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_or_index,
46    extract_optional_string_column_by_name, json_string_field, optional_ustr_value,
47    record_batch_with_timestamps, record_batch_with_u64_timestamps, timestamp_data_type,
48};
49
50impl ArrowSchemaProvider for BettingInstrument {
51    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
52        let fields = vec![
53            Field::new("id", DataType::Utf8, false),
54            Field::new("raw_symbol", DataType::Utf8, false),
55            Field::new("venue_name", DataType::Utf8, false),
56            Field::new("currency", DataType::Utf8, false),
57            Field::new("event_type_id", DataType::UInt64, false),
58            Field::new("event_type_name", DataType::Utf8, false),
59            Field::new("competition_id", DataType::UInt64, false),
60            Field::new("competition_name", DataType::Utf8, false),
61            Field::new("event_id", DataType::UInt64, false),
62            Field::new("event_name", DataType::Utf8, false),
63            Field::new("event_country_code", DataType::Utf8, false),
64            Field::new("event_open_date", timestamp_data_type(), false),
65            Field::new("betting_type", DataType::Utf8, false),
66            Field::new("market_id", DataType::Utf8, false),
67            Field::new("market_name", DataType::Utf8, false),
68            Field::new("market_type", DataType::Utf8, false),
69            Field::new("market_start_time", timestamp_data_type(), false),
70            Field::new("selection_id", DataType::UInt64, false),
71            Field::new("selection_name", DataType::Utf8, false),
72            Field::new("selection_handicap", DataType::Float64, false),
73            Field::new("price_precision", DataType::UInt8, false),
74            Field::new("size_precision", DataType::UInt8, false),
75            Field::new("price_increment", DataType::Utf8, false),
76            Field::new("size_increment", DataType::Utf8, false),
77            Field::new("max_quantity", DataType::Utf8, true), // nullable
78            Field::new("min_quantity", DataType::Utf8, true), // nullable
79            Field::new("max_notional", DataType::Utf8, true), // nullable
80            Field::new("min_notional", DataType::Utf8, true), // nullable
81            Field::new("max_price", DataType::Utf8, true),    // nullable
82            Field::new("min_price", DataType::Utf8, true),    // nullable
83            Field::new("margin_init", DataType::Utf8, false),
84            Field::new("margin_maint", DataType::Utf8, false),
85            Field::new("maker_fee", DataType::Utf8, false),
86            Field::new("taker_fee", DataType::Utf8, false),
87            Field::new("tick_scheme", DataType::Utf8, true),
88            json_string_field("info", true),
89            Field::new("ts_event", timestamp_data_type(), false),
90            Field::new("ts_init", timestamp_data_type(), false),
91        ];
92
93        let mut final_metadata = HashMap::new();
94        final_metadata.insert("class".to_string(), "BettingInstrument".to_string());
95
96        if let Some(meta) = metadata {
97            final_metadata.extend(meta);
98        }
99
100        Schema::new_with_metadata(fields, final_metadata)
101    }
102}
103
104impl EncodeToRecordBatch for BettingInstrument {
105    fn encode_batch<T>(
106        #[allow(unused)] metadata: &HashMap<String, String>,
107        data: &[T],
108    ) -> Result<RecordBatch, ArrowError>
109    where
110        T: std::borrow::Borrow<Self>,
111    {
112        let mut id_builder = StringBuilder::new();
113        let mut raw_symbol_builder = StringBuilder::new();
114        let mut venue_name_builder = StringBuilder::new();
115        let mut currency_builder = StringBuilder::new();
116        let mut event_type_id_builder = UInt64Array::builder(data.len());
117        let mut event_type_name_builder = StringBuilder::new();
118        let mut competition_id_builder = UInt64Array::builder(data.len());
119        let mut competition_name_builder = StringBuilder::new();
120        let mut event_id_builder = UInt64Array::builder(data.len());
121        let mut event_name_builder = StringBuilder::new();
122        let mut event_country_code_builder = StringBuilder::new();
123        let mut event_open_date_builder = UInt64Array::builder(data.len());
124        let mut betting_type_builder = StringBuilder::new();
125        let mut market_id_builder = StringBuilder::new();
126        let mut market_name_builder = StringBuilder::new();
127        let mut market_type_builder = StringBuilder::new();
128        let mut market_start_time_builder = UInt64Array::builder(data.len());
129        let mut selection_id_builder = UInt64Array::builder(data.len());
130        let mut selection_name_builder = StringBuilder::new();
131        let mut selection_handicap_builder = Float64Array::builder(data.len());
132        let mut price_precision_builder = UInt8Array::builder(data.len());
133        let mut size_precision_builder = UInt8Array::builder(data.len());
134        let mut price_increment_builder = StringBuilder::new();
135        let mut size_increment_builder = StringBuilder::new();
136        let mut max_quantity_builder = StringBuilder::new();
137        let mut min_quantity_builder = StringBuilder::new();
138        let mut max_notional_builder = StringBuilder::new();
139        let mut min_notional_builder = StringBuilder::new();
140        let mut max_price_builder = StringBuilder::new();
141        let mut min_price_builder = StringBuilder::new();
142        let mut margin_init_builder = StringBuilder::new();
143        let mut margin_maint_builder = StringBuilder::new();
144        let mut maker_fee_builder = StringBuilder::new();
145        let mut taker_fee_builder = StringBuilder::new();
146        let mut tick_scheme_builder = StringBuilder::new();
147        let mut info_builder = StringBuilder::new();
148        let mut ts_event_builder = UInt64Array::builder(data.len());
149        let mut ts_init_builder = UInt64Array::builder(data.len());
150
151        for bi in data.iter().map(Borrow::borrow) {
152            id_builder.append_value(bi.id.to_string());
153            raw_symbol_builder.append_value(bi.raw_symbol);
154            // Extract venue_name from instrument_id (format: "SYMBOL.VENUE")
155            let venue_name = bi.id.venue.to_string();
156            venue_name_builder.append_value(venue_name);
157            currency_builder.append_value(bi.currency.to_string());
158            event_type_id_builder.append_value(bi.event_type_id);
159            event_type_name_builder.append_value(bi.event_type_name);
160            competition_id_builder.append_value(bi.competition_id);
161            competition_name_builder.append_value(bi.competition_name);
162            event_id_builder.append_value(bi.event_id);
163            event_name_builder.append_value(bi.event_name);
164            event_country_code_builder.append_value(bi.event_country_code);
165            event_open_date_builder.append_value(bi.event_open_date.as_u64());
166            betting_type_builder.append_value(bi.betting_type);
167            market_id_builder.append_value(bi.market_id);
168            market_name_builder.append_value(bi.market_name);
169            market_type_builder.append_value(bi.market_type);
170            market_start_time_builder.append_value(bi.market_start_time.as_u64());
171            selection_id_builder.append_value(bi.selection_id);
172            selection_name_builder.append_value(bi.selection_name);
173            selection_handicap_builder.append_value(bi.selection_handicap);
174            price_precision_builder.append_value(bi.price_precision);
175            size_precision_builder.append_value(bi.size_precision);
176            price_increment_builder.append_value(bi.price_increment.to_string());
177            size_increment_builder.append_value(bi.size_increment.to_string());
178
179            if let Some(max_quantity) = bi.max_quantity {
180                max_quantity_builder.append_value(max_quantity.to_string());
181            } else {
182                max_quantity_builder.append_null();
183            }
184
185            if let Some(min_quantity) = bi.min_quantity {
186                min_quantity_builder.append_value(min_quantity.to_string());
187            } else {
188                min_quantity_builder.append_null();
189            }
190
191            if let Some(max_notional) = bi.max_notional {
192                max_notional_builder.append_value(max_notional.to_string());
193            } else {
194                max_notional_builder.append_null();
195            }
196
197            if let Some(min_notional) = bi.min_notional {
198                min_notional_builder.append_value(min_notional.to_string());
199            } else {
200                min_notional_builder.append_null();
201            }
202
203            if let Some(max_price) = bi.max_price {
204                max_price_builder.append_value(max_price.to_string());
205            } else {
206                max_price_builder.append_null();
207            }
208
209            if let Some(min_price) = bi.min_price {
210                min_price_builder.append_value(min_price.to_string());
211            } else {
212                min_price_builder.append_null();
213            }
214
215            margin_init_builder.append_value(bi.margin_init.to_string());
216            margin_maint_builder.append_value(bi.margin_maint.to_string());
217            maker_fee_builder.append_value(bi.maker_fee.to_string());
218            taker_fee_builder.append_value(bi.taker_fee.to_string());
219
220            if let Some(tick_scheme) = bi.tick_scheme {
221                tick_scheme_builder.append_value(tick_scheme);
222            } else {
223                tick_scheme_builder.append_null();
224            }
225
226            if let Some(ref info) = bi.info {
227                match serde_json::to_string(info) {
228                    Ok(json) => {
229                        info_builder.append_value(json);
230                    }
231                    Err(e) => {
232                        return Err(ArrowError::InvalidArgumentError(format!(
233                            "Failed to serialize info dict to JSON: {e}"
234                        )));
235                    }
236                }
237            } else {
238                info_builder.append_null();
239            }
240
241            ts_event_builder.append_value(bi.ts_event.as_u64());
242            ts_init_builder.append_value(bi.ts_init.as_u64());
243        }
244
245        let mut final_metadata = metadata.clone();
246        final_metadata.insert("class".to_string(), "BettingInstrument".to_string());
247
248        record_batch_with_timestamps(
249            Self::get_schema(Some(final_metadata)).into(),
250            vec![
251                Arc::new(id_builder.finish()),
252                Arc::new(raw_symbol_builder.finish()),
253                Arc::new(venue_name_builder.finish()),
254                Arc::new(currency_builder.finish()),
255                Arc::new(event_type_id_builder.finish()),
256                Arc::new(event_type_name_builder.finish()),
257                Arc::new(competition_id_builder.finish()),
258                Arc::new(competition_name_builder.finish()),
259                Arc::new(event_id_builder.finish()),
260                Arc::new(event_name_builder.finish()),
261                Arc::new(event_country_code_builder.finish()),
262                Arc::new(event_open_date_builder.finish()),
263                Arc::new(betting_type_builder.finish()),
264                Arc::new(market_id_builder.finish()),
265                Arc::new(market_name_builder.finish()),
266                Arc::new(market_type_builder.finish()),
267                Arc::new(market_start_time_builder.finish()),
268                Arc::new(selection_id_builder.finish()),
269                Arc::new(selection_name_builder.finish()),
270                Arc::new(selection_handicap_builder.finish()),
271                Arc::new(price_precision_builder.finish()),
272                Arc::new(size_precision_builder.finish()),
273                Arc::new(price_increment_builder.finish()),
274                Arc::new(size_increment_builder.finish()),
275                Arc::new(max_quantity_builder.finish()),
276                Arc::new(min_quantity_builder.finish()),
277                Arc::new(max_notional_builder.finish()),
278                Arc::new(min_notional_builder.finish()),
279                Arc::new(max_price_builder.finish()),
280                Arc::new(min_price_builder.finish()),
281                Arc::new(margin_init_builder.finish()),
282                Arc::new(margin_maint_builder.finish()),
283                Arc::new(maker_fee_builder.finish()),
284                Arc::new(taker_fee_builder.finish()),
285                Arc::new(tick_scheme_builder.finish()),
286                Arc::new(info_builder.finish()),
287                Arc::new(ts_event_builder.finish()),
288                Arc::new(ts_init_builder.finish()),
289            ],
290        )
291    }
292
293    fn metadata(&self) -> HashMap<String, String> {
294        let mut metadata = HashMap::new();
295        metadata.insert(KEY_INSTRUMENT_ID.to_string(), self.id.to_string());
296        metadata.insert(
297            KEY_PRICE_PRECISION.to_string(),
298            self.price_precision.to_string(),
299        );
300        metadata.insert(
301            KEY_SIZE_PRECISION.to_string(),
302            self.size_precision.to_string(),
303        );
304        metadata
305    }
306}
307
308/// Helper function to decode BettingInstrument from RecordBatch
309/// (Cannot implement DecodeFromRecordBatch trait due to `Into<Data>` bound)
310///
311/// # Errors
312///
313/// Returns an `EncodingError` if the RecordBatch cannot be decoded.
314pub fn decode_betting_instrument_batch(
315    #[allow(unused)] metadata: &HashMap<String, String>,
316    record_batch: &RecordBatch,
317) -> Result<Vec<BettingInstrument>, EncodingError> {
318    let record_batch = record_batch_with_u64_timestamps(record_batch)?;
319    let record_batch = &record_batch;
320    let cols = record_batch.columns();
321    let num_rows = record_batch.num_rows();
322
323    let id_values = extract_column::<StringArray>(cols, "id", 0, DataType::Utf8)?;
324    let raw_symbol_values = extract_column::<StringArray>(cols, "raw_symbol", 1, DataType::Utf8)?;
325    let _venue_name_values = extract_column::<StringArray>(cols, "venue_name", 2, DataType::Utf8)?; // Not used, extracted from id
326    let currency_values = extract_column::<StringArray>(cols, "currency", 3, DataType::Utf8)?;
327    let event_type_id_values =
328        extract_column::<UInt64Array>(cols, "event_type_id", 4, DataType::UInt64)?;
329    let event_type_name_values =
330        extract_column::<StringArray>(cols, "event_type_name", 5, DataType::Utf8)?;
331    let competition_id_values =
332        extract_column::<UInt64Array>(cols, "competition_id", 6, DataType::UInt64)?;
333    let competition_name_values =
334        extract_column::<StringArray>(cols, "competition_name", 7, DataType::Utf8)?;
335    let event_id_values = extract_column::<UInt64Array>(cols, "event_id", 8, DataType::UInt64)?;
336    let event_name_values = extract_column::<StringArray>(cols, "event_name", 9, DataType::Utf8)?;
337    let event_country_code_values =
338        extract_column::<StringArray>(cols, "event_country_code", 10, DataType::Utf8)?;
339    let event_open_date_values =
340        extract_column::<UInt64Array>(cols, "event_open_date", 11, DataType::UInt64)?;
341    let betting_type_values =
342        extract_column::<StringArray>(cols, "betting_type", 12, DataType::Utf8)?;
343    let market_id_values = extract_column::<StringArray>(cols, "market_id", 13, DataType::Utf8)?;
344    let market_name_values =
345        extract_column::<StringArray>(cols, "market_name", 14, DataType::Utf8)?;
346    let market_type_values =
347        extract_column::<StringArray>(cols, "market_type", 15, DataType::Utf8)?;
348    let market_start_time_values =
349        extract_column::<UInt64Array>(cols, "market_start_time", 16, DataType::UInt64)?;
350    let selection_id_values =
351        extract_column::<UInt64Array>(cols, "selection_id", 17, DataType::UInt64)?;
352    let selection_name_values =
353        extract_column::<StringArray>(cols, "selection_name", 18, DataType::Utf8)?;
354    let selection_handicap_values =
355        extract_column::<Float64Array>(cols, "selection_handicap", 19, DataType::Float64)?;
356    let price_precision_values =
357        extract_column::<UInt8Array>(cols, "price_precision", 20, DataType::UInt8)?;
358    let size_precision_values =
359        extract_column::<UInt8Array>(cols, "size_precision", 21, DataType::UInt8)?;
360    let price_increment_values =
361        extract_column::<StringArray>(cols, "price_increment", 22, DataType::Utf8)?;
362    let size_increment_values =
363        extract_column::<StringArray>(cols, "size_increment", 23, DataType::Utf8)?;
364    let max_quantity_values = extract_optional_string_column_by_name(record_batch, "max_quantity")?;
365    let min_quantity_values = extract_optional_string_column_by_name(record_batch, "min_quantity")?;
366    let max_notional_values = extract_optional_string_column_by_name(record_batch, "max_notional")?;
367    let min_notional_values = extract_optional_string_column_by_name(record_batch, "min_notional")?;
368    let max_price_values = extract_optional_string_column_by_name(record_batch, "max_price")?;
369    let min_price_values = extract_optional_string_column_by_name(record_batch, "min_price")?;
370    let margin_init_values =
371        extract_column::<StringArray>(cols, "margin_init", 30, DataType::Utf8)?;
372    let margin_maint_values =
373        extract_column::<StringArray>(cols, "margin_maint", 31, DataType::Utf8)?;
374    let maker_fee_values = extract_column::<StringArray>(cols, "maker_fee", 32, DataType::Utf8)?;
375    let taker_fee_values = extract_column::<StringArray>(cols, "taker_fee", 33, DataType::Utf8)?;
376    let tick_scheme_values = extract_optional_string_column_by_name(record_batch, "tick_scheme")?;
377    let info_values =
378        extract_column_by_name_or_index::<StringArray>(record_batch, "info", 35, DataType::Utf8)?;
379    let ts_event_values = extract_column_by_name_or_index::<UInt64Array>(
380        record_batch,
381        "ts_event",
382        36,
383        DataType::UInt64,
384    )?;
385    let ts_init_values = extract_column_by_name_or_index::<UInt64Array>(
386        record_batch,
387        "ts_init",
388        37,
389        DataType::UInt64,
390    )?;
391
392    let mut result = Vec::with_capacity(num_rows);
393
394    for i in 0..num_rows {
395        let id = InstrumentId::from_str(id_values.value(i))
396            .map_err(|e| EncodingError::ParseError("id", format!("row {i}: {e}")))?;
397        let raw_symbol = Symbol::from(raw_symbol_values.value(i));
398        let currency = super::decode_currency(
399            currency_values.value(i),
400            "currency",
401            "betting_instrument.currency",
402            i,
403        )?;
404        let event_type_id = event_type_id_values.value(i);
405        let event_type_name = Ustr::from(event_type_name_values.value(i));
406        let competition_id = competition_id_values.value(i);
407        let competition_name = Ustr::from(competition_name_values.value(i));
408        let event_id = event_id_values.value(i);
409        let event_name = Ustr::from(event_name_values.value(i));
410        let event_country_code = Ustr::from(event_country_code_values.value(i));
411        let event_open_date = nautilus_core::UnixNanos::from(event_open_date_values.value(i));
412        let betting_type = Ustr::from(betting_type_values.value(i));
413        let market_id = Ustr::from(market_id_values.value(i));
414        let market_name = Ustr::from(market_name_values.value(i));
415        let market_type = Ustr::from(market_type_values.value(i));
416        let market_start_time = nautilus_core::UnixNanos::from(market_start_time_values.value(i));
417        let selection_id = selection_id_values.value(i);
418        let selection_name = Ustr::from(selection_name_values.value(i));
419        let selection_handicap = selection_handicap_values.value(i);
420        let price_prec = price_precision_values.value(i);
421        let size_prec = size_precision_values.value(i);
422
423        let price_increment = Price::from_str(price_increment_values.value(i))
424            .map_err(|e| EncodingError::ParseError("price_increment", format!("row {i}: {e}")))?;
425        let size_increment = Quantity::from_str(size_increment_values.value(i))
426            .map_err(|e| EncodingError::ParseError("size_increment", format!("row {i}: {e}")))?;
427
428        let margin_init = Decimal::from_str(margin_init_values.value(i))
429            .map_err(|e| EncodingError::ParseError("margin_init", format!("row {i}: {e}")))?;
430        let margin_maint = Decimal::from_str(margin_maint_values.value(i))
431            .map_err(|e| EncodingError::ParseError("margin_maint", format!("row {i}: {e}")))?;
432        let maker_fee = Decimal::from_str(maker_fee_values.value(i))
433            .map_err(|e| EncodingError::ParseError("maker_fee", format!("row {i}: {e}")))?;
434        let taker_fee = Decimal::from_str(taker_fee_values.value(i))
435            .map_err(|e| EncodingError::ParseError("taker_fee", format!("row {i}: {e}")))?;
436
437        let info = if info_values.is_null(i) {
438            None
439        } else {
440            let info_json = info_values
441                .as_any()
442                .downcast_ref::<StringArray>()
443                .ok_or_else(|| EncodingError::ParseError("info", format!("row {i}: invalid type")))?
444                .value(i);
445
446            match serde_json::from_str::<Params>(info_json) {
447                Ok(info_dict) => Some(info_dict),
448                Err(e) => {
449                    return Err(EncodingError::ParseError(
450                        "info",
451                        format!("row {i}: failed to deserialize JSON: {e}"),
452                    ));
453                }
454            }
455        };
456
457        let ts_event = nautilus_core::UnixNanos::from(ts_event_values.value(i));
458        let ts_init = nautilus_core::UnixNanos::from(ts_init_values.value(i));
459
460        let tick_scheme = optional_ustr_value(tick_scheme_values, i);
461
462        let max_notional = match max_notional_values {
463            Some(column) if !column.is_null(i) => {
464                Some(Money::from_str(column.value(i)).map_err(|e| {
465                    EncodingError::ParseError("max_notional", format!("row {i}: {e}"))
466                })?)
467            }
468            _ => None,
469        };
470
471        let min_notional = match min_notional_values {
472            Some(column) if !column.is_null(i) => {
473                Some(Money::from_str(column.value(i)).map_err(|e| {
474                    EncodingError::ParseError("min_notional", format!("row {i}: {e}"))
475                })?)
476            }
477            _ => None,
478        };
479
480        let betting_instrument = BettingInstrument::builder()
481            .instrument_id(id)
482            .raw_symbol(raw_symbol)
483            .event_type_id(event_type_id)
484            .event_type_name(event_type_name)
485            .competition_id(competition_id)
486            .competition_name(competition_name)
487            .event_id(event_id)
488            .event_name(event_name)
489            .event_country_code(event_country_code)
490            .event_open_date(event_open_date)
491            .betting_type(betting_type)
492            .market_id(market_id)
493            .market_name(market_name)
494            .market_type(market_type)
495            .market_start_time(market_start_time)
496            .selection_id(selection_id)
497            .selection_name(selection_name)
498            .selection_handicap(selection_handicap)
499            .currency(currency)
500            .price_precision(price_prec)
501            .size_precision(size_prec)
502            .price_increment(price_increment)
503            .size_increment(size_increment)
504            .maybe_max_quantity(super::optional_quantity_value(
505                max_quantity_values,
506                "max_quantity",
507                i,
508            )?)
509            .maybe_min_quantity(super::optional_quantity_value(
510                min_quantity_values,
511                "min_quantity",
512                i,
513            )?)
514            .maybe_max_notional(max_notional)
515            .maybe_min_notional(min_notional)
516            .maybe_max_price(super::optional_price_value(
517                max_price_values,
518                "max_price",
519                i,
520            )?)
521            .maybe_min_price(super::optional_price_value(
522                min_price_values,
523                "min_price",
524                i,
525            )?)
526            .margin_init(margin_init)
527            .margin_maint(margin_maint)
528            .maker_fee(maker_fee)
529            .taker_fee(taker_fee)
530            .maybe_tick_scheme(tick_scheme)
531            .maybe_info(info)
532            .ts_event(ts_event)
533            .ts_init(ts_init)
534            .build()
535            .map_err(|e| super::instrument_validation_error::<BettingInstrument>(i, e))?;
536
537        result.push(betting_instrument);
538    }
539
540    Ok(result)
541}
542
543#[cfg(test)]
544mod tests {
545    use std::{collections::HashMap, sync::Arc};
546
547    use arrow::{array::UInt8Array, record_batch::RecordBatch};
548    use nautilus_model::instruments::stubs::betting;
549    use rstest::rstest;
550
551    use super::*;
552    use crate::arrow::EncodeToRecordBatch;
553
554    const PRICE_PRECISION_COLUMN: usize = 20;
555    const SIZE_PRECISION_COLUMN: usize = 21;
556
557    fn betting_batch_with_precision(column_index: usize, precision: u8) -> RecordBatch {
558        betting_batch_with_precision_values(column_index, &[precision])
559    }
560
561    fn betting_batch_with_precision_values(column_index: usize, precisions: &[u8]) -> RecordBatch {
562        let instruments = vec![betting(); precisions.len()];
563        let batch = BettingInstrument::encode_batch(&HashMap::new(), &instruments).unwrap();
564        let mut columns = batch.columns().to_vec();
565        columns[column_index] = Arc::new(UInt8Array::from(precisions.to_vec()));
566
567        record_batch_with_timestamps(batch.schema(), columns).unwrap()
568    }
569
570    #[rstest]
571    fn decode_betting_instrument_invalid_price_precision_returns_error() {
572        let batch = betting_batch_with_precision(PRICE_PRECISION_COLUMN, u8::MAX);
573        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
574
575        match error {
576            EncodingError::ParseError(field, message) => {
577                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
578                assert!(message.starts_with("row 0:"));
579                assert!(message.contains("price_increment"));
580                assert!(message.contains("precision"));
581            }
582            _ => panic!("Expected instrument parse error, was: {error}"),
583        }
584    }
585
586    #[rstest]
587    fn decode_betting_instrument_invalid_second_row_precision_reports_row_index() {
588        let batch = betting_batch_with_precision_values(PRICE_PRECISION_COLUMN, &[2, u8::MAX]);
589        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
590
591        match error {
592            EncodingError::ParseError(field, message) => {
593                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
594                assert!(message.starts_with("row 1:"));
595                assert!(message.contains("price_increment"));
596                assert!(message.contains("precision"));
597            }
598            _ => panic!("Expected instrument parse error, was: {error}"),
599        }
600    }
601
602    #[rstest]
603    fn decode_betting_instrument_invalid_size_precision_returns_error() {
604        let batch = betting_batch_with_precision(SIZE_PRECISION_COLUMN, u8::MAX);
605        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
606
607        match error {
608            EncodingError::ParseError(field, message) => {
609                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
610                assert!(message.starts_with("row 0:"));
611                assert!(message.contains("size_increment"));
612                assert!(message.contains("precision"));
613            }
614            _ => panic!("Expected instrument parse error, was: {error}"),
615        }
616    }
617
618    #[rstest]
619    fn decode_betting_instrument_invalid_default_price_increment_returns_error() {
620        let batch = betting_batch_with_precision(PRICE_PRECISION_COLUMN, 1);
621        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
622
623        match error {
624            EncodingError::ParseError(field, message) => {
625                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
626                assert!(message.starts_with("row 0:"));
627                assert!(message.contains("BettingInstrument"));
628                assert!(message.contains("price_increment"));
629            }
630            _ => panic!("Expected instrument parse error, was: {error}"),
631        }
632    }
633}
nautilus_serialization/arrow/instrument/betting.rs

nautilus_serialization/arrow/instrument/
betting.rs
