set_item("info", PyDict::new(py))?;
351        }
352        dict.set_item("ts_event", self.ts_event.as_u64())?;
353        dict.set_item("ts_init", self.ts_init.as_u64())?;
354        match self.base_currency {
355            Some(value) => dict.set_item("base_currency", value.code.to_string())?,
356            None => dict.set_item("base_currency", py.None())?,
357        }
358
359        match self.max_quantity {
360            Some(value) => dict.set_item("max_quantity", value.to_string())?,
361            None => dict.set_item("max_quantity", py.None())?,
362        }
363
364        match self.min_quantity {
365            Some(value) => dict.set_item("min_quantity", value.to_string())?,
366            None => dict.set_item("min_quantity", py.None())?,
367        }
368
369        match self.max_notional {
370            Some(value) => dict.set_item("max_notional", value.to_string())?,
371            None => dict.set_item("max_notional", py.None())?,
372        }
373
374        match self.min_notional {
375            Some(value) => dict.set_item("min_notional", value.to_string())?,
376            None => dict.set_item("min_notional", py.None())?,
377        }
378
379        match self.max_price {
380            Some(value) => dict.set_item("max_price", value.to_string())?,
381            None => dict.set_item("max_price", py.None())?,
382        }
383
384        match self.min_price {
385            Some(value) => dict.set_item("min_price", value.to_string())?,
386            None => dict.set_item("min_price", py.None())?,
387        }
388        dict.set_item(
389            "tick_scheme",
390            crate::python::instruments::tick_scheme_to_py(self),
391        )?;
392        Ok(dict.into())
393    }
394}
nautilus_model/python/instruments/perpetual_contract.rs

nautilus_model/python/instruments/
perpetual_contract.rs
