nautilus_serialization/arrow/
instrument_status.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::collections::HashMap;
17
18use arrow::{datatypes::Schema, error::ArrowError, record_batch::RecordBatch};
19use nautilus_model::data::{Data, InstrumentStatus};
20
21use super::{
22    ArrowSchemaProvider, DecodeDataFromRecordBatch, DecodeTypedFromRecordBatch,
23    EncodeToRecordBatch, EncodingError, KEY_INSTRUMENT_ID,
24    json::{JsonFieldSpec, decode_batch, encode_batch, metadata_for_type, schema_for_type},
25};
26
27const INSTRUMENT_STATUS_FIELDS: &[JsonFieldSpec] = &[
28    JsonFieldSpec::utf8("instrument_id", false),
29    JsonFieldSpec::utf8("action", false),
30    JsonFieldSpec::u64("ts_event", false),
31    JsonFieldSpec::u64("ts_init", false),
32    JsonFieldSpec::utf8("reason", true),
33    JsonFieldSpec::utf8("trading_event", true),
34    JsonFieldSpec::boolean("is_trading", true),
35    JsonFieldSpec::boolean("is_quoting", true),
36    JsonFieldSpec::boolean("is_short_sell_restricted", true),
37];
38
39impl ArrowSchemaProvider for InstrumentStatus {
40    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
41        schema_for_type("InstrumentStatus", metadata, INSTRUMENT_STATUS_FIELDS)
42    }
43}
44
45impl EncodeToRecordBatch for InstrumentStatus {
46    fn encode_batch(
47        metadata: &HashMap<String, String>,
48        data: &[Self],
49    ) -> Result<RecordBatch, ArrowError> {
50        encode_batch("InstrumentStatus", metadata, data, INSTRUMENT_STATUS_FIELDS)
51    }
52
53    fn metadata(&self) -> HashMap<String, String> {
54        let mut metadata = metadata_for_type("InstrumentStatus");
55        metadata.insert(
56            KEY_INSTRUMENT_ID.to_string(),
57            self.instrument_id.to_string(),
58        );
59        metadata
60    }
61}
62
63impl DecodeTypedFromRecordBatch for InstrumentStatus {
64    fn decode_typed_batch(
65        metadata: &HashMap<String, String>,
66        record_batch: RecordBatch,
67    ) -> Result<Vec<Self>, EncodingError> {
68        decode_batch(
69            metadata,
70            &record_batch,
71            INSTRUMENT_STATUS_FIELDS,
72            Some("InstrumentStatus"),
73        )
74    }
75}
76
77impl DecodeDataFromRecordBatch for InstrumentStatus {
78    fn decode_data_batch(
79        metadata: &HashMap<String, String>,
80        record_batch: RecordBatch,
81    ) -> Result<Vec<Data>, EncodingError> {
82        let items: Vec<Self> = Self::decode_typed_batch(metadata, record_batch)?;
83        Ok(items.into_iter().map(Data::from).collect())
84    }
85}
86
87#[cfg(test)]
88mod tests {
89    use nautilus_model::{enums::MarketStatusAction, identifiers::InstrumentId};
90    use rstest::rstest;
91    use ustr::Ustr;
92
93    use super::*;
94
95    #[rstest]
96    fn test_encode_decode_round_trip() {
97        let instrument_id = InstrumentId::from("AAPL.XNAS");
98        let metadata = HashMap::from([(KEY_INSTRUMENT_ID.to_string(), instrument_id.to_string())]);
99
100        let status1 = InstrumentStatus::new(
101            instrument_id,
102            MarketStatusAction::Trading,
103            1_000_000_000.into(),
104            1_000_000_001.into(),
105            Some(Ustr::from("Normal trading")),
106            Some(Ustr::from("MARKET_OPEN")),
107            Some(true),
108            Some(true),
109            Some(false),
110        );
111
112        let status2 = InstrumentStatus::new(
113            instrument_id,
114            MarketStatusAction::Halt,
115            2_000_000_000.into(),
116            2_000_000_001.into(),
117            None,
118            None,
119            None,
120            None,
121            None,
122        );
123
124        let original = vec![status1, status2];
125        let record_batch = InstrumentStatus::encode_batch(&metadata, &original).unwrap();
126        let decoded: Vec<Data> =
127            InstrumentStatus::decode_data_batch(&metadata, record_batch).unwrap();
128
129        assert_eq!(decoded.len(), original.len());
130        for (orig, dec) in original.iter().zip(decoded.iter()) {
131            match dec {
132                Data::InstrumentStatus(s) => assert_eq!(s, orig),
133                other => panic!("expected Data::InstrumentStatus, was {other:?}"),
134            }
135        }
136    }
137}
nautilus_serialization/arrow/instrument_status.rs

nautilus_serialization/arrow/
instrument_status.rs
