nautilus_serialization/arrow/instrument/
betting.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 BettingInstrument instruments.
17
18use std::{collections::HashMap, str::FromStr, sync::Arc};
19
20use arrow::{
21    array::{
22        Array, BinaryArray, BinaryBuilder, Float64Array, StringArray, StringBuilder, UInt8Array,
23        UInt64Array,
24    },
25    datatypes::{DataType, Field, Schema},
26    error::ArrowError,
27    record_batch::RecordBatch,
28};
29use nautilus_core::Params;
30use nautilus_model::{
31    identifiers::{InstrumentId, Symbol},
32    instruments::betting::BettingInstrument,
33    types::{money::Money, price::Price, quantity::Quantity},
34};
35use rust_decimal::Decimal;
36use ustr::Ustr;
37
38use super::KEY_CLASS;
39use crate::arrow::{
40    ArrowSchemaProvider, EncodeToRecordBatch, EncodingError, KEY_INSTRUMENT_ID,
41    KEY_PRICE_PRECISION, KEY_SIZE_PRECISION, extract_column, extract_column_by_name_or_index,
42    extract_optional_string_column_by_name, optional_ustr_value,
43};
44
45impl ArrowSchemaProvider for BettingInstrument {
46    fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
47        let fields = vec![
48            Field::new("id", DataType::Utf8, false),
49            Field::new("raw_symbol", DataType::Utf8, false),
50            Field::new("venue_name", DataType::Utf8, false),
51            Field::new("currency", DataType::Utf8, false),
52            Field::new("event_type_id", DataType::UInt64, false),
53            Field::new("event_type_name", DataType::Utf8, false),
54            Field::new("competition_id", DataType::UInt64, false),
55            Field::new("competition_name", DataType::Utf8, false),
56            Field::new("event_id", DataType::UInt64, false),
57            Field::new("event_name", DataType::Utf8, false),
58            Field::new("event_country_code", DataType::Utf8, false),
59            Field::new("event_open_date", DataType::UInt64, false),
60            Field::new("betting_type", DataType::Utf8, false),
61            Field::new("market_id", DataType::Utf8, false),
62            Field::new("market_name", DataType::Utf8, false),
63            Field::new("market_type", DataType::Utf8, false),
64            Field::new("market_start_time", DataType::UInt64, false),
65            Field::new("selection_id", DataType::UInt64, false),
66            Field::new("selection_name", DataType::Utf8, false),
67            Field::new("selection_handicap", DataType::Float64, false),
68            Field::new("price_precision", DataType::UInt8, false),
69            Field::new("size_precision", DataType::UInt8, false),
70            Field::new("price_increment", DataType::Utf8, false),
71            Field::new("size_increment", DataType::Utf8, false),
72            Field::new("max_quantity", DataType::Utf8, true), // nullable
73            Field::new("min_quantity", DataType::Utf8, true), // nullable
74            Field::new("max_notional", DataType::Utf8, true), // nullable
75            Field::new("min_notional", DataType::Utf8, true), // nullable
76            Field::new("max_price", DataType::Utf8, true),    // nullable
77            Field::new("min_price", DataType::Utf8, true),    // nullable
78            Field::new("margin_init", DataType::Utf8, false),
79            Field::new("margin_maint", DataType::Utf8, false),
80            Field::new("maker_fee", DataType::Utf8, false),
81            Field::new("taker_fee", DataType::Utf8, false),
82            Field::new("tick_scheme", DataType::Utf8, true),
83            Field::new("info", DataType::Binary, true), // nullable
84            Field::new("ts_event", DataType::UInt64, false),
85            Field::new("ts_init", DataType::UInt64, false),
86        ];
87
88        let mut final_metadata = HashMap::new();
89        final_metadata.insert(KEY_CLASS.to_string(), "BettingInstrument".to_string());
90
91        if let Some(meta) = metadata {
92            final_metadata.extend(meta);
93        }
94
95        Schema::new_with_metadata(fields, final_metadata)
96    }
97}
98
99impl EncodeToRecordBatch for BettingInstrument {
100    fn encode_batch(
101        #[allow(unused)] metadata: &HashMap<String, String>,
102        data: &[Self],
103    ) -> Result<RecordBatch, ArrowError> {
104        let mut id_builder = StringBuilder::new();
105        let mut raw_symbol_builder = StringBuilder::new();
106        let mut venue_name_builder = StringBuilder::new();
107        let mut currency_builder = StringBuilder::new();
108        let mut event_type_id_builder = UInt64Array::builder(data.len());
109        let mut event_type_name_builder = StringBuilder::new();
110        let mut competition_id_builder = UInt64Array::builder(data.len());
111        let mut competition_name_builder = StringBuilder::new();
112        let mut event_id_builder = UInt64Array::builder(data.len());
113        let mut event_name_builder = StringBuilder::new();
114        let mut event_country_code_builder = StringBuilder::new();
115        let mut event_open_date_builder = UInt64Array::builder(data.len());
116        let mut betting_type_builder = StringBuilder::new();
117        let mut market_id_builder = StringBuilder::new();
118        let mut market_name_builder = StringBuilder::new();
119        let mut market_type_builder = StringBuilder::new();
120        let mut market_start_time_builder = UInt64Array::builder(data.len());
121        let mut selection_id_builder = UInt64Array::builder(data.len());
122        let mut selection_name_builder = StringBuilder::new();
123        let mut selection_handicap_builder = Float64Array::builder(data.len());
124        let mut price_precision_builder = UInt8Array::builder(data.len());
125        let mut size_precision_builder = UInt8Array::builder(data.len());
126        let mut price_increment_builder = StringBuilder::new();
127        let mut size_increment_builder = StringBuilder::new();
128        let mut max_quantity_builder = StringBuilder::new();
129        let mut min_quantity_builder = StringBuilder::new();
130        let mut max_notional_builder = StringBuilder::new();
131        let mut min_notional_builder = StringBuilder::new();
132        let mut max_price_builder = StringBuilder::new();
133        let mut min_price_builder = StringBuilder::new();
134        let mut margin_init_builder = StringBuilder::new();
135        let mut margin_maint_builder = StringBuilder::new();
136        let mut maker_fee_builder = StringBuilder::new();
137        let mut taker_fee_builder = StringBuilder::new();
138        let mut tick_scheme_builder = StringBuilder::new();
139        let mut info_builder = BinaryBuilder::new();
140        let mut ts_event_builder = UInt64Array::builder(data.len());
141        let mut ts_init_builder = UInt64Array::builder(data.len());
142
143        for bi in data {
144            id_builder.append_value(bi.id.to_string());
145            raw_symbol_builder.append_value(bi.raw_symbol);
146            // Extract venue_name from instrument_id (format: "SYMBOL.VENUE")
147            let venue_name = bi.id.venue.to_string();
148            venue_name_builder.append_value(venue_name);
149            currency_builder.append_value(bi.currency.to_string());
150            event_type_id_builder.append_value(bi.event_type_id);
151            event_type_name_builder.append_value(bi.event_type_name);
152            competition_id_builder.append_value(bi.competition_id);
153            competition_name_builder.append_value(bi.competition_name);
154            event_id_builder.append_value(bi.event_id);
155            event_name_builder.append_value(bi.event_name);
156            event_country_code_builder.append_value(bi.event_country_code);
157            event_open_date_builder.append_value(bi.event_open_date.as_u64());
158            betting_type_builder.append_value(bi.betting_type);
159            market_id_builder.append_value(bi.market_id);
160            market_name_builder.append_value(bi.market_name);
161            market_type_builder.append_value(bi.market_type);
162            market_start_time_builder.append_value(bi.market_start_time.as_u64());
163            selection_id_builder.append_value(bi.selection_id);
164            selection_name_builder.append_value(bi.selection_name);
165            selection_handicap_builder.append_value(bi.selection_handicap);
166            price_precision_builder.append_value(bi.price_precision);
167            size_precision_builder.append_value(bi.size_precision);
168            price_increment_builder.append_value(bi.price_increment.to_string());
169            size_increment_builder.append_value(bi.size_increment.to_string());
170
171            if let Some(max_quantity) = bi.max_quantity {
172                max_quantity_builder.append_value(max_quantity.to_string());
173            } else {
174                max_quantity_builder.append_null();
175            }
176
177            if let Some(min_quantity) = bi.min_quantity {
178                min_quantity_builder.append_value(min_quantity.to_string());
179            } else {
180                min_quantity_builder.append_null();
181            }
182
183            if let Some(max_notional) = bi.max_notional {
184                max_notional_builder.append_value(max_notional.to_string());
185            } else {
186                max_notional_builder.append_null();
187            }
188
189            if let Some(min_notional) = bi.min_notional {
190                min_notional_builder.append_value(min_notional.to_string());
191            } else {
192                min_notional_builder.append_null();
193            }
194
195            if let Some(max_price) = bi.max_price {
196                max_price_builder.append_value(max_price.to_string());
197            } else {
198                max_price_builder.append_null();
199            }
200
201            if let Some(min_price) = bi.min_price {
202                min_price_builder.append_value(min_price.to_string());
203            } else {
204                min_price_builder.append_null();
205            }
206
207            margin_init_builder.append_value(bi.margin_init.to_string());
208            margin_maint_builder.append_value(bi.margin_maint.to_string());
209            maker_fee_builder.append_value(bi.maker_fee.to_string());
210            taker_fee_builder.append_value(bi.taker_fee.to_string());
211
212            if let Some(tick_scheme) = bi.tick_scheme {
213                tick_scheme_builder.append_value(tick_scheme);
214            } else {
215                tick_scheme_builder.append_null();
216            }
217
218            // Encode info dict as JSON bytes (matching Python's msgspec.json.encode)
219            if let Some(ref info) = bi.info {
220                match serde_json::to_vec(info) {
221                    Ok(json_bytes) => {
222                        info_builder.append_value(json_bytes);
223                    }
224                    Err(e) => {
225                        return Err(ArrowError::InvalidArgumentError(format!(
226                            "Failed to serialize info dict to JSON: {e}"
227                        )));
228                    }
229                }
230            } else {
231                info_builder.append_null();
232            }
233
234            ts_event_builder.append_value(bi.ts_event.as_u64());
235            ts_init_builder.append_value(bi.ts_init.as_u64());
236        }
237
238        let mut final_metadata = metadata.clone();
239        final_metadata.insert(KEY_CLASS.to_string(), "BettingInstrument".to_string());
240
241        RecordBatch::try_new(
242            Self::get_schema(Some(final_metadata)).into(),
243            vec![
244                Arc::new(id_builder.finish()),
245                Arc::new(raw_symbol_builder.finish()),
246                Arc::new(venue_name_builder.finish()),
247                Arc::new(currency_builder.finish()),
248                Arc::new(event_type_id_builder.finish()),
249                Arc::new(event_type_name_builder.finish()),
250                Arc::new(competition_id_builder.finish()),
251                Arc::new(competition_name_builder.finish()),
252                Arc::new(event_id_builder.finish()),
253                Arc::new(event_name_builder.finish()),
254                Arc::new(event_country_code_builder.finish()),
255                Arc::new(event_open_date_builder.finish()),
256                Arc::new(betting_type_builder.finish()),
257                Arc::new(market_id_builder.finish()),
258                Arc::new(market_name_builder.finish()),
259                Arc::new(market_type_builder.finish()),
260                Arc::new(market_start_time_builder.finish()),
261                Arc::new(selection_id_builder.finish()),
262                Arc::new(selection_name_builder.finish()),
263                Arc::new(selection_handicap_builder.finish()),
264                Arc::new(price_precision_builder.finish()),
265                Arc::new(size_precision_builder.finish()),
266                Arc::new(price_increment_builder.finish()),
267                Arc::new(size_increment_builder.finish()),
268                Arc::new(max_quantity_builder.finish()),
269                Arc::new(min_quantity_builder.finish()),
270                Arc::new(max_notional_builder.finish()),
271                Arc::new(min_notional_builder.finish()),
272                Arc::new(max_price_builder.finish()),
273                Arc::new(min_price_builder.finish()),
274                Arc::new(margin_init_builder.finish()),
275                Arc::new(margin_maint_builder.finish()),
276                Arc::new(maker_fee_builder.finish()),
277                Arc::new(taker_fee_builder.finish()),
278                Arc::new(tick_scheme_builder.finish()),
279                Arc::new(info_builder.finish()),
280                Arc::new(ts_event_builder.finish()),
281                Arc::new(ts_init_builder.finish()),
282            ],
283        )
284    }
285
286    fn metadata(&self) -> HashMap<String, String> {
287        let mut metadata = HashMap::new();
288        metadata.insert(KEY_INSTRUMENT_ID.to_string(), self.id.to_string());
289        metadata.insert(
290            KEY_PRICE_PRECISION.to_string(),
291            self.price_precision.to_string(),
292        );
293        metadata.insert(
294            KEY_SIZE_PRECISION.to_string(),
295            self.size_precision.to_string(),
296        );
297        metadata
298    }
299}
300
301/// Decodes [`BettingInstrument`] instruments from a record batch.
302///
303/// Not a [`DecodeFromRecordBatch`] implementation because that trait requires `Into<Data>`.
304///
305/// # Errors
306///
307/// Returns an `EncodingError` if the record batch cannot be decoded.
308///
309/// [`DecodeFromRecordBatch`]: crate::arrow::DecodeFromRecordBatch
310pub fn decode_betting_instrument_batch(
311    #[allow(unused)] metadata: &HashMap<String, String>,
312    record_batch: &RecordBatch,
313) -> Result<Vec<BettingInstrument>, EncodingError> {
314    let cols = record_batch.columns();
315    let num_rows = record_batch.num_rows();
316
317    let id_values = extract_column::<StringArray>(cols, "id", 0, DataType::Utf8)?;
318    let raw_symbol_values = extract_column::<StringArray>(cols, "raw_symbol", 1, DataType::Utf8)?;
319    let _venue_name_values = extract_column::<StringArray>(cols, "venue_name", 2, DataType::Utf8)?; // Not used, extracted from id
320    let currency_values = extract_column::<StringArray>(cols, "currency", 3, DataType::Utf8)?;
321    let event_type_id_values =
322        extract_column::<UInt64Array>(cols, "event_type_id", 4, DataType::UInt64)?;
323    let event_type_name_values =
324        extract_column::<StringArray>(cols, "event_type_name", 5, DataType::Utf8)?;
325    let competition_id_values =
326        extract_column::<UInt64Array>(cols, "competition_id", 6, DataType::UInt64)?;
327    let competition_name_values =
328        extract_column::<StringArray>(cols, "competition_name", 7, DataType::Utf8)?;
329    let event_id_values = extract_column::<UInt64Array>(cols, "event_id", 8, DataType::UInt64)?;
330    let event_name_values = extract_column::<StringArray>(cols, "event_name", 9, DataType::Utf8)?;
331    let event_country_code_values =
332        extract_column::<StringArray>(cols, "event_country_code", 10, DataType::Utf8)?;
333    let event_open_date_values =
334        extract_column::<UInt64Array>(cols, "event_open_date", 11, DataType::UInt64)?;
335    let betting_type_values =
336        extract_column::<StringArray>(cols, "betting_type", 12, DataType::Utf8)?;
337    let market_id_values = extract_column::<StringArray>(cols, "market_id", 13, DataType::Utf8)?;
338    let market_name_values =
339        extract_column::<StringArray>(cols, "market_name", 14, DataType::Utf8)?;
340    let market_type_values =
341        extract_column::<StringArray>(cols, "market_type", 15, DataType::Utf8)?;
342    let market_start_time_values =
343        extract_column::<UInt64Array>(cols, "market_start_time", 16, DataType::UInt64)?;
344    let selection_id_values =
345        extract_column::<UInt64Array>(cols, "selection_id", 17, DataType::UInt64)?;
346    let selection_name_values =
347        extract_column::<StringArray>(cols, "selection_name", 18, DataType::Utf8)?;
348    let selection_handicap_values =
349        extract_column::<Float64Array>(cols, "selection_handicap", 19, DataType::Float64)?;
350    let price_precision_values =
351        extract_column::<UInt8Array>(cols, "price_precision", 20, DataType::UInt8)?;
352    let size_precision_values =
353        extract_column::<UInt8Array>(cols, "size_precision", 21, DataType::UInt8)?;
354    let price_increment_values =
355        extract_column::<StringArray>(cols, "price_increment", 22, DataType::Utf8)?;
356    let size_increment_values =
357        extract_column::<StringArray>(cols, "size_increment", 23, DataType::Utf8)?;
358    let max_quantity_values = extract_optional_string_column_by_name(record_batch, "max_quantity")?;
359    let min_quantity_values = extract_optional_string_column_by_name(record_batch, "min_quantity")?;
360    let max_notional_values = extract_optional_string_column_by_name(record_batch, "max_notional")?;
361    let min_notional_values = extract_optional_string_column_by_name(record_batch, "min_notional")?;
362    let max_price_values = extract_optional_string_column_by_name(record_batch, "max_price")?;
363    let min_price_values = extract_optional_string_column_by_name(record_batch, "min_price")?;
364    let margin_init_values =
365        extract_column::<StringArray>(cols, "margin_init", 30, DataType::Utf8)?;
366    let margin_maint_values =
367        extract_column::<StringArray>(cols, "margin_maint", 31, DataType::Utf8)?;
368    let maker_fee_values = extract_column::<StringArray>(cols, "maker_fee", 32, DataType::Utf8)?;
369    let taker_fee_values = extract_column::<StringArray>(cols, "taker_fee", 33, DataType::Utf8)?;
370    let tick_scheme_values = extract_optional_string_column_by_name(record_batch, "tick_scheme")?;
371    let info_values =
372        extract_column_by_name_or_index::<BinaryArray>(record_batch, "info", 35, DataType::Binary)?;
373    let ts_event_values = extract_column_by_name_or_index::<UInt64Array>(
374        record_batch,
375        "ts_event",
376        36,
377        DataType::UInt64,
378    )?;
379    let ts_init_values = extract_column_by_name_or_index::<UInt64Array>(
380        record_batch,
381        "ts_init",
382        37,
383        DataType::UInt64,
384    )?;
385
386    let mut result = Vec::with_capacity(num_rows);
387
388    for i in 0..num_rows {
389        let id = InstrumentId::from_str(id_values.value(i))
390            .map_err(|e| EncodingError::ParseError("id", format!("row {i}: {e}")))?;
391        let raw_symbol = Symbol::from(raw_symbol_values.value(i));
392        let currency = super::decode_currency(
393            currency_values.value(i),
394            "currency",
395            "betting_instrument.currency",
396            i,
397        )?;
398        let event_type_id = event_type_id_values.value(i);
399        let event_type_name = Ustr::from(event_type_name_values.value(i));
400        let competition_id = competition_id_values.value(i);
401        let competition_name = Ustr::from(competition_name_values.value(i));
402        let event_id = event_id_values.value(i);
403        let event_name = Ustr::from(event_name_values.value(i));
404        let event_country_code = Ustr::from(event_country_code_values.value(i));
405        let event_open_date = nautilus_core::UnixNanos::from(event_open_date_values.value(i));
406        let betting_type = Ustr::from(betting_type_values.value(i));
407        let market_id = Ustr::from(market_id_values.value(i));
408        let market_name = Ustr::from(market_name_values.value(i));
409        let market_type = Ustr::from(market_type_values.value(i));
410        let market_start_time = nautilus_core::UnixNanos::from(market_start_time_values.value(i));
411        let selection_id = selection_id_values.value(i);
412        let selection_name = Ustr::from(selection_name_values.value(i));
413        let selection_handicap = selection_handicap_values.value(i);
414        let price_prec = price_precision_values.value(i);
415        let size_prec = size_precision_values.value(i);
416
417        let price_increment = Price::from_str(price_increment_values.value(i))
418            .map_err(|e| EncodingError::ParseError("price_increment", format!("row {i}: {e}")))?;
419        let size_increment = Quantity::from_str(size_increment_values.value(i))
420            .map_err(|e| EncodingError::ParseError("size_increment", format!("row {i}: {e}")))?;
421
422        let margin_init = Decimal::from_str(margin_init_values.value(i))
423            .map_err(|e| EncodingError::ParseError("margin_init", format!("row {i}: {e}")))?;
424        let margin_maint = Decimal::from_str(margin_maint_values.value(i))
425            .map_err(|e| EncodingError::ParseError("margin_maint", format!("row {i}: {e}")))?;
426        let maker_fee = Decimal::from_str(maker_fee_values.value(i))
427            .map_err(|e| EncodingError::ParseError("maker_fee", format!("row {i}: {e}")))?;
428        let taker_fee = Decimal::from_str(taker_fee_values.value(i))
429            .map_err(|e| EncodingError::ParseError("taker_fee", format!("row {i}: {e}")))?;
430
431        // Decode info dict from JSON bytes (matching Python's msgspec.json.decode)
432        let info = if info_values.is_null(i) {
433            None
434        } else {
435            let info_bytes = info_values
436                .as_any()
437                .downcast_ref::<BinaryArray>()
438                .ok_or_else(|| EncodingError::ParseError("info", format!("row {i}: invalid type")))?
439                .value(i);
440
441            match serde_json::from_slice::<Params>(info_bytes) {
442                Ok(info_dict) => Some(info_dict),
443                Err(e) => {
444                    return Err(EncodingError::ParseError(
445                        "info",
446                        format!("row {i}: failed to deserialize JSON: {e}"),
447                    ));
448                }
449            }
450        };
451
452        let ts_event = nautilus_core::UnixNanos::from(ts_event_values.value(i));
453        let ts_init = nautilus_core::UnixNanos::from(ts_init_values.value(i));
454
455        let tick_scheme = optional_ustr_value(tick_scheme_values, i);
456
457        let max_notional = match max_notional_values {
458            Some(column) if !column.is_null(i) => {
459                Some(Money::from_str(column.value(i)).map_err(|e| {
460                    EncodingError::ParseError("max_notional", format!("row {i}: {e}"))
461                })?)
462            }
463            _ => None,
464        };
465
466        let min_notional = match min_notional_values {
467            Some(column) if !column.is_null(i) => {
468                Some(Money::from_str(column.value(i)).map_err(|e| {
469                    EncodingError::ParseError("min_notional", format!("row {i}: {e}"))
470                })?)
471            }
472            _ => None,
473        };
474
475        let betting_instrument = BettingInstrument::builder()
476            .instrument_id(id)
477            .raw_symbol(raw_symbol)
478            .event_type_id(event_type_id)
479            .event_type_name(event_type_name)
480            .competition_id(competition_id)
481            .competition_name(competition_name)
482            .event_id(event_id)
483            .event_name(event_name)
484            .event_country_code(event_country_code)
485            .event_open_date(event_open_date)
486            .betting_type(betting_type)
487            .market_id(market_id)
488            .market_name(market_name)
489            .market_type(market_type)
490            .market_start_time(market_start_time)
491            .selection_id(selection_id)
492            .selection_name(selection_name)
493            .selection_handicap(selection_handicap)
494            .currency(currency)
495            .price_precision(price_prec)
496            .size_precision(size_prec)
497            .price_increment(price_increment)
498            .size_increment(size_increment)
499            .maybe_max_quantity(super::optional_quantity_value(
500                max_quantity_values,
501                "max_quantity",
502                i,
503            )?)
504            .maybe_min_quantity(super::optional_quantity_value(
505                min_quantity_values,
506                "min_quantity",
507                i,
508            )?)
509            .maybe_max_notional(max_notional)
510            .maybe_min_notional(min_notional)
511            .maybe_max_price(super::optional_price_value(
512                max_price_values,
513                "max_price",
514                i,
515            )?)
516            .maybe_min_price(super::optional_price_value(
517                min_price_values,
518                "min_price",
519                i,
520            )?)
521            .margin_init(margin_init)
522            .margin_maint(margin_maint)
523            .maker_fee(maker_fee)
524            .taker_fee(taker_fee)
525            .maybe_tick_scheme(tick_scheme)
526            .maybe_info(info)
527            .ts_event(ts_event)
528            .ts_init(ts_init)
529            .build()
530            .map_err(|e| super::instrument_validation_error::<BettingInstrument>(i, e))?;
531
532        result.push(betting_instrument);
533    }
534
535    Ok(result)
536}
537
538#[cfg(test)]
539mod tests {
540    use std::{collections::HashMap, sync::Arc};
541
542    use arrow::{array::UInt8Array, record_batch::RecordBatch};
543    use nautilus_model::instruments::stubs::betting;
544    use rstest::rstest;
545
546    use super::*;
547    use crate::arrow::EncodeToRecordBatch;
548
549    const PRICE_PRECISION_COLUMN: usize = 20;
550    const SIZE_PRECISION_COLUMN: usize = 21;
551
552    fn betting_batch_with_precision(column_index: usize, precision: u8) -> RecordBatch {
553        betting_batch_with_precision_values(column_index, &[precision])
554    }
555
556    fn betting_batch_with_precision_values(column_index: usize, precisions: &[u8]) -> RecordBatch {
557        let instruments = vec![betting(); precisions.len()];
558        let batch = BettingInstrument::encode_batch(&HashMap::new(), &instruments).unwrap();
559        let mut columns = batch.columns().to_vec();
560        columns[column_index] = Arc::new(UInt8Array::from(precisions.to_vec()));
561
562        RecordBatch::try_new(batch.schema(), columns).unwrap()
563    }
564
565    #[rstest]
566    fn decode_betting_instrument_invalid_price_precision_returns_error() {
567        let batch = betting_batch_with_precision(PRICE_PRECISION_COLUMN, u8::MAX);
568        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
569
570        match error {
571            EncodingError::ParseError(field, message) => {
572                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
573                assert!(message.starts_with("row 0:"));
574                assert!(message.contains("price_increment"));
575                assert!(message.contains("precision"));
576            }
577            _ => panic!("Expected instrument parse error, was: {error}"),
578        }
579    }
580
581    #[rstest]
582    fn decode_betting_instrument_invalid_second_row_precision_reports_row_index() {
583        let batch = betting_batch_with_precision_values(PRICE_PRECISION_COLUMN, &[2, u8::MAX]);
584        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
585
586        match error {
587            EncodingError::ParseError(field, message) => {
588                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
589                assert!(message.starts_with("row 1:"));
590                assert!(message.contains("price_increment"));
591                assert!(message.contains("precision"));
592            }
593            _ => panic!("Expected instrument parse error, was: {error}"),
594        }
595    }
596
597    #[rstest]
598    fn decode_betting_instrument_invalid_size_precision_returns_error() {
599        let batch = betting_batch_with_precision(SIZE_PRECISION_COLUMN, u8::MAX);
600        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
601
602        match error {
603            EncodingError::ParseError(field, message) => {
604                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
605                assert!(message.starts_with("row 0:"));
606                assert!(message.contains("size_increment"));
607                assert!(message.contains("precision"));
608            }
609            _ => panic!("Expected instrument parse error, was: {error}"),
610        }
611    }
612
613    #[rstest]
614    fn decode_betting_instrument_invalid_default_price_increment_returns_error() {
615        let batch = betting_batch_with_precision(PRICE_PRECISION_COLUMN, 1);
616        let error = decode_betting_instrument_batch(&HashMap::new(), &batch).unwrap_err();
617
618        match error {
619            EncodingError::ParseError(field, message) => {
620                assert_eq!(field, super::super::INSTRUMENT_VALIDATION_FIELD);
621                assert!(message.starts_with("row 0:"));
622                assert!(message.contains("BettingInstrument"));
623                assert!(message.contains("price_increment"));
624            }
625            _ => panic!("Expected instrument parse error, was: {error}"),
626        }
627    }
628}
nautilus_serialization/arrow/instrument/betting.rs

nautilus_serialization/arrow/instrument/
betting.rs
