nautilus-databento 0.51.0

Databento data integration adapter for the Nautilus trading engine
Documentation
// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2025 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.
// -------------------------------------------------------------------------------------------------

//! Python bindings from [PyO3](https://pyo3.rs).

pub mod enums;
pub mod historical;
pub mod loader;
pub mod types;

#[cfg(feature = "live")]
pub mod live;

use pyo3::prelude::*;

/// Databento Python module.
///
/// The module is exposed under different paths depending on the build configuration:
/// - With `cython-compat` feature: `nautilus_trader.core.nautilus_pyo3.databento`
/// - Without `cython-compat`: `nautilus_trader.databento` (via re-export)
///
/// # Errors
///
/// Returns a `PyErr` if registering any module components fails.
#[pymodule]
pub fn databento(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
    m.add_class::<super::enums::DatabentoStatisticType>()?;
    m.add_class::<super::enums::DatabentoStatisticUpdateAction>()?;
    m.add_class::<super::types::DatabentoPublisher>()?;
    m.add_class::<super::types::DatabentoStatistics>()?;
    m.add_class::<super::types::DatabentoImbalance>()?;
    m.add_class::<super::loader::DatabentoDataLoader>()?;
    m.add_class::<historical::DatabentoHistoricalClient>()?;

    #[cfg(feature = "live")]
    m.add_class::<live::DatabentoLiveClient>()?;
    Ok(())
}