nautilus_model/python/instruments/
binary_option.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{
17    collections::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::{
22    from_pydict,
23    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3, to_pyvalue_err},
24};
25use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
26use rust_decimal::Decimal;
27use ustr::Ustr;
28
29use crate::{
30    enums::AssetClass,
31    identifiers::{InstrumentId, Symbol},
32    instruments::BinaryOption,
33    types::{Currency, Money, Price, Quantity},
34};
35
36#[pymethods]
37impl BinaryOption {
38    #[allow(clippy::too_many_arguments)]
39    #[new]
40    #[pyo3(signature = (instrument_id, raw_symbol, asset_class, currency, activation_ns, expiration_ns, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, outcome=None, description=None, max_quantity=None, min_quantity=None, max_notional=None, min_notional=None, max_price=None, min_price=None, margin_init=None, margin_maint=None, maker_fee=None, taker_fee=None, info=None))]
41    fn py_new(
42        instrument_id: InstrumentId,
43        raw_symbol: Symbol,
44        asset_class: AssetClass,
45        currency: Currency,
46        activation_ns: u64,
47        expiration_ns: u64,
48        price_precision: u8,
49        size_precision: u8,
50        price_increment: Price,
51        size_increment: Quantity,
52        ts_event: u64,
53        ts_init: u64,
54        outcome: Option<String>,
55        description: Option<String>,
56        max_quantity: Option<Quantity>,
57        min_quantity: Option<Quantity>,
58        max_notional: Option<Money>,
59        min_notional: Option<Money>,
60        max_price: Option<Price>,
61        min_price: Option<Price>,
62        margin_init: Option<Decimal>,
63        margin_maint: Option<Decimal>,
64        maker_fee: Option<Decimal>,
65        taker_fee: Option<Decimal>,
66        info: Option<Py<PyDict>>,
67    ) -> PyResult<Self> {
68        // Convert Python dict to Params
69        let info_map = if let Some(info_dict) = info {
70            Python::attach(|py| from_pydict(py, info_dict))?
71        } else {
72            None
73        };
74
75        Self::new_checked(
76            instrument_id,
77            raw_symbol,
78            asset_class,
79            currency,
80            activation_ns.into(),
81            expiration_ns.into(),
82            price_precision,
83            size_precision,
84            price_increment,
85            size_increment,
86            outcome.map(|x| Ustr::from(&x)),
87            description.map(|x| Ustr::from(&x)),
88            max_quantity,
89            min_quantity,
90            max_notional,
91            min_notional,
92            max_price,
93            min_price,
94            margin_init,
95            margin_maint,
96            maker_fee,
97            taker_fee,
98            info_map,
99            ts_event.into(),
100            ts_init.into(),
101        )
102        .map_err(to_pyvalue_err)
103    }
104
105    fn __hash__(&self) -> isize {
106        let mut hasher = DefaultHasher::new();
107        self.hash(&mut hasher);
108        hasher.finish() as isize
109    }
110
111    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
112        match op {
113            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
114            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
115            _ => py.NotImplemented(),
116        }
117    }
118
119    #[getter]
120    fn type_str(&self) -> &str {
121        stringify!(BinaryOption)
122    }
123
124    #[getter]
125    #[pyo3(name = "id")]
126    fn py_id(&self) -> InstrumentId {
127        self.id
128    }
129
130    #[getter]
131    #[pyo3(name = "raw_symbol")]
132    fn py_raw_symbol(&self) -> Symbol {
133        self.raw_symbol
134    }
135
136    #[getter]
137    #[pyo3(name = "asset_class")]
138    fn py_asset_class(&self) -> AssetClass {
139        self.asset_class
140    }
141
142    #[getter]
143    #[pyo3(name = "currency")]
144    fn py_currency(&self) -> Currency {
145        self.currency
146    }
147
148    #[getter]
149    #[pyo3(name = "activation_ns")]
150    fn py_activation_ns(&self) -> u64 {
151        self.activation_ns.as_u64()
152    }
153
154    #[getter]
155    #[pyo3(name = "expiration_ns")]
156    fn py_expiration_ns(&self) -> u64 {
157        self.expiration_ns.as_u64()
158    }
159
160    #[getter]
161    #[pyo3(name = "price_precision")]
162    fn py_price_precision(&self) -> u8 {
163        self.price_precision
164    }
165
166    #[getter]
167    #[pyo3(name = "size_precision")]
168    fn py_size_precision(&self) -> u8 {
169        self.size_precision
170    }
171
172    #[getter]
173    #[pyo3(name = "price_increment")]
174    fn py_price_increment(&self) -> Price {
175        self.price_increment
176    }
177
178    #[getter]
179    #[pyo3(name = "size_increment")]
180    fn py_size_increment(&self) -> Quantity {
181        self.size_increment
182    }
183
184    #[getter]
185    #[pyo3(name = "outcome")]
186    fn py_outcome(&self) -> Option<&str> {
187        match self.outcome {
188            Some(outcome) => Some(outcome.as_str()),
189            None => None,
190        }
191    }
192
193    #[getter]
194    #[pyo3(name = "description")]
195    fn py_description(&self) -> Option<&str> {
196        match self.description {
197            Some(description) => Some(description.as_str()),
198            None => None,
199        }
200    }
201
202    #[getter]
203    #[pyo3(name = "max_quantity")]
204    fn py_max_quantity(&self) -> Option<Quantity> {
205        self.max_quantity
206    }
207
208    #[getter]
209    #[pyo3(name = "min_quantity")]
210    fn py_min_quantity(&self) -> Option<Quantity> {
211        self.min_quantity
212    }
213
214    #[getter]
215    #[pyo3(name = "max_notional")]
216    fn py_max_notional(&self) -> Option<Money> {
217        self.max_notional
218    }
219
220    #[getter]
221    #[pyo3(name = "min_notional")]
222    fn py_min_notional(&self) -> Option<Money> {
223        self.min_notional
224    }
225
226    #[getter]
227    #[pyo3(name = "max_price")]
228    fn py_max_price(&self) -> Option<Price> {
229        self.max_price
230    }
231
232    #[getter]
233    #[pyo3(name = "min_price")]
234    fn py_min_price(&self) -> Option<Price> {
235        self.min_price
236    }
237
238    #[getter]
239    #[pyo3(name = "margin_init")]
240    fn py_margin_init(&self) -> Decimal {
241        self.margin_init
242    }
243
244    #[getter]
245    #[pyo3(name = "margin_maint")]
246    fn py_margin_maint(&self) -> Decimal {
247        self.margin_maint
248    }
249
250    #[getter]
251    #[pyo3(name = "maker_fee")]
252    fn py_maker_fee(&self) -> Decimal {
253        self.maker_fee
254    }
255
256    #[getter]
257    #[pyo3(name = "taker_fee")]
258    fn py_taker_fee(&self) -> Decimal {
259        self.taker_fee
260    }
261
262    #[getter]
263    #[pyo3(name = "info")]
264    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
265        // Convert HashMap<String, serde_json::Value> back to Python dict
266        if let Some(ref info_map) = self.info {
267            let py_dict = PyDict::new(py);
268            for (key, value) in info_map {
269                // Convert serde_json::Value back to Python object via JSON
270                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
271                let py_value =
272                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
273                py_dict.set_item(key, py_value)?;
274            }
275            Ok(py_dict.unbind())
276        } else {
277            Ok(PyDict::new(py).unbind())
278        }
279    }
280
281    #[getter]
282    #[pyo3(name = "ts_event")]
283    fn py_ts_event(&self) -> u64 {
284        self.ts_event.as_u64()
285    }
286
287    #[getter]
288    #[pyo3(name = "ts_init")]
289    fn py_ts_init(&self) -> u64 {
290        self.ts_init.as_u64()
291    }
292
293    #[staticmethod]
294    #[pyo3(name = "from_dict")]
295    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
296        from_dict_pyo3(py, values)
297    }
298
299    #[pyo3(name = "to_dict")]
300    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
301        let dict = PyDict::new(py);
302        dict.set_item("type", stringify!(BinaryOption))?;
303        dict.set_item("id", self.id.to_string())?;
304        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
305        dict.set_item("asset_class", self.asset_class.to_string())?;
306        dict.set_item("currency", self.currency.code.to_string())?;
307        dict.set_item("activation_ns", self.activation_ns.as_u64())?;
308        dict.set_item("expiration_ns", self.expiration_ns.as_u64())?;
309        dict.set_item("price_precision", self.price_precision)?;
310        dict.set_item("size_precision", self.size_precision)?;
311        dict.set_item("price_increment", self.price_increment.to_string())?;
312        dict.set_item("size_increment", self.size_increment.to_string())?;
313        dict.set_item("margin_init", self.margin_init.to_string())?;
314        dict.set_item("margin_maint", self.margin_maint.to_string())?;
315        dict.set_item("maker_fee", self.maker_fee.to_string())?;
316        dict.set_item("taker_fee", self.taker_fee.to_string())?;
317        dict.set_item("ts_event", self.ts_event.as_u64())?;
318        dict.set_item("ts_init", self.ts_init.as_u64())?;
319        // Serialize info dict
320        if let Some(ref info_map) = self.info {
321            let info_dict = PyDict::new(py);
322            for (key, value) in info_map {
323                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
324                let py_value =
325                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
326                info_dict.set_item(key, py_value)?;
327            }
328            dict.set_item("info", info_dict)?;
329        } else {
330            dict.set_item("info", PyDict::new(py))?;
331        }
332        match &self.outcome {
333            Some(value) => dict.set_item("outcome", value.to_string())?,
334            None => dict.set_item("outcome", py.None())?,
335        }
336        match &self.description {
337            Some(value) => dict.set_item("description", value.to_string())?,
338            None => dict.set_item("description", py.None())?,
339        }
340        match self.max_quantity {
341            Some(value) => dict.set_item("max_quantity", value.to_string())?,
342            None => dict.set_item("max_quantity", py.None())?,
343        }
344        match self.min_quantity {
345            Some(value) => dict.set_item("min_quantity", value.to_string())?,
346            None => dict.set_item("min_quantity", py.None())?,
347        }
348        match self.max_notional {
349            Some(value) => dict.set_item("max_notional", value.to_string())?,
350            None => dict.set_item("max_notional", py.None())?,
351        }
352        match self.min_notional {
353            Some(value) => dict.set_item("min_notional", value.to_string())?,
354            None => dict.set_item("min_notional", py.None())?,
355        }
356        match self.max_price {
357            Some(value) => dict.set_item("max_price", value.to_string())?,
358            None => dict.set_item("max_price", py.None())?,
359        }
360        match self.min_price {
361            Some(value) => dict.set_item("min_price", value.to_string())?,
362            None => dict.set_item("min_price", py.None())?,
363        }
364        Ok(dict.into())
365    }
366}
367
368#[cfg(test)]
369mod tests {
370    use pyo3::{prelude::*, types::PyDict};
371    use rstest::rstest;
372
373    use crate::instruments::{BinaryOption, stubs::*};
374
375    #[rstest]
376    fn test_dict_round_trip(binary_option: BinaryOption) {
377        Python::initialize();
378        Python::attach(|py| {
379            let values = binary_option.py_to_dict(py).unwrap();
380            let values: Py<PyDict> = values.extract(py).unwrap();
381            let new_binary_option = BinaryOption::py_from_dict(py, values).unwrap();
382            assert_eq!(binary_option, new_binary_option);
383        });
384    }
385}
nautilus_model/python/instruments/binary_option.rs

nautilus_model/python/instruments/
binary_option.rs
