nautilus_tardis/python/
mod.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//! Python bindings from [PyO3](https://pyo3.rs).
17
18pub mod config;
19pub mod csv;
20pub mod enums;
21pub mod factories;
22pub mod http;
23pub mod machine;
24
25use nautilus_common::factories::{ClientConfig, DataClientFactory};
26use nautilus_core::python::{enums::parse_enum, to_pyruntime_err, to_pyvalue_err};
27use nautilus_system::get_global_pyo3_registry;
28use pyo3::prelude::*;
29use ustr::Ustr;
30
31use crate::{
32    common::{
33        enums::{TardisExchange, TardisInstrumentType},
34        parse::normalize_symbol_str,
35    },
36    config::TardisDataClientConfig,
37    factories::TardisDataClientFactory,
38};
39
40/// Normalize a symbol string for Tardis, returning a suffix-modified symbol.
41///
42/// # Errors
43///
44/// Returns a `PyErr` if the `exchange` or `instrument_type` cannot be parsed.
45#[pyfunction(name = "tardis_normalize_symbol_str")]
46#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.tardis")]
47#[pyo3(signature = (symbol, exchange, instrument_type, is_inverse=None))]
48pub fn py_tardis_normalize_symbol_str(
49    symbol: &str,
50    exchange: &str,
51    instrument_type: &str,
52    is_inverse: Option<bool>,
53) -> PyResult<String> {
54    let symbol = Ustr::from(symbol);
55    let exchange: TardisExchange = parse_enum(exchange, stringify!(exchange))?;
56    let instrument_type: TardisInstrumentType =
57        parse_enum(instrument_type, stringify!(instrument_type))?;
58
59    Ok(normalize_symbol_str(symbol, &exchange, &instrument_type, is_inverse).to_string())
60}
61
62#[expect(clippy::needless_pass_by_value)]
63fn extract_tardis_data_factory(
64    py: Python<'_>,
65    factory: Py<PyAny>,
66) -> PyResult<Box<dyn DataClientFactory>> {
67    match factory.extract::<TardisDataClientFactory>(py) {
68        Ok(f) => Ok(Box::new(f)),
69        Err(e) => Err(to_pyvalue_err(format!(
70            "Failed to extract TardisDataClientFactory: {e}"
71        ))),
72    }
73}
74
75#[expect(clippy::needless_pass_by_value)]
76fn extract_tardis_data_config(
77    py: Python<'_>,
78    config: Py<PyAny>,
79) -> PyResult<Box<dyn ClientConfig>> {
80    match config.extract::<TardisDataClientConfig>(py) {
81        Ok(c) => Ok(Box::new(c)),
82        Err(e) => Err(to_pyvalue_err(format!(
83            "Failed to extract TardisDataClientConfig: {e}"
84        ))),
85    }
86}
87
88/// Loaded as `nautilus_pyo3.tardis`.
89///
90/// # Errors
91///
92/// Returns a `PyErr` if registering any module components fails.
93#[pymodule]
94pub fn tardis(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
95    m.add_class::<super::machine::types::TardisInstrumentMiniInfo>()?;
96    m.add_class::<super::machine::types::ReplayNormalizedRequestOptions>()?;
97    m.add_class::<super::machine::types::StreamNormalizedRequestOptions>()?;
98    m.add_class::<super::machine::TardisMachineClient>()?;
99    m.add_class::<super::http::client::TardisHttpClient>()?;
100    m.add_class::<TardisDataClientConfig>()?;
101    m.add_class::<TardisDataClientFactory>()?;
102    m.add_function(wrap_pyfunction!(py_tardis_normalize_symbol_str, m)?)?;
103    m.add_function(wrap_pyfunction!(
104        enums::py_tardis_exchange_from_venue_str,
105        m
106    )?)?;
107    m.add_function(wrap_pyfunction!(enums::py_tardis_exchange_to_venue_str, m)?)?;
108    m.add_function(wrap_pyfunction!(
109        enums::py_tardis_exchange_is_option_exchange,
110        m
111    )?)?;
112    m.add_function(wrap_pyfunction!(enums::py_tardis_exchanges, m)?)?;
113    m.add_function(wrap_pyfunction!(
114        config::py_bar_spec_to_tardis_trade_bar_string,
115        m
116    )?)?;
117    m.add_function(wrap_pyfunction!(machine::py_run_tardis_machine_replay, m)?)?;
118    m.add_function(wrap_pyfunction!(csv::py_load_tardis_deltas, m)?)?;
119    m.add_function(wrap_pyfunction!(
120        csv::py_load_tardis_depth10_from_snapshot5,
121        m
122    )?)?;
123    m.add_function(wrap_pyfunction!(
124        csv::py_load_tardis_depth10_from_snapshot25,
125        m
126    )?)?;
127    m.add_function(wrap_pyfunction!(csv::py_load_tardis_quotes, m)?)?;
128    m.add_function(wrap_pyfunction!(csv::py_load_tardis_trades, m)?)?;
129    m.add_function(wrap_pyfunction!(csv::py_stream_tardis_deltas, m)?)?;
130    m.add_function(wrap_pyfunction!(csv::py_stream_tardis_batched_deltas, m)?)?;
131    m.add_function(wrap_pyfunction!(csv::py_stream_tardis_quotes, m)?)?;
132    m.add_function(wrap_pyfunction!(csv::py_stream_tardis_trades, m)?)?;
133    m.add_function(wrap_pyfunction!(
134        csv::py_stream_tardis_depth10_from_snapshot5,
135        m
136    )?)?;
137    m.add_function(wrap_pyfunction!(
138        csv::py_stream_tardis_depth10_from_snapshot25,
139        m
140    )?)?;
141    m.add_function(wrap_pyfunction!(csv::py_load_tardis_funding_rates, m)?)?;
142    m.add_function(wrap_pyfunction!(csv::py_stream_tardis_funding_rates, m)?)?;
143
144    let registry = get_global_pyo3_registry();
145
146    if let Err(e) =
147        registry.register_factory_extractor("TARDIS".to_string(), extract_tardis_data_factory)
148    {
149        return Err(to_pyruntime_err(format!(
150            "Failed to register Tardis data factory extractor: {e}"
151        )));
152    }
153
154    if let Err(e) = registry.register_config_extractor(
155        "TardisDataClientConfig".to_string(),
156        extract_tardis_data_config,
157    ) {
158        return Err(to_pyruntime_err(format!(
159            "Failed to register Tardis data config extractor: {e}"
160        )));
161    }
162
163    Ok(())
164}
nautilus_tardis/python/mod.rs

nautilus_tardis/python/
mod.rs
