nautilus_serialization/arrow/instrument/
crypto_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
16//! Arrow serialization for CryptoOption instruments.
17
18use std::{collections::HashMap, str::FromStr, sync::Arc};
19
20use arrow::{
21    array::{
22        Array, BinaryArray, BinaryBuilder, BooleanArray, BooleanBuilder, StringArray,
23        StringBuilder, UInt8Array, UInt64Array,
24    },
25    datatypes::{DataType, Field, Schema},
26    error::ArrowError,
27    record_batch::RecordBatch,
28};
29use nautilus_core::Params;
30use nautilus_model::{
31    enums::OptionKind,
32    identifiers::{InstrumentId, Symbol},
33    instruments::crypto_option::CryptoOption,
34    types::{money::Money, price::Price, quantity::Quantity},
35};
36#[allow(unused)]
37use rust_decimal::Decimal;
38#[allow(unused)]
39use serde_json::Value;
40
41use crate::arrow::{
42    ArrowSchemaProvider, EncodeToRecordBatch, EncodingError, KEY_INSTRUMENT_ID,
43    KEY_PRICE_PRECISION, KEY_SIZE_PRECISION, extract_column, extract_column_by_name_or_index,
44    extract_optional_string_column_by_name, optional_ustr_value,
45};
46
47// Helper function to convert OptionKind to string
48fn option_kind_to_string(ok: OptionKind) -> String {
49    match ok {
50        OptionKind::Call => "Call".to_string(),
51        OptionKind::Put => "Put".to_string(),
52    }
53}
54
55// Helper function to parse OptionKind from string
56fn option_kind_from_str(s: &str) -> Result<OptionKind, EncodingError> {
57    match s {
58        "Call" => Ok(OptionKind::Call),
59        "Put" => Ok(OptionKind::Put),
60        _ => Err(EncodingError::ParseError(
61            "option_kind",
62            format!("Unknown option kind: {s}"),
63        )),
64    }
65}
66
67impl ArrowSchemaProvider for CryptoOption {
68    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
69        let fields = vec![
70            Field::new("id", DataType::Utf8, false),
71            Field::new("raw_symbol", DataType::Utf8, false),
72            Field::new("underlying", DataType::Utf8, false),
73            Field::new("quote_currency", DataType::Utf8, false),
74            Field::new("settlement_currency", DataType::Utf8, false),
75            Field::new("is_inverse", DataType::Boolean, false),
76            Field::new("option_kind", DataType::Utf8, false),
77            Field::new("strike_price", DataType::Utf8, false),
78            Field::new("activation_ns", DataType::UInt64, false),
79            Field::new("expiration_ns", DataType::UInt64, false),
80            Field::new("price_precision", DataType::UInt8, false),
81            Field::new("size_precision", DataType::UInt8, false),
82            Field::new("price_increment", DataType::Utf8, false),
83            Field::new("size_increment", DataType::Utf8, false),
84            Field::new("multiplier", DataType::Utf8, false),
85            Field::new("lot_size", DataType::Utf8, true),
86            Field::new("max_quantity", DataType::Utf8, true), // nullable
87            Field::new("min_quantity", DataType::Utf8, true), // nullable
88            Field::new("max_notional", DataType::Utf8, true), // nullable
89            Field::new("min_notional", DataType::Utf8, true), // nullable
90            Field::new("max_price", DataType::Utf8, true),    // nullable
91            Field::new("min_price", DataType::Utf8, true),    // nullable
92            Field::new("margin_init", DataType::Utf8, false),
93            Field::new("margin_maint", DataType::Utf8, false),
94            Field::new("maker_fee", DataType::Utf8, false),
95            Field::new("taker_fee", DataType::Utf8, false),
96            Field::new("tick_scheme", DataType::Utf8, true),
97            Field::new("info", DataType::Binary, true), // nullable
98            Field::new("ts_event", DataType::UInt64, false),
99            Field::new("ts_init", DataType::UInt64, false),
100        ];
101
102        let mut final_metadata = HashMap::new();
103        final_metadata.insert("class".to_string(), "CryptoOption".to_string());
104
105        if let Some(meta) = metadata {
106            final_metadata.extend(meta);
107        }
108
109        Schema::new_with_metadata(fields, final_metadata)
110    }
111}
112
113impl EncodeToRecordBatch for CryptoOption {
114    fn encode_batch(
115        #[allow(unused)] metadata: &HashMap<String, String>,
116        data: &[Self],
117    ) -> Result<RecordBatch, ArrowError> {
118        let mut id_builder = StringBuilder::new();
119        let mut raw_symbol_builder = StringBuilder::new();
120        let mut underlying_builder = StringBuilder::new();
121        let mut quote_currency_builder = StringBuilder::new();
122        let mut settlement_currency_builder = StringBuilder::new();
123        let mut is_inverse_builder = BooleanBuilder::new();
124        let mut option_kind_builder = StringBuilder::new();
125        let mut strike_price_builder = StringBuilder::new();
126        let mut activation_ns_builder = UInt64Array::builder(data.len());
127        let mut expiration_ns_builder = UInt64Array::builder(data.len());
128        let mut price_precision_builder = UInt8Array::builder(data.len());
129        let mut size_precision_builder = UInt8Array::builder(data.len());
130        let mut price_increment_builder = StringBuilder::new();
131        let mut size_increment_builder = StringBuilder::new();
132        let mut multiplier_builder = StringBuilder::new();
133        let mut lot_size_builder = StringBuilder::new();
134        let mut max_quantity_builder = StringBuilder::new();
135        let mut min_quantity_builder = StringBuilder::new();
136        let mut max_notional_builder = StringBuilder::new();
137        let mut min_notional_builder = StringBuilder::new();
138        let mut max_price_builder = StringBuilder::new();
139        let mut min_price_builder = StringBuilder::new();
140        let mut margin_init_builder = StringBuilder::new();
141        let mut margin_maint_builder = StringBuilder::new();
142        let mut maker_fee_builder = StringBuilder::new();
143        let mut taker_fee_builder = StringBuilder::new();
144        let mut tick_scheme_builder = StringBuilder::new();
145        let mut info_builder = BinaryBuilder::new();
146        let mut ts_event_builder = UInt64Array::builder(data.len());
147        let mut ts_init_builder = UInt64Array::builder(data.len());
148
149        for co in data {
150            id_builder.append_value(co.id.to_string());
151            raw_symbol_builder.append_value(co.raw_symbol);
152            underlying_builder.append_value(co.underlying.to_string());
153            quote_currency_builder.append_value(co.quote_currency.to_string());
154            settlement_currency_builder.append_value(co.settlement_currency.to_string());
155            is_inverse_builder.append_value(co.is_inverse);
156            option_kind_builder.append_value(option_kind_to_string(co.option_kind));
157            strike_price_builder.append_value(co.strike_price.to_string());
158            activation_ns_builder.append_value(co.activation_ns.as_u64());
159            expiration_ns_builder.append_value(co.expiration_ns.as_u64());
160            price_precision_builder.append_value(co.price_precision);
161            size_precision_builder.append_value(co.size_precision);
162            price_increment_builder.append_value(co.price_increment.to_string());
163            size_increment_builder.append_value(co.size_increment.to_string());
164            multiplier_builder.append_value(co.multiplier.to_string());
165            lot_size_builder.append_value(co.lot_size.to_string());
166
167            if let Some(max_qty) = co.max_quantity {
168                max_quantity_builder.append_value(max_qty.to_string());
169            } else {
170                max_quantity_builder.append_null();
171            }
172
173            if let Some(min_qty) = co.min_quantity {
174                min_quantity_builder.append_value(min_qty.to_string());
175            } else {
176                min_quantity_builder.append_null();
177            }
178
179            if let Some(max_not) = co.max_notional {
180                max_notional_builder.append_value(max_not.to_string());
181            } else {
182                max_notional_builder.append_null();
183            }
184
185            if let Some(min_not) = co.min_notional {
186                min_notional_builder.append_value(min_not.to_string());
187            } else {
188                min_notional_builder.append_null();
189            }
190
191            if let Some(max_p) = co.max_price {
192                max_price_builder.append_value(max_p.to_string());
193            } else {
194                max_price_builder.append_null();
195            }
196
197            if let Some(min_p) = co.min_price {
198                min_price_builder.append_value(min_p.to_string());
199            } else {
200                min_price_builder.append_null();
201            }
202
203            margin_init_builder.append_value(co.margin_init.to_string());
204            margin_maint_builder.append_value(co.margin_maint.to_string());
205            maker_fee_builder.append_value(co.maker_fee.to_string());
206            taker_fee_builder.append_value(co.taker_fee.to_string());
207
208            if let Some(tick_scheme) = co.tick_scheme {
209                tick_scheme_builder.append_value(tick_scheme);
210            } else {
211                tick_scheme_builder.append_null();
212            }
213
214            // Encode info dict as JSON bytes (matching Python's msgspec.json.encode)
215            if let Some(ref info) = co.info {
216                match serde_json::to_vec(info) {
217                    Ok(json_bytes) => {
218                        info_builder.append_value(json_bytes);
219                    }
220                    Err(e) => {
221                        return Err(ArrowError::InvalidArgumentError(format!(
222                            "Failed to serialize info dict to JSON: {e}"
223                        )));
224                    }
225                }
226            } else {
227                info_builder.append_null();
228            }
229
230            ts_event_builder.append_value(co.ts_event.as_u64());
231            ts_init_builder.append_value(co.ts_init.as_u64());
232        }
233
234        let mut final_metadata = metadata.clone();
235        final_metadata.insert("class".to_string(), "CryptoOption".to_string());
236
237        RecordBatch::try_new(
238            Self::get_schema(Some(final_metadata)).into(),
239            vec![
240                Arc::new(id_builder.finish()),
241                Arc::new(raw_symbol_builder.finish()),
242                Arc::new(underlying_builder.finish()),
243                Arc::new(quote_currency_builder.finish()),
244                Arc::new(settlement_currency_builder.finish()),
245                Arc::new(is_inverse_builder.finish()),
246                Arc::new(option_kind_builder.finish()),
247                Arc::new(strike_price_builder.finish()),
248                Arc::new(activation_ns_builder.finish()),
249                Arc::new(expiration_ns_builder.finish()),
250                Arc::new(price_precision_builder.finish()),
251                Arc::new(size_precision_builder.finish()),
252                Arc::new(price_increment_builder.finish()),
253                Arc::new(size_increment_builder.finish()),
254                Arc::new(multiplier_builder.finish()),
255                Arc::new(lot_size_builder.finish()),
256                Arc::new(max_quantity_builder.finish()),
257                Arc::new(min_quantity_builder.finish()),
258                Arc::new(max_notional_builder.finish()),
259                Arc::new(min_notional_builder.finish()),
260                Arc::new(max_price_builder.finish()),
261                Arc::new(min_price_builder.finish()),
262                Arc::new(margin_init_builder.finish()),
263                Arc::new(margin_maint_builder.finish()),
264                Arc::new(maker_fee_builder.finish()),
265                Arc::new(taker_fee_builder.finish()),
266                Arc::new(tick_scheme_builder.finish()),
267                Arc::new(info_builder.finish()),
268                Arc::new(ts_event_builder.finish()),
269                Arc::new(ts_init_builder.finish()),
270            ],
271        )
272    }
273
274    fn metadata(&self) -> HashMap<String, String> {
275        let mut metadata = HashMap::new();
276        metadata.insert(KEY_INSTRUMENT_ID.to_string(), self.id.to_string());
277        metadata.insert(
278            KEY_PRICE_PRECISION.to_string(),
279            self.price_precision.to_string(),
280        );
281        metadata.insert(
282            KEY_SIZE_PRECISION.to_string(),
283            self.size_precision.to_string(),
284        );
285        metadata
286    }
287}
288
289/// Helper function to decode CryptoOption from RecordBatch
290/// (Cannot implement DecodeFromRecordBatch trait due to `Into<Data>` bound)
291///
292/// # Errors
293///
294/// Returns an `EncodingError` if the RecordBatch cannot be decoded.
295pub fn decode_crypto_option_batch(
296    #[allow(unused)] metadata: &HashMap<String, String>,
297    record_batch: &RecordBatch,
298) -> Result<Vec<CryptoOption>, EncodingError> {
299    let cols = record_batch.columns();
300    let num_rows = record_batch.num_rows();
301
302    let id_values = extract_column::<StringArray>(cols, "id", 0, DataType::Utf8)?;
303    let raw_symbol_values = extract_column::<StringArray>(cols, "raw_symbol", 1, DataType::Utf8)?;
304    let underlying_values = extract_column::<StringArray>(cols, "underlying", 2, DataType::Utf8)?;
305    let quote_currency_values =
306        extract_column::<StringArray>(cols, "quote_currency", 3, DataType::Utf8)?;
307    let settlement_currency_values =
308        extract_column::<StringArray>(cols, "settlement_currency", 4, DataType::Utf8)?;
309    let is_inverse_values =
310        extract_column::<BooleanArray>(cols, "is_inverse", 5, DataType::Boolean)?;
311    let option_kind_values = extract_column::<StringArray>(cols, "option_kind", 6, DataType::Utf8)?;
312    let strike_price_values =
313        extract_column::<StringArray>(cols, "strike_price", 7, DataType::Utf8)?;
314    let activation_ns_values =
315        extract_column::<UInt64Array>(cols, "activation_ns", 8, DataType::UInt64)?;
316    let expiration_ns_values =
317        extract_column::<UInt64Array>(cols, "expiration_ns", 9, DataType::UInt64)?;
318    let price_precision_values =
319        extract_column::<UInt8Array>(cols, "price_precision", 10, DataType::UInt8)?;
320    let size_precision_values =
321        extract_column::<UInt8Array>(cols, "size_precision", 11, DataType::UInt8)?;
322    let price_increment_values =
323        extract_column::<StringArray>(cols, "price_increment", 12, DataType::Utf8)?;
324    let size_increment_values =
325        extract_column::<StringArray>(cols, "size_increment", 13, DataType::Utf8)?;
326    let multiplier_values = extract_column::<StringArray>(cols, "multiplier", 14, DataType::Utf8)?;
327    let lot_size_values = record_batch
328        .schema()
329        .index_of("lot_size")
330        .ok()
331        .map(|index| extract_column::<StringArray>(cols, "lot_size", index, DataType::Utf8))
332        .transpose()?;
333    let lot_size_offset = usize::from(lot_size_values.is_some());
334    let max_quantity_values = cols
335        .get(15 + lot_size_offset)
336        .ok_or_else(|| EncodingError::MissingColumn("max_quantity", 15 + lot_size_offset))?;
337    let min_quantity_values = cols
338        .get(16 + lot_size_offset)
339        .ok_or_else(|| EncodingError::MissingColumn("min_quantity", 16 + lot_size_offset))?;
340    let max_notional_values = cols
341        .get(17 + lot_size_offset)
342        .ok_or_else(|| EncodingError::MissingColumn("max_notional", 17 + lot_size_offset))?;
343    let min_notional_values = cols
344        .get(18 + lot_size_offset)
345        .ok_or_else(|| EncodingError::MissingColumn("min_notional", 18 + lot_size_offset))?;
346    let max_price_values = cols
347        .get(19 + lot_size_offset)
348        .ok_or_else(|| EncodingError::MissingColumn("max_price", 19 + lot_size_offset))?;
349    let min_price_values = cols
350        .get(20 + lot_size_offset)
351        .ok_or_else(|| EncodingError::MissingColumn("min_price", 20 + lot_size_offset))?;
352    let margin_init_values =
353        extract_column::<StringArray>(cols, "margin_init", 21 + lot_size_offset, DataType::Utf8)?;
354    let margin_maint_values =
355        extract_column::<StringArray>(cols, "margin_maint", 22 + lot_size_offset, DataType::Utf8)?;
356    let maker_fee_values =
357        extract_column::<StringArray>(cols, "maker_fee", 23 + lot_size_offset, DataType::Utf8)?;
358    let taker_fee_values =
359        extract_column::<StringArray>(cols, "taker_fee", 24 + lot_size_offset, DataType::Utf8)?;
360    let tick_scheme_values = extract_optional_string_column_by_name(record_batch, "tick_scheme")?;
361    let info_values = extract_column_by_name_or_index::<BinaryArray>(
362        record_batch,
363        "info",
364        25 + lot_size_offset,
365        DataType::Binary,
366    )?;
367    let ts_event_values = extract_column_by_name_or_index::<UInt64Array>(
368        record_batch,
369        "ts_event",
370        26 + lot_size_offset,
371        DataType::UInt64,
372    )?;
373    let ts_init_values = extract_column_by_name_or_index::<UInt64Array>(
374        record_batch,
375        "ts_init",
376        27 + lot_size_offset,
377        DataType::UInt64,
378    )?;
379
380    let mut result = Vec::with_capacity(num_rows);
381
382    for i in 0..num_rows {
383        let id = InstrumentId::from_str(id_values.value(i))
384            .map_err(|e| EncodingError::ParseError("id", format!("row {i}: {e}")))?;
385        let raw_symbol = Symbol::from(raw_symbol_values.value(i));
386        let underlying = super::decode_currency(
387            underlying_values.value(i),
388            "underlying",
389            "crypto_option.underlying",
390            i,
391        )?;
392        let quote_currency = super::decode_currency(
393            quote_currency_values.value(i),
394            "quote_currency",
395            "crypto_option.quote_currency",
396            i,
397        )?;
398        let settlement_currency = super::decode_currency(
399            settlement_currency_values.value(i),
400            "settlement_currency",
401            "crypto_option.settlement_currency",
402            i,
403        )?;
404        let is_inverse = is_inverse_values.value(i);
405        let option_kind = option_kind_from_str(option_kind_values.value(i))?;
406        let strike_price = Price::from_str(strike_price_values.value(i))
407            .map_err(|e| EncodingError::ParseError("strike_price", format!("row {i}: {e}")))?;
408        let activation_ns = nautilus_core::UnixNanos::from(activation_ns_values.value(i));
409        let expiration_ns = nautilus_core::UnixNanos::from(expiration_ns_values.value(i));
410        let price_prec = price_precision_values.value(i);
411        let size_prec = size_precision_values.value(i);
412
413        let price_increment = Price::from_str(price_increment_values.value(i))
414            .map_err(|e| EncodingError::ParseError("price_increment", format!("row {i}: {e}")))?;
415        let size_increment = Quantity::from_str(size_increment_values.value(i))
416            .map_err(|e| EncodingError::ParseError("size_increment", format!("row {i}: {e}")))?;
417        let multiplier = Quantity::from_str(multiplier_values.value(i))
418            .map_err(|e| EncodingError::ParseError("multiplier", format!("row {i}: {e}")))?;
419        let lot_size =
420            if let Some(values) = lot_size_values {
421                if values.is_null(i) {
422                    None
423                } else {
424                    Some(Quantity::from_str(values.value(i)).map_err(|e| {
425                        EncodingError::ParseError("lot_size", format!("row {i}: {e}"))
426                    })?)
427                }
428            } else {
429                None
430            };
431
432        let max_quantity =
433            if max_quantity_values.is_null(i) {
434                None
435            } else {
436                let max_qty_str = max_quantity_values
437                    .as_any()
438                    .downcast_ref::<StringArray>()
439                    .ok_or_else(|| {
440                        EncodingError::ParseError("max_quantity", format!("row {i}: invalid type"))
441                    })?
442                    .value(i);
443                Some(Quantity::from_str(max_qty_str).map_err(|e| {
444                    EncodingError::ParseError("max_quantity", format!("row {i}: {e}"))
445                })?)
446            };
447
448        let min_quantity =
449            if min_quantity_values.is_null(i) {
450                None
451            } else {
452                let min_qty_str = min_quantity_values
453                    .as_any()
454                    .downcast_ref::<StringArray>()
455                    .ok_or_else(|| {
456                        EncodingError::ParseError("min_quantity", format!("row {i}: invalid type"))
457                    })?
458                    .value(i);
459                Some(Quantity::from_str(min_qty_str).map_err(|e| {
460                    EncodingError::ParseError("min_quantity", format!("row {i}: {e}"))
461                })?)
462            };
463
464        let max_notional =
465            if max_notional_values.is_null(i) {
466                None
467            } else {
468                let max_not_str = max_notional_values
469                    .as_any()
470                    .downcast_ref::<StringArray>()
471                    .ok_or_else(|| {
472                        EncodingError::ParseError("max_notional", format!("row {i}: invalid type"))
473                    })?
474                    .value(i);
475                Some(Money::from_str(max_not_str).map_err(|e| {
476                    EncodingError::ParseError("max_notional", format!("row {i}: {e}"))
477                })?)
478            };
479
480        let min_notional =
481            if min_notional_values.is_null(i) {
482                None
483            } else {
484                let min_not_str = min_notional_values
485                    .as_any()
486                    .downcast_ref::<StringArray>()
487                    .ok_or_else(|| {
488                        EncodingError::ParseError("min_notional", format!("row {i}: invalid type"))
489                    })?
490                    .value(i);
491                Some(Money::from_str(min_not_str).map_err(|e| {
492                    EncodingError::ParseError("min_notional", format!("row {i}: {e}"))
493                })?)
494            };
495
496        let max_price = if max_price_values.is_null(i) {
497            None
498        } else {
499            let max_p_str = max_price_values
500                .as_any()
501                .downcast_ref::<StringArray>()
502                .ok_or_else(|| {
503                    EncodingError::ParseError("max_price", format!("row {i}: invalid type"))
504                })?
505                .value(i);
506            Some(
507                Price::from_str(max_p_str)
508                    .map_err(|e| EncodingError::ParseError("max_price", format!("row {i}: {e}")))?,
509            )
510        };
511
512        let min_price = if min_price_values.is_null(i) {
513            None
514        } else {
515            let min_p_str = min_price_values
516                .as_any()
517                .downcast_ref::<StringArray>()
518                .ok_or_else(|| {
519                    EncodingError::ParseError("min_price", format!("row {i}: invalid type"))
520                })?
521                .value(i);
522            Some(
523                Price::from_str(min_p_str)
524                    .map_err(|e| EncodingError::ParseError("min_price", format!("row {i}: {e}")))?,
525            )
526        };
527
528        let margin_init = Decimal::from_str(margin_init_values.value(i))
529            .map_err(|e| EncodingError::ParseError("margin_init", format!("row {i}: {e}")))?;
530        let margin_maint = Decimal::from_str(margin_maint_values.value(i))
531            .map_err(|e| EncodingError::ParseError("margin_maint", format!("row {i}: {e}")))?;
532        let maker_fee = Decimal::from_str(maker_fee_values.value(i))
533            .map_err(|e| EncodingError::ParseError("maker_fee", format!("row {i}: {e}")))?;
534        let taker_fee = Decimal::from_str(taker_fee_values.value(i))
535            .map_err(|e| EncodingError::ParseError("taker_fee", format!("row {i}: {e}")))?;
536
537        // Decode info dict from JSON bytes (matching Python's msgspec.json.decode)
538        let info = if info_values.is_null(i) {
539            None
540        } else {
541            let info_bytes = info_values
542                .as_any()
543                .downcast_ref::<BinaryArray>()
544                .ok_or_else(|| EncodingError::ParseError("info", format!("row {i}: invalid type")))?
545                .value(i);
546
547            match serde_json::from_slice::<Params>(info_bytes) {
548                Ok(info_dict) => Some(info_dict),
549                Err(e) => {
550                    return Err(EncodingError::ParseError(
551                        "info",
552                        format!("row {i}: failed to deserialize JSON: {e}"),
553                    ));
554                }
555            }
556        };
557
558        let ts_event = nautilus_core::UnixNanos::from(ts_event_values.value(i));
559        let ts_init = nautilus_core::UnixNanos::from(ts_init_values.value(i));
560
561        let tick_scheme = optional_ustr_value(tick_scheme_values, i);
562
563        let crypto_option = CryptoOption::new_checked(
564            id,
565            raw_symbol,
566            underlying,
567            quote_currency,
568            settlement_currency,
569            is_inverse,
570            option_kind,
571            strike_price,
572            activation_ns,
573            expiration_ns,
574            price_prec,
575            size_prec,
576            price_increment,
577            size_increment,
578            Some(multiplier),
579            lot_size,
580            max_quantity,
581            min_quantity,
582            max_notional,
583            min_notional,
584            max_price,
585            min_price,
586            Some(margin_init),
587            Some(margin_maint),
588            Some(maker_fee),
589            Some(taker_fee),
590            tick_scheme,
591            info,
592            ts_event,
593            ts_init,
594        )
595        .map_err(|e| super::instrument_validation_error::<CryptoOption>(i, e))?;
596
597        result.push(crypto_option);
598    }
599
600    Ok(result)
601}
nautilus_serialization/arrow/instrument/crypto_option.rs

nautilus_serialization/arrow/instrument/
crypto_option.rs
