dbn/v1/

methods.rs

use std::os::raw::c_char;

use crate::{
    pretty::px_to_f64,
    record::{c_chars_to_str, str_to_c_chars, ts_to_dt},
    rtype, Error, InstrumentClass, MatchAlgorithm, RecordHeader, Result, StatType,
    StatUpdateAction,
};

use super::*;

impl ErrorMsg {
    /// Creates a new `ErrorMsg`. `msg` will be truncated if it's too long.
    pub fn new(ts_event: u64, msg: &str) -> Self {
        let mut error = Self {
            hd: RecordHeader::new::<Self>(rtype::ERROR, 0, 0, ts_event),
            ..Default::default()
        };
        // leave at least one null byte
        for (i, byte) in msg.as_bytes().iter().take(error.err.len() - 1).enumerate() {
            error.err[i] = *byte as c_char;
        }
        error
    }

    /// Parses the error message into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `err` contains invalid UTF-8.
    pub fn err(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.err)
    }
}

impl InstrumentDefMsg {
    /// Parses the capture-server-received timestamp into a datetime.
    /// Returns `None` if `ts_recv` contains the sentinel for a null timestamp.
    pub fn ts_recv(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.ts_recv)
    }

    /// Converts the minimum constant tick to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn min_price_increment_f64(&self) -> f64 {
        px_to_f64(self.min_price_increment)
    }

    /// Converts the display factor to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn display_factor_f64(&self) -> f64 {
        px_to_f64(self.display_factor)
    }

    /// Parses the last eligible trade time into a datetime.
    /// Returns `None` if `expiration` contains the sentinel for a null timestamp.
    pub fn expiration(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.expiration)
    }

    /// Parses the time of instrument activation into a datetime.
    /// Returns `None` if `activation` contains the sentinel for a null timestamp.
    pub fn activation(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.activation)
    }

    /// Converts the high limit price to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn high_limit_price_f64(&self) -> f64 {
        px_to_f64(self.high_limit_price)
    }

    /// Converts the low limit price to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn low_limit_price_f64(&self) -> f64 {
        px_to_f64(self.low_limit_price)
    }

    /// Converts the differential value for price banding to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn max_price_variation_f64(&self) -> f64 {
        px_to_f64(self.max_price_variation)
    }

    /// Converts the trading session settlement price to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn trading_reference_price_f64(&self) -> f64 {
        px_to_f64(self.trading_reference_price)
    }

    /// Converts the contract size for each instrument to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn unit_of_measure_qty_f64(&self) -> f64 {
        px_to_f64(self.unit_of_measure_qty)
    }

    /// Converts the min price increment amount to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn min_price_increment_amount_f64(&self) -> f64 {
        px_to_f64(self.min_price_increment_amount)
    }

    /// Converts the price ratio to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn price_ratio_f64(&self) -> f64 {
        px_to_f64(self.price_ratio)
    }

    /// Parses the currency into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `currency` contains invalid UTF-8.
    pub fn currency(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.currency)
    }

    /// Parses the currency used for settlement into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `settl_currency` contains invalid UTF-8.
    pub fn settl_currency(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.settl_currency)
    }

    /// Parses the strategy type of the spread into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `secsubtype` contains invalid UTF-8.
    pub fn secsubtype(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.secsubtype)
    }

    /// Parses the raw symbol into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `raw_symbol` contains invalid UTF-8.
    pub fn raw_symbol(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.raw_symbol)
    }

    /// Parses the security group code into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `group` contains invalid UTF-8.
    pub fn group(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.group)
    }

    /// Parses the exchange into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `exchange` contains invalid UTF-8.
    pub fn exchange(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.exchange)
    }

    /// Parses the asset into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `asset` contains invalid UTF-8.
    pub fn asset(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.asset)
    }

    /// Parses the CFI code into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `cfi` contains invalid UTF-8.
    pub fn cfi(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.cfi)
    }

    /// Parses the security type into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `security_type` contains invalid UTF-8.
    pub fn security_type(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.security_type)
    }

    /// Parses the unit of measure into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `unit_of_measure` contains invalid UTF-8.
    pub fn unit_of_measure(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.unit_of_measure)
    }

    /// Parses the underlying into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `underlying` contains invalid UTF-8.
    pub fn underlying(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.underlying)
    }

    /// Parses the strike price currency into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `strike_price_currency` contains invalid UTF-8.
    pub fn strike_price_currency(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.strike_price_currency)
    }

    /// Parses the instrument class into an enum.
    ///
    /// # Errors
    /// This function returns an error if the `instrument_class` field does not
    /// contain a valid [`InstrumentClass`].
    pub fn instrument_class(&self) -> crate::Result<InstrumentClass> {
        InstrumentClass::try_from(self.instrument_class as u8).map_err(|_| {
            Error::conversion::<InstrumentClass>(format!("{:#04X}", self.instrument_class as u8))
        })
    }

    /// Converts the strike price to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn strike_price_f64(&self) -> f64 {
        px_to_f64(self.strike_price)
    }

    /// Parses the match algorithm into an enum.
    ///
    /// # Errors
    /// This function returns an error if the `match_algorithm` field does not
    /// contain a valid [`MatchAlgorithm`].
    pub fn match_algorithm(&self) -> crate::Result<MatchAlgorithm> {
        MatchAlgorithm::try_from(self.match_algorithm as u8).map_err(|_| {
            Error::conversion::<MatchAlgorithm>(format!("{:#04X}", self.match_algorithm as u8))
        })
    }
}

impl StatMsg {
    /// Parses the capture-server-received timestamp into a datetime.
    /// Returns `None` if `ts_recv` contains the sentinel for a null timestamp.
    pub fn ts_recv(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.ts_recv)
    }

    /// Parses the reference timestamp of the statistic value into a datetime.
    /// Returns `None` if `ts_ref` contains the sentinel for a null timestamp.
    pub fn ts_ref(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.ts_ref)
    }

    /// Converts the value for price statistics to a floating point.
    ///
    /// `UNDEF_PRICE` will be converted to NaN.
    ///
    /// <div class="warning">
    /// This may introduce floating-point error.
    /// </div>
    pub fn price_f64(&self) -> f64 {
        px_to_f64(self.price)
    }

    /// Parses the difference between `ts_recv` and the matching-engine-sending timestamp into a duration.
    pub fn ts_in_delta(&self) -> time::Duration {
        time::Duration::new(0, self.ts_in_delta)
    }

    /// Parses the type of statistic value into an enum.
    ///
    /// # Errors
    /// This function returns an error if the `stat_type` field does not
    /// contain a valid [`StatType`].
    pub fn stat_type(&self) -> crate::Result<StatType> {
        StatType::try_from(self.stat_type)
            .map_err(|_| Error::conversion::<StatType>(format!("{:#04X}", self.stat_type)))
    }

    /// Parses the update action into an enum.
    ///
    /// # Errors
    /// This function returns an error if the `update_action` field does not
    /// contain a valid [`StatUpdateAction`].
    pub fn update_action(&self) -> crate::Result<StatUpdateAction> {
        StatUpdateAction::try_from(self.update_action).map_err(|_| {
            Error::conversion::<StatUpdateAction>(format!("{:#04X}", self.update_action))
        })
    }
}

impl SymbolMappingMsg {
    /// Creates a new `SymbolMappingMsg`.
    ///
    /// # Errors
    /// This function returns an error if `stype_in_symbol` or `stype_out_symbol`
    /// contain more than maximum number of 21 characters.
    pub fn new(
        instrument_id: u32,
        ts_event: u64,

        stype_in_symbol: &str,

        stype_out_symbol: &str,
        start_ts: u64,
        end_ts: u64,
    ) -> crate::Result<Self> {
        Ok(Self {
            // symbol mappings aren't publisher-specific
            hd: RecordHeader::new::<Self>(rtype::SYMBOL_MAPPING, 0, instrument_id, ts_event),
            stype_in_symbol: str_to_c_chars(stype_in_symbol)?,
            stype_out_symbol: str_to_c_chars(stype_out_symbol)?,
            _dummy: Default::default(),
            start_ts,
            end_ts,
        })
    }

    /// Parses the input symbol into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `stype_in_symbol` contains invalid UTF-8.
    pub fn stype_in_symbol(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.stype_in_symbol)
    }

    /// Parses the output symbol into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `stype_out_symbol` contains invalid UTF-8.
    pub fn stype_out_symbol(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.stype_out_symbol)
    }

    /// Parses the start of the mapping interval into a datetime.
    /// Returns `None` if `start_ts` contains the sentinel for a null timestamp.
    pub fn start_ts(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.start_ts)
    }

    /// Parses the end of the mapping interval into a datetime.
    /// Returns `None` if `end_ts` contains the sentinel for a null timestamp.
    pub fn end_ts(&self) -> Option<time::OffsetDateTime> {
        ts_to_dt(self.end_ts)
    }
}

impl SystemMsg {
    /// Creates a new `SystemMsg`.
    ///
    /// # Errors
    /// This function returns an error if `msg` is too long.
    pub fn new(ts_event: u64, msg: &str) -> Result<Self> {
        Ok(Self {
            hd: RecordHeader::new::<Self>(rtype::SYSTEM, 0, 0, ts_event),
            msg: str_to_c_chars(msg)?,
        })
    }

    /// Creates a new heartbeat `SystemMsg`.
    pub fn heartbeat(ts_event: u64) -> Self {
        Self {
            hd: RecordHeader::new::<Self>(rtype::SYSTEM, 0, 0, ts_event),
            msg: str_to_c_chars(crate::SystemMsg::HEARTBEAT).unwrap(),
        }
    }

    /// Checks whether the message is a heartbeat from the gateway.
    pub fn is_heartbeat(&self) -> bool {
        self.msg()
            .map(|msg| msg == crate::SystemMsg::HEARTBEAT)
            .unwrap_or_default()
    }

    /// Parses the message from the Databento gateway into a `&str`.
    ///
    /// # Errors
    /// This function returns an error if `msg` contains invalid UTF-8.
    pub fn msg(&self) -> crate::Result<&str> {
        c_chars_to_str(&self.msg)
    }
}