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

nautilus_serialization/arrow/instrument/
crypto_option.rs
