nautilus_testkit/testers/

data.rs

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Data tester actor for live testing market data subscriptions.

use std::{
    num::NonZeroUsize,
    ops::{Deref, DerefMut},
    time::Duration,
};

use ahash::{AHashMap, AHashSet};
use chrono::Duration as ChronoDuration;
use nautilus_common::{
    actor::{DataActor, DataActorConfig, DataActorCore},
    enums::LogColor,
    log_info,
    timer::TimeEvent,
};
use nautilus_core::Params;
use nautilus_model::{
    data::{
        Bar, FundingRateUpdate, IndexPriceUpdate, InstrumentClose, InstrumentStatus,
        MarkPriceUpdate, OrderBookDeltas, QuoteTick, TradeTick, bar::BarType,
    },
    enums::BookType,
    identifiers::{ClientId, InstrumentId},
    instruments::InstrumentAny,
    orderbook::OrderBook,
};

/// Configuration for the data tester actor.
#[derive(Debug, Clone)]
pub struct DataTesterConfig {
    /// Base data actor configuration.
    pub base: DataActorConfig,
    /// Instrument IDs to subscribe to.
    pub instrument_ids: Vec<InstrumentId>,
    /// Client ID to use for subscriptions.
    pub client_id: Option<ClientId>,
    /// Bar types to subscribe to.
    pub bar_types: Option<Vec<BarType>>,
    /// Whether to subscribe to order book deltas.
    pub subscribe_book_deltas: bool,
    /// Whether to subscribe to order book depth snapshots.
    pub subscribe_book_depth: bool,
    /// Whether to subscribe to order book at interval.
    pub subscribe_book_at_interval: bool,
    /// Whether to subscribe to quotes.
    pub subscribe_quotes: bool,
    /// Whether to subscribe to trades.
    pub subscribe_trades: bool,
    /// Whether to subscribe to mark prices.
    pub subscribe_mark_prices: bool,
    /// Whether to subscribe to index prices.
    pub subscribe_index_prices: bool,
    /// Whether to subscribe to funding rates.
    pub subscribe_funding_rates: bool,
    /// Whether to subscribe to bars.
    pub subscribe_bars: bool,
    /// Whether to subscribe to instrument updates.
    pub subscribe_instrument: bool,
    /// Whether to subscribe to instrument status.
    pub subscribe_instrument_status: bool,
    /// Whether to subscribe to instrument close.
    pub subscribe_instrument_close: bool,
    /// Optional parameters passed to all subscribe calls.
    pub subscribe_params: Option<Params>,
    /// Optional parameters passed to all request calls.
    pub request_params: Option<Params>,
    /// Whether unsubscribe is supported on stop.
    pub can_unsubscribe: bool,
    /// Whether to request instruments on start.
    pub request_instruments: bool,
    // TODO: Support request_quotes when historical data requests are available
    /// Whether to request historical quotes (not yet implemented).
    pub request_quotes: bool,
    // TODO: Support request_trades when historical data requests are available
    /// Whether to request historical trades (not yet implemented).
    pub request_trades: bool,
    /// Whether to request historical bars.
    pub request_bars: bool,
    /// Whether to request order book snapshots.
    pub request_book_snapshot: bool,
    // TODO: Support request_book_deltas when Rust data engine has RequestBookDeltas
    /// Whether to request historical order book deltas (not yet implemented).
    pub request_book_deltas: bool,
    /// Whether to request historical funding rates.
    pub request_funding_rates: bool,
    // TODO: Support requests_start_delta when we implement historical data requests
    /// Book type for order book subscriptions.
    pub book_type: BookType,
    /// Order book depth for subscriptions.
    pub book_depth: Option<NonZeroUsize>,
    // TODO: Support book_group_size when order book grouping is implemented
    /// Order book interval in milliseconds for at_interval subscriptions.
    pub book_interval_ms: NonZeroUsize,
    /// Number of order book levels to print when logging.
    pub book_levels_to_print: usize,
    /// Whether to manage local order book from deltas.
    pub manage_book: bool,
    /// Whether to log received data.
    pub log_data: bool,
    /// Stats logging interval in seconds (0 to disable).
    pub stats_interval_secs: u64,
}

impl DataTesterConfig {
    /// Creates a new [`DataTesterConfig`] instance with minimal settings.
    ///
    /// # Panics
    ///
    /// Panics if `NonZeroUsize::new(1000)` fails (which should never happen).
    #[must_use]
    pub fn new(client_id: ClientId, instrument_ids: Vec<InstrumentId>) -> Self {
        Self {
            base: DataActorConfig::default(),
            instrument_ids,
            client_id: Some(client_id),
            bar_types: None,
            subscribe_book_deltas: false,
            subscribe_book_depth: false,
            subscribe_book_at_interval: false,
            subscribe_quotes: false,
            subscribe_trades: false,
            subscribe_mark_prices: false,
            subscribe_index_prices: false,
            subscribe_funding_rates: false,
            subscribe_bars: false,

            subscribe_instrument: false,
            subscribe_instrument_status: false,
            subscribe_instrument_close: false,
            subscribe_params: None,
            request_params: None,
            can_unsubscribe: true,
            request_instruments: false,
            request_quotes: false,
            request_trades: false,
            request_bars: false,
            request_book_snapshot: false,
            request_book_deltas: false,
            request_funding_rates: false,
            book_type: BookType::L2_MBP,
            book_depth: None,
            book_interval_ms: NonZeroUsize::new(1000).unwrap(),
            book_levels_to_print: 10,
            manage_book: true,
            log_data: true,
            stats_interval_secs: 5,
        }
    }

    #[must_use]
    pub fn with_log_data(mut self, log_data: bool) -> Self {
        self.log_data = log_data;
        self
    }

    #[must_use]
    pub fn with_subscribe_book_deltas(mut self, subscribe: bool) -> Self {
        self.subscribe_book_deltas = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_book_depth(mut self, subscribe: bool) -> Self {
        self.subscribe_book_depth = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_book_at_interval(mut self, subscribe: bool) -> Self {
        self.subscribe_book_at_interval = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_quotes(mut self, subscribe: bool) -> Self {
        self.subscribe_quotes = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_trades(mut self, subscribe: bool) -> Self {
        self.subscribe_trades = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_mark_prices(mut self, subscribe: bool) -> Self {
        self.subscribe_mark_prices = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_index_prices(mut self, subscribe: bool) -> Self {
        self.subscribe_index_prices = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_funding_rates(mut self, subscribe: bool) -> Self {
        self.subscribe_funding_rates = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_bars(mut self, subscribe: bool) -> Self {
        self.subscribe_bars = subscribe;
        self
    }

    #[must_use]
    pub fn with_bar_types(mut self, bar_types: Vec<BarType>) -> Self {
        self.bar_types = Some(bar_types);
        self
    }

    #[must_use]
    pub fn with_subscribe_instrument(mut self, subscribe: bool) -> Self {
        self.subscribe_instrument = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_instrument_status(mut self, subscribe: bool) -> Self {
        self.subscribe_instrument_status = subscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_instrument_close(mut self, subscribe: bool) -> Self {
        self.subscribe_instrument_close = subscribe;
        self
    }

    #[must_use]
    pub fn with_book_type(mut self, book_type: BookType) -> Self {
        self.book_type = book_type;
        self
    }

    #[must_use]
    pub fn with_book_depth(mut self, depth: Option<NonZeroUsize>) -> Self {
        self.book_depth = depth;
        self
    }

    #[must_use]
    pub fn with_book_interval_ms(mut self, interval_ms: NonZeroUsize) -> Self {
        self.book_interval_ms = interval_ms;
        self
    }

    #[must_use]
    pub fn with_manage_book(mut self, manage: bool) -> Self {
        self.manage_book = manage;
        self
    }

    #[must_use]
    pub fn with_request_instruments(mut self, request: bool) -> Self {
        self.request_instruments = request;
        self
    }

    #[must_use]
    pub fn with_request_book_snapshot(mut self, request: bool) -> Self {
        self.request_book_snapshot = request;
        self
    }

    #[must_use]
    pub fn with_request_book_deltas(mut self, request: bool) -> Self {
        self.request_book_deltas = request;
        self
    }

    #[must_use]
    pub fn with_request_trades(mut self, request: bool) -> Self {
        self.request_trades = request;
        self
    }

    #[must_use]
    pub fn with_request_bars(mut self, request: bool) -> Self {
        self.request_bars = request;
        self
    }

    #[must_use]
    pub fn with_request_funding_rates(mut self, request: bool) -> Self {
        self.request_funding_rates = request;
        self
    }

    #[must_use]
    pub fn with_can_unsubscribe(mut self, can_unsubscribe: bool) -> Self {
        self.can_unsubscribe = can_unsubscribe;
        self
    }

    #[must_use]
    pub fn with_subscribe_params(mut self, params: Option<Params>) -> Self {
        self.subscribe_params = params;
        self
    }

    #[must_use]
    pub fn with_request_params(mut self, params: Option<Params>) -> Self {
        self.request_params = params;
        self
    }

    #[must_use]
    pub fn with_stats_interval_secs(mut self, interval_secs: u64) -> Self {
        self.stats_interval_secs = interval_secs;
        self
    }
}

impl Default for DataTesterConfig {
    fn default() -> Self {
        Self {
            base: DataActorConfig::default(),
            instrument_ids: Vec::new(),
            client_id: None,
            bar_types: None,
            subscribe_book_deltas: false,
            subscribe_book_depth: false,
            subscribe_book_at_interval: false,
            subscribe_quotes: false,
            subscribe_trades: false,
            subscribe_mark_prices: false,
            subscribe_index_prices: false,
            subscribe_funding_rates: false,
            subscribe_bars: false,
            subscribe_instrument: false,
            subscribe_instrument_status: false,
            subscribe_instrument_close: false,
            subscribe_params: None,
            request_params: None,
            can_unsubscribe: true,
            request_instruments: false,
            request_quotes: false,
            request_trades: false,
            request_bars: false,
            request_book_snapshot: false,
            request_book_deltas: false,
            request_funding_rates: false,
            book_type: BookType::L2_MBP,
            book_depth: None,
            book_interval_ms: NonZeroUsize::new(1000).unwrap(),
            book_levels_to_print: 10,
            manage_book: false,
            log_data: true,
            stats_interval_secs: 5,
        }
    }
}

/// A data tester actor for live testing market data subscriptions.
///
/// Subscribes to configured data types for specified instruments and logs
/// received data to demonstrate the data flow. Useful for testing adapters
/// and validating data connectivity.
///
/// This actor provides equivalent functionality to the Python `DataTester`
/// in the test kit.
#[derive(Debug)]
pub struct DataTester {
    core: DataActorCore,
    config: DataTesterConfig,
    books: AHashMap<InstrumentId, OrderBook>,
}

impl Deref for DataTester {
    type Target = DataActorCore;

    fn deref(&self) -> &Self::Target {
        &self.core
    }
}

impl DerefMut for DataTester {
    fn deref_mut(&mut self) -> &mut Self::Target {
        &mut self.core
    }
}

impl DataActor for DataTester {
    fn on_start(&mut self) -> anyhow::Result<()> {
        let instrument_ids = self.config.instrument_ids.clone();
        let client_id = self.config.client_id;
        let subscribe_params = self.config.subscribe_params.clone();
        let request_params = self.config.request_params.clone();
        let stats_interval_secs = self.config.stats_interval_secs;

        // Request instruments if configured
        if self.config.request_instruments {
            let mut venues = AHashSet::new();
            for instrument_id in &instrument_ids {
                venues.insert(instrument_id.venue);
            }

            for venue in venues {
                let _ = self.request_instruments(
                    Some(venue),
                    None,
                    None,
                    client_id,
                    request_params.clone(),
                );
            }
        }

        // Subscribe to data for each instrument
        for instrument_id in instrument_ids {
            if self.config.subscribe_instrument {
                self.subscribe_instrument(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_book_deltas {
                self.subscribe_book_deltas(
                    instrument_id,
                    self.config.book_type,
                    None,
                    client_id,
                    self.config.manage_book,
                    subscribe_params.clone(),
                );

                if self.config.manage_book {
                    let book = OrderBook::new(instrument_id, self.config.book_type);
                    self.books.insert(instrument_id, book);
                }
            }

            if self.config.subscribe_book_at_interval {
                self.subscribe_book_at_interval(
                    instrument_id,
                    self.config.book_type,
                    self.config.book_depth,
                    self.config.book_interval_ms,
                    client_id,
                    subscribe_params.clone(),
                );
            }

            // TODO: Support subscribe_book_depth when the method is available
            // if self.config.subscribe_book_depth {
            //     self.subscribe_book_depth(
            //         instrument_id,
            //         self.config.book_type,
            //         self.config.book_depth,
            //         client_id,
            //         subscribe_params.clone(),
            //     );
            // }

            if self.config.subscribe_quotes {
                self.subscribe_quotes(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_trades {
                self.subscribe_trades(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_mark_prices {
                self.subscribe_mark_prices(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_index_prices {
                self.subscribe_index_prices(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_funding_rates {
                self.subscribe_funding_rates(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_instrument_status {
                self.subscribe_instrument_status(
                    instrument_id,
                    client_id,
                    subscribe_params.clone(),
                );
            }

            if self.config.subscribe_instrument_close {
                self.subscribe_instrument_close(instrument_id, client_id, subscribe_params.clone());
            }

            // TODO: Implement historical data requests
            // if self.config.request_quotes {
            //     self.request_quote_ticks(...);
            // }

            // Request order book snapshot if configured
            if self.config.request_book_snapshot {
                let _ = self.request_book_snapshot(
                    instrument_id,
                    self.config.book_depth,
                    client_id,
                    request_params.clone(),
                );
            }

            // TODO: Request book deltas when Rust data engine has RequestBookDeltas

            // Request historical trades (default to last 1 hour)
            if self.config.request_trades {
                let start = self.clock().utc_now() - ChronoDuration::hours(1);
                if let Err(e) = self.request_trades(
                    instrument_id,
                    Some(start),
                    None,
                    None,
                    client_id,
                    request_params.clone(),
                ) {
                    log::error!("Failed to request trades for {instrument_id}: {e}");
                }
            }

            // Request historical funding rates (default to last 7 days)
            if self.config.request_funding_rates {
                let start = self.clock().utc_now() - ChronoDuration::days(7);
                if let Err(e) = self.request_funding_rates(
                    instrument_id,
                    Some(start),
                    None,
                    None,
                    client_id,
                    request_params.clone(),
                ) {
                    log::error!("Failed to request funding rates for {instrument_id}: {e}");
                }
            }
        }

        // Subscribe to bars
        if let Some(bar_types) = self.config.bar_types.clone() {
            for bar_type in bar_types {
                if self.config.subscribe_bars {
                    self.subscribe_bars(bar_type, client_id, subscribe_params.clone());
                }

                // Request historical bars (default to last 1 hour)
                if self.config.request_bars {
                    let start = self.clock().utc_now() - ChronoDuration::hours(1);
                    if let Err(e) = self.request_bars(
                        bar_type,
                        Some(start),
                        None,
                        None,
                        client_id,
                        request_params.clone(),
                    ) {
                        log::error!("Failed to request bars for {bar_type}: {e}");
                    }
                }
            }
        }

        // Set up stats timer
        if stats_interval_secs > 0 {
            self.clock().set_timer(
                "STATS-TIMER",
                Duration::from_secs(stats_interval_secs),
                None,
                None,
                None,
                Some(true),
                Some(false),
            )?;
        }

        Ok(())
    }

    fn on_stop(&mut self) -> anyhow::Result<()> {
        if !self.config.can_unsubscribe {
            return Ok(());
        }

        let instrument_ids = self.config.instrument_ids.clone();
        let client_id = self.config.client_id;
        let subscribe_params = self.config.subscribe_params.clone();

        for instrument_id in instrument_ids {
            if self.config.subscribe_instrument {
                self.unsubscribe_instrument(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_book_deltas {
                self.unsubscribe_book_deltas(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_book_at_interval {
                self.unsubscribe_book_at_interval(
                    instrument_id,
                    self.config.book_interval_ms,
                    client_id,
                    subscribe_params.clone(),
                );
            }

            // TODO: Support unsubscribe_book_depth when the method is available
            // if self.config.subscribe_book_depth {
            //     self.unsubscribe_book_depth(instrument_id, client_id, subscribe_params.clone());
            // }

            if self.config.subscribe_quotes {
                self.unsubscribe_quotes(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_trades {
                self.unsubscribe_trades(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_mark_prices {
                self.unsubscribe_mark_prices(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_index_prices {
                self.unsubscribe_index_prices(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_funding_rates {
                self.unsubscribe_funding_rates(instrument_id, client_id, subscribe_params.clone());
            }

            if self.config.subscribe_instrument_status {
                self.unsubscribe_instrument_status(
                    instrument_id,
                    client_id,
                    subscribe_params.clone(),
                );
            }

            if self.config.subscribe_instrument_close {
                self.unsubscribe_instrument_close(
                    instrument_id,
                    client_id,
                    subscribe_params.clone(),
                );
            }
        }

        if let Some(bar_types) = self.config.bar_types.clone() {
            for bar_type in bar_types {
                if self.config.subscribe_bars {
                    self.unsubscribe_bars(bar_type, client_id, subscribe_params.clone());
                }
            }
        }

        Ok(())
    }

    fn on_time_event(&mut self, _event: &TimeEvent) -> anyhow::Result<()> {
        // Timer events are used by the actor but don't require specific handling
        Ok(())
    }

    fn on_instrument(&mut self, instrument: &InstrumentAny) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{instrument:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_book(&mut self, book: &OrderBook) -> anyhow::Result<()> {
        if self.config.log_data {
            let levels = self.config.book_levels_to_print;
            let instrument_id = book.instrument_id;
            let book_str = book.pprint(levels, None);
            log_info!("\n{instrument_id}\n{book_str}", color = LogColor::Cyan);
        }

        Ok(())
    }

    fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> anyhow::Result<()> {
        if self.config.manage_book {
            if let Some(book) = self.books.get_mut(&deltas.instrument_id) {
                book.apply_deltas(deltas)?;

                if self.config.log_data {
                    let levels = self.config.book_levels_to_print;
                    let instrument_id = deltas.instrument_id;
                    let book_str = book.pprint(levels, None);
                    log_info!("\n{instrument_id}\n{book_str}", color = LogColor::Cyan);
                }
            }
        } else if self.config.log_data {
            log_info!("{deltas:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_quote(&mut self, quote: &QuoteTick) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{quote:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_trade(&mut self, trade: &TradeTick) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{trade:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_bar(&mut self, bar: &Bar) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{bar:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{mark_price:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_index_price(&mut self, index_price: &IndexPriceUpdate) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{index_price:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_funding_rate(&mut self, funding_rate: &FundingRateUpdate) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{funding_rate:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_instrument_status(&mut self, data: &InstrumentStatus) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{data:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_instrument_close(&mut self, update: &InstrumentClose) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!("{update:?}", color = LogColor::Cyan);
        }
        Ok(())
    }

    fn on_historical_trades(&mut self, trades: &[TradeTick]) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!(
                "Received {} historical trades",
                trades.len(),
                color = LogColor::Cyan
            );
            for trade in trades.iter().take(5) {
                log_info!("  {trade:?}", color = LogColor::Cyan);
            }
            if trades.len() > 5 {
                log_info!(
                    "  ... and {} more trades",
                    trades.len() - 5,
                    color = LogColor::Cyan
                );
            }
        }
        Ok(())
    }

    fn on_historical_funding_rates(
        &mut self,
        funding_rates: &[FundingRateUpdate],
    ) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!(
                "Received {} historical funding rates",
                funding_rates.len(),
                color = LogColor::Cyan
            );
            for rate in funding_rates.iter().take(5) {
                log_info!("  {rate:?}", color = LogColor::Cyan);
            }
            if funding_rates.len() > 5 {
                log_info!(
                    "  ... and {} more funding rates",
                    funding_rates.len() - 5,
                    color = LogColor::Cyan
                );
            }
        }
        Ok(())
    }

    fn on_historical_bars(&mut self, bars: &[Bar]) -> anyhow::Result<()> {
        if self.config.log_data {
            log_info!(
                "Received {} historical bars",
                bars.len(),
                color = LogColor::Cyan
            );
            for bar in bars.iter().take(5) {
                log_info!("  {bar:?}", color = LogColor::Cyan);
            }
            if bars.len() > 5 {
                log_info!(
                    "  ... and {} more bars",
                    bars.len() - 5,
                    color = LogColor::Cyan
                );
            }
        }
        Ok(())
    }
}

impl DataTester {
    /// Creates a new [`DataTester`] instance.
    #[must_use]
    pub fn new(config: DataTesterConfig) -> Self {
        Self {
            core: DataActorCore::new(config.base.clone()),
            config,
            books: AHashMap::new(),
        }
    }
}

#[cfg(test)]
mod tests {
    use nautilus_core::UnixNanos;
    use nautilus_model::{
        data::OrderBookDelta,
        enums::{InstrumentCloseType, MarketStatusAction},
        identifiers::Symbol,
        instruments::CurrencyPair,
        types::{Currency, Price, Quantity},
    };
    use rstest::*;
    use rust_decimal::Decimal;

    use super::*;

    #[fixture]
    fn config() -> DataTesterConfig {
        let client_id = ClientId::new("TEST");
        let instrument_ids = vec![
            InstrumentId::from("BTC-USDT.TEST"),
            InstrumentId::from("ETH-USDT.TEST"),
        ];
        DataTesterConfig::new(client_id, instrument_ids)
            .with_subscribe_quotes(true)
            .with_subscribe_trades(true)
    }

    #[rstest]
    fn test_config_creation() {
        let client_id = ClientId::new("TEST");
        let instrument_ids = vec![InstrumentId::from("BTC-USDT.TEST")];
        let config =
            DataTesterConfig::new(client_id, instrument_ids.clone()).with_subscribe_quotes(true);

        assert_eq!(config.client_id, Some(client_id));
        assert_eq!(config.instrument_ids, instrument_ids);
        assert!(config.subscribe_quotes);
        assert!(!config.subscribe_trades);
        assert!(config.log_data);
        assert_eq!(config.stats_interval_secs, 5);
    }

    #[rstest]
    fn test_config_default() {
        let config = DataTesterConfig::default();

        assert_eq!(config.client_id, None);
        assert!(config.instrument_ids.is_empty());
        assert!(!config.subscribe_quotes);
        assert!(!config.subscribe_trades);
        assert!(!config.subscribe_bars);
        assert!(!config.request_instruments);
        assert!(!config.request_book_snapshot);
        assert!(!config.request_book_deltas);
        assert!(!config.request_trades);
        assert!(!config.request_bars);
        assert!(!config.request_funding_rates);
        assert!(config.can_unsubscribe);
        assert!(config.log_data);
        assert!(config.subscribe_params.is_none());
        assert!(config.request_params.is_none());
    }

    #[rstest]
    fn test_config_with_params() {
        let client_id = ClientId::new("TEST");
        let instrument_ids = vec![InstrumentId::from("BTC-USDT.TEST")];

        let mut sub_params = Params::new();
        sub_params.insert("key".to_string(), serde_json::json!("value"));

        let mut req_params = Params::new();
        req_params.insert("limit".to_string(), serde_json::json!(100));

        let config = DataTesterConfig::new(client_id, instrument_ids)
            .with_subscribe_params(Some(sub_params.clone()))
            .with_request_params(Some(req_params.clone()));

        assert_eq!(config.subscribe_params, Some(sub_params));
        assert_eq!(config.request_params, Some(req_params));
    }

    #[rstest]
    fn test_actor_creation(config: DataTesterConfig) {
        let actor = DataTester::new(config);

        assert_eq!(actor.config.client_id, Some(ClientId::new("TEST")));
        assert_eq!(actor.config.instrument_ids.len(), 2);
    }

    #[rstest]
    fn test_on_quote_with_logging_enabled(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let quote = QuoteTick::default();
        let result = actor.on_quote(&quote);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_quote_with_logging_disabled(mut config: DataTesterConfig) {
        config.log_data = false;
        let mut actor = DataTester::new(config);

        let quote = QuoteTick::default();
        let result = actor.on_quote(&quote);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_trade(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let trade = TradeTick::default();
        let result = actor.on_trade(&trade);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_bar(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let bar = Bar::default();
        let result = actor.on_bar(&bar);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_instrument(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let instrument = CurrencyPair::new(
            instrument_id,
            Symbol::from("BTC/USDT"),
            Currency::USD(),
            Currency::USD(),
            4,
            3,
            Price::from("0.0001"),
            Quantity::from("0.001"),
            None,
            None,
            None,
            None,
            None,
            None,
            None,
            None,
            None,
            None,
            None,
            None,
            None, // info
            UnixNanos::default(),
            UnixNanos::default(),
        );
        let result = actor.on_instrument(&InstrumentAny::CurrencyPair(instrument));

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_book_deltas_without_managed_book(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let delta =
            OrderBookDelta::clear(instrument_id, 0, UnixNanos::default(), UnixNanos::default());
        let deltas = OrderBookDeltas::new(instrument_id, vec![delta]);
        let result = actor.on_book_deltas(&deltas);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_mark_price(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let price = Price::from("50000.0");
        let mark_price = MarkPriceUpdate::new(
            instrument_id,
            price,
            UnixNanos::default(),
            UnixNanos::default(),
        );
        let result = actor.on_mark_price(&mark_price);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_index_price(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let price = Price::from("50000.0");
        let index_price = IndexPriceUpdate::new(
            instrument_id,
            price,
            UnixNanos::default(),
            UnixNanos::default(),
        );
        let result = actor.on_index_price(&index_price);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_funding_rate(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let funding_rate = FundingRateUpdate::new(
            instrument_id,
            Decimal::new(1, 4),
            None,
            UnixNanos::default(),
            UnixNanos::default(),
        );
        let result = actor.on_funding_rate(&funding_rate);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_historical_funding_rates(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let rates = vec![
            FundingRateUpdate::new(
                instrument_id,
                Decimal::new(1, 4),
                None,
                UnixNanos::default(),
                UnixNanos::default(),
            ),
            FundingRateUpdate::new(
                instrument_id,
                Decimal::new(2, 4),
                None,
                UnixNanos::default(),
                UnixNanos::default(),
            ),
        ];
        let result = actor.on_historical_funding_rates(&rates);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_config_request_funding_rates() {
        let client_id = ClientId::new("TEST");
        let instrument_ids = vec![InstrumentId::from("BTC-USDT.TEST")];
        let config =
            DataTesterConfig::new(client_id, instrument_ids).with_request_funding_rates(true);

        assert!(config.request_funding_rates);
    }

    #[rstest]
    fn test_config_request_book_deltas() {
        let client_id = ClientId::new("TEST");
        let instrument_ids = vec![InstrumentId::from("BTC-USDT.TEST")];
        let config =
            DataTesterConfig::new(client_id, instrument_ids).with_request_book_deltas(true);

        assert!(config.request_book_deltas);
    }

    #[rstest]
    fn test_on_instrument_status(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let status = InstrumentStatus::new(
            instrument_id,
            MarketStatusAction::Trading,
            UnixNanos::default(),
            UnixNanos::default(),
            None,
            None,
            None,
            None,
            None,
        );
        let result = actor.on_instrument_status(&status);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_instrument_close(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let instrument_id = InstrumentId::from("BTC-USDT.TEST");
        let price = Price::from("50000.0");
        let close = InstrumentClose::new(
            instrument_id,
            price,
            InstrumentCloseType::EndOfSession,
            UnixNanos::default(),
            UnixNanos::default(),
        );
        let result = actor.on_instrument_close(&close);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_on_time_event(config: DataTesterConfig) {
        let mut actor = DataTester::new(config);

        let event = TimeEvent::new(
            "TEST".into(),
            Default::default(),
            UnixNanos::default(),
            UnixNanos::default(),
        );
        let result = actor.on_time_event(&event);

        assert!(result.is_ok());
    }

    #[rstest]
    fn test_config_with_all_subscriptions_enabled(mut config: DataTesterConfig) {
        config.subscribe_book_deltas = true;
        config.subscribe_book_at_interval = true;
        config.subscribe_bars = true;
        config.subscribe_mark_prices = true;
        config.subscribe_index_prices = true;
        config.subscribe_funding_rates = true;
        config.subscribe_instrument = true;
        config.subscribe_instrument_status = true;
        config.subscribe_instrument_close = true;

        let actor = DataTester::new(config);

        assert!(actor.config.subscribe_book_deltas);
        assert!(actor.config.subscribe_book_at_interval);
        assert!(actor.config.subscribe_bars);
        assert!(actor.config.subscribe_mark_prices);
        assert!(actor.config.subscribe_index_prices);
        assert!(actor.config.subscribe_funding_rates);
        assert!(actor.config.subscribe_instrument);
        assert!(actor.config.subscribe_instrument_status);
        assert!(actor.config.subscribe_instrument_close);
    }

    #[rstest]
    fn test_config_with_book_management(mut config: DataTesterConfig) {
        config.manage_book = true;
        config.book_levels_to_print = 5;

        let actor = DataTester::new(config);

        assert!(actor.config.manage_book);
        assert_eq!(actor.config.book_levels_to_print, 5);
        assert!(actor.books.is_empty());
    }

    #[rstest]
    fn test_config_with_custom_stats_interval(mut config: DataTesterConfig) {
        config.stats_interval_secs = 10;

        let actor = DataTester::new(config);

        assert_eq!(actor.config.stats_interval_secs, 10);
    }

    #[rstest]
    fn test_config_with_unsubscribe_disabled(mut config: DataTesterConfig) {
        config.can_unsubscribe = false;

        let actor = DataTester::new(config);

        assert!(!actor.config.can_unsubscribe);
    }
}