nautilus_model/defi/data/
fee_protocol_update.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 nautilus_core::UnixNanos;
19use serde::{Deserialize, Serialize};
20
21use crate::{
22    defi::{PoolIdentifier, SharedChain, SharedDex},
23    identifiers::InstrumentId,
24};
25
26/// Represents a protocol-fee configuration change in a Uniswap V3-style pool.
27///
28/// Emitted by `SetFeeProtocol`, this carries the new protocol-fee denominators for each token.
29/// Only the new values are kept; the previous values in the event are not needed to rebuild state.
30#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
31#[cfg_attr(
32    feature = "python",
33    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
34)]
35#[cfg_attr(
36    feature = "python",
37    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
38)]
39pub struct PoolFeeProtocolUpdate {
40    /// The blockchain network where the protocol-fee change occurred.
41    pub chain: SharedChain,
42    /// The decentralized exchange where the protocol-fee change occurred.
43    pub dex: SharedDex,
44    /// The instrument ID for this pool's trading pair.
45    pub instrument_id: InstrumentId,
46    /// The unique identifier for this pool (could be an address or other protocol-specific hex string).
47    pub pool_identifier: PoolIdentifier,
48    /// The blockchain block number where the protocol-fee change occurred.
49    pub block: u64,
50    /// The unique hash identifier of the blockchain transaction containing the protocol-fee change.
51    pub transaction_hash: String,
52    /// The index position of the transaction within the block.
53    pub transaction_index: u32,
54    /// The index position of the protocol-fee change event log within the transaction.
55    pub log_index: u32,
56    /// The new protocol-fee denominator for token0 (lower nibble of the packed `fee_protocol`).
57    pub fee_protocol0_new: u8,
58    /// The new protocol-fee denominator for token1 (upper nibble of the packed `fee_protocol`).
59    pub fee_protocol1_new: u8,
60    /// UNIX timestamp (nanoseconds) when the protocol-fee change event occurred.
61    pub ts_event: UnixNanos,
62    /// UNIX timestamp (nanoseconds) when the instance was created.
63    pub ts_init: UnixNanos,
64}
65
66impl PoolFeeProtocolUpdate {
67    /// Creates a new [`PoolFeeProtocolUpdate`] instance with the specified properties.
68    #[must_use]
69    #[expect(clippy::too_many_arguments)]
70    pub const fn new(
71        chain: SharedChain,
72        dex: SharedDex,
73        instrument_id: InstrumentId,
74        pool_identifier: PoolIdentifier,
75        block: u64,
76        transaction_hash: String,
77        transaction_index: u32,
78        log_index: u32,
79        fee_protocol0_new: u8,
80        fee_protocol1_new: u8,
81        ts_event: UnixNanos,
82        ts_init: UnixNanos,
83    ) -> Self {
84        Self {
85            chain,
86            dex,
87            instrument_id,
88            pool_identifier,
89            block,
90            transaction_hash,
91            transaction_index,
92            log_index,
93            fee_protocol0_new,
94            fee_protocol1_new,
95            ts_event,
96            ts_init,
97        }
98    }
99
100    /// Returns the new protocol-fee setting packed into a single byte, matching `slot0.feeProtocol`.
101    ///
102    /// The token0 denominator occupies the lower four bits and token1 the upper four bits.
103    #[must_use]
104    pub const fn packed(&self) -> u8 {
105        self.fee_protocol0_new | (self.fee_protocol1_new << 4)
106    }
107}
108
109impl Display for PoolFeeProtocolUpdate {
110    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
111        write!(
112            f,
113            "PoolFeeProtocolUpdate({}, fee_protocol0_new={}, fee_protocol1_new={}, tx={}:{}:{})",
114            self.instrument_id,
115            self.fee_protocol0_new,
116            self.fee_protocol1_new,
117            self.block,
118            self.transaction_index,
119            self.log_index,
120        )
121    }
122}
nautilus_model/defi/data/fee_protocol_update.rs

nautilus_model/defi/data/
fee_protocol_update.rs
