nautilus-common 0.66.0

// -------------------------------------------------------------------------------------------------
//  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 std::num::NonZeroUsize;

use jiff::Timestamp;
use nautilus_core::{Params, UUID4, UnixNanos};
use nautilus_model::{
    data::{BarType, DataType},
    identifiers::{ClientId, InstrumentId, OptionSeriesId, Venue},
};
use serde::{Deserialize, Serialize};

use super::check_client_id_or_venue;

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestCustomData {
    pub client_id: ClientId,
    pub data_type: DataType,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestCustomData {
    /// Creates a new [`RequestCustomData`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        client_id: ClientId,
        data_type: DataType,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            client_id,
            data_type,
            start,
            end,
            limit,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestInstrument {
    pub instrument_id: InstrumentId,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestInstrument {
    /// Creates a new [`RequestInstrument`] instance.
    pub fn new(
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            start,
            end,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestInstruments {
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub client_id: Option<ClientId>,
    pub venue: Option<Venue>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestInstruments {
    /// Creates a new [`RequestInstruments`] instance.
    pub fn new(
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        client_id: Option<ClientId>,
        venue: Option<Venue>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        check_client_id_or_venue(&client_id, &venue);
        Self {
            start,
            end,
            client_id,
            venue,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestBookSnapshot {
    pub instrument_id: InstrumentId,
    pub depth: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestBookSnapshot {
    /// Creates a new [`RequestBookSnapshot`] instance.
    pub fn new(
        instrument_id: InstrumentId,
        depth: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            depth,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestQuotes {
    pub instrument_id: InstrumentId,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestQuotes {
    /// Creates a new [`RequestQuotes`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            start,
            end,
            limit,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestTrades {
    pub instrument_id: InstrumentId,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestTrades {
    /// Creates a new [`RequestTrades`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            start,
            end,
            limit,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestFundingRates {
    pub instrument_id: InstrumentId,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestFundingRates {
    /// Creates a new [`RequestFundingRates`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            start,
            end,
            limit,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestOptionChainReferencePrice {
    pub series_id: OptionSeriesId,
    pub instrument_id: InstrumentId,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestOptionChainReferencePrice {
    /// Creates a new [`RequestOptionChainReferencePrice`] instance.
    pub fn new(
        series_id: OptionSeriesId,
        instrument_id: InstrumentId,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            series_id,
            instrument_id,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestBookDepth {
    pub instrument_id: InstrumentId,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub depth: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestBookDepth {
    /// Creates a new [`RequestBookDepth`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        depth: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            start,
            end,
            limit,
            depth,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestBookDeltas {
    pub instrument_id: InstrumentId,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestBookDeltas {
    /// Creates a new [`RequestBookDeltas`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        instrument_id: InstrumentId,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            instrument_id,
            start,
            end,
            limit,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestBars {
    pub bar_type: BarType,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub limit: Option<NonZeroUsize>,
    pub client_id: Option<ClientId>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
}

impl RequestBars {
    /// Creates a new [`RequestBars`] instance.
    #[expect(clippy::too_many_arguments)]
    pub fn new(
        bar_type: BarType,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<NonZeroUsize>,
        client_id: Option<ClientId>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
    ) -> Self {
        Self {
            bar_type,
            start,
            end,
            limit,
            client_id,
            request_id,
            ts_init,
            params,
        }
    }
}

/// A request to join multiple in-flight data requests under a single parent response.
///
/// The engine first issues a combined date-range request to bound the join window,
/// then fans out the leg responses through the request-pipeline machinery so the
/// caller receives one consolidated `DataResponse` keyed by the join `request_id`.
#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct RequestJoin {
    pub request_ids: Vec<UUID4>,
    pub start: Option<Timestamp>,
    pub end: Option<Timestamp>,
    pub request_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
    pub correlation_id: Option<UUID4>,
}

impl RequestJoin {
    /// Creates a new [`RequestJoin`] instance.
    ///
    /// # Panics
    ///
    /// Panics if `request_ids` is empty.
    pub fn new(
        request_ids: Vec<UUID4>,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        request_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
        correlation_id: Option<UUID4>,
    ) -> Self {
        assert!(!request_ids.is_empty(), "request_ids must not be empty");
        Self {
            request_ids,
            start,
            end,
            request_id,
            ts_init,
            params,
            correlation_id,
        }
    }

    /// Returns a fresh [`RequestJoin`] for the combined date-range bootstrap leg.
    ///
    /// The returned request inherits `request_ids` and `params`, carries the
    /// supplied dates, and sets `correlation_id` to the original request id so
    /// the response can be matched back to the parent join.
    #[must_use]
    pub fn with_dates(
        &self,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        ts_init: UnixNanos,
    ) -> Self {
        Self {
            request_ids: self.request_ids.clone(),
            start,
            end,
            request_id: UUID4::new(),
            ts_init,
            params: self.params.clone(),
            correlation_id: Some(self.request_id),
        }
    }
}

#[cfg(test)]
mod tests {
    use rstest::rstest;

    use super::*;

    fn leg_request_ids() -> Vec<UUID4> {
        vec![
            UUID4::from("00000000-0000-4000-8000-000000000001"),
            UUID4::from("00000000-0000-4000-8000-000000000002"),
        ]
    }

    fn join_request() -> RequestJoin {
        let mut params = Params::new();
        params.insert("venue".into(), "SIM".into());

        RequestJoin::new(
            leg_request_ids(),
            Some(Timestamp::from_second(1_700_000_000).unwrap()),
            Some(Timestamp::from_second(1_700_003_600).unwrap()),
            UUID4::from("00000000-0000-4000-8000-000000000003"),
            UnixNanos::from(7),
            Some(params),
            None,
        )
    }

    #[rstest]
    fn test_new_assigns_every_field() {
        let request = join_request();

        assert_eq!(request.request_ids, leg_request_ids());
        assert_eq!(
            request.request_id,
            UUID4::from("00000000-0000-4000-8000-000000000003")
        );
        assert_eq!(
            request.start,
            Some(Timestamp::from_second(1_700_000_000).unwrap())
        );
        assert_eq!(
            request.end,
            Some(Timestamp::from_second(1_700_003_600).unwrap())
        );
        assert_eq!(request.ts_init, UnixNanos::from(7));
        assert_eq!(
            request.params.as_ref().unwrap().get("venue"),
            Some(&"SIM".into())
        );
        assert_eq!(request.correlation_id, None);
    }

    #[rstest]
    #[should_panic(expected = "request_ids must not be empty")]
    fn test_new_rejects_empty_request_ids() {
        let _ = RequestJoin::new(
            Vec::new(),
            None,
            None,
            UUID4::new(),
            UnixNanos::from(1),
            None,
            None,
        );
    }

    #[rstest]
    fn test_with_dates_correlates_the_leg_back_to_the_parent() {
        let parent = join_request();
        let start = Timestamp::from_second(1_700_010_000).unwrap();
        let end = Timestamp::from_second(1_700_013_600).unwrap();

        let leg = parent.with_dates(Some(start), Some(end), UnixNanos::from(11));

        assert_eq!(leg.correlation_id, Some(parent.request_id));
        assert_ne!(leg.request_id, parent.request_id);
        assert_eq!(leg.request_ids, parent.request_ids);
        assert_eq!(leg.params, parent.params);
        assert_eq!(leg.start, Some(start));
        assert_eq!(leg.end, Some(end));
        assert_eq!(leg.ts_init, UnixNanos::from(11));
    }

    #[rstest]
    fn test_with_dates_replaces_rather_than_merges_the_parent_window() {
        let parent = join_request();

        let leg = parent.with_dates(None, None, UnixNanos::from(13));

        assert_eq!(leg.start, None);
        assert_eq!(leg.end, None);
        assert_eq!(leg.correlation_id, Some(parent.request_id));
    }

    #[rstest]
    fn test_with_dates_always_mints_a_fresh_request_id() {
        let parent = join_request();

        let first = parent.with_dates(None, None, UnixNanos::from(1));
        let second = parent.with_dates(None, None, UnixNanos::from(1));

        assert_ne!(first.request_id, second.request_id);
        assert_eq!(first.correlation_id, second.correlation_id);
    }
}