nautilus_tardis/machine/
client.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::sync::{
17    Arc,
18    atomic::{AtomicBool, Ordering},
19};
20
21use ahash::AHashMap;
22use futures_util::{Stream, StreamExt, pin_mut};
23use nautilus_model::data::Data;
24use ustr::Ustr;
25
26use super::{
27    Error,
28    message::WsMessage,
29    replay_normalized, stream_normalized,
30    types::{
31        ReplayNormalizedRequestOptions, StreamNormalizedRequestOptions, TardisInstrumentKey,
32        TardisInstrumentMiniInfo,
33    },
34};
35use crate::{
36    common::urls::resolve_ws_base_url, config::BookSnapshotOutput,
37    machine::parse::parse_tardis_ws_message,
38};
39
40/// Provides a client for connecting to a [Tardis Machine Server](https://docs.tardis.dev/api/tardis-machine).
41#[cfg_attr(
42    feature = "python",
43    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.tardis", from_py_object)
44)]
45#[cfg_attr(
46    feature = "python",
47    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.tardis")
48)]
49#[derive(Debug, Clone)]
50pub struct TardisMachineClient {
51    pub base_url: String,
52    pub replay_signal: Arc<AtomicBool>,
53    pub stream_signal: Arc<AtomicBool>,
54    pub instruments: AHashMap<TardisInstrumentKey, Arc<TardisInstrumentMiniInfo>>,
55    pub normalize_symbols: bool,
56    pub book_snapshot_output: BookSnapshotOutput,
57}
58
59impl TardisMachineClient {
60    /// Creates a new [`TardisMachineClient`] instance.
61    ///
62    /// # Errors
63    ///
64    /// Returns an error if `base_url` is not provided and `TARDIS_MACHINE_WS_URL` env var is missing.
65    pub fn new(
66        base_url: Option<&str>,
67        normalize_symbols: bool,
68        book_snapshot_output: BookSnapshotOutput,
69    ) -> anyhow::Result<Self> {
70        let base_url = resolve_ws_base_url(base_url)?;
71
72        Ok(Self {
73            base_url,
74            replay_signal: Arc::new(AtomicBool::new(false)),
75            stream_signal: Arc::new(AtomicBool::new(false)),
76            instruments: AHashMap::new(),
77            normalize_symbols,
78            book_snapshot_output,
79        })
80    }
81
82    pub fn add_instrument_info(&mut self, info: TardisInstrumentMiniInfo) {
83        let key = info.as_tardis_instrument_key();
84        self.instruments.insert(key, Arc::new(info));
85    }
86
87    /// Returns `true` if `close()` has been called.
88    ///
89    /// This checks that both replay and stream signals have been set,
90    /// which only occurs when `close()` is explicitly called.
91    #[must_use]
92    pub fn is_closed(&self) -> bool {
93        // Use Acquire ordering to synchronize with Release stores in close()
94        self.replay_signal.load(Ordering::Acquire) && self.stream_signal.load(Ordering::Acquire)
95    }
96
97    pub fn close(&mut self) {
98        log::debug!("Closing");
99
100        // Use Release ordering to ensure visibility to Acquire loads in is_closed()
101        self.replay_signal.store(true, Ordering::Release);
102        self.stream_signal.store(true, Ordering::Release);
103
104        log::debug!("Closed");
105    }
106
107    /// Connects to the Tardis Machine replay WebSocket and yields parsed `Data` items.
108    ///
109    /// # Errors
110    ///
111    /// Returns an error if the WebSocket connection cannot be established.
112    pub async fn replay(
113        &self,
114        options: Vec<ReplayNormalizedRequestOptions>,
115    ) -> Result<impl Stream<Item = Result<Data, Error>>, Error> {
116        let stream = replay_normalized(&self.base_url, options, self.replay_signal.clone()).await?;
117
118        // We use Box::pin to heap-allocate the stream and ensure it implements
119        // Unpin for safe async handling across lifetimes.
120        Ok(handle_ws_stream(
121            Box::pin(stream),
122            None,
123            Some(self.instruments.clone()),
124            self.book_snapshot_output.clone(),
125        ))
126    }
127
128    /// Connects to the Tardis Machine stream WebSocket for a single instrument and yields parsed `Data` items.
129    ///
130    /// # Errors
131    ///
132    /// Returns an error if the WebSocket connection cannot be established.
133    pub async fn stream(
134        &self,
135        instrument: TardisInstrumentMiniInfo,
136        options: Vec<StreamNormalizedRequestOptions>,
137    ) -> Result<impl Stream<Item = Result<Data, Error>>, Error> {
138        let stream = stream_normalized(&self.base_url, options, self.stream_signal.clone()).await?;
139
140        // We use Box::pin to heap-allocate the stream and ensure it implements
141        // Unpin for safe async handling across lifetimes.
142        Ok(handle_ws_stream(
143            Box::pin(stream),
144            Some(Arc::new(instrument)),
145            None,
146            self.book_snapshot_output.clone(),
147        ))
148    }
149}
150
151fn handle_ws_stream<S>(
152    stream: S,
153    instrument: Option<Arc<TardisInstrumentMiniInfo>>,
154    instrument_map: Option<AHashMap<TardisInstrumentKey, Arc<TardisInstrumentMiniInfo>>>,
155    book_snapshot_output: BookSnapshotOutput,
156) -> impl Stream<Item = Result<Data, Error>>
157where
158    S: Stream<Item = Result<WsMessage, Error>> + Unpin,
159{
160    assert!(
161        instrument.is_some() || instrument_map.is_some(),
162        "Either `instrument` or `instrument_map` must be provided"
163    );
164
165    async_stream::stream! {
166        pin_mut!(stream);
167
168        while let Some(result) = stream.next().await {
169            match result {
170                Ok(msg) => {
171                    if matches!(msg, WsMessage::Disconnect(_)) {
172                        log::debug!("Received disconnect message: {msg:?}");
173                        continue;
174                    }
175
176                    let info = instrument.clone().or_else(|| {
177                        instrument_map
178                            .as_ref()
179                            .and_then(|map| determine_instrument_info(&msg, map))
180                    });
181
182                    if let Some(info) = info {
183                        if let Some(data) = parse_tardis_ws_message(msg, &info, &book_snapshot_output) {
184                            yield Ok(data);
185                        }
186                    } else {
187                        log::error!("Missing instrument info for message: {msg:?}");
188                        yield Err(Error::ConnectionClosed {
189                            reason: "Missing instrument definition info".to_string()
190                        });
191                        break;
192                    }
193                }
194                Err(e) => {
195                    log::error!("Error in WebSocket stream: {e:?}");
196                    yield Err(e);
197                    break;
198                }
199            }
200        }
201    }
202}
203
204pub fn determine_instrument_info(
205    msg: &WsMessage,
206    instrument_map: &AHashMap<TardisInstrumentKey, Arc<TardisInstrumentMiniInfo>>,
207) -> Option<Arc<TardisInstrumentMiniInfo>> {
208    let key = match msg {
209        WsMessage::BookChange(msg) => {
210            TardisInstrumentKey::new(Ustr::from(&msg.symbol), msg.exchange)
211        }
212        WsMessage::BookSnapshot(msg) => {
213            TardisInstrumentKey::new(Ustr::from(&msg.symbol), msg.exchange)
214        }
215        WsMessage::Trade(msg) => TardisInstrumentKey::new(Ustr::from(&msg.symbol), msg.exchange),
216        WsMessage::TradeBar(msg) => TardisInstrumentKey::new(Ustr::from(&msg.symbol), msg.exchange),
217        WsMessage::DerivativeTicker(msg) => {
218            TardisInstrumentKey::new(Ustr::from(&msg.symbol), msg.exchange)
219        }
220        WsMessage::Disconnect(_) => return None,
221    };
222
223    if let Some(inst) = instrument_map.get(&key) {
224        Some(inst.clone())
225    } else {
226        log::error!("Instrument definition info not available for {key:?}");
227        None
228    }
229}
230
231#[cfg(test)]
232mod tests {
233    use rstest::rstest;
234
235    use super::*;
236
237    #[rstest]
238    fn test_is_closed_initial_state() {
239        let client = TardisMachineClient::new(
240            Some("ws://localhost:8001"),
241            false,
242            BookSnapshotOutput::Deltas,
243        )
244        .unwrap();
245        // Initially neither signal is set, so is_closed should be false
246        assert!(!client.is_closed());
247    }
248
249    #[rstest]
250    fn test_is_closed_after_close() {
251        let mut client = TardisMachineClient::new(
252            Some("ws://localhost:8001"),
253            false,
254            BookSnapshotOutput::Deltas,
255        )
256        .unwrap();
257        client.close();
258        // After close(), both signals are set, so is_closed should be true
259        assert!(client.is_closed());
260    }
261
262    #[rstest]
263    fn test_is_closed_partial_signal() {
264        let client = TardisMachineClient::new(
265            Some("ws://localhost:8001"),
266            false,
267            BookSnapshotOutput::Deltas,
268        )
269        .unwrap();
270        // Set only one signal - is_closed should still be false
271        // (since close() wasn't called, which sets both)
272        client.replay_signal.store(true, Ordering::Release);
273        assert!(!client.is_closed());
274
275        client.stream_signal.store(true, Ordering::Release);
276        // Now both are set, so is_closed should be true
277        assert!(client.is_closed());
278    }
279}
nautilus_tardis/machine/client.rs

nautilus_tardis/machine/
client.rs
