nautilus_serialization/arrow/instrument/
crypto_option.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 CryptoOption instruments.
17
18use std::{borrow::Borrow, collections::HashMap, str::FromStr, sync::Arc};
19
20use arrow::{
21    array::{
22        Array, BooleanArray, BooleanBuilder, StringArray, StringBuilder, UInt8Array, UInt64Array,
23    },
24    datatypes::{DataType, Field, Schema},
25    error::ArrowError,
26    record_batch::RecordBatch,
27};
28use nautilus_core::Params;
29use nautilus_model::{
30    enums::OptionKind,
31    identifiers::{InstrumentId, Symbol},
32    instruments::crypto_option::CryptoOption,
33    types::{money::Money, price::Price, quantity::Quantity},
34};
35use rust_decimal::Decimal;
36
37use super::KEY_CLASS;
38use crate::arrow::{
39    ArrowSchemaProvider, EncodeToRecordBatch, EncodingError, KEY_INSTRUMENT_ID,
40    KEY_PRICE_PRECISION, KEY_SIZE_PRECISION, extract_column, extract_column_by_name_or_index,
41    extract_optional_string_column_by_name, json_string_field, optional_ustr_value,
42    record_batch_with_timestamps, record_batch_with_u64_timestamps, timestamp_data_type,
43};
44
45impl ArrowSchemaProvider for CryptoOption {
46    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
47        let fields = vec![
48            Field::new("id", DataType::Utf8, false),
49            Field::new("raw_symbol", DataType::Utf8, false),
50            Field::new("underlying", DataType::Utf8, false),
51            Field::new("quote_currency", DataType::Utf8, false),
52            Field::new("settlement_currency", DataType::Utf8, false),
53            Field::new("is_inverse", DataType::Boolean, false),
54            Field::new("option_kind", DataType::Utf8, false),
55            Field::new("strike_price", DataType::Utf8, false),
56            Field::new("activation_ns", timestamp_data_type(), false),
57            Field::new("expiration_ns", timestamp_data_type(), false),
58            Field::new("price_precision", DataType::UInt8, false),
59            Field::new("size_precision", DataType::UInt8, false),
60            Field::new("price_increment", DataType::Utf8, false),
61            Field::new("size_increment", DataType::Utf8, false),
62            Field::new("multiplier", DataType::Utf8, false),
63            Field::new("lot_size", DataType::Utf8, true),
64            Field::new("max_quantity", DataType::Utf8, true), // nullable
65            Field::new("min_quantity", DataType::Utf8, true), // nullable
66            Field::new("max_notional", DataType::Utf8, true), // nullable
67            Field::new("min_notional", DataType::Utf8, true), // nullable
68            Field::new("max_price", DataType::Utf8, true),    // nullable
69            Field::new("min_price", DataType::Utf8, true),    // nullable
70            Field::new("margin_init", DataType::Utf8, false),
71            Field::new("margin_maint", DataType::Utf8, false),
72            Field::new("maker_fee", DataType::Utf8, false),
73            Field::new("taker_fee", DataType::Utf8, false),
74            Field::new("tick_scheme", DataType::Utf8, true),
75            json_string_field("info", true),
76            Field::new("ts_event", timestamp_data_type(), false),
77            Field::new("ts_init", timestamp_data_type(), false),
78        ];
79
80        let mut final_metadata = HashMap::new();
81        final_metadata.insert(KEY_CLASS.to_string(), "CryptoOption".to_string());
82
83        if let Some(meta) = metadata {
84            final_metadata.extend(meta);
85        }
86
87        Schema::new_with_metadata(fields, final_metadata)
88    }
89}
90
91impl EncodeToRecordBatch for CryptoOption {
92    fn encode_batch<T>(
93        #[allow(unused)] metadata: &HashMap<String, String>,
94        data: &[T],
95    ) -> Result<RecordBatch, ArrowError>
96    where
97        T: std::borrow::Borrow<Self>,
98    {
99        let mut id_builder = StringBuilder::new();
100        let mut raw_symbol_builder = StringBuilder::new();
101        let mut underlying_builder = StringBuilder::new();
102        let mut quote_currency_builder = StringBuilder::new();
103        let mut settlement_currency_builder = StringBuilder::new();
104        let mut is_inverse_builder = BooleanBuilder::new();
105        let mut option_kind_builder = StringBuilder::new();
106        let mut strike_price_builder = StringBuilder::new();
107        let mut activation_ns_builder = UInt64Array::builder(data.len());
108        let mut expiration_ns_builder = UInt64Array::builder(data.len());
109        let mut price_precision_builder = UInt8Array::builder(data.len());
110        let mut size_precision_builder = UInt8Array::builder(data.len());
111        let mut price_increment_builder = StringBuilder::new();
112        let mut size_increment_builder = StringBuilder::new();
113        let mut multiplier_builder = StringBuilder::new();
114        let mut lot_size_builder = StringBuilder::new();
115        let mut max_quantity_builder = StringBuilder::new();
116        let mut min_quantity_builder = StringBuilder::new();
117        let mut max_notional_builder = StringBuilder::new();
118        let mut min_notional_builder = StringBuilder::new();
119        let mut max_price_builder = StringBuilder::new();
120        let mut min_price_builder = StringBuilder::new();
121        let mut margin_init_builder = StringBuilder::new();
122        let mut margin_maint_builder = StringBuilder::new();
123        let mut maker_fee_builder = StringBuilder::new();
124        let mut taker_fee_builder = StringBuilder::new();
125        let mut tick_scheme_builder = StringBuilder::new();
126        let mut info_builder = StringBuilder::new();
127        let mut ts_event_builder = UInt64Array::builder(data.len());
128        let mut ts_init_builder = UInt64Array::builder(data.len());
129
130        for co in data.iter().map(Borrow::borrow) {
131            id_builder.append_value(co.id.to_string());
132            raw_symbol_builder.append_value(co.raw_symbol);
133            underlying_builder.append_value(co.underlying.to_string());
134            quote_currency_builder.append_value(co.quote_currency.to_string());
135            settlement_currency_builder.append_value(co.settlement_currency.to_string());
136            is_inverse_builder.append_value(co.is_inverse);
137            option_kind_builder.append_value(co.option_kind);
138            strike_price_builder.append_value(co.strike_price.to_string());
139            activation_ns_builder.append_value(co.activation_ns.as_u64());
140            expiration_ns_builder.append_value(co.expiration_ns.as_u64());
141            price_precision_builder.append_value(co.price_precision);
142            size_precision_builder.append_value(co.size_precision);
143            price_increment_builder.append_value(co.price_increment.to_string());
144            size_increment_builder.append_value(co.size_increment.to_string());
145            multiplier_builder.append_value(co.multiplier.to_string());
146            lot_size_builder.append_value(co.lot_size.to_string());
147
148            if let Some(max_qty) = co.max_quantity {
149                max_quantity_builder.append_value(max_qty.to_string());
150            } else {
151                max_quantity_builder.append_null();
152            }
153
154            if let Some(min_qty) = co.min_quantity {
155                min_quantity_builder.append_value(min_qty.to_string());
156            } else {
157                min_quantity_builder.append_null();
158            }
159
160            if let Some(max_not) = co.max_notional {
161                max_notional_builder.append_value(max_not.to_string());
162            } else {
163                max_notional_builder.append_null();
164            }
165
166            if let Some(min_not) = co.min_notional {
167                min_notional_builder.append_value(min_not.to_string());
168            } else {
169                min_notional_builder.append_null();
170            }
171
172            if let Some(max_p) = co.max_price {
173                max_price_builder.append_value(max_p.to_string());
174            } else {
175                max_price_builder.append_null();
176            }
177
178            if let Some(min_p) = co.min_price {
179                min_price_builder.append_value(min_p.to_string());
180            } else {
181                min_price_builder.append_null();
182            }
183
184            margin_init_builder.append_value(co.margin_init.to_string());
185            margin_maint_builder.append_value(co.margin_maint.to_string());
186            maker_fee_builder.append_value(co.maker_fee.to_string());
187            taker_fee_builder.append_value(co.taker_fee.to_string());
188
189            if let Some(tick_scheme) = co.tick_scheme {
190                tick_scheme_builder.append_value(tick_scheme);
191            } else {
192                tick_scheme_builder.append_null();
193            }
194
195            if let Some(ref info) = co.info {
196                match serde_json::to_string(info) {
197                    Ok(json) => {
198                        info_builder.append_value(json);
199                    }
200                    Err(e) => {
201                        return Err(ArrowError::InvalidArgumentError(format!(
202                            "Failed to serialize info dict to JSON: {e}"
203                        )));
204                    }
205                }
206            } else {
207                info_builder.append_null();
208            }
209
210            ts_event_builder.append_value(co.ts_event.as_u64());
211            ts_init_builder.append_value(co.ts_init.as_u64());
212        }
213
214        let mut final_metadata = metadata.clone();
215        final_metadata.insert(KEY_CLASS.to_string(), "CryptoOption".to_string());
216
217        record_batch_with_timestamps(
218            Self::get_schema(Some(final_metadata)).into(),
219            vec![
220                Arc::new(id_builder.finish()),
221                Arc::new(raw_symbol_builder.finish()),
222                Arc::new(underlying_builder.finish()),
223                Arc::new(quote_currency_builder.finish()),
224                Arc::new(settlement_currency_builder.finish()),
225                Arc::new(is_inverse_builder.finish()),
226                Arc::new(option_kind_builder.finish()),
227                Arc::new(strike_price_builder.finish()),
228                Arc::new(activation_ns_builder.finish()),
229                Arc::new(expiration_ns_builder.finish()),
230                Arc::new(price_precision_builder.finish()),
231                Arc::new(size_precision_builder.finish()),
232                Arc::new(price_increment_builder.finish()),
233                Arc::new(size_increment_builder.finish()),
234                Arc::new(multiplier_builder.finish()),
235                Arc::new(lot_size_builder.finish()),
236                Arc::new(max_quantity_builder.finish()),
237                Arc::new(min_quantity_builder.finish()),
238                Arc::new(max_notional_builder.finish()),
239                Arc::new(min_notional_builder.finish()),
240                Arc::new(max_price_builder.finish()),
241                Arc::new(min_price_builder.finish()),
242                Arc::new(margin_init_builder.finish()),
243                Arc::new(margin_maint_builder.finish()),
244                Arc::new(maker_fee_builder.finish()),
245                Arc::new(taker_fee_builder.finish()),
246                Arc::new(tick_scheme_builder.finish()),
247                Arc::new(info_builder.finish()),
248                Arc::new(ts_event_builder.finish()),
249                Arc::new(ts_init_builder.finish()),
250            ],
251        )
252    }
253
254    fn metadata(&self) -> HashMap<String, String> {
255        let mut metadata = HashMap::new();
256        metadata.insert(KEY_INSTRUMENT_ID.to_string(), self.id.to_string());
257        metadata.insert(
258            KEY_PRICE_PRECISION.to_string(),
259            self.price_precision.to_string(),
260        );
261        metadata.insert(
262            KEY_SIZE_PRECISION.to_string(),
263            self.size_precision.to_string(),
264        );
265        metadata
266    }
267}
268
269/// Decodes [`CryptoOption`] instruments from a record batch.
270///
271/// Not a [`DecodeFromRecordBatch`] implementation because that trait requires `Into<Data>`.
272///
273/// # Errors
274///
275/// Returns an `EncodingError` if the record batch cannot be decoded.
276///
277/// [`DecodeFromRecordBatch`]: crate::arrow::DecodeFromRecordBatch
278pub fn decode_crypto_option_batch(
279    #[allow(unused)] metadata: &HashMap<String, String>,
280    record_batch: &RecordBatch,
281) -> Result<Vec<CryptoOption>, EncodingError> {
282    let record_batch = record_batch_with_u64_timestamps(record_batch)?;
283    let record_batch = &record_batch;
284    let cols = record_batch.columns();
285    let num_rows = record_batch.num_rows();
286
287    let id_values = extract_column::<StringArray>(cols, "id", 0, DataType::Utf8)?;
288    let raw_symbol_values = extract_column::<StringArray>(cols, "raw_symbol", 1, DataType::Utf8)?;
289    let underlying_values = extract_column::<StringArray>(cols, "underlying", 2, DataType::Utf8)?;
290    let quote_currency_values =
291        extract_column::<StringArray>(cols, "quote_currency", 3, DataType::Utf8)?;
292    let settlement_currency_values =
293        extract_column::<StringArray>(cols, "settlement_currency", 4, DataType::Utf8)?;
294    let is_inverse_values =
295        extract_column::<BooleanArray>(cols, "is_inverse", 5, DataType::Boolean)?;
296    let option_kind_values = extract_column::<StringArray>(cols, "option_kind", 6, DataType::Utf8)?;
297    let strike_price_values =
298        extract_column::<StringArray>(cols, "strike_price", 7, DataType::Utf8)?;
299    let activation_ns_values =
300        extract_column::<UInt64Array>(cols, "activation_ns", 8, DataType::UInt64)?;
301    let expiration_ns_values =
302        extract_column::<UInt64Array>(cols, "expiration_ns", 9, DataType::UInt64)?;
303    let price_precision_values =
304        extract_column::<UInt8Array>(cols, "price_precision", 10, DataType::UInt8)?;
305    let size_precision_values =
306        extract_column::<UInt8Array>(cols, "size_precision", 11, DataType::UInt8)?;
307    let price_increment_values =
308        extract_column::<StringArray>(cols, "price_increment", 12, DataType::Utf8)?;
309    let size_increment_values =
310        extract_column::<StringArray>(cols, "size_increment", 13, DataType::Utf8)?;
311    let multiplier_values = extract_column::<StringArray>(cols, "multiplier", 14, DataType::Utf8)?;
312    let lot_size_values = record_batch
313        .schema()
314        .index_of("lot_size")
315        .ok()
316        .map(|index| extract_column::<StringArray>(cols, "lot_size", index, DataType::Utf8))
317        .transpose()?;
318    let lot_size_offset = usize::from(lot_size_values.is_some());
319    let max_quantity_values = cols
320        .get(15 + lot_size_offset)
321        .ok_or_else(|| EncodingError::MissingColumn("max_quantity", 15 + lot_size_offset))?;
322    let min_quantity_values = cols
323        .get(16 + lot_size_offset)
324        .ok_or_else(|| EncodingError::MissingColumn("min_quantity", 16 + lot_size_offset))?;
325    let max_notional_values = cols
326        .get(17 + lot_size_offset)
327        .ok_or_else(|| EncodingError::MissingColumn("max_notional", 17 + lot_size_offset))?;
328    let min_notional_values = cols
329        .get(18 + lot_size_offset)
330        .ok_or_else(|| EncodingError::MissingColumn("min_notional", 18 + lot_size_offset))?;
331    let max_price_values = cols
332        .get(19 + lot_size_offset)
333        .ok_or_else(|| EncodingError::MissingColumn("max_price", 19 + lot_size_offset))?;
334    let min_price_values = cols
335        .get(20 + lot_size_offset)
336        .ok_or_else(|| EncodingError::MissingColumn("min_price", 20 + lot_size_offset))?;
337    let margin_init_values =
338        extract_column::<StringArray>(cols, "margin_init", 21 + lot_size_offset, DataType::Utf8)?;
339    let margin_maint_values =
340        extract_column::<StringArray>(cols, "margin_maint", 22 + lot_size_offset, DataType::Utf8)?;
341    let maker_fee_values =
342        extract_column::<StringArray>(cols, "maker_fee", 23 + lot_size_offset, DataType::Utf8)?;
343    let taker_fee_values =
344        extract_column::<StringArray>(cols, "taker_fee", 24 + lot_size_offset, DataType::Utf8)?;
345    let tick_scheme_values = extract_optional_string_column_by_name(record_batch, "tick_scheme")?;
346    let info_values = extract_column_by_name_or_index::<StringArray>(
347        record_batch,
348        "info",
349        25 + lot_size_offset,
350        DataType::Utf8,
351    )?;
352    let ts_event_values = extract_column_by_name_or_index::<UInt64Array>(
353        record_batch,
354        "ts_event",
355        26 + lot_size_offset,
356        DataType::UInt64,
357    )?;
358    let ts_init_values = extract_column_by_name_or_index::<UInt64Array>(
359        record_batch,
360        "ts_init",
361        27 + lot_size_offset,
362        DataType::UInt64,
363    )?;
364
365    let mut result = Vec::with_capacity(num_rows);
366
367    for i in 0..num_rows {
368        let id = InstrumentId::from_str(id_values.value(i))
369            .map_err(|e| EncodingError::ParseError("id", format!("row {i}: {e}")))?;
370        let raw_symbol = Symbol::from(raw_symbol_values.value(i));
371        let underlying = super::decode_currency(
372            underlying_values.value(i),
373            "underlying",
374            "crypto_option.underlying",
375            i,
376        )?;
377        let quote_currency = super::decode_currency(
378            quote_currency_values.value(i),
379            "quote_currency",
380            "crypto_option.quote_currency",
381            i,
382        )?;
383        let settlement_currency = super::decode_currency(
384            settlement_currency_values.value(i),
385            "settlement_currency",
386            "crypto_option.settlement_currency",
387            i,
388        )?;
389        let is_inverse = is_inverse_values.value(i);
390        let option_kind = OptionKind::from_str(option_kind_values.value(i))
391            .map_err(|e| EncodingError::ParseError("option_kind", format!("row {i}: {e}")))?;
392        let strike_price = Price::from_str(strike_price_values.value(i))
393            .map_err(|e| EncodingError::ParseError("strike_price", format!("row {i}: {e}")))?;
394        let activation_ns = nautilus_core::UnixNanos::from(activation_ns_values.value(i));
395        let expiration_ns = nautilus_core::UnixNanos::from(expiration_ns_values.value(i));
396        let price_prec = price_precision_values.value(i);
397        let size_prec = size_precision_values.value(i);
398
399        let price_increment = Price::from_str(price_increment_values.value(i))
400            .map_err(|e| EncodingError::ParseError("price_increment", format!("row {i}: {e}")))?;
401        let size_increment = Quantity::from_str(size_increment_values.value(i))
402            .map_err(|e| EncodingError::ParseError("size_increment", format!("row {i}: {e}")))?;
403        let multiplier = Quantity::from_str(multiplier_values.value(i))
404            .map_err(|e| EncodingError::ParseError("multiplier", format!("row {i}: {e}")))?;
405        let lot_size =
406            if let Some(values) = lot_size_values {
407                if values.is_null(i) {
408                    None
409                } else {
410                    Some(Quantity::from_str(values.value(i)).map_err(|e| {
411                        EncodingError::ParseError("lot_size", format!("row {i}: {e}"))
412                    })?)
413                }
414            } else {
415                None
416            };
417
418        let max_quantity =
419            if max_quantity_values.is_null(i) {
420                None
421            } else {
422                let max_qty_str = max_quantity_values
423                    .as_any()
424                    .downcast_ref::<StringArray>()
425                    .ok_or_else(|| {
426                        EncodingError::ParseError("max_quantity", format!("row {i}: invalid type"))
427                    })?
428                    .value(i);
429                Some(Quantity::from_str(max_qty_str).map_err(|e| {
430                    EncodingError::ParseError("max_quantity", format!("row {i}: {e}"))
431                })?)
432            };
433
434        let min_quantity =
435            if min_quantity_values.is_null(i) {
436                None
437            } else {
438                let min_qty_str = min_quantity_values
439                    .as_any()
440                    .downcast_ref::<StringArray>()
441                    .ok_or_else(|| {
442                        EncodingError::ParseError("min_quantity", format!("row {i}: invalid type"))
443                    })?
444                    .value(i);
445                Some(Quantity::from_str(min_qty_str).map_err(|e| {
446                    EncodingError::ParseError("min_quantity", format!("row {i}: {e}"))
447                })?)
448            };
449
450        let max_notional =
451            if max_notional_values.is_null(i) {
452                None
453            } else {
454                let max_not_str = max_notional_values
455                    .as_any()
456                    .downcast_ref::<StringArray>()
457                    .ok_or_else(|| {
458                        EncodingError::ParseError("max_notional", format!("row {i}: invalid type"))
459                    })?
460                    .value(i);
461                Some(Money::from_str(max_not_str).map_err(|e| {
462                    EncodingError::ParseError("max_notional", format!("row {i}: {e}"))
463                })?)
464            };
465
466        let min_notional =
467            if min_notional_values.is_null(i) {
468                None
469            } else {
470                let min_not_str = min_notional_values
471                    .as_any()
472                    .downcast_ref::<StringArray>()
473                    .ok_or_else(|| {
474                        EncodingError::ParseError("min_notional", format!("row {i}: invalid type"))
475                    })?
476                    .value(i);
477                Some(Money::from_str(min_not_str).map_err(|e| {
478                    EncodingError::ParseError("min_notional", format!("row {i}: {e}"))
479                })?)
480            };
481
482        let max_price = if max_price_values.is_null(i) {
483            None
484        } else {
485            let max_p_str = max_price_values
486                .as_any()
487                .downcast_ref::<StringArray>()
488                .ok_or_else(|| {
489                    EncodingError::ParseError("max_price", format!("row {i}: invalid type"))
490                })?
491                .value(i);
492            Some(
493                Price::from_str(max_p_str)
494                    .map_err(|e| EncodingError::ParseError("max_price", format!("row {i}: {e}")))?,
495            )
496        };
497
498        let min_price = if min_price_values.is_null(i) {
499            None
500        } else {
501            let min_p_str = min_price_values
502                .as_any()
503                .downcast_ref::<StringArray>()
504                .ok_or_else(|| {
505                    EncodingError::ParseError("min_price", format!("row {i}: invalid type"))
506                })?
507                .value(i);
508            Some(
509                Price::from_str(min_p_str)
510                    .map_err(|e| EncodingError::ParseError("min_price", format!("row {i}: {e}")))?,
511            )
512        };
513
514        let margin_init = Decimal::from_str(margin_init_values.value(i))
515            .map_err(|e| EncodingError::ParseError("margin_init", format!("row {i}: {e}")))?;
516        let margin_maint = Decimal::from_str(margin_maint_values.value(i))
517            .map_err(|e| EncodingError::ParseError("margin_maint", format!("row {i}: {e}")))?;
518        let maker_fee = Decimal::from_str(maker_fee_values.value(i))
519            .map_err(|e| EncodingError::ParseError("maker_fee", format!("row {i}: {e}")))?;
520        let taker_fee = Decimal::from_str(taker_fee_values.value(i))
521            .map_err(|e| EncodingError::ParseError("taker_fee", format!("row {i}: {e}")))?;
522
523        let info = if info_values.is_null(i) {
524            None
525        } else {
526            let info_json = info_values
527                .as_any()
528                .downcast_ref::<StringArray>()
529                .ok_or_else(|| EncodingError::ParseError("info", format!("row {i}: invalid type")))?
530                .value(i);
531
532            match serde_json::from_str::<Params>(info_json) {
533                Ok(info_dict) => Some(info_dict),
534                Err(e) => {
535                    return Err(EncodingError::ParseError(
536                        "info",
537                        format!("row {i}: failed to deserialize JSON: {e}"),
538                    ));
539                }
540            }
541        };
542
543        let ts_event = nautilus_core::UnixNanos::from(ts_event_values.value(i));
544        let ts_init = nautilus_core::UnixNanos::from(ts_init_values.value(i));
545
546        let tick_scheme = optional_ustr_value(tick_scheme_values, i);
547
548        let crypto_option = CryptoOption::builder()
549            .instrument_id(id)
550            .raw_symbol(raw_symbol)
551            .underlying(underlying)
552            .quote_currency(quote_currency)
553            .settlement_currency(settlement_currency)
554            .is_inverse(is_inverse)
555            .option_kind(option_kind)
556            .strike_price(strike_price)
557            .activation_ns(activation_ns)
558            .expiration_ns(expiration_ns)
559            .price_precision(price_prec)
560            .size_precision(size_prec)
561            .price_increment(price_increment)
562            .size_increment(size_increment)
563            .multiplier(multiplier)
564            .maybe_lot_size(lot_size)
565            .maybe_max_quantity(max_quantity)
566            .maybe_min_quantity(min_quantity)
567            .maybe_max_notional(max_notional)
568            .maybe_min_notional(min_notional)
569            .maybe_max_price(max_price)
570            .maybe_min_price(min_price)
571            .margin_init(margin_init)
572            .margin_maint(margin_maint)
573            .maker_fee(maker_fee)
574            .taker_fee(taker_fee)
575            .maybe_tick_scheme(tick_scheme)
576            .maybe_info(info)
577            .ts_event(ts_event)
578            .ts_init(ts_init)
579            .build()
580            .map_err(|e| super::instrument_validation_error::<CryptoOption>(i, e))?;
581
582        result.push(crypto_option);
583    }
584
585    Ok(result)
586}
nautilus_serialization/arrow/instrument/crypto_option.rs

nautilus_serialization/arrow/instrument/
crypto_option.rs
