nautilus-model 0.63.0

// -------------------------------------------------------------------------------------------------
//  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::{
    collections::hash_map::DefaultHasher,
    hash::{Hash, Hasher},
};

use nautilus_core::{UnixNanos, ffi::abort_on_panic};

use crate::{
    data::depth::{DEPTH10_LEN, OrderBookDepth10},
    ffi::data::order::BookOrderFfi,
    identifiers::InstrumentId,
};

/// The stable C representation of an [`OrderBookDepth10`].
#[repr(C)]
#[derive(Clone, Copy, Debug)]
pub struct OrderBookDepth10Ffi {
    pub instrument_id: InstrumentId,
    pub bids: [BookOrderFfi; DEPTH10_LEN],
    pub asks: [BookOrderFfi; DEPTH10_LEN],
    pub bid_counts: [u32; DEPTH10_LEN],
    pub ask_counts: [u32; DEPTH10_LEN],
    pub flags: u8,
    pub sequence: u64,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
}

impl From<OrderBookDepth10Ffi> for OrderBookDepth10 {
    fn from(value: OrderBookDepth10Ffi) -> Self {
        Self {
            instrument_id: value.instrument_id,
            bids: value.bids.map(Into::into),
            asks: value.asks.map(Into::into),
            bid_counts: value.bid_counts,
            ask_counts: value.ask_counts,
            flags: value.flags,
            sequence: value.sequence,
            ts_event: value.ts_event,
            ts_init: value.ts_init,
        }
    }
}

impl From<OrderBookDepth10> for OrderBookDepth10Ffi {
    fn from(value: OrderBookDepth10) -> Self {
        Self {
            instrument_id: value.instrument_id,
            bids: value.bids.map(Into::into),
            asks: value.asks.map(Into::into),
            bid_counts: value.bid_counts,
            ask_counts: value.ask_counts,
            flags: value.flags,
            sequence: value.sequence,
            ts_event: value.ts_event,
            ts_init: value.ts_init,
        }
    }
}

/// # Safety
///
/// This function assumes:
/// - `bids` and `asks` are valid pointers to arrays of `BookOrderFfi` of length 10.
/// - `bid_counts` and `ask_counts` are valid pointers to arrays of `u32` of length 10.
///
/// # Panics
///
/// Panics if any input pointer is null or if slice conversion for bids or asks fails.
#[unsafe(no_mangle)]
#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
pub unsafe extern "C" fn orderbook_depth10_new(
    instrument_id: InstrumentId,
    bids_ptr: *const BookOrderFfi,
    asks_ptr: *const BookOrderFfi,
    bid_counts_ptr: *const u32,
    ask_counts_ptr: *const u32,
    flags: u8,
    sequence: u64,
    ts_event: UnixNanos,
    ts_init: UnixNanos,
) -> OrderBookDepth10Ffi {
    abort_on_panic(|| {
        // SAFETY: Null checks run before slice construction. The caller still
        // guarantees each pointer refers to `DEPTH10_LEN` initialized elements.
        assert!(!bids_ptr.is_null());
        assert!(!asks_ptr.is_null());
        assert!(!bid_counts_ptr.is_null());
        assert!(!ask_counts_ptr.is_null());

        let bids_slice = unsafe { std::slice::from_raw_parts(bids_ptr, DEPTH10_LEN) };
        let asks_slice = unsafe { std::slice::from_raw_parts(asks_ptr, DEPTH10_LEN) };
        let bids: [BookOrderFfi; DEPTH10_LEN] = bids_slice.try_into().expect("Slice length != 10");
        let asks: [BookOrderFfi; DEPTH10_LEN] = asks_slice.try_into().expect("Slice length != 10");

        let bid_counts_slice = unsafe { std::slice::from_raw_parts(bid_counts_ptr, DEPTH10_LEN) };
        let ask_counts_slice = unsafe { std::slice::from_raw_parts(ask_counts_ptr, DEPTH10_LEN) };
        let bid_counts: [u32; DEPTH10_LEN] =
            bid_counts_slice.try_into().expect("Slice length != 10");
        let ask_counts: [u32; DEPTH10_LEN] =
            ask_counts_slice.try_into().expect("Slice length != 10");

        OrderBookDepth10::new(
            instrument_id,
            bids.map(Into::into),
            asks.map(Into::into),
            bid_counts,
            ask_counts,
            flags,
            sequence,
            ts_event,
            ts_init,
        )
        .into()
    })
}

#[unsafe(no_mangle)]
#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
pub extern "C" fn orderbook_depth10_clone(depth: &OrderBookDepth10Ffi) -> OrderBookDepth10Ffi {
    *depth
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_depth10_eq(lhs: &OrderBookDepth10Ffi, rhs: &OrderBookDepth10Ffi) -> u8 {
    u8::from(OrderBookDepth10::from(*lhs) == OrderBookDepth10::from(*rhs))
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_depth10_hash(delta: &OrderBookDepth10Ffi) -> u64 {
    let mut hasher = DefaultHasher::new();
    OrderBookDepth10::from(*delta).hash(&mut hasher);
    hasher.finish()
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_depth10_bids_array(depth: &OrderBookDepth10Ffi) -> *const BookOrderFfi {
    depth.bids.as_ptr()
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_depth10_asks_array(depth: &OrderBookDepth10Ffi) -> *const BookOrderFfi {
    depth.asks.as_ptr()
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_depth10_bid_counts_array(depth: &OrderBookDepth10Ffi) -> *const u32 {
    depth.bid_counts.as_ptr()
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_depth10_ask_counts_array(depth: &OrderBookDepth10Ffi) -> *const u32 {
    depth.ask_counts.as_ptr()
}