nautilus-databento 0.57.0

Databento integration adapter for the Nautilus trading engine
Documentation
// -------------------------------------------------------------------------------------------------
//  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.
// -------------------------------------------------------------------------------------------------

//! Common functions to support Databento adapter operations.

use std::{fmt::Debug, sync::LazyLock};

use databento::historical::DateTimeRange;
use nautilus_core::{UnixNanos, string::secret::REDACTED};
use nautilus_model::identifiers::{ClientId, Venue};
use time::OffsetDateTime;
use ustr::Ustr;
use zeroize::ZeroizeOnDrop;

/// Venue identifier string.
pub const DATABENTO: &str = "DATABENTO";

/// Static venue instance.
pub static DATABENTO_VENUE: LazyLock<Venue> = LazyLock::new(|| Venue::new(Ustr::from(DATABENTO)));

/// Static client ID instance.
pub static DATABENTO_CLIENT_ID: LazyLock<ClientId> =
    LazyLock::new(|| ClientId::new(Ustr::from(DATABENTO)));

pub const ALL_SYMBOLS: &str = "ALL_SYMBOLS";

/// API credentials required for Databento API requests.
#[derive(Clone, ZeroizeOnDrop)]
pub struct Credential {
    api_key: Box<[u8]>,
}

impl Debug for Credential {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        f.debug_struct(stringify!(Credential))
            .field("api_key", &REDACTED)
            .finish()
    }
}

impl Credential {
    /// Creates a new [`Credential`] instance from the API key.
    #[must_use]
    pub fn new(api_key: impl Into<String>) -> Self {
        let api_key_bytes = api_key.into().into_bytes();

        Self {
            api_key: api_key_bytes.into_boxed_slice(),
        }
    }

    /// Returns the API key associated with this credential.
    ///
    /// # Panics
    ///
    /// This method should never panic as the API key is always valid UTF-8,
    /// having been created from a String.
    #[must_use]
    pub fn api_key(&self) -> &str {
        std::str::from_utf8(&self.api_key).expect("API key is valid UTF-8")
    }

    /// Returns a masked version of the API key for logging purposes.
    ///
    /// Shows first 4 and last 4 characters with ellipsis in between.
    /// For keys shorter than 8 characters, shows asterisks only.
    #[must_use]
    pub fn api_key_masked(&self) -> String {
        nautilus_core::string::secret::mask_api_key(self.api_key())
    }
}

/// # Errors
///
/// Returns an error if converting `start` or `end` to `OffsetDateTime` fails.
pub fn get_date_time_range(start: UnixNanos, end: UnixNanos) -> anyhow::Result<DateTimeRange> {
    Ok(DateTimeRange::from((
        OffsetDateTime::from_unix_timestamp_nanos(i128::from(start.as_u64()))?,
        OffsetDateTime::from_unix_timestamp_nanos(i128::from(end.as_u64()))?,
    )))
}

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

    use super::*;

    #[rstest]
    #[case(
        UnixNanos::default(),
        UnixNanos::default(),
        "DateTimeRange { start: 1970-01-01 0:00:00.0 +00:00:00, end: 1970-01-01 0:00:00.0 +00:00:00 }"
    )]
    #[case(UnixNanos::default(), 1_000_000_000.into(), "DateTimeRange { start: 1970-01-01 0:00:00.0 +00:00:00, end: 1970-01-01 0:00:01.0 +00:00:00 }")]
    fn test_get_date_time_range(
        #[case] start: UnixNanos,
        #[case] end: UnixNanos,
        #[case] range_str: &str,
    ) {
        let range = get_date_time_range(start, end).unwrap();
        assert_eq!(format!("{range:?}"), range_str);
    }

    #[rstest]
    fn test_credential_api_key_masked_short() {
        let credential = Credential::new("short");
        assert_eq!(credential.api_key_masked(), "*****");
    }

    #[rstest]
    fn test_credential_api_key_masked_long() {
        let credential = Credential::new("abcdefghijklmnop");
        assert_eq!(credential.api_key_masked(), "abcd...mnop");
    }

    #[rstest]
    fn test_credential_debug_redaction() {
        let credential = Credential::new("test_api_key");
        let debug_str = format!("{credential:?}");
        assert!(debug_str.contains(REDACTED));
        assert!(!debug_str.contains("test_api_key"));
    }
}