nautilus_serialization/arrow/instrument/
betting.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
16//! Arrow serialization for BettingInstrument instruments.
17
18use std::{borrow::Borrow, collections::HashMap, str::FromStr, sync::Arc};
19
20#[allow(unused_imports)]
21use arrow::{
22    array::{
23        Array, Float64Array, Float64Builder, Int64Array, Int64Builder, StringArray, StringBuilder,
24        UInt8Array, UInt64Array,
25    },
26    datatypes::{DataType, Field, Schema},
27    error::ArrowError,
28    record_batch::RecordBatch,
29};
30#[allow(unused_imports)]
31use nautilus_core::Params;
32use nautilus_model::{
33    identifiers::{InstrumentId, Symbol},
34    instruments::betting::BettingInstrument,
35    types::{money::Money, price::Price, quantity::Quantity},
36};
37#[allow(unused)]
38use rust_decimal::Decimal;
39#[allow(unused)]
40use serde_json::Value;
41use ustr::Ustr;
42
43use crate::arrow::{
44    ArrowSchemaProvider, EncodeToRecordBatch, EncodingError, KEY_INSTRUMENT_ID,
45    KEY_PRICE_PRECISION, KEY_SIZE_PRECISION, extract_column, extract_column_by_name,
46    extract_optional_string_column_by_name, json_string_field, metadata_with_type_name,
47    optional_ustr_value, record_batch_with_timestamps, record_batch_with_u64_timestamps,
48    timestamp_data_type,
49};
50
51impl ArrowSchemaProvider for BettingInstrument {
52    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
53        let fields = vec![
54            Field::new("id", DataType::Utf8, false),
55            Field::new("raw_symbol", DataType::Utf8, false),
56            Field::new("venue_name", DataType::Utf8, false),
57            Field::new("currency", DataType::Utf8, false),
58            Field::new("event_type_id", DataType::UInt64, false),
59            Field::new("event_type_name", DataType::Utf8, false),
60            Field::new("competition_id", DataType::UInt64, false),
61            Field::new("competition_name", DataType::Utf8, false),
62            Field::new("event_id", DataType::UInt64, false),
63            Field::new("event_name", DataType::Utf8, false),
64            Field::new("event_country_code", DataType::Utf8, false),
65            Field::new("event_open_date", timestamp_data_type(), false),
66            Field::new("betting_type", DataType::Utf8, false),
67            Field::new("market_id", DataType::Utf8, false),
68            Field::new("market_name", DataType::Utf8, false),
69            Field::new("market_type", DataType::Utf8, false),
70            Field::new("market_start_time", timestamp_data_type(), false),
71            Field::new("selection_id", DataType::UInt64, false),
72            Field::new("selection_name", DataType::Utf8, false),
73            Field::new("selection_handicap", DataType::Float64, false),
74            Field::new("price_precision", DataType::UInt8, false),
75            Field::new("size_precision", DataType::UInt8, false),
76            Field::new("price_increment", DataType::Utf8, false),
77            Field::new("size_increment", DataType::Utf8, false),
78            Field::new("max_quantity", DataType::Utf8, true), // nullable
79            Field::new("min_quantity", DataType::Utf8, true), // nullable
80            Field::new("max_notional", DataType::Utf8, true), // nullable
81            Field::new("min_notional", DataType::Utf8, true), // nullable
82            Field::new("max_price", DataType::Utf8, true),    // nullable
83            Field::new("min_price", DataType::Utf8, true),    // nullable
84            Field::new("margin_init", DataType::Utf8, false),
85            Field::new("margin_maint", DataType::Utf8, false),
86            Field::new("tick_scheme", DataType::Utf8, true),
87            json_string_field("info", true),
88            Field::new("ts_event", timestamp_data_type(), false),
89            Field::new("ts_init", timestamp_data_type(), false),
90        ];
91
92        Schema::new_with_metadata(
93            fields,
94            metadata_with_type_name("BettingInstrument", metadata),
95        )
96    }
97}
98
99impl EncodeToRecordBatch for BettingInstrument {
100    fn encode_batch<T>(
101        #[allow(unused)] metadata: &HashMap<String, String>,
102        data: &[T],
103    ) -> Result<RecordBatch, ArrowError>
104    where
105        T: std::borrow::Borrow<Self>,
106    {
107        let mut id_builder = StringBuilder::new();
108        let mut raw_symbol_builder = StringBuilder::new();
109        let mut venue_name_builder = StringBuilder::new();
110        let mut currency_builder = StringBuilder::new();
111        let mut event_type_id_builder = UInt64Array::builder(data.len());
112        let mut event_type_name_builder = StringBuilder::new();
113        let mut competition_id_builder = UInt64Array::builder(data.len());
114        let mut competition_name_builder = StringBuilder::new();
115        let mut event_id_builder = UInt64Array::builder(data.len());
116        let mut event_name_builder = StringBuilder::new();
117        let mut event_country_code_builder = StringBuilder::new();
118        let mut event_open_date_builder = UInt64Array::builder(data.len());
119        let mut betting_type_builder = StringBuilder::new();
120        let mut market_id_builder = StringBuilder::new();
121        let mut market_name_builder = StringBuilder::new();
122        let mut market_type_builder = StringBuilder::new();
123        let mut market_start_time_builder = UInt64Array::builder(data.len());
124        let mut selection_id_builder = UInt64Array::builder(data.len());
125        let mut selection_name_builder = StringBuilder::new();
126        let mut selection_handicap_builder = Float64Array::builder(data.len());
127        let mut price_precision_builder = UInt8Array::builder(data.len());
128        let mut size_precision_builder = UInt8Array::builder(data.len());
129        let mut price_increment_builder = StringBuilder::new();
130        let mut size_increment_builder = StringBuilder::new();
131        let mut max_quantity_builder = StringBuilder::new();
132        let mut min_quantity_builder = StringBuilder::new();
133        let mut max_notional_builder = StringBuilder::new();
134        let mut min_notional_builder = StringBuilder::new();
135        let mut max_price_builder = StringBuilder::new();
136        let mut min_price_builder = StringBuilder::new();
137        let mut margin_init_builder = StringBuilder::new();
138        let mut margin_maint_builder = StringBuilder::new();
139        let mut tick_scheme_builder = StringBuilder::new();
140        let mut info_builder = StringBuilder::new();
141        let mut ts_event_builder = UInt64Array::builder(data.len());
142        let mut ts_init_builder = UInt64Array::builder(data.len());
143
144        for bi in data.iter().map(Borrow::borrow) {
145            id_builder.append_value(bi.id.to_string());
146            raw_symbol_builder.append_value(bi.raw_symbol);
147            // Extract venue_name from instrument_id (format: "SYMBOL.VENUE")
148            let venue_name = bi.id.venue.to_string();
149            venue_name_builder.append_value(venue_name);
150            currency_builder.append_value(bi.currency.to_string());
151            event_type_id_builder.append_value(bi.event_type_id);
152            event_type_name_builder.append_value(bi.event_type_name);
153            competition_id_builder.append_value(bi.competition_id);
154            competition_name_builder.append_value(bi.competition_name);
155            event_id_builder.append_value(bi.event_id);
156            event_name_builder.append_value(bi.event_name);
157            event_country_code_builder.append_value(bi.event_country_code);
158            event_open_date_builder.append_value(bi.event_open_date.as_u64());
159            betting_type_builder.append_value(bi.betting_type);
160            market_id_builder.append_value(bi.market_id);
161            market_name_builder.append_value(bi.market_name);
162            market_type_builder.append_value(bi.market_type);
163            market_start_time_builder.append_value(bi.market_start_time.as_u64());
164            selection_id_builder.append_value(bi.selection_id);
165            selection_name_builder.append_value(bi.selection_name);
166            selection_handicap_builder.append_value(bi.selection_handicap);
167            price_precision_builder.append_value(bi.price_precision);
168            size_precision_builder.append_value(bi.size_precision);
169            price_increment_builder.append_value(bi.price_increment.to_string());
170            size_increment_builder.append_value(bi.size_increment.to_string());
171
172            if let Some(max_quantity) = bi.max_quantity {
173                max_quantity_builder.append_value(max_quantity.to_string());
174            } else {
175                max_quantity_builder.append_null();
176            }
177
178            if let Some(min_quantity) = bi.min_quantity {
179                min_quantity_builder.append_value(min_quantity.to_string());
180            } else {
181                min_quantity_builder.append_null();
182            }
183
184            if let Some(max_notional) = bi.max_notional {
185                max_notional_builder.append_value(max_notional.to_string());
186            } else {
187                max_notional_builder.append_null();
188            }
189
190            if let Some(min_notional) = bi.min_notional {
191                min_notional_builder.append_value(min_notional.to_string());
192            } else {
193                min_notional_builder.append_null();
194            }
195
196            if let Some(max_price) = bi.max_price {
197                max_price_builder.append_value(max_price.to_string());
198            } else {
199                max_price_builder.append_null();
200            }
201
202            if let Some(min_price) = bi.min_price {
203                min_price_builder.append_value(min_price.to_string());
204            } else {
205                min_price_builder.append_null();
206            }
207
208            margin_init_builder.append_value(bi.margin_init.to_string());
209            margin_maint_builder.append_value(bi.margin_maint.to_string());
210
211            if let Some(tick_scheme) = bi.tick_scheme {
212                tick_scheme_builder.append_value(tick_scheme);
213            } else {
214                tick_scheme_builder.append_null();
215            }
216
217            if let Some(ref info) = bi.info {
218                match serde_json::to_string(info) {
219                    Ok(json) => {
220                        info_builder.append_value(json);
221                    }
222                    Err(e) => {
223                        return Err(ArrowError::InvalidArgumentError(format!(
224                            "Failed to serialize info dict to JSON: {e}"
225                        )));
226                    }
227                }
228            } else {
229                info_builder.append_null();
230            }
231
232            ts_event_builder.append_value(bi.ts_event.as_u64());
233            ts_init_builder.append_value(bi.ts_init.as_u64());
234        }
235
236        record_batch_with_timestamps(
237            Self::get_schema(Some(metadata.clone())).into(),
238            vec![
239                Arc::new(id_builder.finish()),
240                Arc::new(raw_symbol_builder.finish()),
241                Arc::new(venue_name_builder.finish()),
242                Arc::new(currency_builder.finish()),
243                Arc::new(event_type_id_builder.finish()),
244                Arc::new(event_type_name_builder.finish()),
245                Arc::new(competition_id_builder.finish()),
246                Arc::new(competition_name_builder.finish()),
247                Arc::new(event_id_builder.finish()),
248                Arc::new(event_name_builder.finish()),
249                Arc::new(event_country_code_builder.finish()),
250                Arc::new(event_open_date_builder.finish()),
251                Arc::new(betting_type_builder.finish()),
252                Arc::new(market_id_builder.finish()),
253                Arc::new(market_name_builder.finish()),
254                Arc::new(market_type_builder.finish()),
255                Arc::new(market_start_time_builder.finish()),
256                Arc::new(selection_id_builder.finish()),
257                Arc::new(selection_name_builder.finish()),
258                Arc::new(selection_handicap_builder.finish()),
259                Arc::new(price_precision_builder.finish()),
260                Arc::new(size_precision_builder.finish()),
261                Arc::new(price_increment_builder.finish()),
262                Arc::new(size_increment_builder.finish()),
263                Arc::new(max_quantity_builder.finish()),
264                Arc::new(min_quantity_builder.finish()),
265                Arc::new(max_notional_builder.finish()),
266                Arc::new(min_notional_builder.finish()),
267                Arc::new(max_price_builder.finish()),
268                Arc::new(min_price_builder.finish()),
269                Arc::new(margin_init_builder.finish()),
270                Arc::new(margin_maint_builder.finish()),
271                Arc::new(tick_scheme_builder.finish()),
272                Arc::new(info_builder.finish()),
273                Arc::new(ts_event_builder.finish()),
274                Arc::new(ts_init_builder.finish()),
275            ],
276        )
277    }
278
279    fn metadata(&self) -> HashMap<String, String> {
280        let mut metadata = HashMap::new();
281        metadata.insert(KEY_INSTRUMENT_ID.to_string(), self.id.to_string());
282        metadata.insert(
283            KEY_PRICE_PRECISION.to_string(),
284            self.price_precision.to_string(),
285        );
286        metadata.insert(
287            KEY_SIZE_PRECISION.to_string(),
288            self.size_precision.to_string(),
289        );
290        metadata
291    }
292}
293
294/// Helper function to decode BettingInstrument from RecordBatch
295/// (Cannot implement DecodeFromRecordBatch trait due to `Into<Data>` bound)
296///
297/// # Errors
298///
299/// Returns an error if the RecordBatch cannot be decoded.
300pub fn decode_betting_instrument_batch(
301    #[allow(unused)] metadata: &HashMap<String, String>,
302    record_batch: &RecordBatch,
303) -> Result<Vec<BettingInstrument>, EncodingError> {
304    let record_batch = record_batch_with_u64_timestamps(record_batch)?;
305    let record_batch = &record_batch;
306    let cols = record_batch.columns();
307    let num_rows = record_batch.num_rows();
308
309    let id_values = extract_column::<StringArray>(cols, "id", 0, DataType::Utf8)?;
310    let raw_symbol_values = extract_column::<StringArray>(cols, "raw_symbol", 1, DataType::Utf8)?;
311    let _venue_name_values = extract_column::<StringArray>(cols, "venue_name", 2, DataType::Utf8)?; // Not used, extracted from id
312    let currency_values = extract_column::<StringArray>(cols, "currency", 3, DataType::Utf8)?;
313    let event_type_id_values =
314        extract_column::<UInt64Array>(cols, "event_type_id", 4, DataType::UInt64)?;
315    let event_type_name_values =
316        extract_column::<StringArray>(cols, "event_type_name", 5, DataType::Utf8)?;
317    let competition_id_values =
318        extract_column::<UInt64Array>(cols, "competition_id", 6, DataType::UInt64)?;
319    let competition_name_values =
320        extract_column::<StringArray>(cols, "competition_name", 7, DataType::Utf8)?;
321    let event_id_values = extract_column::<UInt64Array>(cols, "event_id", 8, DataType::UInt64)?;
322    let event_name_values = extract_column::<StringArray>(cols, "event_name", 9, DataType::Utf8)?;
323    let event_country_code_values =
324        extract_column::<StringArray>(cols, "event_country_code", 10, DataType::Utf8)?;
325    let event_open_date_values =
326        extract_column::<UInt64Array>(cols, "event_open_date", 11, DataType::UInt64)?;
327    let betting_type_values =
328        extract_column::<StringArray>(cols, "betting_type", 12, DataType::Utf8)?;
329    let market_id_values = extract_column::<StringArray>(cols, "market_id", 13, DataType::Utf8)?;
330    let market_name_values =
331        extract_column::<StringArray>(cols, "market_name", 14, DataType::Utf8)?;
332    let market_type_values =
333        extract_column::<StringArray>(cols, "market_type", 15, DataType::Utf8)?;
334    let market_start_time_values =
335        extract_column::<UInt64Array>(cols, "market_start_time", 16, DataType::UInt64)?;
336    let selection_id_values =
337        extract_column::<UInt64Array>(cols, "selection_id", 17, DataType::UInt64)?;
338    let selection_name_values =
339        extract_column::<StringArray>(cols, "selection_name", 18, DataType::Utf8)?;
340    let selection_handicap_values =
341        extract_column::<Float64Array>(cols, "selection_handicap", 19, DataType::Float64)?;
342    let price_precision_values =
343        extract_column::<UInt8Array>(cols, "price_precision", 20, DataType::UInt8)?;
344    let size_precision_values =
345        extract_column::<UInt8Array>(cols, "size_precision", 21, DataType::UInt8)?;
346    let price_increment_values =
347        extract_column::<StringArray>(cols, "price_increment", 22, DataType::Utf8)?;
348    let size_increment_values =
349        extract_column::<StringArray>(cols, "size_increment", 23, DataType::Utf8)?;
350    let max_quantity_values = extract_optional_string_column_by_name(record_batch, "max_quantity")?;
351    let min_quantity_values = extract_optional_string_column_by_name(record_batch, "min_quantity")?;
352    let max_notional_values = extract_optional_string_column_by_name(record_batch, "max_notional")?;
353    let min_notional_values = extract_optional_string_column_by_name(record_batch, "min_notional")?;
354    let max_price_values = extract_optional_string_column_by_name(record_batch, "max_price")?;
355    let min_price_values = extract_optional_string_column_by_name(record_batch, "min_price")?;
356    let margin_init_values =
357        extract_column::<StringArray>(cols, "margin_init", 30, DataType::Utf8)?;
358    let margin_maint_values =
359        extract_column::<StringArray>(cols, "margin_maint", 31, DataType::Utf8)?;
360    let tick_scheme_values = extract_optional_string_column_by_name(record_batch, "tick_scheme")?;
361    let info_values = extract_column_by_name::<StringArray>(record_batch, "info", DataType::Utf8)?;
362    let ts_event_values =
363        extract_column_by_name::<UInt64Array>(record_batch, "ts_event", DataType::UInt64)?;
364    let ts_init_values =
365        extract_column_by_name::<UInt64Array>(record_batch, "ts_init", DataType::UInt64)?;
366
367    let mut result = Vec::with_capacity(num_rows);
368
369    for i in 0..num_rows {
370        let id = InstrumentId::from_str(id_values.value(i))
371            .map_err(|e| EncodingError::ParseError("id", format!("row {i}: {e}")))?;
372        let raw_symbol = Symbol::from(raw_symbol_values.value(i));
373        let currency = super::decode_currency(
374            currency_values.value(i),
375            "currency",
376            "betting_instrument.currency",
377            i,
378        )?;
379        let event_type_id = event_type_id_values.value(i);
380        let event_type_name = Ustr::from(event_type_name_values.value(i));
381        let competition_id = competition_id_values.value(i);
382        let competition_name = Ustr::from(competition_name_values.value(i));
383        let event_id = event_id_values.value(i);
384        let event_name = Ustr::from(event_name_values.value(i));
385        let event_country_code = Ustr::from(event_country_code_values.value(i));
386        let event_open_date = nautilus_core::UnixNanos::from(event_open_date_values.value(i));
387        let betting_type = Ustr::from(betting_type_values.value(i));
388        let market_id = Ustr::from(market_id_values.value(i));
389        let market_name = Ustr::from(market_name_values.value(i));
390        let market_type = Ustr::from(market_type_values.value(i));
391        let market_start_time = nautilus_core::UnixNanos::from(market_start_time_values.value(i));
392        let selection_id = selection_id_values.value(i);
393        let selection_name = Ustr::from(selection_name_values.value(i));
394        let selection_handicap = selection_handicap_values.value(i);
395        let price_prec = price_precision_values.value(i);
396        let size_prec = size_precision_values.value(i);
397
398        let price_increment = Price::from_str(price_increment_values.value(i))
399            .map_err(|e| EncodingError::ParseError("price_increment", format!("row {i}: {e}")))?;
400        let size_increment = Quantity::from_str(size_increment_values.value(i))
401            .map_err(|e| EncodingError::ParseError("size_increment", format!("row {i}: {e}")))?;
402
403        let margin_init = Decimal::from_str(margin_init_values.value(i))
404            .map_err(|e| EncodingError::ParseError("margin_init", format!("row {i}: {e}")))?;
405        let margin_maint = Decimal::from_str(margin_maint_values.value(i))
406            .map_err(|e| EncodingError::ParseError("margin_maint", format!("row {i}: {e}")))?;
407
408        let info = if info_values.is_null(i) {
409            None
410        } else {
411            let info_json = info_values
412                .as_any()
413                .downcast_ref::<StringArray>()
414                .ok_or_else(|| EncodingError::ParseError("info", format!("row {i}: invalid type")))?
415                .value(i);
416
417            match serde_json::from_str::<Params>(info_json) {
418                Ok(info_dict) => Some(info_dict),
419                Err(e) => {
420                    return Err(EncodingError::ParseError(
421                        "info",
422                        format!("row {i}: failed to deserialize JSON: {e}"),
423                    ));
424                }
425            }
426        };
427
428        let ts_event = nautilus_core::UnixNanos::from(ts_event_values.value(i));
429        let ts_init = nautilus_core::UnixNanos::from(ts_init_values.value(i));
430
431        let tick_scheme = optional_ustr_value(tick_scheme_values, i);
432
433        let max_notional = match max_notional_values {
434            Some(column) if !column.is_null(i) => {
435                Some(Money::from_str(column.value(i)).map_err(|e| {
436                    EncodingError::ParseError("max_notional", format!("row {i}: {e}"))
437                })?)
438            }
439            _ => None,
440        };
441
442        let min_notional = match min_notional_values {
443            Some(column) if !column.is_null(i) => {
444                Some(Money::from_str(column.value(i)).map_err(|e| {
445                    EncodingError::ParseError("min_notional", format!("row {i}: {e}"))
446                })?)
447            }
448            _ => None,
449        };
450
451        let betting_instrument = BettingInstrument::builder()
452            .instrument_id(id)
453            .raw_symbol(raw_symbol)
454            .event_type_id(event_type_id)
455            .event_type_name(event_type_name)
456            .competition_id(competition_id)
457            .competition_name(competition_name)
458            .event_id(event_id)
459            .event_name(event_name)
460            .event_country_code(event_country_code)
461            .event_open_date(event_open_date)
462            .betting_type(betting_type)
463            .market_id(market_id)
464            .market_name(market_name)
465            .market_type(market_type)
466            .market_start_time(market_start_time)
467            .selection_id(selection_id)
468            .selection_name(selection_name)
469            .selection_handicap(selection_handicap)
470            .currency(currency)
471            .price_precision(price_prec)
472            .size_precision(size_prec)
473            .price_increment(price_increment)
474            .size_increment(size_increment)
475            .maybe_max_quantity(super::optional_quantity_value(
476                max_quantity_values,
477                "max_quantity",
478                i,
479            )?)
480            .maybe_min_quantity(super::optional_quantity_value(
481                min_quantity_values,
482                "min_quantity",
483                i,
484            )?)
485            .maybe_max_notional(max_notional)
486            .maybe_min_notional(min_notional)
487            .maybe_max_price(super::optional_price_value(
488                max_price_values,
489                "max_price",
490                i,
491            )?)
492            .maybe_min_price(super::optional_price_value(
493                min_price_values,
494                "min_price",
495                i,
496            )?)
497            .margin_init(margin_init)
498            .margin_maint(margin_maint)
499            .maybe_tick_scheme(tick_scheme)
500            .maybe_info(info)
501            .ts_event(ts_event)
502            .ts_init(ts_init)
503            .build()
504            .map_err(|e| super::instrument_validation_error::<BettingInstrument>(i, e))?;
505
506        result.push(betting_instrument);
507    }
508
509    Ok(result)
510}
511
512#[cfg(test)]
513mod tests {
514    use std::{collections::HashMap, sync::Arc};
515
516    use arrow::{array::UInt8Array, record_batch::RecordBatch};
517    use nautilus_model::instruments::stubs::betting;
518    use rstest::rstest;
519
520    use super::*;
521    use crate::arrow::EncodeToRecordBatch;
522
523    const PRICE_PRECISION_COLUMN: usize = 20;
524    const SIZE_PRECISION_COLUMN: usize = 21;
525
526    fn betting_batch_with_precision(column_index: usize, precision: u8) -> RecordBatch {
527        betting_batch_with_precision_values(column_index, &[precision])
528    }
529
530    fn betting_batch_with_precision_values(column_index: usize, precisions: &[u8]) -> RecordBatch {
531        let instruments = vec![betting(); precisions.len()];
532        let batch = BettingInstrument::encode_batch(&HashMap::new(), &instruments).unwrap();
533        let mut columns = batch.columns().to_vec();
534        columns[column_index] = Arc::new(UInt8Array::from(precisions.to_vec()));
535
536        record_batch_with_timestamps(batch.schema(), columns).unwrap()
537    }
538
539    #[rstest]
540    fn decode_betting_instrument_invalid_price_precision_returns_error() {
541        let batch = betting_batch_with_precision(PRICE_PRECISION_COLUMN, u8::MAX);
542        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
543
544        match error {
545            EncodingError::ParseError(field, message) => {
546                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
547                assert!(message.starts_with("row 0:"));
548                assert!(message.contains("price_increment"));
549                assert!(message.contains("precision"));
550            }
551            _ => panic!("Expected instrument parse error, was: {error}"),
552        }
553    }
554
555    #[rstest]
556    fn decode_betting_instrument_invalid_second_row_precision_reports_row_index() {
557        let batch = betting_batch_with_precision_values(PRICE_PRECISION_COLUMN, &[2, u8::MAX]);
558        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
559
560        match error {
561            EncodingError::ParseError(field, message) => {
562                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
563                assert!(message.starts_with("row 1:"));
564                assert!(message.contains("price_increment"));
565                assert!(message.contains("precision"));
566            }
567            _ => panic!("Expected instrument parse error, was: {error}"),
568        }
569    }
570
571    #[rstest]
572    fn decode_betting_instrument_invalid_size_precision_returns_error() {
573        let batch = betting_batch_with_precision(SIZE_PRECISION_COLUMN, u8::MAX);
574        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
575
576        match error {
577            EncodingError::ParseError(field, message) => {
578                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
579                assert!(message.starts_with("row 0:"));
580                assert!(message.contains("size_increment"));
581                assert!(message.contains("precision"));
582            }
583            _ => panic!("Expected instrument parse error, was: {error}"),
584        }
585    }
586
587    #[rstest]
588    fn decode_betting_instrument_invalid_default_price_increment_returns_error() {
589        let batch = betting_batch_with_precision(PRICE_PRECISION_COLUMN, 1);
590        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
591
592        match error {
593            EncodingError::ParseError(field, message) => {
594                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
595                assert!(message.starts_with("row 0:"));
596                assert!(message.contains("BettingInstrument"));
597                assert!(message.contains("price_increment"));
598            }
599            _ => panic!("Expected instrument parse error, was: {error}"),
600        }
601    }
602}
nautilus_serialization/arrow/instrument/betting.rs

nautilus_serialization/arrow/instrument/
betting.rs
