nautilus_model/defi/data/
flash.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::fmt::Display;
17
18use alloy_primitives::{Address, U256};
19use nautilus_core::UnixNanos;
20use serde::{Deserialize, Serialize};
21
22use crate::{
23    defi::{PoolIdentifier, SharedChain, SharedDex},
24    identifiers::InstrumentId,
25};
26
27/// Represents a flash loan event from a Uniswap V3 pool.
28///
29/// Flash loans allow users to borrow tokens without collateral as long as they are returned
30/// within the same transaction. Fees are paid on the borrowed amount, which are added to
31/// the pool's fee growth accumulators.
32#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
33#[cfg_attr(
34    feature = "python",
35    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
36)]
37#[cfg_attr(
38    feature = "python",
39    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
40)]
41pub struct PoolFlash {
42    /// The blockchain network where the flash loan occurred.
43    pub chain: SharedChain,
44    /// The decentralized exchange where the flash loan was executed.
45    pub dex: SharedDex,
46    /// The instrument ID for this pool's trading pair.
47    pub instrument_id: InstrumentId,
48    /// The unique identifier for this pool (could be an address or other protocol-specific hex string).
49    pub pool_identifier: PoolIdentifier,
50    /// The blockchain block number at which the flash loan was executed.
51    pub block: u64,
52    /// The unique hash identifier of the blockchain transaction containing the flash loan.
53    pub transaction_hash: String,
54    /// The index position of the transaction within the block.
55    pub transaction_index: u32,
56    /// The index position of the flash loan event log within the transaction.
57    pub log_index: u32,
58    /// UNIX timestamp (nanoseconds) when the flash event occurred.
59    pub ts_event: UnixNanos,
60    /// The blockchain address of the user or contract that initiated the flash loan.
61    pub sender: Address,
62    /// The blockchain address that received the flash loan.
63    pub recipient: Address,
64    /// The amount of token0 borrowed.
65    pub amount0: U256,
66    /// The amount of token1 borrowed.
67    pub amount1: U256,
68    /// The amount of token0 paid back (including fees).
69    pub paid0: U256,
70    /// The amount of token1 paid back (including fees).
71    pub paid1: U256,
72    /// UNIX timestamp (nanoseconds) when the instance was created.
73    pub ts_init: UnixNanos,
74}
75
76impl PoolFlash {
77    /// Creates a new [`PoolFlash`] instance with the specified parameters.
78    #[must_use]
79    #[expect(clippy::too_many_arguments)]
80    pub fn new(
81        chain: SharedChain,
82        dex: SharedDex,
83        instrument_id: InstrumentId,
84        pool_identifier: PoolIdentifier,
85        block_number: u64,
86        transaction_hash: String,
87        transaction_index: u32,
88        log_index: u32,
89        ts_event: UnixNanos,
90        ts_init: UnixNanos,
91        sender: Address,
92        recipient: Address,
93        amount0: U256,
94        amount1: U256,
95        paid0: U256,
96        paid1: U256,
97    ) -> Self {
98        Self {
99            chain,
100            dex,
101            instrument_id,
102            pool_identifier,
103            block: block_number,
104            transaction_hash,
105            transaction_index,
106            log_index,
107            ts_event,
108            sender,
109            recipient,
110            amount0,
111            amount1,
112            paid0,
113            paid1,
114            ts_init,
115        }
116    }
117}
118
119impl Display for PoolFlash {
120    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
121        write!(
122            f,
123            "PoolFlash(instrument={}, recipient={}, amount0={}, amount1={}, paid0={}, paid1={})",
124            self.instrument_id, self.recipient, self.amount0, self.amount1, self.paid0, self.paid1,
125        )
126    }
127}
nautilus_model/defi/data/flash.rs

nautilus_model/defi/data/
flash.rs
