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::{collections::HashMap, str::FromStr, sync::Arc};
19
20#[allow(unused_imports)]
21use arrow::{
22    array::{
23        BinaryArray, BinaryBuilder, Float64Array, Float64Builder, Int64Array, Int64Builder,
24        StringArray, StringBuilder, 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,
34    instruments::betting::BettingInstrument,
35    types::{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,
46};
47
48impl ArrowSchemaProvider for BettingInstrument {
49    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
50        let fields = vec![
51            Field::new("id", DataType::Utf8, false),
52            Field::new("venue_name", DataType::Utf8, false),
53            Field::new("currency", DataType::Utf8, false),
54            Field::new("event_type_id", DataType::UInt64, false),
55            Field::new("event_type_name", DataType::Utf8, false),
56            Field::new("competition_id", DataType::UInt64, false),
57            Field::new("competition_name", DataType::Utf8, false),
58            Field::new("event_id", DataType::UInt64, false),
59            Field::new("event_name", DataType::Utf8, false),
60            Field::new("event_country_code", DataType::Utf8, false),
61            Field::new("event_open_date", DataType::UInt64, false),
62            Field::new("betting_type", DataType::Utf8, false),
63            Field::new("market_id", DataType::Utf8, false),
64            Field::new("market_name", DataType::Utf8, false),
65            Field::new("market_type", DataType::Utf8, false),
66            Field::new("market_start_time", DataType::UInt64, false),
67            Field::new("selection_id", DataType::UInt64, false),
68            Field::new("selection_name", DataType::Utf8, false),
69            Field::new("selection_handicap", DataType::Float64, false),
70            Field::new("price_precision", DataType::UInt8, false),
71            Field::new("size_precision", DataType::UInt8, false),
72            Field::new("info", DataType::Binary, true), // nullable
73            Field::new("ts_event", DataType::UInt64, false),
74            Field::new("ts_init", DataType::UInt64, false),
75        ];
76
77        let mut final_metadata = HashMap::new();
78        final_metadata.insert("class".to_string(), "BettingInstrument".to_string());
79
80        if let Some(meta) = metadata {
81            final_metadata.extend(meta);
82        }
83
84        Schema::new_with_metadata(fields, final_metadata)
85    }
86}
87
88impl EncodeToRecordBatch for BettingInstrument {
89    fn encode_batch(
90        #[allow(unused)] metadata: &HashMap<String, String>,
91        data: &[Self],
92    ) -> Result<RecordBatch, ArrowError> {
93        let mut id_builder = StringBuilder::new();
94        let mut venue_name_builder = StringBuilder::new();
95        let mut currency_builder = StringBuilder::new();
96        let mut event_type_id_builder = UInt64Array::builder(data.len());
97        let mut event_type_name_builder = StringBuilder::new();
98        let mut competition_id_builder = UInt64Array::builder(data.len());
99        let mut competition_name_builder = StringBuilder::new();
100        let mut event_id_builder = UInt64Array::builder(data.len());
101        let mut event_name_builder = StringBuilder::new();
102        let mut event_country_code_builder = StringBuilder::new();
103        let mut event_open_date_builder = UInt64Array::builder(data.len());
104        let mut betting_type_builder = StringBuilder::new();
105        let mut market_id_builder = StringBuilder::new();
106        let mut market_name_builder = StringBuilder::new();
107        let mut market_type_builder = StringBuilder::new();
108        let mut market_start_time_builder = UInt64Array::builder(data.len());
109        let mut selection_id_builder = UInt64Array::builder(data.len());
110        let mut selection_name_builder = StringBuilder::new();
111        let mut selection_handicap_builder = Float64Array::builder(data.len());
112        let mut price_precision_builder = UInt8Array::builder(data.len());
113        let mut size_precision_builder = UInt8Array::builder(data.len());
114        let mut info_builder = BinaryBuilder::new();
115        let mut ts_event_builder = UInt64Array::builder(data.len());
116        let mut ts_init_builder = UInt64Array::builder(data.len());
117
118        for bi in data {
119            id_builder.append_value(bi.id.to_string());
120            // Extract venue_name from instrument_id (format: "SYMBOL.VENUE")
121            let venue_name = bi.id.venue.to_string();
122            venue_name_builder.append_value(venue_name);
123            currency_builder.append_value(bi.currency.to_string());
124            event_type_id_builder.append_value(bi.event_type_id);
125            event_type_name_builder.append_value(bi.event_type_name);
126            competition_id_builder.append_value(bi.competition_id);
127            competition_name_builder.append_value(bi.competition_name);
128            event_id_builder.append_value(bi.event_id);
129            event_name_builder.append_value(bi.event_name);
130            event_country_code_builder.append_value(bi.event_country_code);
131            event_open_date_builder.append_value(bi.event_open_date.as_u64());
132            betting_type_builder.append_value(bi.betting_type);
133            market_id_builder.append_value(bi.market_id);
134            market_name_builder.append_value(bi.market_name);
135            market_type_builder.append_value(bi.market_type);
136            market_start_time_builder.append_value(bi.market_start_time.as_u64());
137            selection_id_builder.append_value(bi.selection_id);
138            selection_name_builder.append_value(bi.selection_name);
139            selection_handicap_builder.append_value(bi.selection_handicap);
140            price_precision_builder.append_value(bi.price_precision);
141            size_precision_builder.append_value(bi.size_precision);
142
143            // Encode info dict as JSON bytes (matching Python's msgspec.json.encode)
144            if let Some(ref info) = bi.info {
145                match serde_json::to_vec(info) {
146                    Ok(json_bytes) => {
147                        info_builder.append_value(json_bytes);
148                    }
149                    Err(e) => {
150                        return Err(ArrowError::InvalidArgumentError(format!(
151                            "Failed to serialize info dict to JSON: {e}"
152                        )));
153                    }
154                }
155            } else {
156                info_builder.append_null();
157            }
158
159            ts_event_builder.append_value(bi.ts_event.as_u64());
160            ts_init_builder.append_value(bi.ts_init.as_u64());
161        }
162
163        let mut final_metadata = metadata.clone();
164        final_metadata.insert("class".to_string(), "BettingInstrument".to_string());
165
166        RecordBatch::try_new(
167            Self::get_schema(Some(final_metadata)).into(),
168            vec![
169                Arc::new(id_builder.finish()),
170                Arc::new(venue_name_builder.finish()),
171                Arc::new(currency_builder.finish()),
172                Arc::new(event_type_id_builder.finish()),
173                Arc::new(event_type_name_builder.finish()),
174                Arc::new(competition_id_builder.finish()),
175                Arc::new(competition_name_builder.finish()),
176                Arc::new(event_id_builder.finish()),
177                Arc::new(event_name_builder.finish()),
178                Arc::new(event_country_code_builder.finish()),
179                Arc::new(event_open_date_builder.finish()),
180                Arc::new(betting_type_builder.finish()),
181                Arc::new(market_id_builder.finish()),
182                Arc::new(market_name_builder.finish()),
183                Arc::new(market_type_builder.finish()),
184                Arc::new(market_start_time_builder.finish()),
185                Arc::new(selection_id_builder.finish()),
186                Arc::new(selection_name_builder.finish()),
187                Arc::new(selection_handicap_builder.finish()),
188                Arc::new(price_precision_builder.finish()),
189                Arc::new(size_precision_builder.finish()),
190                Arc::new(info_builder.finish()),
191                Arc::new(ts_event_builder.finish()),
192                Arc::new(ts_init_builder.finish()),
193            ],
194        )
195    }
196
197    fn metadata(&self) -> HashMap<String, String> {
198        let mut metadata = HashMap::new();
199        metadata.insert(KEY_INSTRUMENT_ID.to_string(), self.id.to_string());
200        metadata.insert(
201            KEY_PRICE_PRECISION.to_string(),
202            self.price_precision.to_string(),
203        );
204        metadata.insert(
205            KEY_SIZE_PRECISION.to_string(),
206            self.size_precision.to_string(),
207        );
208        metadata
209    }
210}
211
212/// Helper function to decode BettingInstrument from RecordBatch
213/// (Cannot implement DecodeFromRecordBatch trait due to `Into<Data>` bound)
214///
215/// # Errors
216///
217/// Returns an `EncodingError` if the RecordBatch cannot be decoded.
218pub fn decode_betting_instrument_batch(
219    #[allow(unused)] metadata: &HashMap<String, String>,
220    record_batch: &RecordBatch,
221) -> Result<Vec<BettingInstrument>, EncodingError> {
222    let cols = record_batch.columns();
223    let num_rows = record_batch.num_rows();
224
225    let id_values = extract_column::<StringArray>(cols, "id", 0, DataType::Utf8)?;
226    let _venue_name_values = extract_column::<StringArray>(cols, "venue_name", 1, DataType::Utf8)?; // Not used, extracted from id
227    let currency_values = extract_column::<StringArray>(cols, "currency", 2, DataType::Utf8)?;
228    let event_type_id_values =
229        extract_column::<UInt64Array>(cols, "event_type_id", 3, DataType::UInt64)?;
230    let event_type_name_values =
231        extract_column::<StringArray>(cols, "event_type_name", 4, DataType::Utf8)?;
232    let competition_id_values =
233        extract_column::<UInt64Array>(cols, "competition_id", 5, DataType::UInt64)?;
234    let competition_name_values =
235        extract_column::<StringArray>(cols, "competition_name", 6, DataType::Utf8)?;
236    let event_id_values = extract_column::<UInt64Array>(cols, "event_id", 7, DataType::UInt64)?;
237    let event_name_values = extract_column::<StringArray>(cols, "event_name", 8, DataType::Utf8)?;
238    let event_country_code_values =
239        extract_column::<StringArray>(cols, "event_country_code", 9, DataType::Utf8)?;
240    let event_open_date_values =
241        extract_column::<UInt64Array>(cols, "event_open_date", 10, DataType::UInt64)?;
242    let betting_type_values =
243        extract_column::<StringArray>(cols, "betting_type", 11, DataType::Utf8)?;
244    let market_id_values = extract_column::<StringArray>(cols, "market_id", 12, DataType::Utf8)?;
245    let market_name_values =
246        extract_column::<StringArray>(cols, "market_name", 13, DataType::Utf8)?;
247    let market_type_values =
248        extract_column::<StringArray>(cols, "market_type", 14, DataType::Utf8)?;
249    let market_start_time_values =
250        extract_column::<UInt64Array>(cols, "market_start_time", 15, DataType::UInt64)?;
251    let selection_id_values =
252        extract_column::<UInt64Array>(cols, "selection_id", 16, DataType::UInt64)?;
253    let selection_name_values =
254        extract_column::<StringArray>(cols, "selection_name", 17, DataType::Utf8)?;
255    let selection_handicap_values =
256        extract_column::<Float64Array>(cols, "selection_handicap", 18, DataType::Float64)?;
257    let price_precision_values =
258        extract_column::<UInt8Array>(cols, "price_precision", 19, DataType::UInt8)?;
259    let size_precision_values =
260        extract_column::<UInt8Array>(cols, "size_precision", 20, DataType::UInt8)?;
261    let info_values = cols
262        .get(21)
263        .ok_or_else(|| EncodingError::MissingColumn("info", 21))?;
264    let ts_event_values = extract_column::<UInt64Array>(cols, "ts_event", 22, DataType::UInt64)?;
265    let ts_init_values = extract_column::<UInt64Array>(cols, "ts_init", 23, DataType::UInt64)?;
266
267    let mut result = Vec::with_capacity(num_rows);
268
269    for i in 0..num_rows {
270        let id = InstrumentId::from_str(id_values.value(i))
271            .map_err(|e| EncodingError::ParseError("id", format!("row {i}: {e}")))?;
272        let currency = super::decode_currency(
273            currency_values.value(i),
274            "currency",
275            "betting_instrument.currency",
276            i,
277        )?;
278        let event_type_id = event_type_id_values.value(i);
279        let event_type_name = Ustr::from(event_type_name_values.value(i));
280        let competition_id = competition_id_values.value(i);
281        let competition_name = Ustr::from(competition_name_values.value(i));
282        let event_id = event_id_values.value(i);
283        let event_name = Ustr::from(event_name_values.value(i));
284        let event_country_code = Ustr::from(event_country_code_values.value(i));
285        let event_open_date = nautilus_core::UnixNanos::from(event_open_date_values.value(i));
286        let betting_type = Ustr::from(betting_type_values.value(i));
287        let market_id = Ustr::from(market_id_values.value(i));
288        let market_name = Ustr::from(market_name_values.value(i));
289        let market_type = Ustr::from(market_type_values.value(i));
290        let market_start_time = nautilus_core::UnixNanos::from(market_start_time_values.value(i));
291        let selection_id = selection_id_values.value(i);
292        let selection_name = Ustr::from(selection_name_values.value(i));
293        let selection_handicap = selection_handicap_values.value(i);
294        let price_prec = price_precision_values.value(i);
295        let size_prec = size_precision_values.value(i);
296
297        // Decode info dict from JSON bytes (matching Python's msgspec.json.decode)
298        let info = if info_values.is_null(i) {
299            None
300        } else {
301            let info_bytes = info_values
302                .as_any()
303                .downcast_ref::<BinaryArray>()
304                .ok_or_else(|| EncodingError::ParseError("info", format!("row {i}: invalid type")))?
305                .value(i);
306
307            match serde_json::from_slice::<Params>(info_bytes) {
308                Ok(info_dict) => Some(info_dict),
309                Err(e) => {
310                    return Err(EncodingError::ParseError(
311                        "info",
312                        format!("row {i}: failed to deserialize JSON: {e}"),
313                    ));
314                }
315            }
316        };
317
318        let ts_event = nautilus_core::UnixNanos::from(ts_event_values.value(i));
319        let ts_init = nautilus_core::UnixNanos::from(ts_init_values.value(i));
320
321        // Note: BettingInstrument requires price_increment and size_increment, but they're not in the Python schema
322        // We'll need to use defaults or extract from price_precision/size_precision
323        // For now, using minimal defaults based on precision
324        let price_increment = Price::new(0.01, price_prec);
325        let size_increment = Quantity::new(1.0, size_prec);
326
327        // Extract raw_symbol from id's symbol component
328        let raw_symbol = id.symbol;
329
330        let betting_instrument = BettingInstrument::new(
331            id,
332            raw_symbol,
333            event_type_id,
334            event_type_name,
335            competition_id,
336            competition_name,
337            event_id,
338            event_name,
339            event_country_code,
340            event_open_date,
341            betting_type,
342            market_id,
343            market_name,
344            market_type,
345            market_start_time,
346            selection_id,
347            selection_name,
348            selection_handicap,
349            currency,
350            price_prec,
351            size_prec,
352            price_increment,
353            size_increment,
354            None, // max_quantity - not in Python schema
355            None, // min_quantity - not in Python schema
356            None, // max_notional - not in Python schema
357            None, // min_notional - not in Python schema
358            None, // max_price - not in Python schema
359            None, // min_price - not in Python schema
360            None, // margin_init - not in Python schema, will default to 1
361            None, // margin_maint - not in Python schema, will default to 1
362            None, // maker_fee - not in Python schema, will default to 0
363            None, // taker_fee - not in Python schema, will default to 0
364            info,
365            ts_event,
366            ts_init,
367        );
368
369        result.push(betting_instrument);
370    }
371
372    Ok(result)
373}
nautilus_serialization/arrow/instrument/betting.rs

nautilus_serialization/arrow/instrument/
betting.rs
