nautilus-common 0.56.0

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use ahash::HashMap;
use nautilus_core::python::to_pyvalue_err;
use nautilus_model::enums::PriceType;
use pyo3::prelude::*;
use ustr::Ustr;

use crate::xrate::get_exchange_rate;

/// Calculates the exchange rate between two currencies using provided bid and ask quotes.
///
/// This function builds a graph of direct conversion rates from the quotes and uses a DFS to
/// accumulate the conversion rate along a valid conversion path. While a full Floyd–Warshall
/// algorithm could compute all-pairs conversion rates, the DFS approach here provides a quick
/// solution for a single conversion query.
#[pyfunction]
#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.common")]
#[pyo3(name = "get_exchange_rate")]
#[pyo3(signature = (from_currency, to_currency, price_type, quotes_bid, quotes_ask))]
pub fn py_get_exchange_rate(
    from_currency: &str,
    to_currency: &str,
    price_type: PriceType,
    quotes_bid: HashMap<String, f64>,
    quotes_ask: HashMap<String, f64>,
) -> PyResult<Option<f64>> {
    get_exchange_rate(
        Ustr::from(from_currency),
        Ustr::from(to_currency),
        price_type,
        quotes_bid.into_iter().collect(),
        quotes_ask.into_iter().collect(),
    )
    .map_err(to_pyvalue_err)
}