nautilus_model/python/instruments/
tokenized_asset.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;
27
28use crate::{
29    enums::AssetClass,
30    identifiers::{InstrumentId, Symbol},
31    instruments::TokenizedAsset,
32    types::{Currency, Money, Price, Quantity},
33};
34
35#[pymethods]
36#[pyo3_stub_gen::derive::gen_stub_pymethods]
37impl TokenizedAsset {
38    /// Represents a tokenized real-world asset traded as a pair on a crypto venue.
39    ///
40    /// Covers tokenized equities, ETFs, commodities, and other asset classes where the
41    /// underlying is represented as a base token traded against a quote currency.
42    /// The `asset_class` field identifies the underlying asset type.
43    #[expect(clippy::too_many_arguments)]
44    #[new]
45    #[pyo3(signature = (instrument_id, raw_symbol, asset_class, base_currency, quote_currency, price_precision, size_precision, price_increment, size_increment, ts_event, ts_init, isin=None, multiplier=None, lot_size=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))]
46    fn py_new(
47        instrument_id: InstrumentId,
48        raw_symbol: Symbol,
49        asset_class: AssetClass,
50        base_currency: Currency,
51        quote_currency: Currency,
52        price_precision: u8,
53        size_precision: u8,
54        price_increment: Price,
55        size_increment: Quantity,
56        ts_event: u64,
57        ts_init: u64,
58        isin: Option<String>,
59        multiplier: Option<Quantity>,
60        lot_size: Option<Quantity>,
61        max_quantity: Option<Quantity>,
62        min_quantity: Option<Quantity>,
63        max_notional: Option<Money>,
64        min_notional: Option<Money>,
65        max_price: Option<Price>,
66        min_price: Option<Price>,
67        margin_init: Option<Decimal>,
68        margin_maint: Option<Decimal>,
69        maker_fee: Option<Decimal>,
70        taker_fee: Option<Decimal>,
71        info: Option<Py<PyDict>>,
72    ) -> PyResult<Self> {
73        let info_map = if let Some(info_dict) = info {
74            Python::attach(|py| from_pydict(py, info_dict))?
75        } else {
76            None
77        };
78
79        Self::new_checked(
80            instrument_id,
81            raw_symbol,
82            asset_class,
83            base_currency,
84            quote_currency,
85            isin.map(|s| ustr::Ustr::from(&s)),
86            price_precision,
87            size_precision,
88            price_increment,
89            size_increment,
90            multiplier,
91            lot_size,
92            max_quantity,
93            min_quantity,
94            max_notional,
95            min_notional,
96            max_price,
97            min_price,
98            margin_init,
99            margin_maint,
100            maker_fee,
101            taker_fee,
102            info_map,
103            ts_event.into(),
104            ts_init.into(),
105        )
106        .map_err(to_pyvalue_err)
107    }
108
109    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
110        match op {
111            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
112            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
113            _ => py.NotImplemented(),
114        }
115    }
116
117    fn __hash__(&self) -> isize {
118        let mut hasher = DefaultHasher::new();
119        self.hash(&mut hasher);
120        hasher.finish() as isize
121    }
122
123    #[getter]
124    fn type_name(&self) -> &'static str {
125        stringify!(TokenizedAsset)
126    }
127
128    #[getter]
129    #[pyo3(name = "id")]
130    fn py_id(&self) -> InstrumentId {
131        self.id
132    }
133
134    #[getter]
135    #[pyo3(name = "raw_symbol")]
136    fn py_raw_symbol(&self) -> Symbol {
137        self.raw_symbol
138    }
139
140    #[getter]
141    #[pyo3(name = "asset_class")]
142    fn py_asset_class(&self) -> AssetClass {
143        self.asset_class
144    }
145
146    #[getter]
147    #[pyo3(name = "base_currency")]
148    fn py_base_currency(&self) -> Currency {
149        self.base_currency
150    }
151
152    #[getter]
153    #[pyo3(name = "quote_currency")]
154    fn py_quote_currency(&self) -> Currency {
155        self.quote_currency
156    }
157
158    #[getter]
159    #[pyo3(name = "isin")]
160    fn py_isin(&self) -> Option<String> {
161        self.isin.map(|u| u.to_string())
162    }
163
164    #[getter]
165    #[pyo3(name = "price_precision")]
166    fn py_price_precision(&self) -> u8 {
167        self.price_precision
168    }
169
170    #[getter]
171    #[pyo3(name = "size_precision")]
172    fn py_size_precision(&self) -> u8 {
173        self.size_precision
174    }
175
176    #[getter]
177    #[pyo3(name = "price_increment")]
178    fn py_price_increment(&self) -> Price {
179        self.price_increment
180    }
181
182    #[getter]
183    #[pyo3(name = "size_increment")]
184    fn py_size_increment(&self) -> Quantity {
185        self.size_increment
186    }
187
188    #[getter]
189    #[pyo3(name = "multiplier")]
190    fn py_multiplier(&self) -> Quantity {
191        self.multiplier
192    }
193
194    #[getter]
195    #[pyo3(name = "lot_size")]
196    fn py_lot_size(&self) -> Option<Quantity> {
197        self.lot_size
198    }
199
200    #[getter]
201    #[pyo3(name = "max_quantity")]
202    fn py_max_quantity(&self) -> Option<Quantity> {
203        self.max_quantity
204    }
205
206    #[getter]
207    #[pyo3(name = "min_quantity")]
208    fn py_min_quantity(&self) -> Option<Quantity> {
209        self.min_quantity
210    }
211
212    #[getter]
213    #[pyo3(name = "max_notional")]
214    fn py_max_notional(&self) -> Option<Money> {
215        self.max_notional
216    }
217
218    #[getter]
219    #[pyo3(name = "min_notional")]
220    fn py_min_notional(&self) -> Option<Money> {
221        self.min_notional
222    }
223
224    #[getter]
225    #[pyo3(name = "max_price")]
226    fn py_max_price(&self) -> Option<Price> {
227        self.max_price
228    }
229
230    #[getter]
231    #[pyo3(name = "min_price")]
232    fn py_min_price(&self) -> Option<Price> {
233        self.min_price
234    }
235
236    #[getter]
237    #[pyo3(name = "maker_fee")]
238    fn py_maker_fee(&self) -> Decimal {
239        self.maker_fee
240    }
241
242    #[getter]
243    #[pyo3(name = "taker_fee")]
244    fn py_taker_fee(&self) -> Decimal {
245        self.taker_fee
246    }
247
248    #[getter]
249    #[pyo3(name = "margin_maint")]
250    fn py_margin_maint(&self) -> Decimal {
251        self.margin_maint
252    }
253
254    #[getter]
255    #[pyo3(name = "margin_init")]
256    fn py_margin_init(&self) -> Decimal {
257        self.margin_init
258    }
259
260    #[getter]
261    #[pyo3(name = "ts_event")]
262    fn py_ts_event(&self) -> u64 {
263        self.ts_event.as_u64()
264    }
265
266    #[getter]
267    #[pyo3(name = "ts_init")]
268    fn py_ts_init(&self) -> u64 {
269        self.ts_init.as_u64()
270    }
271
272    #[getter]
273    #[pyo3(name = "info")]
274    fn py_info(&self, py: Python<'_>) -> PyResult<Py<PyDict>> {
275        if let Some(ref info_map) = self.info {
276            let py_dict = PyDict::new(py);
277
278            for (key, value) in info_map {
279                let json_str = serde_json::to_string(value).map_err(to_pyvalue_err)?;
280                let py_value =
281                    PyModule::import(py, "json")?.call_method("loads", (json_str,), None)?;
282                py_dict.set_item(key, py_value)?;
283            }
284            Ok(py_dict.unbind())
285        } else {
286            Ok(PyDict::new(py).unbind())
287        }
288    }
289
290    #[staticmethod]
291    #[pyo3(name = "from_dict")]
292    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
293        from_dict_pyo3(py, values)
294    }
295
296    #[pyo3(name = "to_dict")]
297    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
298        let dict = PyDict::new(py);
299        dict.set_item("type", stringify!(TokenizedAsset))?;
300        dict.set_item("id", self.id.to_string())?;
301        dict.set_item("raw_symbol", self.raw_symbol.to_string())?;
302        dict.set_item("asset_class", self.asset_class.to_string())?;
303        dict.set_item("base_currency", self.base_currency.code.to_string())?;
304        dict.set_item("quote_currency", self.quote_currency.code.to_string())?;
305        match self.isin {
306            Some(value) => dict.set_item("isin", value.to_string())?,
307            None => dict.set_item("isin", py.None())?,
308        }
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("multiplier", self.multiplier.to_string())?;
314        dict.set_item("maker_fee", self.maker_fee.to_string())?;
315        dict.set_item("taker_fee", self.taker_fee.to_string())?;
316        dict.set_item("margin_init", self.margin_init.to_string())?;
317        dict.set_item("margin_maint", self.margin_maint.to_string())?;
318
319        if let Some(ref info_map) = self.info {
320            let info_dict = PyDict::new(py);
321
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        dict.set_item("ts_event", self.ts_event.as_u64())?;
333        dict.set_item("ts_init", self.ts_init.as_u64())?;
334        match self.lot_size {
335            Some(value) => dict.set_item("lot_size", value.to_string())?,
336            None => dict.set_item("lot_size", py.None())?,
337        }
338
339        match self.max_quantity {
340            Some(value) => dict.set_item("max_quantity", value.to_string())?,
341            None => dict.set_item("max_quantity", py.None())?,
342        }
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
349        match self.max_notional {
350            Some(value) => dict.set_item("max_notional", value.to_string())?,
351            None => dict.set_item("max_notional", py.None())?,
352        }
353
354        match self.min_notional {
355            Some(value) => dict.set_item("min_notional", value.to_string())?,
356            None => dict.set_item("min_notional", py.None())?,
357        }
358
359        match self.max_price {
360            Some(value) => dict.set_item("max_price", value.to_string())?,
361            None => dict.set_item("max_price", py.None())?,
362        }
363
364        match self.min_price {
365            Some(value) => dict.set_item("min_price", value.to_string())?,
366            None => dict.set_item("min_price", py.None())?,
367        }
368        Ok(dict.into())
369    }
370}
nautilus_model/python/instruments/tokenized_asset.rs

nautilus_model/python/instruments/
tokenized_asset.rs
