nautilus_model/python/orderbook/
level.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 pyo3::prelude::*;
17
18use crate::{
19    data::order::BookOrder,
20    orderbook::BookLevel,
21    types::{price::Price, quantity::QuantityRaw},
22};
23
24#[pymethods]
25#[pyo3_stub_gen::derive::gen_stub_pymethods]
26impl BookLevel {
27    fn __repr__(&self) -> String {
28        format!("{self:?}")
29    }
30
31    fn __str__(&self) -> String {
32        // TODO: Return debug string for now
33        format!("{self:?}")
34    }
35
36    #[getter]
37    #[pyo3(name = "price")]
38    fn py_price(&self) -> Price {
39        self.price.value
40    }
41
42    /// Returns the number of orders at this price level.
43    #[pyo3(name = "len")]
44    fn py_len(&self) -> usize {
45        self.len()
46    }
47
48    /// Returns true if this price level has no orders.
49    #[pyo3(name = "is_empty")]
50    fn py_is_empty(&self) -> bool {
51        self.is_empty()
52    }
53
54    /// Returns the total size of all orders at this price level as a float.
55    #[pyo3(name = "size")]
56    fn py_size(&self) -> f64 {
57        self.size()
58    }
59
60    /// Returns the total size of all orders at this price level as raw integer units.
61    #[pyo3(name = "size_raw")]
62    fn py_size_raw(&self) -> QuantityRaw {
63        self.size_raw()
64    }
65
66    /// Returns the total exposure (price * size) of all orders at this price level as a float.
67    #[pyo3(name = "exposure")]
68    fn py_exposure(&self) -> f64 {
69        self.exposure()
70    }
71
72    /// Returns the total exposure (price * size) of all orders at this price level as raw integer units.
73    ///
74    /// Saturates at `QuantityRaw::MAX` if the total exposure would overflow.
75    #[pyo3(name = "exposure_raw")]
76    fn py_exposure_raw(&self) -> QuantityRaw {
77        self.exposure_raw()
78    }
79
80    #[pyo3(name = "first")]
81    fn py_fist(&self) -> Option<BookOrder> {
82        self.first().copied()
83    }
84
85    /// Returns all orders at this price level in FIFO insertion order.
86    #[pyo3(name = "get_orders")]
87    fn py_get_orders(&self) -> Vec<BookOrder> {
88        self.get_orders()
89    }
90}
nautilus_model/python/orderbook/level.rs

nautilus_model/python/orderbook/
level.rs
