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a/nightly/.doctrees/api_reference/trading.doctree b/nightly/.doctrees/api_reference/trading.doctree index ed48939b0bc1..ef4c9bbd3753 100644 Binary files a/nightly/.doctrees/api_reference/trading.doctree and b/nightly/.doctrees/api_reference/trading.doctree differ diff --git a/nightly/.doctrees/environment.pickle b/nightly/.doctrees/environment.pickle index 0b8271721031..5e61c2462d69 100644 Binary files a/nightly/.doctrees/environment.pickle and b/nightly/.doctrees/environment.pickle differ diff --git a/nightly/api_reference/adapters/interactive_brokers.html b/nightly/api_reference/adapters/interactive_brokers.html index 69277b3c46c3..4c76da7d385e 100644 --- a/nightly/api_reference/adapters/interactive_brokers.html +++ b/nightly/api_reference/adapters/interactive_brokers.html @@ -12085,7 +12085,7 @@

at - 0x7f47ddcba2d0> + 0x7fe0bd946bd0> = diff --git a/nightly/api_reference/backtest.html b/nightly/api_reference/backtest.html index bfb0ccb8eff5..b4a6a52370ec 100644 --- a/nightly/api_reference/backtest.html +++ b/nightly/api_reference/backtest.html @@ -24818,9 +24818,6 @@

, - - OrderBookDeltas - deltas @@ -24850,7 +24847,7 @@

Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -24859,6 +24856,16 @@

. +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

@@ -24878,6 +24885,12 @@

OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

@@ -27212,9 +27225,6 @@

, - - OrderBookDeltas - deltas @@ -27259,6 +27269,12 @@

OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

@@ -32322,6 +32338,17 @@

+ , + + + + bool + + + pyo3_conversion=False + + + ) @@ -32474,6 +32501,32 @@

) – If an order book should be managed by the data engine based on the subscribed feed.

+
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +

    • @@ -36297,9 +36350,6 @@

    , - - OrderBookDeltas - deltas @@ -36329,7 +36379,7 @@

    Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -36338,6 +36388,16 @@

    . +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

    @@ -36357,6 +36417,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -38665,9 +38731,6 @@

    , - - OrderBookDeltas - deltas @@ -38712,6 +38775,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -43758,6 +43827,17 @@

    + , + + + + bool + + + pyo3_conversion=False + + + ) @@ -43910,6 +43990,32 @@

    ) – If an order book should be managed by the data engine based on the subscribed feed.

    +
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +

    • diff --git a/nightly/api_reference/common.html b/nightly/api_reference/common.html index fad3553ab814..cff9c1913273 100644 --- a/nightly/api_reference/common.html +++ b/nightly/api_reference/common.html @@ -3012,6 +3012,15 @@ +
  • + + + + deregister_component_clock() + + + +
  • @@ -3102,6 +3111,24 @@
    • +
  • + + + + register_component_clock() + + + +
    • +
  • + + + + remove_instance_component_clocks() + + + +
  • @@ -5689,9 +5716,6 @@

    , - - OrderBookDeltas - deltas @@ -5721,7 +5745,7 @@

    Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -5730,6 +5754,16 @@

    . +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

    @@ -5749,6 +5783,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -8006,9 +8046,6 @@

    , - - OrderBookDeltas - deltas @@ -8053,6 +8090,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -12949,6 +12992,17 @@

    + , + + + + bool + + + pyo3_conversion=False + + + ) @@ -13101,6 +13155,32 @@

    ) – If an order book should be managed by the data engine based on the subscribed feed.

    • +
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +
    • @@ -26175,6 +26255,57 @@

    +
    +
    + + + deregister_component_clock + + + + ( + + + + + UUID4 + + + instance_id + + + + , + + + + Clock + + + clock + + + + + ) + + + + → + + + + void + + + + + ¶ + +
    +
    +
    +
    @@ -27048,6 +27179,97 @@

    +
    +
    + + + register_component_clock + + + + ( + + + + + UUID4 + + + instance_id + + + + , + + + + Clock + + + clock + + + + + ) + + + + → + + + + void + + + + + ¶ + +
    +
    +
    +
    +
    +
    + + + remove_instance_component_clocks + + + + ( + + + + + UUID4 + + + instance_id + + + + + ) + + + + → + + + + void + + + + + ¶ + +
    +
    +
    +
    diff --git a/nightly/api_reference/execution.html b/nightly/api_reference/execution.html index 68596163bff4..546341273c7b 100644 --- a/nightly/api_reference/execution.html +++ b/nightly/api_reference/execution.html @@ -7664,9 +7664,6 @@

    , - - OrderBookDeltas - deltas @@ -7696,7 +7693,7 @@

    Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -7705,6 +7702,16 @@

    . +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

    @@ -7724,6 +7731,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -10728,9 +10741,6 @@

    , - - OrderBookDeltas - deltas @@ -10775,6 +10785,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -19030,6 +19046,17 @@

    + , + + + + bool + + + pyo3_conversion=False + + + ) @@ -19182,6 +19209,32 @@

    ) – If an order book should be managed by the data engine based on the subscribed feed.

    +
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +

    • @@ -28165,9 +28218,6 @@

    , - - OrderBookDeltas - deltas @@ -28197,7 +28247,7 @@

    Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -28206,6 +28256,16 @@

    . +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

    @@ -28225,6 +28285,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -30464,9 +30530,6 @@

    , - - OrderBookDeltas - deltas @@ -30511,6 +30574,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -35289,6 +35358,17 @@

    + , + + + + bool + + + pyo3_conversion=False + + + ) @@ -35441,6 +35521,32 @@

    ) – If an order book should be managed by the data engine based on the subscribed feed.

    +
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +

    • diff --git a/nightly/api_reference/model/data.html b/nightly/api_reference/model/data.html index c3ac4ef49f1c..378b5e5fae02 100644 --- a/nightly/api_reference/model/data.html +++ b/nightly/api_reference/model/data.html @@ -1839,6 +1839,15 @@ +
  • + + + + OrderBookDeltas.to_pyo3() + + + +
  • @@ -11120,6 +11129,33 @@

    +
    +
    + + + to_pyo3 + + + + ( + + + + + self + + + + + ) + + + ¶ + +
    +
    +
    +
    diff --git a/nightly/api_reference/trading.html b/nightly/api_reference/trading.html index 20169dc7af15..ff9c25d2fbd5 100644 --- a/nightly/api_reference/trading.html +++ b/nightly/api_reference/trading.html @@ -3460,6 +3460,15 @@ @@ -6755,9 +6764,6 @@

    , - - OrderBookDeltas - deltas @@ -6787,7 +6793,7 @@

    Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -6796,6 +6802,16 @@

    . +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

    @@ -6815,6 +6831,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -9072,9 +9094,6 @@

    , - - OrderBookDeltas - deltas @@ -9119,6 +9138,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -14015,6 +14040,17 @@

    + , + + + + bool + + + pyo3_conversion=False + + + ) @@ -14167,6 +14203,32 @@

    ) – If an order book should be managed by the data engine based on the subscribed feed.

    • +
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +
    • @@ -21442,9 +21504,6 @@

    , - - OrderBookDeltas - deltas @@ -21474,7 +21533,7 @@

    Passes to - on_order_book_delta + on_order_book_deltas if state is @@ -21483,6 +21542,16 @@

    . +The + + deltas + + will be + + nautilus_pyo3.OrderBookDeltas + + if the +pyo3_conversion flag was set for the subscription.

    @@ -21502,6 +21571,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -24251,9 +24326,6 @@

    , - - OrderBookDeltas - deltas @@ -24298,6 +24370,12 @@

    OrderBookDeltas + + or + + + nautilus_pyo3.OrderBookDeltas + ) – The order book deltas received.

    @@ -31559,6 +31637,17 @@

    + , + + + + bool + + + pyo3_conversion=False + + + ) @@ -31711,6 +31800,32 @@

    ) – If an order book should be managed by the data engine based on the subscribed feed.

    +
  • +

    + + pyo3_conversion + + ( + + bool + + + , + + + default False + + ) – If received deltas should be converted to + + nautilus_pyo3.OrderBookDeltas + + prior to being passed to the + + on_order_book_deltas + + handler. +

    +

    • @@ -33862,6 +33977,28 @@

    , + + + + instance_id + + + + + : + + + + + + + + UUID4 + + + + + , @@ -34140,6 +34277,20 @@

    ) – The ID for the trader.

    +
  • +

    + + instance_id + + ( + + + UUID4 + + + ) – The instance ID for the trader. +

    +

  • @@ -34349,6 +34500,59 @@

    +
    +
    + + + property + + + + + + + instance_id + + + + + + : + + + + + + + UUID4 + + + + + ¶ + +
    +
    +

    + Return the traders instance ID. +

    +
    +
    + Returns + + : + +
    +
    +

    + + UUID4 + +

    +
    +
    +
    +
    diff --git a/nightly/core/drop_db/all.html b/nightly/core/drop_db/all.html index 2284965cfd8d..cc193a1e9646 100644 --- a/nightly/core/drop_db/all.html +++ b/nightly/core/drop_db/all.html @@ -1,2 +1,2 @@ -List of all items in this crate
    +List of all items in this crate

    List of all items

    Functions

    \ No newline at end of file diff --git a/nightly/core/drop_db/fn.main.html b/nightly/core/drop_db/fn.main.html index ebce7d601bf4..87bef6c52cad 100644 --- a/nightly/core/drop_db/fn.main.html +++ b/nightly/core/drop_db/fn.main.html @@ -1,2 +1,2 @@ -main in drop_db - Rust
    +main in drop_db - Rust

    Function drop_db::main

    source · 
    pub(crate) fn main() -> Result<(), Box<dyn Error>>
    \ No newline at end of file diff --git a/nightly/core/drop_db/index.html b/nightly/core/drop_db/index.html index 9fc46269fb83..be1bf83719f7 100644 --- a/nightly/core/drop_db/index.html +++ b/nightly/core/drop_db/index.html @@ -1,3 +1,3 @@ -drop_db - Rust

    • \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/cash/index.html b/nightly/core/nautilus_accounting/account/cash/index.html index 831cc0558ac7..cbe364e62464 100644 --- a/nightly/core/nautilus_accounting/account/cash/index.html +++ b/nightly/core/nautilus_accounting/account/cash/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::cash - Rust
    -

    Module nautilus_accounting::account::cash

    source ·

    Structs§

    \ No newline at end of file +nautilus_accounting::account::cash - Rust
    +

    Module nautilus_accounting::account::cash

    source ·

    Structs§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html b/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html index d6f0d15af8a8..1bf984a81d9c 100644 --- a/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html +++ b/nightly/core/nautilus_accounting/account/cash/struct.CashAccount.html @@ -1,51 +1,51 @@ -CashAccount in nautilus_accounting::account::cash - Rust
    +CashAccount in nautilus_accounting::account::cash - Rust

    Struct nautilus_accounting::account::cash::CashAccount

    source · 
    pub struct CashAccount {
     pub base: BaseAccount,
-}

    Fields§

    §base: BaseAccount

    Implementations§

    source§

    impl CashAccount

    source

    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>

    source

    pub fn is_cash_account(&self) -> bool

    source

    pub fn is_margin_account(&self) -> bool

    source

    pub fn is_unleveraged(&self) -> bool

    source§

    impl CashAccount

    source

    pub fn py_new( - event: AccountState, +}

    Fields§

    §base: BaseAccount

    Implementations§

    source§

    impl CashAccount

    source

    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>

    source

    pub fn is_cash_account(&self) -> bool

    source

    pub fn is_margin_account(&self) -> bool

    source

    pub fn is_unleveraged(&self) -> bool

    source§

    impl CashAccount

    source

    pub fn py_new( + event: AccountState, calculate_account_state: bool -) -> PyResult<Self>

    Methods from Deref<Target = BaseAccount>§

    Methods from Deref<Target = BaseAccount>§

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( &mut self, instrument: T, - side: OrderSide, - quantity: Quantity, - price: Price, + side: OrderSide, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( &self, instrument: T, - fill: OrderFilled, - position: Option<Position> -) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( + fill: OrderFilled, + position: Option<Position> +) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( &self, instrument: T, - last_qty: Quantity, - last_px: Price, - liquidity_side: LiquiditySide, + last_qty: Quantity, + last_px: Price, + liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for CashAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( +) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for CashAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( &mut self, instrument: T, - side: OrderSide, - quantity: Quantity, - price: Price, + side: OrderSide, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( +) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( &self, instrument: T, - fill: OrderFilled, - position: Option<Position> -) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( + fill: OrderFilled, + position: Option<Position> +) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( &self, instrument: T, - last_qty: Quantity, - last_px: Price, - liquidity_side: LiquiditySide, + last_qty: Quantity, + last_px: Price, + liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    impl Debug for CashAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl Deref for CashAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for CashAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for CashAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl IntoPy<Py<PyAny>> for CashAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for CashAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used +) -> Result<Money>

    source§

    impl Debug for CashAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl Deref for CashAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for CashAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for CashAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl IntoPy<Py<PyAny>> for CashAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for CashAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used by ==.
    1.0.0 · source§

    fn ne(&self, other: &Rhs) -> bool

    This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
    source§

    impl PyClass for CashAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for CashAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<CashAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare -#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a CashAccount

    §

    type Holder = Option<PyRef<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut CashAccount

    §

    type Holder = Option<PyRefMut<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for CashAccount

    §

    type AsRefTarget = PyCell<CashAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "CashAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for CashAccount

    Auto Trait Implementations§

    Blanket Implementations§

    source§

    impl<T> Any for T
    where +#[pyclass(extends=PyDict)], it’s PyDict.

    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a CashAccount

    §

    type Holder = Option<PyRef<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut CashAccount

    §

    type Holder = Option<PyRefMut<'py, CashAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<CashAccount> for PyClassImplCollector<CashAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for CashAccount

    §

    type AsRefTarget = PyCell<CashAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "CashAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for CashAccount

    Auto Trait Implementations§

    Blanket Implementations§

    source§

    impl<T> Any for T
    where T: 'static + ?Sized,

    source§

    fn type_id(&self) -> TypeId

    Gets the TypeId of self. Read more
    source§

    impl<T> Borrow<T> for T
    where T: ?Sized,

    source§

    fn borrow(&self) -> &T

    Immutably borrows from an owned value. Read more
    source§

    impl<T> BorrowMut<T> for T
    where T: ?Sized,

    source§

    fn borrow_mut(&mut self) -> &mut T

    Mutably borrows from an owned value. Read more
    §

    impl<Q, K> Equivalent<K> for Q
    where @@ -61,6 +61,6 @@ T: IntoPy<Py<PyAny>> + Send + Sync,

    §

    fn arguments(self, py: Python<'_>) -> Py<PyAny>

    Arguments for exception
    source§

    impl<T> Separable for T
    where T: Display,

    source§

    fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String

    Adds separators according to the given SeparatorPolicy. Read more
    source§

    fn separate_with_commas(&self) -> String

    Inserts a comma every three digits from the right. Read more
    source§

    fn separate_with_spaces(&self) -> String

    Inserts a space every three digits from the right. Read more
    source§

    fn separate_with_dots(&self) -> String

    Inserts a period every three digits from the right. Read more
    source§

    fn separate_with_underscores(&self) -> String

    Inserts an underscore every three digits from the right. Read more
    source§

    impl<T> ToString for T
    where T: Display + ?Sized,

    source§

    default fn to_string(&self) -> String

    Converts the given value to a String. Read more
    source§

    impl<T, U> TryFrom<U> for T
    where - U: Into<T>,

    §

    type Error = Infallible

    The type returned in the event of a conversion error.
    source§

    fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

    Performs the conversion.
    source§

    impl<T, U> TryInto<U> for T
    where - U: TryFrom<T>,

    §

    type Error = <U as TryFrom<T>>::Error

    The type returned in the event of a conversion error.
    source§

    fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

    Performs the conversion.
    §

    impl<T> Ungil for T
    where + U: Into<T>,

    §

    type Error = Infallible

    The type returned in the event of a conversion error.
    source§

    fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

    Performs the conversion.
    source§

    impl<T, U> TryInto<U> for T
    where + U: TryFrom<T>,

    §

    type Error = <U as TryFrom<T>>::Error

    The type returned in the event of a conversion error.
    source§

    fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

    Performs the conversion.
    §

    impl<T> Ungil for T
    where T: Send,

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/index.html b/nightly/core/nautilus_accounting/account/index.html index a5451fc4402f..3f6b8f1ad427 100644 --- a/nightly/core/nautilus_accounting/account/index.html +++ b/nightly/core/nautilus_accounting/account/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account - Rust
    +nautilus_accounting::account - Rust

    Module nautilus_accounting::account

    source ·

    Modules§

    Traits§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/margin/index.html b/nightly/core/nautilus_accounting/account/margin/index.html index 08fa2bb5a3d7..c0721930ca9c 100644 --- a/nightly/core/nautilus_accounting/account/margin/index.html +++ b/nightly/core/nautilus_accounting/account/margin/index.html @@ -1,2 +1,2 @@ -nautilus_accounting::account::margin - Rust
    -

    Module nautilus_accounting::account::margin

    source ·

    Structs§

    \ No newline at end of file +nautilus_accounting::account::margin - Rust
    +

    Module nautilus_accounting::account::margin

    source ·

    Structs§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html b/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html index cbc4f854f4f5..579aa5b68589 100644 --- a/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html +++ b/nightly/core/nautilus_accounting/account/margin/struct.MarginAccount.html @@ -1,87 +1,87 @@ -MarginAccount in nautilus_accounting::account::margin - Rust
    -

    Struct nautilus_accounting::account::margin::MarginAccount

    source · 
    pub struct MarginAccount {
+MarginAccount in nautilus_accounting::account::margin - Rust
    
+    
    Struct nautilus_accounting::account::margin::MarginAccount
    source · 
    pub struct MarginAccount {
     pub base: BaseAccount,
-    pub leverages: HashMap<InstrumentId, f64>,
-    pub margins: HashMap<InstrumentId, MarginBalance>,
+    pub leverages: HashMap<InstrumentId, f64>,
+    pub margins: HashMap<InstrumentId, MarginBalance>,
     pub default_leverage: f64,
-}
    Fields§
    §base: BaseAccount§leverages: HashMap<InstrumentId, f64>§margins: HashMap<InstrumentId, MarginBalance>§default_leverage: f64
    Implementations§
    source§
    impl MarginAccount
    source
    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>
    source
    pub fn set_default_leverage(&mut self, leverage: f64)
    source
    pub fn set_leverage(&mut self, instrument_id: InstrumentId, leverage: f64)
    source
    pub fn get_leverage(&self, instrument_id: &InstrumentId) -> f64
    source
    pub fn is_unleveraged(&self, instrument_id: InstrumentId) -> bool
    source
    pub fn is_cash_account(&self) -> bool
    source
    pub fn is_margin_account(&self) -> bool
    source
    pub fn initial_margins(&self) -> HashMap<InstrumentId, Money>
    source
    pub fn maintenance_margins(&self) -> HashMap<InstrumentId, Money>
    source
    pub fn update_initial_margin(
+}

    Fields§

    §base: BaseAccount§leverages: HashMap<InstrumentId, f64>§margins: HashMap<InstrumentId, MarginBalance>§default_leverage: f64

    Implementations§

    source§

    impl MarginAccount

    source

    pub fn new(event: AccountState, calculate_account_state: bool) -> Result<Self>

    source

    pub fn set_default_leverage(&mut self, leverage: f64)

    source

    pub fn set_leverage(&mut self, instrument_id: InstrumentId, leverage: f64)

    source

    pub fn get_leverage(&self, instrument_id: &InstrumentId) -> f64

    source

    pub fn is_unleveraged(&self, instrument_id: InstrumentId) -> bool

    source

    pub fn is_cash_account(&self) -> bool

    source

    pub fn is_margin_account(&self) -> bool

    source

    pub fn initial_margins(&self) -> HashMap<InstrumentId, Money>

    source

    pub fn maintenance_margins(&self) -> HashMap<InstrumentId, Money>

    source

    pub fn update_initial_margin( &mut self, - instrument_id: InstrumentId, - margin_init: Money -)

    source

    pub fn initial_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn update_maintenance_margin( + instrument_id: InstrumentId, + margin_init: Money +)

    source

    pub fn initial_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn update_maintenance_margin( &mut self, - instrument_id: InstrumentId, - margin_maintenance: Money -)

    source

    pub fn maintenance_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn calculate_initial_margin<T: Instrument>( + instrument_id: InstrumentId, + margin_maintenance: Money +)

    source

    pub fn maintenance_margin(&self, instrument_id: InstrumentId) -> Money

    source

    pub fn calculate_initial_margin<T: Instrument>( &mut self, instrument: T, - quantity: Quantity, - price: Price, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Money

    source

    pub fn calculate_maintenance_margin<T: Instrument>( +) -> Money

    source

    pub fn calculate_maintenance_margin<T: Instrument>( &mut self, instrument: T, - quantity: Quantity, - price: Price, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Money

    source

    pub fn recalculate_balance(&mut self, currency: Currency)

    source§

    impl MarginAccount

    source

    pub fn py_calculate_initial_margin( +) -> Money

    source

    pub fn recalculate_balance(&mut self, currency: Currency)

    source§

    impl MarginAccount

    source

    pub fn py_calculate_initial_margin( &mut self, instrument: PyObject, - quantity: Quantity, - price: Price, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_> -) -> PyResult<Money>

    source

    pub fn py_calculate_maintenance_margin( +) -> PyResult<Money>

    source

    pub fn py_calculate_maintenance_margin( &mut self, instrument: PyObject, - quantity: Quantity, - price: Price, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool>, py: Python<'_> -) -> PyResult<Money>

    Methods from Deref<Target = BaseAccount>§

    Methods from Deref<Target = BaseAccount>§

    source

    pub fn base_balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_total(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_free(&self) -> HashMap<Currency, Money>

    source

    pub fn base_balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    pub fn base_balances_locked(&self) -> HashMap<Currency, Money>

    source

    pub fn base_last_event(&self) -> Option<AccountState>

    source

    pub fn update_balances(&mut self, balances: Vec<AccountBalance>)

    source

    pub fn base_apply(&mut self, event: AccountState)

    source

    pub fn base_calculate_balance_locked<T: Instrument>( &mut self, instrument: T, - side: OrderSide, - quantity: Quantity, - price: Price, + side: OrderSide, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    pub fn base_calculate_pnls<T: Instrument>( &self, instrument: T, - fill: OrderFilled, - position: Option<Position> -) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( + fill: OrderFilled, + position: Option<Position> +) -> Result<Vec<Money>>

    source

    pub fn base_calculate_commission<T: Instrument>( &self, instrument: T, - last_qty: Quantity, - last_px: Price, - liquidity_side: LiquiditySide, + last_qty: Quantity, + last_px: Price, + liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for MarginAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( +) -> Result<Money>

    Trait Implementations§

    source§

    impl Account for MarginAccount

    source§

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_total(&self) -> HashMap<Currency, Money>

    source§

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_free(&self) -> HashMap<Currency, Money>

    source§

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source§

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source§

    fn last_event(&self) -> Option<AccountState>

    source§

    fn events(&self) -> Vec<AccountState>

    source§

    fn event_count(&self) -> usize

    source§

    fn currencies(&self) -> Vec<Currency>

    source§

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source§

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source§

    fn apply(&mut self, event: AccountState)

    source§

    fn calculate_balance_locked<T: Instrument>( &mut self, instrument: T, - side: OrderSide, - quantity: Quantity, - price: Price, + side: OrderSide, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( +) -> Result<Money>

    source§

    fn calculate_pnls<T: Instrument>( &self, instrument: T, - fill: OrderFilled, - position: Option<Position> -) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( + fill: OrderFilled, + position: Option<Position> +) -> Result<Vec<Money>>

    source§

    fn calculate_commission<T: Instrument>( &self, instrument: T, - last_qty: Quantity, - last_px: Price, - liquidity_side: LiquiditySide, + last_qty: Quantity, + last_px: Price, + liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source§

    impl Debug for MarginAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl Deref for MarginAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for MarginAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for MarginAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl Hash for MarginAccount

    source§

    fn hash<H: Hasher>(&self, state: &mut H)

    Feeds this value into the given Hasher. Read more
    1.3.0 · source§

    fn hash_slice<H>(data: &[Self], state: &mut H)
    where +) -> Result<Money>

    source§

    impl Debug for MarginAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl Deref for MarginAccount

    §

    type Target = BaseAccount

    The resulting type after dereferencing.
    source§

    fn deref(&self) -> &Self::Target

    Dereferences the value.
    source§

    impl DerefMut for MarginAccount

    source§

    fn deref_mut(&mut self) -> &mut Self::Target

    Mutably dereferences the value.
    source§

    impl Display for MarginAccount

    source§

    fn fmt(&self, f: &mut Formatter<'_>) -> Result

    Formats the value using the given formatter. Read more
    source§

    impl Hash for MarginAccount

    source§

    fn hash<H: Hasher>(&self, state: &mut H)

    Feeds this value into the given Hasher. Read more
    1.3.0 · source§

    fn hash_slice<H>(data: &[Self], state: &mut H)
    where H: Hasher, - Self: Sized,

    Feeds a slice of this type into the given Hasher. Read more
    source§

    impl IntoPy<Py<PyAny>> for MarginAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for MarginAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used + Self: Sized,

    Feeds a slice of this type into the given Hasher. Read more
    source§

    impl IntoPy<Py<PyAny>> for MarginAccount

    source§

    fn into_py(self, py: Python<'_>) -> PyObject

    Performs the conversion.
    source§

    impl PartialEq for MarginAccount

    source§

    fn eq(&self, other: &Self) -> bool

    This method tests for self and other values to be equal, and is used by ==.
    1.0.0 · source§

    fn ne(&self, other: &Rhs) -> bool

    This method tests for !=. The default implementation is almost always -sufficient, and should not be overridden without very good reason.
    source§

    impl PyClass for MarginAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for MarginAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<MarginAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare -#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a MarginAccount

    §

    type Holder = Option<PyRef<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut MarginAccount

    §

    type Holder = Option<PyRefMut<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for MarginAccount

    §

    type AsRefTarget = PyCell<MarginAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "MarginAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for MarginAccount

    Auto Trait Implementations§

    §

    impl RefUnwindSafe for MarginAccount

    §

    impl Send for MarginAccount

    §

    impl Sync for MarginAccount

    §

    impl Unpin for MarginAccount

    §

    impl UnwindSafe for MarginAccount

    Blanket Implementations§

    source§

    impl<T> Any for T
    where +sufficient, and should not be overridden without very good reason.

    source§

    impl PyClass for MarginAccount

    §

    type Frozen = False

    Whether the pyclass is frozen. Read more
    source§

    impl PyClassImpl for MarginAccount

    source§

    const IS_BASETYPE: bool = false

    #[pyclass(subclass)]
    source§

    const IS_SUBCLASS: bool = false

    #[pyclass(extends=…)]
    source§

    const IS_MAPPING: bool = false

    #[pyclass(mapping)]
    source§

    const IS_SEQUENCE: bool = false

    #[pyclass(sequence)]
    §

    type BaseType = PyAny

    Base class
    §

    type ThreadChecker = SendablePyClass<MarginAccount>

    This handles following two situations: Read more
    §

    type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

    Immutable or mutable
    §

    type Dict = PyClassDummySlot

    Specify this class has #[pyclass(dict)] or not.
    §

    type WeakRef = PyClassDummySlot

    Specify this class has #[pyclass(weakref)] or not.
    §

    type BaseNativeType = PyAny

    The closest native ancestor. This is PyAny by default, and when you declare +#[pyclass(extends=PyDict)], it’s PyDict.
    source§

    fn items_iter() -> PyClassItemsIter

    source§

    fn doc(py: Python<'_>) -> PyResult<&'static CStr>

    Rendered class doc
    source§

    fn lazy_type_object() -> &'static LazyTypeObject<Self>

    §

    fn dict_offset() -> Option<isize>

    §

    fn weaklist_offset() -> Option<isize>

    source§

    impl PyClassNewTextSignature<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn new_text_signature(self) -> Option<&'static str>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a MarginAccount

    §

    type Holder = Option<PyRef<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl<'a, 'py> PyFunctionArgument<'a, 'py> for &'a mut MarginAccount

    §

    type Holder = Option<PyRefMut<'py, MarginAccount>>

    source§

    fn extract(obj: &'py PyAny, holder: &'a mut Self::Holder) -> PyResult<Self>

    source§

    impl PyMethods<MarginAccount> for PyClassImplCollector<MarginAccount>

    source§

    fn py_methods(self) -> &'static PyClassItems

    source§

    impl PyTypeInfo for MarginAccount

    §

    type AsRefTarget = PyCell<MarginAccount>

    Utility type to make Py::as_ref work.
    source§

    const NAME: &'static str = "MarginAccount"

    Class name.
    source§

    const MODULE: Option<&'static str> = _

    Module name, if any.
    source§

    fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

    Returns the PyTypeObject instance for this type.
    §

    fn type_object(py: Python<'_>) -> &PyType

    Returns the safe abstraction over the type object.
    §

    fn is_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type or a subclass of this type.
    §

    fn is_exact_type_of(object: &PyAny) -> bool

    Checks if object is an instance of this type.
    source§

    impl Eq for MarginAccount

    Auto Trait Implementations§

    §

    impl RefUnwindSafe for MarginAccount

    §

    impl Send for MarginAccount

    §

    impl Sync for MarginAccount

    §

    impl Unpin for MarginAccount

    §

    impl UnwindSafe for MarginAccount

    Blanket Implementations§

    source§

    impl<T> Any for T
    where T: 'static + ?Sized,

    source§

    fn type_id(&self) -> TypeId

    Gets the TypeId of self. Read more
    source§

    impl<T> Borrow<T> for T
    where T: ?Sized,

    source§

    fn borrow(&self) -> &T

    Immutably borrows from an owned value. Read more
    source§

    impl<T> BorrowMut<T> for T
    where T: ?Sized,

    source§

    fn borrow_mut(&mut self) -> &mut T

    Mutably borrows from an owned value. Read more
    §

    impl<Q, K> Equivalent<K> for Q
    where @@ -97,6 +97,6 @@ T: IntoPy<Py<PyAny>> + Send + Sync,

    §

    fn arguments(self, py: Python<'_>) -> Py<PyAny>

    Arguments for exception
    source§

    impl<T> Separable for T
    where T: Display,

    source§

    fn separate_by_policy(&self, policy: SeparatorPolicy<'_>) -> String

    Adds separators according to the given SeparatorPolicy. Read more
    source§

    fn separate_with_commas(&self) -> String

    Inserts a comma every three digits from the right. Read more
    source§

    fn separate_with_spaces(&self) -> String

    Inserts a space every three digits from the right. Read more
    source§

    fn separate_with_dots(&self) -> String

    Inserts a period every three digits from the right. Read more
    source§

    fn separate_with_underscores(&self) -> String

    Inserts an underscore every three digits from the right. Read more
    source§

    impl<T> ToString for T
    where T: Display + ?Sized,

    source§

    default fn to_string(&self) -> String

    Converts the given value to a String. Read more
    source§

    impl<T, U> TryFrom<U> for T
    where - U: Into<T>,

    §

    type Error = Infallible

    The type returned in the event of a conversion error.
    source§

    fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

    Performs the conversion.
    source§

    impl<T, U> TryInto<U> for T
    where - U: TryFrom<T>,

    §

    type Error = <U as TryFrom<T>>::Error

    The type returned in the event of a conversion error.
    source§

    fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

    Performs the conversion.
    §

    impl<T> Ungil for T
    where + U: Into<T>,

    §

    type Error = Infallible

    The type returned in the event of a conversion error.
    source§

    fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

    Performs the conversion.
    source§

    impl<T, U> TryInto<U> for T
    where + U: TryFrom<T>,

    §

    type Error = <U as TryFrom<T>>::Error

    The type returned in the event of a conversion error.
    source§

    fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

    Performs the conversion.
    §

    impl<T> Ungil for T
    where T: Send,

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/account/trait.Account.html b/nightly/core/nautilus_accounting/account/trait.Account.html index f5ba39edd892..f811f92b9019 100644 --- a/nightly/core/nautilus_accounting/account/trait.Account.html +++ b/nightly/core/nautilus_accounting/account/trait.Account.html @@ -1,58 +1,58 @@ -Account in nautilus_accounting::account - Rust
    +Account in nautilus_accounting::account - Rust

    Trait nautilus_accounting::account::Account

    source · 
    pub trait Account {
 
    Show 16 methods    // Required methods
-    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>;
-    fn balances_total(&self) -> HashMap<Currency, Money>;
-    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>;
-    fn balances_free(&self) -> HashMap<Currency, Money>;
-    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>;
-    fn balances_locked(&self) -> HashMap<Currency, Money>;
-    fn last_event(&self) -> Option<AccountState>;
-    fn events(&self) -> Vec<AccountState>;
+    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>;
+    fn balances_total(&self) -> HashMap<Currency, Money>;
+    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>;
+    fn balances_free(&self) -> HashMap<Currency, Money>;
+    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>;
+    fn balances_locked(&self) -> HashMap<Currency, Money>;
+    fn last_event(&self) -> Option<AccountState>;
+    fn events(&self) -> Vec<AccountState>;
     fn event_count(&self) -> usize;
-    fn currencies(&self) -> Vec<Currency>;
-    fn starting_balances(&self) -> HashMap<Currency, Money>;
-    fn balances(&self) -> HashMap<Currency, AccountBalance>;
-    fn apply(&mut self, event: AccountState);
-    fn calculate_balance_locked<T: Instrument>(
+    fn currencies(&self) -> Vec<Currency>;
+    fn starting_balances(&self) -> HashMap<Currency, Money>;
+    fn balances(&self) -> HashMap<Currency, AccountBalance>;
+    fn apply(&mut self, event: AccountState);
+    fn calculate_balance_locked<T: Instrument>(
         &mut self,
         instrument: T,
-        side: OrderSide,
-        quantity: Quantity,
-        price: Price,
+        side: OrderSide,
+        quantity: Quantity,
+        price: Price,
         use_quote_for_inverse: Option<bool>
-    ) -> Result<Money>;
-    fn calculate_pnls<T: Instrument>(
+    ) -> Result<Money>;
+    fn calculate_pnls<T: Instrument>(
         &self,
         instrument: T,
-        fill: OrderFilled,
-        position: Option<Position>
-    ) -> Result<Vec<Money>>;
-    fn calculate_commission<T: Instrument>(
+        fill: OrderFilled,
+        position: Option<Position>
+    ) -> Result<Vec<Money>>;
+    fn calculate_commission<T: Instrument>(
         &self,
         instrument: T,
-        last_qty: Quantity,
-        last_px: Price,
-        liquidity_side: LiquiditySide,
+        last_qty: Quantity,
+        last_px: Price,
+        liquidity_side: LiquiditySide,
         use_quote_for_inverse: Option<bool>
-    ) -> Result<Money>;
-
    }

    Required Methods§

    source

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_total(&self) -> HashMap<Currency, Money>

    source

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_free(&self) -> HashMap<Currency, Money>

    source

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source

    fn last_event(&self) -> Option<AccountState>

    source

    fn events(&self) -> Vec<AccountState>

    source

    fn event_count(&self) -> usize

    source

    fn currencies(&self) -> Vec<Currency>

    source

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source

    fn apply(&mut self, event: AccountState)

    source

    fn calculate_balance_locked<T: Instrument>( + ) -> Result<Money>; +}

    Required Methods§

    source

    fn balance_total(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_total(&self) -> HashMap<Currency, Money>

    source

    fn balance_free(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_free(&self) -> HashMap<Currency, Money>

    source

    fn balance_locked(&self, currency: Option<Currency>) -> Option<Money>

    source

    fn balances_locked(&self) -> HashMap<Currency, Money>

    source

    fn last_event(&self) -> Option<AccountState>

    source

    fn events(&self) -> Vec<AccountState>

    source

    fn event_count(&self) -> usize

    source

    fn currencies(&self) -> Vec<Currency>

    source

    fn starting_balances(&self) -> HashMap<Currency, Money>

    source

    fn balances(&self) -> HashMap<Currency, AccountBalance>

    source

    fn apply(&mut self, event: AccountState)

    source

    fn calculate_balance_locked<T: Instrument>( &mut self, instrument: T, - side: OrderSide, - quantity: Quantity, - price: Price, + side: OrderSide, + quantity: Quantity, + price: Price, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    source

    fn calculate_pnls<T: Instrument>( +) -> Result<Money>

    source

    fn calculate_pnls<T: Instrument>( &self, instrument: T, - fill: OrderFilled, - position: Option<Position> -) -> Result<Vec<Money>>

    source

    fn calculate_commission<T: Instrument>( + fill: OrderFilled, + position: Option<Position> +) -> Result<Vec<Money>>

    source

    fn calculate_commission<T: Instrument>( &self, instrument: T, - last_qty: Quantity, - last_px: Price, - liquidity_side: LiquiditySide, + last_qty: Quantity, + last_px: Price, + liquidity_side: LiquiditySide, use_quote_for_inverse: Option<bool> -) -> Result<Money>

    Object Safety§

    This trait is not object safe.

    Implementors§

    \ No newline at end of file +) -> Result<Money>

    Object Safety§

    This trait is not object safe.

    Implementors§

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/all.html b/nightly/core/nautilus_accounting/all.html index 1e453c827bd9..2900c5b52b21 100644 --- a/nightly/core/nautilus_accounting/all.html +++ b/nightly/core/nautilus_accounting/all.html @@ -1,2 +1,2 @@ -List of all items in this crate
    +List of all items in this crate

    List of all items

    Structs

    Traits

    Functions

    \ No newline at end of file diff --git a/nightly/core/nautilus_accounting/index.html b/nightly/core/nautilus_accounting/index.html index 35b945070719..bfc721f5820c 100644 --- a/nightly/core/nautilus_accounting/index.html +++ b/nightly/core/nautilus_accounting/index.html @@ -1,3 +1,3 @@ -nautilus_accounting - Rust
    //////////////////////////////////////////////////////////////////////////////// #[cfg(test)] mod tests { - use crate::account::margin::MarginAccount; - use crate::account::stubs::*; - use crate::account::Account; - use nautilus_model::events::account::state::AccountState; - use nautilus_model::events::account::stubs::*; - use nautilus_model::identifiers::instrument_id::InstrumentId; - use nautilus_model::identifiers::stubs::*; - use nautilus_model::instruments::crypto_perpetual::CryptoPerpetual; - use nautilus_model::instruments::currency_pair::CurrencyPair; - use nautilus_model::instruments::stubs::*; - use nautilus_model::types::currency::Currency; - use nautilus_model::types::money::Money; - use nautilus_model::types::price::Price; - use nautilus_model::types::quantity::Quantity; - use rstest::rstest; use std::collections::HashMap; + use nautilus_model::{ + events::account::{state::AccountState, stubs::*}, + identifiers::{instrument_id::InstrumentId, stubs::*}, + instruments::{crypto_perpetual::CryptoPerpetual, currency_pair::CurrencyPair, stubs::*}, + types::{currency::Currency, money::Money, price::Price, quantity::Quantity}, + }; + use rstest::rstest; + + use crate::account::{margin::MarginAccount, stubs::*, Account}; + #[rstest] fn test_display(margin_account: MarginAccount) { assert_eq!( diff --git a/nightly/core/src/nautilus_accounting/account/mod.rs.html b/nightly/core/src/nautilus_accounting/account/mod.rs.html index 949a096ed982..974ae85fa887 100644 --- a/nightly/core/src/nautilus_accounting/account/mod.rs.html +++ b/nightly/core/src/nautilus_accounting/account/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    // limitations under the License. // ------------------------------------------------------------------------------------------------- -use anyhow::Result; -use nautilus_model::enums::{LiquiditySide, OrderSide}; -use nautilus_model::events::account::state::AccountState; -use nautilus_model::events::order::filled::OrderFilled; -use nautilus_model::instruments::Instrument; -use nautilus_model::position::Position; -use nautilus_model::types::balance::AccountBalance; -use nautilus_model::types::currency::Currency; -use nautilus_model::types::money::Money; -use nautilus_model::types::price::Price; -use nautilus_model::types::quantity::Quantity; -use std::collections::HashMap; +use std::collections::HashMap; + +use anyhow::Result; +use nautilus_model::{ + enums::{LiquiditySide, OrderSide}, + events::{account::state::AccountState, order::filled::OrderFilled}, + instruments::Instrument, + position::Position, + types::{ + balance::AccountBalance, currency::Currency, money::Money, price::Price, quantity::Quantity, + }, +}; pub trait Account { fn balance_total(&self, currency: Option<Currency>) -> Option<Money>; diff --git a/nightly/core/src/nautilus_accounting/lib.rs.html b/nightly/core/src/nautilus_accounting/lib.rs.html index 88e3b40e3e85..4bb9adc08efa 100644 --- a/nightly/core/src/nautilus_accounting/lib.rs.html +++ b/nightly/core/src/nautilus_accounting/lib.rs.html @@ -1,4 +1,4 @@ -lib.rs - source
    use std::collections::HashMap; use nautilus_core::python::to_pyvalue_err; -use nautilus_model::enums::{LiquiditySide, OrderSide}; -use nautilus_model::events::account::state::AccountState; -use nautilus_model::events::order::filled::OrderFilled; -use nautilus_model::identifiers::account_id::AccountId; -use nautilus_model::instruments::crypto_future::CryptoFuture; -use nautilus_model::instruments::crypto_perpetual::CryptoPerpetual; -use nautilus_model::instruments::currency_pair::CurrencyPair; -use nautilus_model::instruments::equity::Equity; -use nautilus_model::instruments::futures_contract::FuturesContract; -use nautilus_model::instruments::options_contract::OptionsContract; -use nautilus_model::position::Position; -use nautilus_model::types::currency::Currency; -use nautilus_model::types::money::Money; -use nautilus_model::types::price::Price; -use nautilus_model::types::quantity::Quantity; -use pyo3::basic::CompareOp; -use pyo3::prelude::*; +use nautilus_model::{ + enums::{LiquiditySide, OrderSide}, + events::{account::state::AccountState, order::filled::OrderFilled}, + identifiers::account_id::AccountId, + instruments::{ + crypto_future::CryptoFuture, crypto_perpetual::CryptoPerpetual, + currency_pair::CurrencyPair, equity::Equity, futures_contract::FuturesContract, + options_contract::OptionsContract, + }, + position::Position, + types::{currency::Currency, money::Money, price::Price, quantity::Quantity}, +}; +use pyo3::{basic::CompareOp, prelude::*}; -use crate::account::cash::CashAccount; -use crate::account::Account; +use crate::account::{cash::CashAccount, Account}; #[pymethods] impl CashAccount { diff --git a/nightly/core/src/nautilus_accounting/python/margin.rs.html b/nightly/core/src/nautilus_accounting/python/margin.rs.html index ce17bdaf6b6f..2261204345ea 100644 --- a/nightly/core/src/nautilus_accounting/python/margin.rs.html +++ b/nightly/core/src/nautilus_accounting/python/margin.rs.html @@ -1,4 +1,4 @@ -margin.rs - source
    296 297 298 -299 -300 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -316,18 +314,16 @@ 
    Files
    
 // -------------------------------------------------------------------------------------------------
 
     use nautilus_core::python::to_pyvalue_err;
-use nautilus_model::events::account::state::AccountState;
-use nautilus_model::identifiers::account_id::AccountId;
-use nautilus_model::identifiers::instrument_id::InstrumentId;
-use nautilus_model::instruments::crypto_future::CryptoFuture;
-use nautilus_model::instruments::crypto_perpetual::CryptoPerpetual;
-use nautilus_model::instruments::currency_pair::CurrencyPair;
-use nautilus_model::instruments::equity::Equity;
-use nautilus_model::instruments::futures_contract::FuturesContract;
-use nautilus_model::instruments::options_contract::OptionsContract;
-use nautilus_model::types::money::Money;
-use nautilus_model::types::price::Price;
-use nautilus_model::types::quantity::Quantity;
+use nautilus_model::{
+    events::account::state::AccountState,
+    identifiers::{account_id::AccountId, instrument_id::InstrumentId},
+    instruments::{
+        crypto_future::CryptoFuture, crypto_perpetual::CryptoPerpetual,
+        currency_pair::CurrencyPair, equity::Equity, futures_contract::FuturesContract,
+        options_contract::OptionsContract,
+    },
+    types::{money::Money, price::Price, quantity::Quantity},
+};
 use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
 
 use crate::account::margin::MarginAccount;
diff --git a/nightly/core/src/nautilus_accounting/python/mod.rs.html b/nightly/core/src/nautilus_accounting/python/mod.rs.html
index 4d31a5f2133a..fda9e3eb442b 100644
--- a/nightly/core/src/nautilus_accounting/python/mod.rs.html
+++ b/nightly/core/src/nautilus_accounting/python/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 use std::{env, fs, path::PathBuf};
 
 use anyhow::{bail, Result};
-use databento::dbn;
 use dbn::{
     compat::InstrumentDefMsgV1,
     decode::{dbn::Decoder, DbnMetadata, DecodeStream},
@@ -322,7 +319,6 @@ 
    Files
    
 };
 use pyo3::prelude::*;
 use streaming_iterator::StreamingIterator;
-use time;
 use ustr::Ustr;
 
 use super::{
diff --git a/nightly/core/src/nautilus_adapters/databento/mod.rs.html b/nightly/core/src/nautilus_adapters/databento/mod.rs.html
index 2f0bd88e7415..7980be2b6478 100644
--- a/nightly/core/src/nautilus_adapters/databento/mod.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-use databento::dbn;
-use nautilus_core::{python::to_pyvalue_err, time::UnixNanos};
+use nautilus_core::{python::to_pyvalue_err, time::UnixNanos};
 use nautilus_model::{
     data::{depth::OrderBookDepth10, trade::TradeTick},
     identifiers::instrument_id::InstrumentId,
diff --git a/nightly/core/src/nautilus_adapters/databento/python/historical.rs.html b/nightly/core/src/nautilus_adapters/databento/python/historical.rs.html
index 144c5106f157..f7903cc28ad3 100644
--- a/nightly/core/src/nautilus_adapters/databento/python/historical.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/python/historical.rs.html
@@ -1,4 +1,4 @@
-historical.rs - source
    
 359
 360
 361
-362
-363
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -380,8 +378,7 @@ 
    Files
    
 
     use std::{fs, num::NonZeroU64, sync::Arc};
 
-use databento::{self, historical::timeseries::GetRangeParams};
-use dbn::{self, VersionUpgradePolicy};
+use databento::historical::timeseries::GetRangeParams;
 use indexmap::IndexMap;
 use nautilus_core::{
     python::to_pyvalue_err,
@@ -399,6 +396,7 @@ 
    Files
    
 };
 use tokio::sync::Mutex;
 
+use super::loader::convert_instrument_to_pyobject;
 use crate::databento::{
     common::get_date_time_range,
     decode::{decode_instrument_def_msg, decode_record, raw_ptr_to_ustr},
@@ -406,18 +404,16 @@ 
    Files
    
     types::{DatabentoPublisher, PublisherId},
 };
 
-use super::loader::convert_instrument_to_pyobject;
-
 #[cfg_attr(
     feature = "python",
     pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
 )]
 pub struct DatabentoHistoricalClient {
+    #[pyo3(get)]
+    pub key: String,
     clock: &'static AtomicTime,
     inner: Arc<Mutex<databento::HistoricalClient>>,
     publisher_venue_map: Arc<IndexMap<PublisherId, Venue>>,
-    #[pyo3(get)]
-    pub key: String,
 }
 
 #[pymethods]
@@ -500,7 +496,7 @@ 
    Files
    
                 .await
                 .map_err(to_pyvalue_err)?;
 
-            decoder.set_upgrade_policy(VersionUpgradePolicy::Upgrade);
+            decoder.set_upgrade_policy(dbn::VersionUpgradePolicy::Upgrade);
 
             let mut instruments = Vec::new();
 
diff --git a/nightly/core/src/nautilus_adapters/databento/python/live.rs.html b/nightly/core/src/nautilus_adapters/databento/python/live.rs.html
index 78f4f01b9700..1ec5069894c3 100644
--- a/nightly/core/src/nautilus_adapters/databento/python/live.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/python/live.rs.html
@@ -1,4 +1,4 @@
-live.rs - source
    
 353
 354
 355
+356
+357
+358
+359
+360
+361
+362
+363
+364
+365
+366
+367
+368
+369
+370
+371
+372
+373
+374
+375
+376
+377
+378
+379
+380
+381
+382
+383
+384
+385
+386
+387
+388
+389
+390
+391
+392
+393
+394
+395
+396
+397
+398
+399
+400
+401
+402
+403
+404
+405
+406
+407
+408
+409
+410
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -370,40 +425,36 @@ 
    Files
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-    use std::collections::HashMap;
-use std::fs;
-use std::str::FromStr;
-use std::sync::Arc;
+use std::{collections::HashMap, ffi::CStr, fs, str::FromStr, sync::Arc};
 
-use anyhow::{bail, Result};
+use anyhow::{anyhow, bail, Result};
+use databento::dbn::{PitSymbolMap, Record, SymbolIndex, VersionUpgradePolicy};
 use databento::live::Subscription;
-use dbn::{PitSymbolMap, Record, SymbolIndex, VersionUpgradePolicy};
 use indexmap::IndexMap;
 use log::{error, info};
-use nautilus_core::python::to_pyruntime_err;
-use nautilus_core::time::AtomicTime;
 use nautilus_core::{
-    python::to_pyvalue_err,
-    time::{get_atomic_clock_realtime, UnixNanos},
+    python::{to_pyruntime_err, to_pyvalue_err},
+    time::{get_atomic_clock_realtime, AtomicTime, UnixNanos},
 };
-use nautilus_model::data::delta::OrderBookDelta;
-use nautilus_model::data::deltas::OrderBookDeltas;
-use nautilus_model::data::Data;
-use nautilus_model::ffi::data::deltas::OrderBookDeltas_API;
-use nautilus_model::identifiers::instrument_id::InstrumentId;
-use nautilus_model::identifiers::symbol::Symbol;
-use nautilus_model::identifiers::venue::Venue;
-use nautilus_model::python::data::data_to_pycapsule;
-use pyo3::exceptions::PyRuntimeError;
-use pyo3::prelude::*;
+use nautilus_model::{
+    data::{delta::OrderBookDelta, deltas::OrderBookDeltas, Data},
+    ffi::data::deltas::OrderBookDeltas_API,
+    identifiers::{instrument_id::InstrumentId, symbol::Symbol, venue::Venue},
+    python::data::data_to_pycapsule,
+};
+use pyo3::{exceptions::PyRuntimeError, prelude::*};
 use time::OffsetDateTime;
-use tokio::sync::Mutex;
-use tokio::time::{timeout, Duration};
-
-use crate::databento::decode::{decode_instrument_def_msg, decode_record, raw_ptr_to_ustr};
-use crate::databento::types::{DatabentoPublisher, PublisherId};
+use tokio::{
+    sync::Mutex,
+    time::{timeout, Duration},
+};
+use ustr::Ustr;
 
 use super::loader::convert_instrument_to_pyobject;
+use crate::databento::{
+    decode::{decode_instrument_def_msg, decode_record},
+    types::{DatabentoPublisher, PublisherId},
+};
 
 #[cfg_attr(
     feature = "python",
@@ -515,7 +566,7 @@ 
    Files
    
         let publisher_venue_map = self.publisher_venue_map.clone();
         let clock = get_atomic_clock_realtime();
 
-        let buffering_start = match replay {
+        let mut buffering_start = match replay {
             true => Some(clock.get_time_ns()),
             false => None,
         };
@@ -523,6 +574,7 @@ 
    Files
    
         pyo3_asyncio::tokio::future_into_py(py, async move {
             let mut client = arc_client.lock().await;
             let mut symbol_map = PitSymbolMap::new();
+            let mut instrument_id_map: HashMap<u32, InstrumentId> = HashMap::new();
 
             let timeout_duration = Duration::from_millis(10);
             let relock_interval = timeout_duration.as_nanos() as u64;
@@ -532,6 +584,8 @@ 
    Files
    
 
             client.start().await.map_err(to_pyruntime_err)?;
 
+            let mut deltas_count = 0_u64;
+
             loop {
                 // Check if need to drop then re-aquire lock
                 let now_ns = clock.get_time_ns();
@@ -566,39 +620,64 @@ 
    Files
    
                 } else if let Some(msg) = record.get::<dbn::SystemMsg>() {
                     handle_system_msg(msg);
                 } else if let Some(msg) = record.get::<dbn::SymbolMappingMsg>() {
+                    // Remove instrument ID index as the raw symbol may have changed
+                    instrument_id_map.remove(&msg.hd.instrument_id);
                     handle_symbol_mapping_msg(msg, &mut symbol_map);
                 } else if let Some(msg) = record.get::<dbn::InstrumentDefMsg>() {
-                    handle_instrument_def_msg(msg, &publisher_venue_map, clock, &callback)
-                        .map_err(to_pyvalue_err)?;
+                    handle_instrument_def_msg(
+                        msg,
+                        &publisher_venue_map,
+                        &mut instrument_id_map,
+                        clock,
+                        &callback,
+                    )
+                    .map_err(to_pyvalue_err)?;
                 } else {
-                    let (mut data1, data2) =
-                        handle_record(record, &symbol_map, &publisher_venue_map, clock)
-                            .map_err(to_pyvalue_err)?;
+                    let (mut data1, data2) = handle_record(
+                        record,
+                        &symbol_map,
+                        &publisher_venue_map,
+                        &mut instrument_id_map,
+                        clock,
+                    )
+                    .map_err(to_pyvalue_err)?;
 
                     if let Some(msg) = record.get::<dbn::MboMsg>() {
                         // SAFETY: An MBO message will always produce a delta
                         if let Data::Delta(delta) = data1.clone().unwrap() {
-                            buffered_deltas
-                                .entry(delta.instrument_id)
-                                .or_default()
-                                .push(delta);
-
-                            // Check if this is the last message in the packet
-                            if msg.flags & dbn::flags::LAST != 0 {
-                                continue; // Not last message
+                            let buffer = buffered_deltas.entry(delta.instrument_id).or_default();
+                            buffer.push(delta);
+
+                            // TODO: Temporary for debugging
+                            deltas_count += 1;
+                            println!(
+                                "Buffering delta: {} {} {:?} flags={}",
+                                deltas_count, delta.ts_event, buffering_start, msg.flags,
+                            );
+
+                            // Check if last message in the packet
+                            if msg.flags & dbn::flags::LAST == 0 {
+                                continue; // NOT last message
                             }
 
-                            // Check if we're currently buffering a replay
+                            // Check if snapshot
+                            if msg.flags & dbn::flags::SNAPSHOT != 0 {
+                                continue; // Buffer snapshot
+                            }
+
+                            // Check if buffering a replay
                             if let Some(start_ns) = buffering_start {
                                 if delta.ts_event <= start_ns {
-                                    continue; // Continue buffering the replay
+                                    continue; // Continue buffering replay
                                 }
+                                buffering_start = None;
                             }
 
                             // SAFETY: We can guarantee a deltas vec exists
-                            let deltas = buffered_deltas.remove(&delta.instrument_id).unwrap();
-                            let book_deltas = OrderBookDeltas::new(delta.instrument_id, deltas);
-                            data1 = Some(Data::Deltas(OrderBookDeltas_API::new(book_deltas)));
+                            let buffer = buffered_deltas.remove(&delta.instrument_id).unwrap();
+                            let deltas = OrderBookDeltas::new(delta.instrument_id, buffer);
+                            let deltas = OrderBookDeltas_API::new(deltas);
+                            data1 = Some(Data::Deltas(deltas));
                         }
                     };
 
@@ -651,16 +730,43 @@ 
    Files
    
         .unwrap_or_else(|_| panic!("Error updating `symbol_map` with {msg:?}"));
 }
 
+fn update_instrument_id_map(
+    header: &dbn::RecordHeader,
+    raw_symbol: &str,
+    publisher_venue_map: &IndexMap<PublisherId, Venue>,
+    instrument_id_map: &mut HashMap<u32, InstrumentId>,
+) -> InstrumentId {
+    // Check if instrument ID is already in the map
+    if let Some(&instrument_id) = instrument_id_map.get(&header.instrument_id) {
+        return instrument_id;
+    }
+
+    let symbol = Symbol {
+        value: Ustr::from(raw_symbol),
+    };
+    let venue = publisher_venue_map.get(&header.publisher_id).unwrap();
+    let instrument_id = InstrumentId::new(symbol, *venue);
+
+    instrument_id_map.insert(header.instrument_id, instrument_id);
+    instrument_id
+}
+
 fn handle_instrument_def_msg(
     msg: &dbn::InstrumentDefMsg,
     publisher_venue_map: &IndexMap<PublisherId, Venue>,
+    instrument_id_map: &mut HashMap<u32, InstrumentId>,
     clock: &AtomicTime,
     callback: &PyObject,
 ) -> Result<()> {
-    let raw_symbol = unsafe { raw_ptr_to_ustr(msg.raw_symbol.as_ptr()).unwrap() };
-    let symbol = Symbol { value: raw_symbol };
-    let venue = publisher_venue_map.get(&msg.hd.publisher_id).unwrap();
-    let instrument_id = InstrumentId::new(symbol, *venue);
+    let c_str: &CStr = unsafe { CStr::from_ptr(msg.raw_symbol.as_ptr()) };
+    let raw_symbol: &str = c_str.to_str().map_err(|e| anyhow!(e))?;
+
+    let instrument_id = update_instrument_id_map(
+        msg.header(),
+        raw_symbol,
+        publisher_venue_map,
+        instrument_id_map,
+    );
 
     let ts_init = clock.get_time_ns();
     let result = decode_instrument_def_msg(msg, instrument_id, ts_init);
@@ -681,15 +787,19 @@ 
    Files
    
     record: dbn::RecordRef,
     symbol_map: &PitSymbolMap,
     publisher_venue_map: &IndexMap<PublisherId, Venue>,
+    instrument_id_map: &mut HashMap<u32, InstrumentId>,
     clock: &AtomicTime,
 ) -> Result<(Option<Data>, Option<Data>)> {
     let raw_symbol = symbol_map
         .get_for_rec(&record)
         .expect("Cannot resolve `raw_symbol` from `symbol_map`");
-    let publisher_id = record.publisher().unwrap() as PublisherId;
-    let symbol = Symbol::from_str_unchecked(raw_symbol);
-    let venue = publisher_venue_map.get(&publisher_id).unwrap();
-    let instrument_id = InstrumentId::new(symbol, *venue);
+
+    let instrument_id = update_instrument_id_map(
+        record.header(),
+        raw_symbol,
+        publisher_venue_map,
+        instrument_id_map,
+    );
 
     let price_precision = 2; // Hard coded for now
     let ts_init = clock.get_time_ns();
diff --git a/nightly/core/src/nautilus_adapters/databento/python/loader.rs.html b/nightly/core/src/nautilus_adapters/databento/python/loader.rs.html
index 65322dc52032..3fed0c966fe2 100644
--- a/nightly/core/src/nautilus_adapters/databento/python/loader.rs.html
+++ b/nightly/core/src/nautilus_adapters/databento/python/loader.rs.html
@@ -1,4 +1,4 @@
-loader.rs - source
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-    use databento::dbn;
-use pyo3::prelude::*;
+    use pyo3::prelude::*;
 use serde::Deserialize;
 use ustr::Ustr;
 
diff --git a/nightly/core/src/nautilus_adapters/lib.rs.html b/nightly/core/src/nautilus_adapters/lib.rs.html
index aa66e2d95af4..87933ac6a216 100644
--- a/nightly/core/src/nautilus_adapters/lib.rs.html
+++ b/nightly/core/src/nautilus_adapters/lib.rs.html
@@ -1,4 +1,4 @@
-lib.rs - source
    
             self.value = value;
         }
 
-        self._ma1.update_raw(value);
-        self._ma2.update_raw(value);
-        self._ma3
-            .update_raw(2.0f64.mul_add(self._ma1.value, -self._ma2.value));
+        self.ma1.update_raw(value);
+        self.ma2.update_raw(value);
+        self.ma3
+            .update_raw(2.0f64.mul_add(self.ma1.value, -self.ma2.value));
 
-        self.value = self._ma3.value;
+        self.value = self.ma3.value;
         self.count += 1;
 
-        if !self.is_initialized && self.count >= self.period {
-            self.is_initialized = true;
+        if !self.initialized && self.count >= self.period {
+            self.initialized = true;
         }
     }
 }
@@ -427,7 +427,7 @@ 
    Files
    
         let display_str = format!("{indicator_hma_10}");
         assert_eq!(display_str, "HullMovingAverage(10)");
         assert_eq!(indicator_hma_10.period, 10);
-        assert!(!indicator_hma_10.is_initialized);
+        assert!(!indicator_hma_10.initialized);
         assert!(!indicator_hma_10.has_inputs);
     }
 
@@ -436,9 +436,9 @@ 
    Files
    
         for i in 1..10 {
             indicator_hma_10.update_raw(f64::from(i));
         }
-        assert!(!indicator_hma_10.is_initialized);
+        assert!(!indicator_hma_10.initialized);
         indicator_hma_10.update_raw(10.0);
-        assert!(indicator_hma_10.is_initialized);
+        assert!(indicator_hma_10.initialized);
     }
 
     #[rstest]
@@ -491,7 +491,7 @@ 
    Files
    
         indicator_hma_10.handle_bar(&bar_ethusdt_binance_minute_bid);
         assert_eq!(indicator_hma_10.value, 1522.0);
         assert!(indicator_hma_10.has_inputs);
-        assert!(!indicator_hma_10.is_initialized);
+        assert!(!indicator_hma_10.initialized);
     }
 
     #[rstest]
@@ -499,17 +499,17 @@ 
    Files
    
         indicator_hma_10.update_raw(1.0);
         assert_eq!(indicator_hma_10.count, 1);
         assert_eq!(indicator_hma_10.value, 1.0);
-        assert_eq!(indicator_hma_10._ma1.value, 1.0);
-        assert_eq!(indicator_hma_10._ma2.value, 1.0);
-        assert_eq!(indicator_hma_10._ma3.value, 1.0);
+        assert_eq!(indicator_hma_10.ma1.value, 1.0);
+        assert_eq!(indicator_hma_10.ma2.value, 1.0);
+        assert_eq!(indicator_hma_10.ma3.value, 1.0);
         indicator_hma_10.reset();
         assert_eq!(indicator_hma_10.value, 0.0);
         assert_eq!(indicator_hma_10.count, 0);
-        assert_eq!(indicator_hma_10._ma1.value, 0.0);
-        assert_eq!(indicator_hma_10._ma2.value, 0.0);
-        assert_eq!(indicator_hma_10._ma3.value, 0.0);
+        assert_eq!(indicator_hma_10.ma1.value, 0.0);
+        assert_eq!(indicator_hma_10.ma2.value, 0.0);
+        assert_eq!(indicator_hma_10.ma3.value, 0.0);
         assert!(!indicator_hma_10.has_inputs);
-        assert!(!indicator_hma_10.is_initialized);
+        assert!(!indicator_hma_10.initialized);
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_indicators/average/mod.rs.html b/nightly/core/src/nautilus_indicators/average/mod.rs.html index 528322b0924d..ebd742b6b298 100644 --- a/nightly/core/src/nautilus_indicators/average/mod.rs.html +++ b/nightly/core/src/nautilus_indicators/average/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    self.has_inputs } - fn is_initialized(&self) -> bool { - self.is_initialized + fn initialized(&self) -> bool { + self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - self.update_raw(tick.extract_price(self.price_type).into()); + fn handle_quote_tick(&mut self, quote: &QuoteTick) { + self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } fn handle_bar(&mut self, bar: &Bar) { @@ -301,7 +301,7 @@

    Files

    self.value = 0.0; self.count = 0; self.has_inputs = false; - self.is_initialized = false; + self.initialized = false; } } @@ -319,7 +319,7 @@

    Files

    value: 0.0, count: 0, has_inputs: false, - is_initialized: false, + initialized: false, }) } } @@ -343,8 +343,8 @@

    Files

    self.count += 1; // Initialization logic - if !self.is_initialized && self.count >= self.period { - self.is_initialized = true; + if !self.initialized && self.count >= self.period { + self.initialized = true; } } } @@ -374,7 +374,7 @@

    Files

    assert_eq!(rma.period, 10); assert_eq!(rma.price_type, PriceType::Mid); assert_eq!(rma.alpha, 0.1); - assert!(!rma.is_initialized); + assert!(!rma.initialized); } #[rstest] @@ -400,7 +400,7 @@

    Files

    rma.update_raw(10.0); assert!(rma.has_inputs()); - assert!(rma.is_initialized()); + assert!(rma.initialized()); assert_eq!(rma.count, 10); assert_eq!(rma.value, 4.486_784_401); } @@ -413,7 +413,7 @@

    Files

    rma.reset(); assert_eq!(rma.count, 0); assert_eq!(rma.value, 0.0); - assert!(!rma.is_initialized); + assert!(!rma.initialized); } #[rstest] @@ -450,7 +450,7 @@

    Files

    ) { indicator_rma_10.handle_bar(&bar_ethusdt_binance_minute_bid); assert!(indicator_rma_10.has_inputs); - assert!(!indicator_rma_10.is_initialized); + assert!(!indicator_rma_10.initialized); assert_eq!(indicator_rma_10.value, 1522.0); } } diff --git a/nightly/core/src/nautilus_indicators/average/sma.rs.html b/nightly/core/src/nautilus_indicators/average/sma.rs.html index 6909bc65661d..4c06104943ee 100644 --- a/nightly/core/src/nautilus_indicators/average/sma.rs.html +++ b/nightly/core/src/nautilus_indicators/average/sma.rs.html @@ -1,4 +1,4 @@ -sma.rs - source
    pub value: f64, pub count: usize, pub inputs: Vec<f64>, - pub is_initialized: bool, + pub initialized: bool, } impl Display for SimpleMovingAverage { @@ -255,16 +255,16 @@

    Files

    !self.inputs.is_empty() } - fn is_initialized(&self) -> bool { - self.is_initialized + fn initialized(&self) -> bool { + self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - self.update_raw(tick.extract_price(self.price_type).into()); + fn handle_quote_tick(&mut self, quote: &QuoteTick) { + self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } fn handle_bar(&mut self, bar: &Bar) { @@ -275,7 +275,7 @@

    Files

    self.value = 0.0; self.count = 0; self.inputs.clear(); - self.is_initialized = false; + self.initialized = false; } } @@ -289,7 +289,7 @@

    Files

    value: 0.0, count: 0, inputs: Vec::with_capacity(period), - is_initialized: false, + initialized: false, }) } } @@ -312,8 +312,8 @@

    Files

    let sum = self.inputs.iter().sum::<f64>(); self.value = sum / self.count as f64; - if !self.is_initialized && self.count >= self.period { - self.is_initialized = true; + if !self.initialized && self.count >= self.period { + self.initialized = true; } } } @@ -360,7 +360,7 @@

    Files

    sma.update_raw(10.0); assert!(sma.has_inputs()); - assert!(sma.is_initialized()); + assert!(sma.initialized()); assert_eq!(sma.count, 10); assert_eq!(sma.value, 5.5); } @@ -373,7 +373,7 @@

    Files

    sma.reset(); assert_eq!(sma.count, 0); assert_eq!(sma.value, 0.0); - assert!(!sma.is_initialized); + assert!(!sma.initialized); } #[rstest] diff --git a/nightly/core/src/nautilus_indicators/average/wma.rs.html b/nightly/core/src/nautilus_indicators/average/wma.rs.html index 0dcc15106aa5..9e72e31cacd4 100644 --- a/nightly/core/src/nautilus_indicators/average/wma.rs.html +++ b/nightly/core/src/nautilus_indicators/average/wma.rs.html @@ -1,4 +1,4 @@ -wma.rs - source
    /// The last indicator value. pub value: f64, /// Whether the indicator is initialized. - pub is_initialized: bool, +     pub initialized: bool, /// Inputs pub inputs: Vec<f64>, has_inputs: bool, @@ -301,7 +301,7 @@

    Files

    price_type: price_type.unwrap_or(PriceType::Last), value: 0.0, inputs: Vec::with_capacity(period), - is_initialized: false, + initialized: false, has_inputs: false, }) } @@ -327,16 +327,16 @@

    Files

    fn has_inputs(&self) -> bool { self.has_inputs } - fn is_initialized(&self) -> bool { - self.is_initialized + fn initialized(&self) -> bool { + self.initialized } - fn handle_quote_tick(&mut self, tick: &QuoteTick) { - self.update_raw(tick.extract_price(self.price_type).into()); + fn handle_quote_tick(&mut self, quote: &QuoteTick) { + self.update_raw(quote.extract_price(self.price_type).into()); } - fn handle_trade_tick(&mut self, tick: &TradeTick) { - self.update_raw((&tick.price).into()); + fn handle_trade_tick(&mut self, trade: &TradeTick) { + self.update_raw((&trade.price).into()); } fn handle_bar(&mut self, bar: &Bar) { @@ -346,7 +346,7 @@

    Files

    fn reset(&mut self) { self.value = 0.0; self.has_inputs = false; - self.is_initialized = false; + self.initialized = false; self.inputs.clear(); } } @@ -371,8 +371,8 @@

    Files

    } self.inputs.push(value); self.value = self.weighted_average(); - if !self.is_initialized && self.count() >= self.period { - self.is_initialized = true; + if !self.initialized && self.count() >= self.period { + self.initialized = true; } } } @@ -399,7 +399,7 @@

    Files

    ); assert_eq!(indicator_wma_10.name(), "WeightedMovingAverage"); assert!(!indicator_wma_10.has_inputs()); - assert!(!indicator_wma_10.is_initialized()); + assert!(!indicator_wma_10.initialized()); } #[rstest] @@ -473,7 +473,7 @@

    Files

    assert_eq!(indicator_wma_10.value, 0.0); assert_eq!(indicator_wma_10.count(), 0); assert!(!indicator_wma_10.has_inputs); - assert!(!indicator_wma_10.is_initialized); + assert!(!indicator_wma_10.initialized); } }     \ No newline at end of file diff --git a/nightly/core/src/nautilus_indicators/book/imbalance.rs.html b/nightly/core/src/nautilus_indicators/book/imbalance.rs.html new file mode 100644 index 000000000000..d496766a0cbd --- /dev/null +++ b/nightly/core/src/nautilus_indicators/book/imbalance.rs.html @@ -0,0 +1,447 @@ +imbalance.rs - source
    + 
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+
    // -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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.
+// -------------------------------------------------------------------------------------------------
+
+use std::fmt::Display;
+
+use anyhow::Result;
+use nautilus_model::{
+    orderbook::{book_mbo::OrderBookMbo, book_mbp::OrderBookMbp},
+    types::quantity::Quantity,
+};
+use pyo3::prelude::*;
+
+use crate::indicator::Indicator;
+
+#[repr(C)]
+#[derive(Debug)]
+#[pyclass(module = "nautilus_trader.core.nautilus_pyo3.indicators")]
+pub struct BookImbalanceRatio {
+    pub value: f64,
+    pub count: usize,
+    pub initialized: bool,
+    has_inputs: bool,
+}
+
+impl Display for BookImbalanceRatio {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        write!(f, "{}()", self.name())
+    }
+}
+
+impl Indicator for BookImbalanceRatio {
+    fn name(&self) -> String {
+        stringify!(BookImbalanceRatio).to_string()
+    }
+
+    fn has_inputs(&self) -> bool {
+        self.has_inputs
+    }
+
+    fn initialized(&self) -> bool {
+        self.initialized
+    }
+
+    fn handle_book_mbo(&mut self, book: &OrderBookMbo) {
+        self.update(book.best_bid_size(), book.best_ask_size());
+    }
+
+    fn handle_book_mbp(&mut self, book: &OrderBookMbp) {
+        self.update(book.best_bid_size(), book.best_ask_size());
+    }
+
+    fn reset(&mut self) {
+        self.value = 0.0;
+        self.count = 0;
+        self.has_inputs = false;
+        self.initialized = false;
+    }
+}
+
+impl BookImbalanceRatio {
+    pub fn new() -> Result<Self> {
+        // Inputs don't require validation, however we return a `Result`
+        // to standardize with other indicators which do need validation.
+        Ok(Self {
+            value: 0.0,
+            count: 0,
+            has_inputs: false,
+            initialized: false,
+        })
+    }
+
+    pub fn update(&mut self, best_bid: Option<Quantity>, best_ask: Option<Quantity>) {
+        self.has_inputs = true;
+        self.count += 1;
+
+        if let (Some(best_bid), Some(best_ask)) = (best_bid, best_ask) {
+            let smaller = std::cmp::min(best_bid, best_ask);
+            let larger = std::cmp::max(best_bid, best_ask);
+
+            let ratio = smaller.as_f64() / larger.as_f64();
+            self.value = ratio;
+
+            self.initialized = true;
+        }
+        // No market yet
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {
+    use nautilus_model::{
+        identifiers::instrument_id::InstrumentId,
+        stubs::{stub_order_book_mbp, stub_order_book_mbp_appl_xnas},
+    };
+    use rstest::rstest;
+
+    use super::*;
+
+    // TODO: Test `OrderBookMbo`: needs a good stub function
+
+    #[rstest]
+    fn test_initialized() {
+        let imbalance = BookImbalanceRatio::new().unwrap();
+        let display_str = format!("{imbalance}");
+        assert_eq!(display_str, "BookImbalanceRatio()");
+        assert_eq!(imbalance.value, 0.0);
+        assert_eq!(imbalance.count, 0);
+        assert!(!imbalance.has_inputs);
+        assert!(!imbalance.initialized);
+    }
+
+    #[rstest]
+    fn test_one_value_input_balanced() {
+        let mut imbalance = BookImbalanceRatio::new().unwrap();
+        let book = stub_order_book_mbp_appl_xnas();
+        imbalance.handle_book_mbp(&book);
+
+        assert_eq!(imbalance.count, 1);
+        assert_eq!(imbalance.value, 1.0);
+        assert!(imbalance.initialized);
+        assert!(imbalance.has_inputs);
+    }
+
+    #[rstest]
+    fn test_reset() {
+        let mut imbalance = BookImbalanceRatio::new().unwrap();
+        let book = stub_order_book_mbp_appl_xnas();
+        imbalance.handle_book_mbp(&book);
+        imbalance.reset();
+
+        assert_eq!(imbalance.count, 0);
+        assert_eq!(imbalance.value, 0.0);
+        assert!(!imbalance.initialized);
+        assert!(!imbalance.has_inputs);
+    }
+
+    #[rstest]
+    fn test_one_value_input_with_bid_imbalance() {
+        let mut imbalance = BookImbalanceRatio::new().unwrap();
+        let book = stub_order_book_mbp(
+            InstrumentId::from("AAPL.XNAS"),
+            101.0,
+            100.0,
+            200.0, // <-- Larger bid side
+            100.0,
+            2,
+            0.01,
+            0,
+            100.0,
+            10,
+        );
+        imbalance.handle_book_mbp(&book);
+
+        assert_eq!(imbalance.count, 1);
+        assert_eq!(imbalance.value, 0.5);
+        assert!(imbalance.initialized);
+        assert!(imbalance.has_inputs);
+    }
+
+    #[rstest]
+    fn test_one_value_input_with_ask_imbalance() {
+        let mut imbalance = BookImbalanceRatio::new().unwrap();
+        let book = stub_order_book_mbp(
+            InstrumentId::from("AAPL.XNAS"),
+            101.0,
+            100.0,
+            100.0,
+            200.0, // <-- Larger ask side
+            2,
+            0.01,
+            0,
+            100.0,
+            10,
+        );
+        imbalance.handle_book_mbp(&book);
+
+        assert_eq!(imbalance.count, 1);
+        assert_eq!(imbalance.value, 0.5);
+        assert!(imbalance.initialized);
+        assert!(imbalance.has_inputs);
+    }
+
+    #[rstest]
+    fn test_one_value_input_with_bid_imbalance_multiple_inputs() {
+        let mut imbalance = BookImbalanceRatio::new().unwrap();
+        let book = stub_order_book_mbp(
+            InstrumentId::from("AAPL.XNAS"),
+            101.0,
+            100.0,
+            200.0, // <-- Larger bid side
+            100.0,
+            2,
+            0.01,
+            0,
+            100.0,
+            10,
+        );
+        imbalance.handle_book_mbp(&book);
+        imbalance.handle_book_mbp(&book);
+        imbalance.handle_book_mbp(&book);
+
+        assert_eq!(imbalance.count, 3);
+        assert_eq!(imbalance.value, 0.5);
+        assert!(imbalance.initialized);
+        assert!(imbalance.has_inputs);
+    }
+}
+
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_indicators/book/mod.rs.html b/nightly/core/src/nautilus_indicators/book/mod.rs.html new file mode 100644 index 000000000000..efba76d61571 --- /dev/null +++ b/nightly/core/src/nautilus_indicators/book/mod.rs.html @@ -0,0 +1,35 @@ +mod.rs - source
    + 
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+
    // -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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.
+// -------------------------------------------------------------------------------------------------
+
+pub mod imbalance;
+
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_indicators/indicator.rs.html b/nightly/core/src/nautilus_indicators/indicator.rs.html index 921c3de13751..d706218fe47f 100644 --- a/nightly/core/src/nautilus_indicators/indicator.rs.html +++ b/nightly/core/src/nautilus_indicators/indicator.rs.html @@ -1,4 +1,4 @@ -indicator.rs - source
    46 47 48 +49 +50 +51 +52 +53 +54 +55 +56 +57 +58 +59 +60 +61 +62 +63 +64 +65 +66 +67 +68 +69 +70 +71 +72 +73 +74 +75 +76 +77 +78 +79 +80 +81 +82 +83 +84 +85 +86 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -65,15 +103,53 @@ 
    Files
    
 
     use std::{fmt, fmt::Debug};
 
-use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick};
+use nautilus_model::{
+    data::{
+        bar::Bar, delta::OrderBookDelta, deltas::OrderBookDeltas, depth::OrderBookDepth10,
+        quote::QuoteTick, trade::TradeTick,
+    },
+    orderbook::{book_mbo::OrderBookMbo, book_mbp::OrderBookMbp},
+};
 
-pub trait Indicator {
+const IMPL_ERR: &str = "is not implemented for";
+
+#[allow(unused_variables)]
+pub trait Indicator {
     fn name(&self) -> String;
     fn has_inputs(&self) -> bool;
-    fn is_initialized(&self) -> bool;
-    fn handle_quote_tick(&mut self, tick: &QuoteTick);
-    fn handle_trade_tick(&mut self, tick: &TradeTick);
-    fn handle_bar(&mut self, bar: &Bar);
+    fn initialized(&self) -> bool;
+    fn handle_delta(&mut self, delta: &OrderBookDelta) {
+        // Eventually change this to log an error
+        panic!("`handle_delta` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_deltas(&mut self, deltas: &OrderBookDeltas) {
+        // Eventually change this to log an error
+        panic!("`handle_deltas` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_depth(&mut self, depth: &OrderBookDepth10) {
+        // Eventually change this to log an error
+        panic!("`handle_depth` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_book_mbo(&mut self, book: &OrderBookMbo) {
+        // Eventually change this to log an error
+        panic!("`handle_book_mbo` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_book_mbp(&mut self, book: &OrderBookMbp) {
+        // Eventually change this to log an error
+        panic!("`handle_book_mbp` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_quote_tick(&mut self, quote: &QuoteTick) {
+        // Eventually change this to log an error
+        panic!("`handle_quote_tick` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_trade_tick(&mut self, trade: &TradeTick) {
+        // Eventually change this to log an error
+        panic!("`handle_trade_tick` {} `{}`", IMPL_ERR, self.name());
+    }
+    fn handle_bar(&mut self, bar: &Bar) {
+        // Eventually change this to log an error
+        panic!("`handle_bar` {} `{}`", IMPL_ERR, self.name());
+    }
     fn reset(&mut self);
 }
 
diff --git a/nightly/core/src/nautilus_indicators/lib.rs.html b/nightly/core/src/nautilus_indicators/lib.rs.html
index bd546d4fa5a6..ccc87776e2ef 100644
--- a/nightly/core/src/nautilus_indicators/lib.rs.html
+++ b/nightly/core/src/nautilus_indicators/lib.rs.html
@@ -1,4 +1,4 @@
-lib.rs - source
    
 24
 25
 26
+27
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -42,6 +43,7 @@ 
    Files
    
 // -------------------------------------------------------------------------------------------------
 
     pub mod average;
+pub mod book;
 pub mod indicator;
 pub mod momentum;
 pub mod ratio;
diff --git a/nightly/core/src/nautilus_indicators/momentum/aroon.rs.html b/nightly/core/src/nautilus_indicators/momentum/aroon.rs.html
index be04b5ed1b8d..267306b796eb 100644
--- a/nightly/core/src/nautilus_indicators/momentum/aroon.rs.html
+++ b/nightly/core/src/nautilus_indicators/momentum/aroon.rs.html
@@ -1,4 +1,4 @@
-aroon.rs - source
    
 158
 159
 160
+161
+162
+163
+164
+165
+166
+167
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -175,12 +182,17 @@ 
    Files
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-    use std::fmt::{Debug, Display};
+use std::{
+    collections::VecDeque,
+    fmt::{Debug, Display},
+};
 
 use anyhow::Result;
-use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick};
+use nautilus_model::{
+    data::{bar::Bar, quote::QuoteTick, trade::TradeTick},
+    enums::PriceType,
+};
 use pyo3::prelude::*;
-use std::collections::VecDeque;
 
 use crate::indicator::Indicator;
 
@@ -197,7 +209,7 @@ 
    Files
    
     pub aroon_down: f64,
     pub value: f64,
     pub count: usize,
-    pub is_initialized: bool,
+    pub initialized: bool,
     has_inputs: bool,
 }
 
@@ -216,17 +228,19 @@ 
    Files
    
         self.has_inputs
     }
 
-    fn is_initialized(&self) -> bool {
-        self.is_initialized
+    fn initialized(&self) -> bool {
+        self.initialized
     }
 
-    fn handle_quote_tick(&mut self, _tick: &QuoteTick) {
-        // Function body intentionally left blank.
-    }
+    fn handle_quote_tick(&mut self, tick: &QuoteTick) {
+        let price = tick.extract_price(PriceType::Mid).into();
+        self.update_raw(price, price);
+    }
 
-    fn handle_trade_tick(&mut self, _tick: &TradeTick) {
-        // Function body intentionally left blank.
-    }
+    fn handle_trade_tick(&mut self, tick: &TradeTick) {
+        let price = tick.price.into();
+        self.update_raw(price, price);
+    }
 
     fn handle_bar(&mut self, bar: &Bar) {
         self.update_raw((&bar.close).into(), (&bar.close).into());
@@ -240,7 +254,7 @@ 
    Files
    
         self.value = 0.0;
         self.count = 0;
         self.has_inputs = false;
-        self.is_initialized = false;
+        self.initialized = false;
     }
 }
 
@@ -255,7 +269,7 @@ 
    Files
    
             value: 0.0,
             count: 0,
             has_inputs: false,
-            is_initialized: false,
+            initialized: false,
         })
     }
 
@@ -271,7 +285,7 @@ 
    Files
    
         self.low_inputs.push_front(low);
 
         self.increment_count();
-        if self.is_initialized {
+        if self.initialized {
             // Makes sure we calculate with stable period
             self.calculate_aroon();
         }
@@ -312,10 +326,10 @@ 
    Files
    
     fn increment_count(&mut self) {
         self.count += 1;
 
-        if !self.is_initialized {
+        if !self.initialized {
             self.has_inputs = true;
             if self.count >= self.period {
-                self.is_initialized = true;
+                self.initialized = true;
             }
         }
     }
diff --git a/nightly/core/src/nautilus_indicators/momentum/cmo.rs.html b/nightly/core/src/nautilus_indicators/momentum/cmo.rs.html
new file mode 100644
index 000000000000..8e4ce482d9bc
--- /dev/null
+++ b/nightly/core/src/nautilus_indicators/momentum/cmo.rs.html
@@ -0,0 +1,417 @@
+cmo.rs - source
    
+    
    1
+2
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+199
+200
+201
+202
+203
+204
+205
+206
+207
+
    // -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 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.
+// -------------------------------------------------------------------------------------------------
+
+use std::fmt::Display;
+
+use anyhow::Result;
+use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick};
+use pyo3::prelude::*;
+
+use crate::{
+    average::{MovingAverageFactory, MovingAverageType},
+    indicator::{Indicator, MovingAverage},
+};
+
+#[repr(C)]
+#[derive(Debug)]
+#[pyclass(module = "nautilus_trader.core.nautilus.pyo3.indicators")]
+pub struct ChandeMomentumOscillator {
+    pub period: usize,
+    pub ma_type: MovingAverageType,
+    pub value: f64,
+    pub count: usize,
+    pub initialized: bool,
+    _previous_close: f64,
+    _average_gain: Box<dyn MovingAverage + Send + 'static>,
+    _average_loss: Box<dyn MovingAverage + Send + 'static>,
+    _has_inputs: bool,
+}
+
+impl Display for ChandeMomentumOscillator {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        write!(f, "{}({})", self.name(), self.period)
+    }
+}
+
+impl Indicator for ChandeMomentumOscillator {
+    fn name(&self) -> String {
+        stringify!(ChandeMomentumOscillator).to_string()
+    }
+
+    fn has_inputs(&self) -> bool {
+        self._has_inputs
+    }
+
+    fn initialized(&self) -> bool {
+        self.initialized
+    }
+
+    fn handle_quote_tick(&mut self, _tick: &QuoteTick) {
+        // Function body intentionally left blank.
+    }
+
+    fn handle_trade_tick(&mut self, _tick: &TradeTick) {
+        // Function body intentionally left blank.
+    }
+
+    fn handle_bar(&mut self, bar: &Bar) {
+        self.update_raw((&bar.close).into());
+    }
+
+    fn reset(&mut self) {
+        self.value = 0.0;
+        self.count = 0;
+        self._has_inputs = false;
+        self.initialized = false;
+        self._previous_close = 0.0;
+    }
+}
+
+impl ChandeMomentumOscillator {
+    pub fn new(period: usize, ma_type: Option<MovingAverageType>) -> Result<Self> {
+        Ok(Self {
+            period,
+            ma_type: ma_type.unwrap_or(MovingAverageType::Wilder),
+            _average_gain: MovingAverageFactory::create(MovingAverageType::Wilder, period),
+            _average_loss: MovingAverageFactory::create(MovingAverageType::Wilder, period),
+            _previous_close: 0.0,
+            value: 0.0,
+            count: 0,
+            initialized: false,
+            _has_inputs: false,
+        })
+    }
+
+    pub fn update_raw(&mut self, close: f64) {
+        if !self._has_inputs {
+            self._previous_close = close;
+            self._has_inputs = true;
+        }
+
+        let gain: f64 = close - self._previous_close;
+        if gain > 0.0 {
+            self._average_gain.update_raw(gain);
+            self._average_loss.update_raw(0.0);
+        } else if gain < 0.0 {
+            self._average_gain.update_raw(0.0);
+            self._average_loss.update_raw(-gain);
+        } else {
+            self._average_gain.update_raw(0.0);
+            self._average_loss.update_raw(0.0);
+        }
+
+        if !self.initialized && self._average_gain.initialized() && self._average_loss.initialized()
+        {
+            self.initialized = true;
+        }
+        if self.initialized {
+            self.value = 100.0 * (self._average_gain.value() - self._average_loss.value())
+                / (self._average_gain.value() + self._average_loss.value());
+        }
+        self._previous_close = close;
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {
+    use nautilus_model::data::{bar::Bar, quote::QuoteTick};
+    use rstest::rstest;
+
+    use crate::{indicator::Indicator, momentum::cmo::ChandeMomentumOscillator, stubs::*};
+
+    #[rstest]
+    fn test_cmo_initialized(cmo_10: ChandeMomentumOscillator) {
+        let display_str = format!("{cmo_10}");
+        assert_eq!(display_str, "ChandeMomentumOscillator(10)");
+        assert_eq!(cmo_10.period, 10);
+        assert!(!cmo_10.initialized);
+    }
+
+    #[rstest]
+    fn test_initialized_with_required_inputs_returns_true(mut cmo_10: ChandeMomentumOscillator) {
+        for i in 0..12 {
+            cmo_10.update_raw(f64::from(i));
+        }
+        assert!(cmo_10.initialized);
+    }
+
+    #[rstest]
+    fn test_value_all_higher_inputs_returns_expected_value(mut cmo_10: ChandeMomentumOscillator) {
+        cmo_10.update_raw(109.93);
+        cmo_10.update_raw(110.0);
+        cmo_10.update_raw(109.77);
+        cmo_10.update_raw(109.96);
+        cmo_10.update_raw(110.29);
+        cmo_10.update_raw(110.53);
+        cmo_10.update_raw(110.27);
+        cmo_10.update_raw(110.21);
+        cmo_10.update_raw(110.06);
+        cmo_10.update_raw(110.19);
+        cmo_10.update_raw(109.83);
+        cmo_10.update_raw(109.9);
+        cmo_10.update_raw(110.0);
+        cmo_10.update_raw(110.03);
+        cmo_10.update_raw(110.13);
+        cmo_10.update_raw(109.95);
+        cmo_10.update_raw(109.75);
+        cmo_10.update_raw(110.15);
+        cmo_10.update_raw(109.9);
+        cmo_10.update_raw(110.04);
+        assert_eq!(cmo_10.value, 2.089_629_456_238_705_4);
+    }
+
+    #[rstest]
+    fn test_value_with_one_input_returns_expected_value(mut cmo_10: ChandeMomentumOscillator) {
+        cmo_10.update_raw(1.00000);
+        assert_eq!(cmo_10.value, 0.0);
+    }
+
+    #[rstest]
+    fn test_reset(mut cmo_10: ChandeMomentumOscillator) {
+        cmo_10.update_raw(1.00020);
+        cmo_10.update_raw(1.00030);
+        cmo_10.update_raw(1.00050);
+        cmo_10.reset();
+        assert!(!cmo_10.initialized());
+        assert_eq!(cmo_10.count, 0);
+    }
+
+    #[rstest]
+    fn test_handle_quote_tick(mut cmo_10: ChandeMomentumOscillator, quote_tick: QuoteTick) {
+        cmo_10.handle_quote_tick(&quote_tick);
+        assert_eq!(cmo_10.count, 0);
+        assert_eq!(cmo_10.value, 0.0);
+    }
+
+    #[rstest]
+    fn test_handle_bar(mut cmo_10: ChandeMomentumOscillator, bar_ethusdt_binance_minute_bid: Bar) {
+        cmo_10.handle_bar(&bar_ethusdt_binance_minute_bid);
+        assert_eq!(cmo_10.count, 0);
+        assert_eq!(cmo_10.value, 0.0);
+    }
+}
+
    
\ No newline at end of file
diff --git a/nightly/core/src/nautilus_indicators/momentum/mod.rs.html b/nightly/core/src/nautilus_indicators/momentum/mod.rs.html
index b470f54a548c..98d08e4aa683 100644
--- a/nightly/core/src/nautilus_indicators/momentum/mod.rs.html
+++ b/nightly/core/src/nautilus_indicators/momentum/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 15
 16
 17
+18
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -33,5 +34,6 @@ 
    Files
    
 // -------------------------------------------------------------------------------------------------
 
     pub mod aroon;
+pub mod cmo;
 pub mod rsi;
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_indicators/momentum/rsi.rs.html b/nightly/core/src/nautilus_indicators/momentum/rsi.rs.html index 651d3ab54839..5cb87ad5bcd4 100644 --- a/nightly/core/src/nautilus_indicators/momentum/rsi.rs.html +++ b/nightly/core/src/nautilus_indicators/momentum/rsi.rs.html @@ -1,4 +1,4 @@ -rsi.rs - source
    242 243 244 -245 -246 -247 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -285,12 +282,12 @@ 
    Files
    
     pub ma_type: MovingAverageType,
     pub value: f64,
     pub count: usize,
-    pub is_initialized: bool,
-    _has_inputs: bool,
-    _last_value: f64,
-    _average_gain: Box<dyn MovingAverage + Send + 'static>,
-    _average_loss: Box<dyn MovingAverage + Send + 'static>,
-    _rsi_max: f64,
+    pub initialized: bool,
+    has_inputs: bool,
+    last_value: f64,
+    average_gain: Box<dyn MovingAverage + Send + 'static>,
+    average_loss: Box<dyn MovingAverage + Send + 'static>,
+    rsi_max: f64,
 }
 
 impl Display for RelativeStrengthIndex {
@@ -305,19 +302,19 @@ 
    Files
    
     }
 
     fn has_inputs(&self) -> bool {
-        self._has_inputs
+        self.has_inputs
     }
 
-    fn is_initialized(&self) -> bool {
-        self.is_initialized
+    fn initialized(&self) -> bool {
+        self.initialized
     }
 
-    fn handle_quote_tick(&mut self, tick: &QuoteTick) {
-        self.update_raw(tick.extract_price(PriceType::Mid).into());
+    fn handle_quote_tick(&mut self, quote: &QuoteTick) {
+        self.update_raw(quote.extract_price(PriceType::Mid).into());
     }
 
-    fn handle_trade_tick(&mut self, tick: &TradeTick) {
-        self.update_raw((tick.price).into());
+    fn handle_trade_tick(&mut self, trade: &TradeTick) {
+        self.update_raw((trade.price).into());
     }
 
     fn handle_bar(&mut self, bar: &Bar) {
@@ -326,10 +323,10 @@ 
    Files
    
 
     fn reset(&mut self) {
         self.value = 0.0;
-        self._last_value = 0.0;
+        self.last_value = 0.0;
         self.count = 0;
-        self._has_inputs = false;
-        self.is_initialized = false;
+        self.has_inputs = false;
+        self.initialized = false;
     }
 }
 
@@ -339,53 +336,50 @@ 
    Files
    
             period,
             ma_type: ma_type.unwrap_or(MovingAverageType::Exponential),
             value: 0.0,
-            _last_value: 0.0,
+            last_value: 0.0,
             count: 0,
             // inputs: Vec::new(),
-            _has_inputs: false,
-            _average_gain: MovingAverageFactory::create(MovingAverageType::Exponential, period),
-            _average_loss: MovingAverageFactory::create(MovingAverageType::Exponential, period),
-            _rsi_max: 1.0,
-            is_initialized: false,
+                has_inputs: false,
+            average_gain: MovingAverageFactory::create(MovingAverageType::Exponential, period),
+            average_loss: MovingAverageFactory::create(MovingAverageType::Exponential, period),
+            rsi_max: 1.0,
+            initialized: false,
         })
     }
 
     pub fn update_raw(&mut self, value: f64) {
-        if !self._has_inputs {
-            self._last_value = value;
-            self._has_inputs = true;
+        if !self.has_inputs {
+            self.last_value = value;
+            self.has_inputs = true;
         }
-        let gain = value - self._last_value;
+        let gain = value - self.last_value;
         if gain > 0.0 {
-            self._average_gain.update_raw(gain);
-            self._average_loss.update_raw(0.0);
+            self.average_gain.update_raw(gain);
+            self.average_loss.update_raw(0.0);
         } else if gain < 0.0 {
-            self._average_loss.update_raw(-gain);
-            self._average_gain.update_raw(0.0);
+            self.average_loss.update_raw(-gain);
+            self.average_gain.update_raw(0.0);
         } else {
-            self._average_loss.update_raw(0.0);
-            self._average_gain.update_raw(0.0);
+            self.average_loss.update_raw(0.0);
+            self.average_gain.update_raw(0.0);
         }
         // init count from average gain MA
-        self.count = self._average_gain.count();
-        if !self.is_initialized
-            && self._average_loss.is_initialized()
-            && self._average_gain.is_initialized()
-        {
-            self.is_initialized = true;
+        self.count = self.average_gain.count();
+        if !self.initialized && self.average_loss.initialized() && self.average_gain.initialized() {
+            self.initialized = true;
         }
 
-        if self._average_loss.value() == 0.0 {
-            self.value = self._rsi_max;
+        if self.average_loss.value() == 0.0 {
+            self.value = self.rsi_max;
             return;
         }
 
-        let rs = self._average_gain.value() / self._average_loss.value();
-        self.value = self._rsi_max - (self._rsi_max / (1.0 + rs));
-        self._last_value = value;
+        let rs = self.average_gain.value() / self.average_loss.value();
+        self.value = self.rsi_max - (self.rsi_max / (1.0 + rs));
+        self.last_value = value;
 
-        if !self.is_initialized && self.count >= self.period {
-            self.is_initialized = true;
+        if !self.initialized && self.count >= self.period {
+            self.initialized = true;
         }
     }
 }
@@ -405,7 +399,7 @@ 
    Files
    
         let display_str = format!("{rsi_10}");
         assert_eq!(display_str, "RelativeStrengthIndex(10,EXPONENTIAL)");
         assert_eq!(rsi_10.period, 10);
-        assert!(!rsi_10.is_initialized);
+        assert!(!rsi_10.initialized);
     }
 
     #[rstest]
@@ -413,7 +407,7 @@ 
    Files
    
         for i in 0..12 {
             rsi_10.update_raw(f64::from(i));
         }
-        assert!(rsi_10.is_initialized);
+        assert!(rsi_10.initialized);
     }
 
     #[rstest]
@@ -469,7 +463,7 @@ 
    Files
    
         rsi_10.update_raw(1.0);
         rsi_10.update_raw(2.0);
         rsi_10.reset();
-        assert!(!rsi_10.is_initialized());
+        assert!(!rsi_10.initialized());
         assert_eq!(rsi_10.count, 0);
     }
 
diff --git a/nightly/core/src/nautilus_indicators/python/average/ama.rs.html b/nightly/core/src/nautilus_indicators/python/average/ama.rs.html
index 93917c1016c4..352648668fc2 100644
--- a/nightly/core/src/nautilus_indicators/python/average/ama.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/average/ama.rs.html
@@ -1,4 +1,4 @@
-ama.rs - source
    
     #[getter]
     #[pyo3(name = "initialized")]
     fn py_initialized(&self) -> bool {
-        self.is_initialized
+        self.initialized
     }
 
     #[pyo3(name = "handle_quote_tick")]
diff --git a/nightly/core/src/nautilus_indicators/python/average/dema.rs.html b/nightly/core/src/nautilus_indicators/python/average/dema.rs.html
index c9a35f1c14fa..501f5afd73e4 100644
--- a/nightly/core/src/nautilus_indicators/python/average/dema.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/average/dema.rs.html
@@ -1,4 +1,4 @@
-dema.rs - source
    
     #[getter]
     #[pyo3(name = "initialized")]
     fn py_initialized(&self) -> bool {
-        self.is_initialized
+        self.initialized
     }
 
     #[pyo3(name = "handle_quote_tick")]
diff --git a/nightly/core/src/nautilus_indicators/python/average/ema.rs.html b/nightly/core/src/nautilus_indicators/python/average/ema.rs.html
index a762f1ae15a2..1750762a44f8 100644
--- a/nightly/core/src/nautilus_indicators/python/average/ema.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/average/ema.rs.html
@@ -1,4 +1,4 @@
-ema.rs - source
    
     #[getter]
     #[pyo3(name = "initialized")]
     fn py_initialized(&self) -> bool {
-        self.is_initialized
+        self.initialized
     }
 
     #[pyo3(name = "handle_quote_tick")]
diff --git a/nightly/core/src/nautilus_indicators/python/average/hma.rs.html b/nightly/core/src/nautilus_indicators/python/average/hma.rs.html
index 073a865ebf1e..92766480a898 100644
--- a/nightly/core/src/nautilus_indicators/python/average/hma.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/average/hma.rs.html
@@ -1,4 +1,4 @@
-hma.rs - source
    
     #[getter]
     #[pyo3(name = "initialized")]
     fn py_initialized(&self) -> bool {
-        self.is_initialized
+        self.initialized
     }
 
     #[pyo3(name = "handle_quote_tick")]
diff --git a/nightly/core/src/nautilus_indicators/python/average/mod.rs.html b/nightly/core/src/nautilus_indicators/python/average/mod.rs.html
index 54f8a413fb77..c149f01db86a 100644
--- a/nightly/core/src/nautilus_indicators/python/average/mod.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/average/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
     use pyo3::{prelude::*, pymodule};
 
 pub mod average;
+pub mod book;
 pub mod momentum;
 pub mod ratio;
 pub mod volatility;
@@ -71,11 +76,14 @@ 
    Files
    
     m.add_class::<crate::average::dema::DoubleExponentialMovingAverage>()?;
     m.add_class::<crate::average::hma::HullMovingAverage>()?;
     m.add_class::<crate::average::rma::WilderMovingAverage>()?;
+    // book
+    m.add_class::<crate::book::imbalance::BookImbalanceRatio>()?;
     // ratio
     m.add_class::<crate::ratio::efficiency_ratio::EfficiencyRatio>()?;
     // momentum
     m.add_class::<crate::momentum::rsi::RelativeStrengthIndex>()?;
     m.add_class::<crate::momentum::aroon::AroonOscillator>()?;
+    m.add_class::<crate::momentum::cmo::ChandeMomentumOscillator>()?;
     // volatility
     m.add_class::<crate::volatility::atr::AverageTrueRange>()?;
     Ok(())
diff --git a/nightly/core/src/nautilus_indicators/python/momentum/aroon.rs.html b/nightly/core/src/nautilus_indicators/python/momentum/aroon.rs.html
index e295a6b7451b..f5aa87bed27a 100644
--- a/nightly/core/src/nautilus_indicators/python/momentum/aroon.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/momentum/aroon.rs.html
@@ -1,4 +1,4 @@
-aroon.rs - source
    
     #[getter]
     #[pyo3(name = "initialized")]
     fn py_initialized(&self) -> bool {
-        self.is_initialized
+        self.initialized
     }
 
     #[pyo3(name = "update_raw")]
diff --git a/nightly/core/src/nautilus_indicators/python/momentum/cmo.rs.html b/nightly/core/src/nautilus_indicators/python/momentum/cmo.rs.html
new file mode 100644
index 000000000000..2fb90e756bdc
--- /dev/null
+++ b/nightly/core/src/nautilus_indicators/python/momentum/cmo.rs.html
@@ -0,0 +1,193 @@
+cmo.rs - source
    
+    
    1
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+
    // -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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.
+// -------------------------------------------------------------------------------------------------
+
+use nautilus_core::python::to_pyvalue_err;
+use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick};
+use pyo3::prelude::*;
+
+use crate::{
+    average::MovingAverageType, indicator::Indicator, momentum::cmo::ChandeMomentumOscillator,
+};
+
+#[pymethods]
+impl ChandeMomentumOscillator {
+    #[new]
+    pub fn py_new(period: usize, ma_type: Option<MovingAverageType>) -> PyResult<Self> {
+        Self::new(period, ma_type).map_err(to_pyvalue_err)
+    }
+
+    #[getter]
+    #[pyo3(name = "name")]
+    fn py_name(&self) -> String {
+        self.name()
+    }
+
+    #[getter]
+    #[pyo3(name = "period")]
+    fn py_period(&self) -> usize {
+        self.period
+    }
+
+    #[getter]
+    #[pyo3(name = "has_inputs")]
+    fn py_has_inputs(&self) -> bool {
+        self.has_inputs()
+    }
+
+    #[getter]
+    #[pyo3(name = "count")]
+    fn py_count(&self) -> usize {
+        self.count
+    }
+
+    #[getter]
+    #[pyo3(name = "value")]
+    fn py_value(&self) -> f64 {
+        self.value
+    }
+
+    #[getter]
+    #[pyo3(name = "initialized")]
+    fn py_initialized(&self) -> bool {
+        self.initialized
+    }
+
+    #[pyo3(name = "update_raw")]
+    fn py_update_raw(&mut self, close: f64) {
+        self.update_raw(close);
+    }
+
+    #[pyo3(name = "handle_quote_tick")]
+    fn py_handle_quote_tick(&mut self, _tick: &QuoteTick) {
+        // Function body intentionally left blank.
+    }
+
+    #[pyo3(name = "handle_trade_tick")]
+    fn py_handle_trade_tick(&mut self, _tick: &TradeTick) {
+        // Function body intentionally left blank.
+    }
+
+    #[pyo3(name = "handle_bar")]
+    fn py_handle_bar(&mut self, bar: &Bar) {
+        self.update_raw((&bar.close).into());
+    }
+
+    #[pyo3(name = "reset")]
+    fn py_reset(&mut self) {
+        self.reset();
+    }
+
+    fn __repr__(&self) -> String {
+        format!("ChandeMomentumOscillator({})", self.period)
+    }
+}
+
    
\ No newline at end of file
diff --git a/nightly/core/src/nautilus_indicators/python/momentum/mod.rs.html b/nightly/core/src/nautilus_indicators/python/momentum/mod.rs.html
index e7c7ff36c849..58f0a05ab6f8 100644
--- a/nightly/core/src/nautilus_indicators/python/momentum/mod.rs.html
+++ b/nightly/core/src/nautilus_indicators/python/momentum/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 15
 16
 17
+18
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -33,5 +34,6 @@ 
    Files
    
 // -------------------------------------------------------------------------------------------------
 
     pub mod aroon;
+pub mod cmo;
 pub mod rsi;
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_indicators/python/momentum/rsi.rs.html b/nightly/core/src/nautilus_indicators/python/momentum/rsi.rs.html index c6a822c4f34f..04fb98c27ed9 100644 --- a/nightly/core/src/nautilus_indicators/python/momentum/rsi.rs.html +++ b/nightly/core/src/nautilus_indicators/python/momentum/rsi.rs.html @@ -1,4 +1,4 @@ -rsi.rs - source
    #[getter] #[pyo3(name = "initialized")] fn py_initialized(&self) -> bool { - self.is_initialized + self.initialized } #[pyo3(name = "update_raw")] diff --git a/nightly/core/src/nautilus_indicators/python/ratio/efficiency_ratio.rs.html b/nightly/core/src/nautilus_indicators/python/ratio/efficiency_ratio.rs.html index 04c261e4baf3..5b402ae2fc0a 100644 --- a/nightly/core/src/nautilus_indicators/python/ratio/efficiency_ratio.rs.html +++ b/nightly/core/src/nautilus_indicators/python/ratio/efficiency_ratio.rs.html @@ -1,4 +1,4 @@ -efficiency_ratio.rs - source
    #[getter] #[pyo3(name = "initialized")] fn py_initialized(&self) -> bool { - self.is_initialized + self.initialized } #[pyo3(name = "has_inputs")] diff --git a/nightly/core/src/nautilus_indicators/python/ratio/mod.rs.html b/nightly/core/src/nautilus_indicators/python/ratio/mod.rs.html index a55a5a120fc5..4a5dbb42d2f5 100644 --- a/nightly/core/src/nautilus_indicators/python/ratio/mod.rs.html +++ b/nightly/core/src/nautilus_indicators/python/ratio/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    fn reset(&mut self) { self.value = 0.0; self.inputs.clear(); - self.is_initialized = false; + self.initialized = false; } } @@ -317,8 +317,8 @@

    Files

    price_type: price_type.unwrap_or(PriceType::Last), value: 0.0, inputs: Vec::with_capacity(period), - _deltas: Vec::with_capacity(period), - is_initialized: false, + deltas: Vec::with_capacity(period), + initialized: false, }) } @@ -327,13 +327,13 @@

    Files

    if self.inputs.len() < 2 { self.value = 0.0; return; - } else if !self.is_initialized && self.inputs.len() >= self.period { - self.is_initialized = true; + } else if !self.initialized && self.inputs.len() >= self.period { + self.initialized = true; } let last_diff = (self.inputs[self.inputs.len() - 1] - self.inputs[self.inputs.len() - 2]).abs(); - self._deltas.push(last_diff); - let sum_deltas = self._deltas.iter().sum::<f64>().abs(); + self.deltas.push(last_diff); + let sum_deltas = self.deltas.iter().sum::<f64>().abs(); let net_diff = (self.inputs[self.inputs.len() - 1] - self.inputs[0]).abs(); self.value = if sum_deltas == 0.0 { 0.0 @@ -358,7 +358,7 @@

    Files

    let display_str = format!("{efficiency_ratio_10}"); assert_eq!(display_str, "EfficiencyRatio(10)"); assert_eq!(efficiency_ratio_10.period, 10); - assert!(!efficiency_ratio_10.is_initialized); + assert!(!efficiency_ratio_10.initialized); } #[rstest] @@ -367,10 +367,10 @@

    Files

    efficiency_ratio_10.update_raw(f64::from(i)); } assert_eq!(efficiency_ratio_10.inputs.len(), 9); - assert!(!efficiency_ratio_10.is_initialized); + assert!(!efficiency_ratio_10.initialized); efficiency_ratio_10.update_raw(1.0); assert_eq!(efficiency_ratio_10.inputs.len(), 10); - assert!(efficiency_ratio_10.is_initialized); + assert!(efficiency_ratio_10.initialized); } #[rstest] @@ -436,9 +436,9 @@

    Files

    for i in 1..=10 { efficiency_ratio_10.update_raw(f64::from(i)); } - assert!(efficiency_ratio_10.is_initialized); + assert!(efficiency_ratio_10.initialized); efficiency_ratio_10.reset(); - assert!(!efficiency_ratio_10.is_initialized); + assert!(!efficiency_ratio_10.initialized); assert_eq!(efficiency_ratio_10.value, 0.0); } diff --git a/nightly/core/src/nautilus_indicators/ratio/mod.rs.html b/nightly/core/src/nautilus_indicators/ratio/mod.rs.html index 241637d91d53..9e099a388257 100644 --- a/nightly/core/src/nautilus_indicators/ratio/mod.rs.html +++ b/nightly/core/src/nautilus_indicators/ratio/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    use std::fmt::{Debug, Display}; use anyhow::Result; -use nautilus_model::data::{bar::Bar, quote::QuoteTick, trade::TradeTick}; +use nautilus_model::data::bar::Bar; use pyo3::prelude::*; use crate::{ @@ -186,10 +178,10 @@

    Files

    pub value_floor: f64, pub value: f64, pub count: usize, - pub is_initialized: bool, + pub initialized: bool, + ma: Box<dyn MovingAverage + Send + 'static>, has_inputs: bool, - _previous_close: f64, - _ma: Box<dyn MovingAverage + Send + 'static>, + previous_close: f64, } impl Display for AverageTrueRange { @@ -215,28 +207,20 @@

    Files

    self.has_inputs } - fn is_initialized(&self) -> bool { - self.is_initialized + fn initialized(&self) -> bool { + self.initialized } - fn handle_quote_tick(&mut self, _tick: &QuoteTick) { - // Function body intentionally left blank. - } - - fn handle_trade_tick(&mut self, _tick: &TradeTick) { - // Function body intentionally left blank. - } - fn handle_bar(&mut self, bar: &Bar) { self.update_raw((&bar.high).into(), (&bar.low).into(), (&bar.close).into()); } fn reset(&mut self) { - self._previous_close = 0.0; + self.previous_close = 0.0; self.value = 0.0; self.count = 0; self.has_inputs = false; - self.is_initialized = false; + self.initialized = false; } } @@ -254,24 +238,24 @@

    Files

    value_floor: value_floor.unwrap_or(0.0), value: 0.0, count: 0, - _previous_close: 0.0, - _ma: MovingAverageFactory::create(MovingAverageType::Simple, period), + previous_close: 0.0, + ma: MovingAverageFactory::create(MovingAverageType::Simple, period), has_inputs: false, - is_initialized: false, + initialized: false, }) } pub fn update_raw(&mut self, high: f64, low: f64, close: f64) { if self.use_previous { if !self.has_inputs { - self._previous_close = close; + self.previous_close = close; } - self._ma.update_raw( - f64::max(self._previous_close, high) - f64::min(low, self._previous_close), + self.ma.update_raw( + f64::max(self.previous_close, high) - f64::min(low, self.previous_close), ); - self._previous_close = close; + self.previous_close = close; } else { - self._ma.update_raw(high - low); + self.ma.update_raw(high - low); } self._floor_value(); @@ -279,8 +263,8 @@

    Files

    } fn _floor_value(&mut self) { - if self.value_floor == 0.0 || self.value_floor < self._ma.value() { - self.value = self._ma.value(); + if self.value_floor == 0.0 || self.value_floor < self.ma.value() { + self.value = self.ma.value(); } else { // Floor the value self.value = self.value_floor; @@ -290,10 +274,10 @@

    Files

    fn increment_count(&mut self) { self.count += 1; - if !self.is_initialized { + if !self.initialized { self.has_inputs = true; if self.count >= self.period { - self.is_initialized = true; + self.initialized = true; } } } diff --git a/nightly/core/src/nautilus_indicators/volatility/mod.rs.html b/nightly/core/src/nautilus_indicators/volatility/mod.rs.html index e4d0278e14ca..8bd86bf17857 100644 --- a/nightly/core/src/nautilus_indicators/volatility/mod.rs.html +++ b/nightly/core/src/nautilus_indicators/volatility/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    use anyhow::Result; use nautilus_core::uuid::UUID4; use nautilus_model::identifiers::trader_id::TraderId; -use serde_json; /// A type of database operation. #[derive(Clone, Debug)] diff --git a/nightly/core/src/nautilus_infrastructure/lib.rs.html b/nightly/core/src/nautilus_infrastructure/lib.rs.html index 40de2c044238..eccccc442d2c 100644 --- a/nightly/core/src/nautilus_infrastructure/lib.rs.html +++ b/nightly/core/src/nautilus_infrastructure/lib.rs.html @@ -1,4 +1,4 @@ -lib.rs - source
    uuid::UUID4, }; use nautilus_model::identifiers::trader_id::TraderId; -use pyo3::{prelude::*, types::PyBytes, PyResult}; -use serde_json; +use pyo3::{prelude::*, types::PyBytes}; use crate::{cache::CacheDatabase, redis::RedisCacheDatabase}; diff --git a/nightly/core/src/nautilus_infrastructure/python/mod.rs.html b/nightly/core/src/nautilus_infrastructure/python/mod.rs.html index 06d3173f52d1..7666eec554ba 100644 --- a/nightly/core/src/nautilus_infrastructure/python/mod.rs.html +++ b/nightly/core/src/nautilus_infrastructure/python/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    #[allow(non_snake_case)] #[must_use] - pub fn CAD() -> Currency { - *CAD_LOCK.get_or_init(|| Currency { +     pub fn CAD() -> Self { + *CAD_LOCK.get_or_init(|| Self { code: Ustr::from("CAD"), precision: 2, iso4217: 124, @@ -1198,8 +1198,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn CHF() -> Currency { - *CHF_LOCK.get_or_init(|| Currency { +     pub fn CHF() -> Self { + *CHF_LOCK.get_or_init(|| Self { code: Ustr::from("CHF"), precision: 2, iso4217: 756, @@ -1210,8 +1210,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn CNY() -> Currency { - *CNY_LOCK.get_or_init(|| Currency { +     pub fn CNY() -> Self { + *CNY_LOCK.get_or_init(|| Self { code: Ustr::from("CNY"), precision: 2, iso4217: 156, @@ -1222,8 +1222,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn CNH() -> Currency { - *CNH_LOCK.get_or_init(|| Currency { +     pub fn CNH() -> Self { + *CNH_LOCK.get_or_init(|| Self { code: Ustr::from("CNH"), precision: 2, iso4217: 0, @@ -1234,8 +1234,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn CZK() -> Currency { - *CZK_LOCK.get_or_init(|| Currency { +     pub fn CZK() -> Self { + *CZK_LOCK.get_or_init(|| Self { code: Ustr::from("CZK"), precision: 2, iso4217: 203, @@ -1246,8 +1246,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn DKK() -> Currency { - *DKK_LOCK.get_or_init(|| Currency { + pub fn DKK() -> Self { + *DKK_LOCK.get_or_init(|| Self { code: Ustr::from("DKK"), precision: 2, iso4217: 208, @@ -1258,8 +1258,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn EUR() -> Currency { - *EUR_LOCK.get_or_init(|| Currency { + pub fn EUR() -> Self { + *EUR_LOCK.get_or_init(|| Self { code: Ustr::from("EUR"), precision: 2, iso4217: 978, @@ -1270,8 +1270,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn GBP() -> Currency { - *GBP_LOCK.get_or_init(|| Currency { + pub fn GBP() -> Self { + *GBP_LOCK.get_or_init(|| Self { code: Ustr::from("GBP"), precision: 2, iso4217: 826, @@ -1282,8 +1282,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn HKD() -> Currency { - *HKD_LOCK.get_or_init(|| Currency { + pub fn HKD() -> Self { + *HKD_LOCK.get_or_init(|| Self { code: Ustr::from("HKD"), precision: 2, iso4217: 344, @@ -1294,8 +1294,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn HUF() -> Currency { - *HUF_LOCK.get_or_init(|| Currency { + pub fn HUF() -> Self { + *HUF_LOCK.get_or_init(|| Self { code: Ustr::from("HUF"), precision: 2, iso4217: 348, @@ -1306,8 +1306,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ILS() -> Currency { - *ILS_LOCK.get_or_init(|| Currency { + pub fn ILS() -> Self { + *ILS_LOCK.get_or_init(|| Self { code: Ustr::from("ILS"), precision: 2, iso4217: 376, @@ -1318,8 +1318,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn INR() -> Currency { - *INR_LOCK.get_or_init(|| Currency { + pub fn INR() -> Self { + *INR_LOCK.get_or_init(|| Self { code: Ustr::from("INR"), precision: 2, iso4217: 356, @@ -1330,8 +1330,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn JPY() -> Currency { - *JPY_LOCK.get_or_init(|| Currency { + pub fn JPY() -> Self { + *JPY_LOCK.get_or_init(|| Self { code: Ustr::from("JPY"), precision: 0, iso4217: 392, @@ -1341,8 +1341,8 @@

    Files

    } #[allow(non_snake_case)] #[must_use] - pub fn KRW() -> Currency { - *KRW_LOCK.get_or_init(|| Currency { + pub fn KRW() -> Self { + *KRW_LOCK.get_or_init(|| Self { code: Ustr::from("KRW"), precision: 0, iso4217: 410, @@ -1353,8 +1353,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn MXN() -> Currency { - *MXN_LOCK.get_or_init(|| Currency { + pub fn MXN() -> Self { + *MXN_LOCK.get_or_init(|| Self { code: Ustr::from("MXN"), precision: 2, iso4217: 484, @@ -1365,8 +1365,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn NOK() -> Currency { - *NOK_LOCK.get_or_init(|| Currency { + pub fn NOK() -> Self { + *NOK_LOCK.get_or_init(|| Self { code: Ustr::from("NOK"), precision: 2, iso4217: 578, @@ -1377,8 +1377,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn NZD() -> Currency { - *NZD_LOCK.get_or_init(|| Currency { + pub fn NZD() -> Self { + *NZD_LOCK.get_or_init(|| Self { code: Ustr::from("NZD"), precision: 2, iso4217: 554, @@ -1389,8 +1389,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn PLN() -> Currency { - *PLN_LOCK.get_or_init(|| Currency { + pub fn PLN() -> Self { + *PLN_LOCK.get_or_init(|| Self { code: Ustr::from("PLN"), precision: 2, iso4217: 985, @@ -1401,8 +1401,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn RUB() -> Currency { - *RUB_LOCK.get_or_init(|| Currency { + pub fn RUB() -> Self { + *RUB_LOCK.get_or_init(|| Self { code: Ustr::from("RUB"), precision: 2, iso4217: 643, @@ -1413,8 +1413,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn SAR() -> Currency { - *SAR_LOCK.get_or_init(|| Currency { + pub fn SAR() -> Self { + *SAR_LOCK.get_or_init(|| Self { code: Ustr::from("SAR"), precision: 2, iso4217: 682, @@ -1425,8 +1425,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn SEK() -> Currency { - *SEK_LOCK.get_or_init(|| Currency { + pub fn SEK() -> Self { + *SEK_LOCK.get_or_init(|| Self { code: Ustr::from("SEK"), precision: 2, iso4217: 752, @@ -1437,8 +1437,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn SGD() -> Currency { - *SGD_LOCK.get_or_init(|| Currency { + pub fn SGD() -> Self { + *SGD_LOCK.get_or_init(|| Self { code: Ustr::from("SGD"), precision: 2, iso4217: 702, @@ -1449,8 +1449,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn THB() -> Currency { - *THB_LOCK.get_or_init(|| Currency { + pub fn THB() -> Self { + *THB_LOCK.get_or_init(|| Self { code: Ustr::from("THB"), precision: 2, iso4217: 764, @@ -1461,8 +1461,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn TRY() -> Currency { - *TRY_LOCK.get_or_init(|| Currency { + pub fn TRY() -> Self { + *TRY_LOCK.get_or_init(|| Self { code: Ustr::from("TRY"), precision: 2, iso4217: 949, @@ -1473,8 +1473,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn TWD() -> Currency { - *TWD_LOCK.get_or_init(|| Currency { + pub fn TWD() -> Self { + *TWD_LOCK.get_or_init(|| Self { code: Ustr::from("TWD"), precision: 2, iso4217: 901, @@ -1485,8 +1485,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn USD() -> Currency { - *USD_LOCK.get_or_init(|| Currency { + pub fn USD() -> Self { + *USD_LOCK.get_or_init(|| Self { code: Ustr::from("USD"), precision: 2, iso4217: 840, @@ -1496,8 +1496,8 @@

    Files

    } #[allow(non_snake_case)] #[must_use] - pub fn ZAR() -> Currency { - *ZAR_LOCK.get_or_init(|| Currency { + pub fn ZAR() -> Self { + *ZAR_LOCK.get_or_init(|| Self { code: Ustr::from("ZAR"), precision: 2, iso4217: 710, @@ -1508,8 +1508,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XAG() -> Currency { - *XAG_LOCK.get_or_init(|| Currency { + pub fn XAG() -> Self { + *XAG_LOCK.get_or_init(|| Self { code: Ustr::from("XAG"), precision: 2, iso4217: 961, @@ -1520,8 +1520,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XAU() -> Currency { - *XAU_LOCK.get_or_init(|| Currency { + pub fn XAU() -> Self { + *XAU_LOCK.get_or_init(|| Self { code: Ustr::from("XAU"), precision: 2, iso4217: 959, @@ -1532,8 +1532,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XPT() -> Currency { - *XPT_LOCK.get_or_init(|| Currency { + pub fn XPT() -> Self { + *XPT_LOCK.get_or_init(|| Self { code: Ustr::from("XPT"), precision: 2, iso4217: 962, @@ -1544,8 +1544,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ONEINCH() -> Currency { - *ONEINCH_LOCK.get_or_init(|| Currency { + pub fn ONEINCH() -> Self { + *ONEINCH_LOCK.get_or_init(|| Self { code: Ustr::from("1INCH"), precision: 8, iso4217: 0, @@ -1556,8 +1556,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn AAVE() -> Currency { - *AAVE_LOCK.get_or_init(|| Currency { + pub fn AAVE() -> Self { + *AAVE_LOCK.get_or_init(|| Self { code: Ustr::from("AAVE"), precision: 8, iso4217: 0, @@ -1568,8 +1568,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ACA() -> Currency { - *ACA_LOCK.get_or_init(|| Currency { + pub fn ACA() -> Self { + *ACA_LOCK.get_or_init(|| Self { code: Ustr::from("ACA"), precision: 8, iso4217: 0, @@ -1580,8 +1580,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ADA() -> Currency { - *ADA_LOCK.get_or_init(|| Currency { + pub fn ADA() -> Self { + *ADA_LOCK.get_or_init(|| Self { code: Ustr::from("ADA"), precision: 6, iso4217: 0, @@ -1592,8 +1592,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn AVAX() -> Currency { - *AVAX_LOCK.get_or_init(|| Currency { + pub fn AVAX() -> Self { + *AVAX_LOCK.get_or_init(|| Self { code: Ustr::from("AVAX"), precision: 8, iso4217: 0, @@ -1604,8 +1604,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BCH() -> Currency { - *BCH_LOCK.get_or_init(|| Currency { + pub fn BCH() -> Self { + *BCH_LOCK.get_or_init(|| Self { code: Ustr::from("BCH"), precision: 8, iso4217: 0, @@ -1616,8 +1616,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BTC() -> Currency { - *BTC_LOCK.get_or_init(|| Currency { + pub fn BTC() -> Self { + *BTC_LOCK.get_or_init(|| Self { code: Ustr::from("BTC"), precision: 8, iso4217: 0, @@ -1628,8 +1628,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BTTC() -> Currency { - *BTTC_LOCK.get_or_init(|| Currency { + pub fn BTTC() -> Self { + *BTTC_LOCK.get_or_init(|| Self { code: Ustr::from("BTTC"), precision: 8, iso4217: 0, @@ -1640,8 +1640,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BNB() -> Currency { - *BNB_LOCK.get_or_init(|| Currency { + pub fn BNB() -> Self { + *BNB_LOCK.get_or_init(|| Self { code: Ustr::from("BNB"), precision: 8, iso4217: 0, @@ -1652,8 +1652,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BRZ() -> Currency { - *BRZ_LOCK.get_or_init(|| Currency { + pub fn BRZ() -> Self { + *BRZ_LOCK.get_or_init(|| Self { code: Ustr::from("BRZ"), precision: 6, iso4217: 0, @@ -1664,8 +1664,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BSV() -> Currency { - *BSV_LOCK.get_or_init(|| Currency { + pub fn BSV() -> Self { + *BSV_LOCK.get_or_init(|| Self { code: Ustr::from("BSV"), precision: 8, iso4217: 0, @@ -1676,8 +1676,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn BUSD() -> Currency { - *BUSD_LOCK.get_or_init(|| Currency { + pub fn BUSD() -> Self { + *BUSD_LOCK.get_or_init(|| Self { code: Ustr::from("BUSD"), precision: 8, iso4217: 0, @@ -1688,8 +1688,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn CAKE() -> Currency { - *CAKE_LOCK.get_or_init(|| Currency { + pub fn CAKE() -> Self { + *CAKE_LOCK.get_or_init(|| Self { code: Ustr::from("CAKE"), precision: 8, iso4217: 0, @@ -1700,8 +1700,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn DASH() -> Currency { - *DASH_LOCK.get_or_init(|| Currency { + pub fn DASH() -> Self { + *DASH_LOCK.get_or_init(|| Self { code: Ustr::from("DASH"), precision: 8, iso4217: 0, @@ -1712,8 +1712,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn DOT() -> Currency { - *DOT_LOCK.get_or_init(|| Currency { + pub fn DOT() -> Self { + *DOT_LOCK.get_or_init(|| Self { code: Ustr::from("DOT"), precision: 8, iso4217: 0, @@ -1724,8 +1724,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn DOGE() -> Currency { - *DOGE_LOCK.get_or_init(|| Currency { + pub fn DOGE() -> Self { + *DOGE_LOCK.get_or_init(|| Self { code: Ustr::from("DOGE"), precision: 8, iso4217: 0, @@ -1736,8 +1736,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn EOS() -> Currency { - *EOS_LOCK.get_or_init(|| Currency { + pub fn EOS() -> Self { + *EOS_LOCK.get_or_init(|| Self { code: Ustr::from("EOS"), precision: 8, iso4217: 0, @@ -1748,8 +1748,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ETH() -> Currency { - *ETH_LOCK.get_or_init(|| Currency { + pub fn ETH() -> Self { + *ETH_LOCK.get_or_init(|| Self { code: Ustr::from("ETH"), precision: 8, iso4217: 0, @@ -1760,8 +1760,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ETHW() -> Currency { - *ETHW_LOCK.get_or_init(|| Currency { + pub fn ETHW() -> Self { + *ETHW_LOCK.get_or_init(|| Self { code: Ustr::from("ETHW"), precision: 8, iso4217: 0, @@ -1772,8 +1772,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn JOE() -> Currency { - *JOE_LOCK.get_or_init(|| Currency { + pub fn JOE() -> Self { + *JOE_LOCK.get_or_init(|| Self { code: Ustr::from("JOE"), precision: 8, iso4217: 0, @@ -1784,8 +1784,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn LINK() -> Currency { - *LINK_LOCK.get_or_init(|| Currency { + pub fn LINK() -> Self { + *LINK_LOCK.get_or_init(|| Self { code: Ustr::from("LINK"), precision: 8, iso4217: 0, @@ -1796,8 +1796,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn LTC() -> Currency { - *LTC_LOCK.get_or_init(|| Currency { + pub fn LTC() -> Self { + *LTC_LOCK.get_or_init(|| Self { code: Ustr::from("LTC"), precision: 8, iso4217: 0, @@ -1808,8 +1808,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn LUNA() -> Currency { - *LUNA_LOCK.get_or_init(|| Currency { + pub fn LUNA() -> Self { + *LUNA_LOCK.get_or_init(|| Self { code: Ustr::from("LUNA"), precision: 8, iso4217: 0, @@ -1820,8 +1820,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn NBT() -> Currency { - *NBT_LOCK.get_or_init(|| Currency { + pub fn NBT() -> Self { + *NBT_LOCK.get_or_init(|| Self { code: Ustr::from("NBT"), precision: 8, iso4217: 0, @@ -1832,8 +1832,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn SOL() -> Currency { - *SOL_LOCK.get_or_init(|| Currency { + pub fn SOL() -> Self { + *SOL_LOCK.get_or_init(|| Self { code: Ustr::from("SOL"), precision: 8, iso4217: 0, @@ -1844,8 +1844,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn SHIB() -> Currency { - *SHIB_LOCK.get_or_init(|| Currency { + pub fn SHIB() -> Self { + *SHIB_LOCK.get_or_init(|| Self { code: Ustr::from("SHIB"), precision: 8, iso4217: 0, @@ -1856,8 +1856,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn TRX() -> Currency { - *TRX_LOCK.get_or_init(|| Currency { + pub fn TRX() -> Self { + *TRX_LOCK.get_or_init(|| Self { code: Ustr::from("TRX"), precision: 8, iso4217: 0, @@ -1868,8 +1868,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn TRYB() -> Currency { - *TRYB_LOCK.get_or_init(|| Currency { + pub fn TRYB() -> Self { + *TRYB_LOCK.get_or_init(|| Self { code: Ustr::from("TRYB"), precision: 8, iso4217: 0, @@ -1880,8 +1880,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn TUSD() -> Currency { - *TUSD_LOCK.get_or_init(|| Currency { + pub fn TUSD() -> Self { + *TUSD_LOCK.get_or_init(|| Self { code: Ustr::from("TUSD"), precision: 8, iso4217: 0, @@ -1892,8 +1892,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn VTC() -> Currency { - *VTC_LOCK.get_or_init(|| Currency { + pub fn VTC() -> Self { + *VTC_LOCK.get_or_init(|| Self { code: Ustr::from("VTC"), precision: 8, iso4217: 0, @@ -1904,8 +1904,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn WSB() -> Currency { - *WSB_LOCK.get_or_init(|| Currency { + pub fn WSB() -> Self { + *WSB_LOCK.get_or_init(|| Self { code: Ustr::from("WSB"), precision: 8, iso4217: 0, @@ -1916,8 +1916,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XBT() -> Currency { - *XBT_LOCK.get_or_init(|| Currency { + pub fn XBT() -> Self { + *XBT_LOCK.get_or_init(|| Self { code: Ustr::from("XBT"), precision: 8, iso4217: 0, @@ -1928,8 +1928,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XEC() -> Currency { - *XEC_LOCK.get_or_init(|| Currency { + pub fn XEC() -> Self { + *XEC_LOCK.get_or_init(|| Self { code: Ustr::from("XEC"), precision: 8, iso4217: 0, @@ -1940,8 +1940,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XLM() -> Currency { - *XLM_LOCK.get_or_init(|| Currency { + pub fn XLM() -> Self { + *XLM_LOCK.get_or_init(|| Self { code: Ustr::from("XLM"), precision: 8, iso4217: 0, @@ -1952,8 +1952,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XMR() -> Currency { - *XMR_LOCK.get_or_init(|| Currency { + pub fn XMR() -> Self { + *XMR_LOCK.get_or_init(|| Self { code: Ustr::from("XMR"), precision: 8, iso4217: 0, @@ -1964,8 +1964,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn USDT() -> Currency { - *USDT_LOCK.get_or_init(|| Currency { + pub fn USDT() -> Self { + *USDT_LOCK.get_or_init(|| Self { code: Ustr::from("USDT"), precision: 8, iso4217: 0, @@ -1976,8 +1976,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XRP() -> Currency { - *XRP_LOCK.get_or_init(|| Currency { + pub fn XRP() -> Self { + *XRP_LOCK.get_or_init(|| Self { code: Ustr::from("XRP"), precision: 6, iso4217: 0, @@ -1988,8 +1988,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn XTZ() -> Currency { - *XTZ_LOCK.get_or_init(|| Currency { + pub fn XTZ() -> Self { + *XTZ_LOCK.get_or_init(|| Self { code: Ustr::from("XTZ"), precision: 6, iso4217: 0, @@ -2000,8 +2000,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn USDC() -> Currency { - *USDC_LOCK.get_or_init(|| Currency { + pub fn USDC() -> Self { + *USDC_LOCK.get_or_init(|| Self { code: Ustr::from("USDC"), precision: 8, iso4217: 0, @@ -2012,8 +2012,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn USDP() -> Currency { - *USDP_LOCK.get_or_init(|| Currency { + pub fn USDP() -> Self { + *USDP_LOCK.get_or_init(|| Self { code: Ustr::from("USDP"), precision: 4, iso4217: 0, @@ -2024,8 +2024,8 @@

    Files

    #[allow(non_snake_case)] #[must_use] - pub fn ZEC() -> Currency { - *ZEC_LOCK.get_or_init(|| Currency { + pub fn ZEC() -> Self { + *ZEC_LOCK.get_or_init(|| Self { code: Ustr::from("ZEC"), precision: 8, iso4217: 0, diff --git a/nightly/core/src/nautilus_model/data/bar.rs.html b/nightly/core/src/nautilus_model/data/bar.rs.html index 4fcf592f5de5..31efe65f5245 100644 --- a/nightly/core/src/nautilus_model/data/bar.rs.html +++ b/nightly/core/src/nautilus_model/data/bar.rs.html @@ -1,4 +1,4 @@ -bar.rs - source
    616 617 618 +619 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -644,7 +645,6 @@ 
    Files
    
 use nautilus_core::{serialization::Serializable, time::UnixNanos};
 use pyo3::prelude::*;
 use serde::{Deserialize, Deserializer, Serialize, Serializer};
-use thiserror;
 
 use crate::{
     enums::{AggregationSource, BarAggregation, PriceType},
@@ -738,7 +738,7 @@ 
    Files
    
         if rev_pieces.len() != 5 {
             return Err(BarTypeParseError {
                 input: s.to_string(),
-                token: "".to_string(),
+                token: String::new(),
                 position: 0,
             });
         }
@@ -773,7 +773,7 @@ 
    Files
    
                 position: 4,
             })?;
 
-        Ok(BarType {
+        Ok(Self {
             instrument_id,
             spec: BarSpecification {
                 step,
@@ -816,7 +816,7 @@ 
    Files
    
             D: Deserializer<'de>,
     {
         let s: String = Deserialize::deserialize(deserializer)?;
-        BarType::from_str(&s).map_err(serde::de::Error::custom)
+        Self::from_str(&s).map_err(serde::de::Error::custom)
     }
 }
 
@@ -873,6 +873,7 @@ 
    Files
    
     }
 
     /// Returns the metadata for the type, for use with serialization formats.
+    #[must_use]
     pub fn get_metadata(
         bar_type: &BarType,
         price_precision: u8,
@@ -888,6 +889,7 @@ 
    Files
    
     }
 
     /// Returns the field map for the type, for use with Arrow schemas.
+    #[must_use]
     pub fn get_fields() -> IndexMap<String, String> {
         let mut metadata = IndexMap::new();
         metadata.insert("open".to_string(), "Int64".to_string());
diff --git a/nightly/core/src/nautilus_model/data/delta.rs.html b/nightly/core/src/nautilus_model/data/delta.rs.html
index 6dd95c45172e..2165b6a4ebf8 100644
--- a/nightly/core/src/nautilus_model/data/delta.rs.html
+++ b/nightly/core/src/nautilus_model/data/delta.rs.html
@@ -1,4 +1,4 @@
-delta.rs - source
    
 336
 337
 338
+339
+340
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -440,6 +442,7 @@ 
    Files
    
     }
 
     /// Returns the metadata for the type, for use with serialization formats.
+    #[must_use]
     pub fn get_metadata(
         instrument_id: &InstrumentId,
         price_precision: u8,
@@ -453,6 +456,7 @@ 
    Files
    
     }
 
     /// Returns the field map for the type, for use with Arrow schemas.
+    #[must_use]
     pub fn get_fields() -> IndexMap<String, String> {
         let mut metadata = IndexMap::new();
         metadata.insert("action".to_string(), "UInt8".to_string());
@@ -548,7 +552,7 @@ 
    Files
    
     pub mod stubs {
     use rstest::fixture;
 
-    use super::*;
+    use super::{BookAction, BookOrder, OrderBookDelta, OrderSide};
     use crate::{
         identifiers::instrument_id::InstrumentId,
         types::{price::Price, quantity::Quantity},
@@ -561,7 +565,7 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from("10");
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
         let flags = 0;
         let sequence = 1;
         let ts_event = 1;
@@ -600,7 +604,7 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from("10");
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
         let flags = 0;
         let sequence = 1;
         let ts_event = 1;
@@ -655,7 +659,7 @@ 
    Files
    
     fn test_display(stub_delta: OrderBookDelta) {
         let delta = stub_delta;
         assert_eq!(
-            format!("{}", delta),
+            format!("{delta}"),
             "AAPL.XNAS,ADD,100.00,10,BUY,123456,0,1,1,2".to_string()
         );
     }
diff --git a/nightly/core/src/nautilus_model/data/deltas.rs.html b/nightly/core/src/nautilus_model/data/deltas.rs.html
index b58e3f2bf9b7..b3c1bac1bac4 100644
--- a/nightly/core/src/nautilus_model/data/deltas.rs.html
+++ b/nightly/core/src/nautilus_model/data/deltas.rs.html
@@ -1,4 +1,4 @@
-deltas.rs - source
    
 pub mod stubs {
     use rstest::fixture;
 
-    use super::*;
+    use super::OrderBookDeltas;
     use crate::{
         data::{delta::OrderBookDelta, order::BookOrder},
         enums::{BookAction, OrderSide},
@@ -695,7 +695,7 @@ 
    Files
    
     fn test_display(stub_deltas: OrderBookDeltas) {
         let deltas = stub_deltas;
         assert_eq!(
-            format!("{}", deltas),
+            format!("{deltas}"),
             "AAPL.XNAS,len=7,flags=32,sequence=0,ts_event=1,ts_init=2".to_string()
         );
     }
diff --git a/nightly/core/src/nautilus_model/data/depth.rs.html b/nightly/core/src/nautilus_model/data/depth.rs.html
index 43e8d1006740..37944353fd36 100644
--- a/nightly/core/src/nautilus_model/data/depth.rs.html
+++ b/nightly/core/src/nautilus_model/data/depth.rs.html
@@ -1,4 +1,4 @@
-depth.rs - source
    
 317
 318
 319
+320
+321
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -413,6 +415,7 @@ 
    Files
    
     }
 
     /// Returns the metadata for the type, for use with serialization formats.
+    #[must_use]
     pub fn get_metadata(
         instrument_id: &InstrumentId,
         price_precision: u8,
@@ -426,6 +429,7 @@ 
    Files
    
     }
 
     /// Returns the field map for the type, for use with Arrow schemas.
+    #[must_use]
     pub fn get_fields() -> IndexMap<String, String> {
         let mut metadata = IndexMap::new();
         metadata.insert("bid_price_0".to_string(), "Int64".to_string());
@@ -517,7 +521,7 @@ 
    Files
    
     pub mod stubs {
     use rstest::fixture;
 
-    use super::*;
+    use super::{OrderBookDepth10, DEPTH10_LEN};
     use crate::{
         data::order::BookOrder,
         enums::OrderSide,
@@ -633,7 +637,7 @@ 
    Files
    
     fn test_display(stub_depth10: OrderBookDepth10) {
         let depth = stub_depth10;
         assert_eq!(
-            format!("{}", depth),
+            format!("{depth}"),
             "AAPL.XNAS,flags=0,sequence=0,ts_event=1,ts_init=2".to_string()
         );
     }
diff --git a/nightly/core/src/nautilus_model/data/mod.rs.html b/nightly/core/src/nautilus_model/data/mod.rs.html
index d078ba0a4d9c..ad99e560c51a 100644
--- a/nightly/core/src/nautilus_model/data/mod.rs.html
+++ b/nightly/core/src/nautilus_model/data/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 139
 140
 141
-142
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -167,12 +166,11 @@ 
    Files
    
 
 use nautilus_core::time::UnixNanos;
 
-use crate::ffi::data::deltas::OrderBookDeltas_API;
-
 use self::{
     bar::Bar, delta::OrderBookDelta, deltas::OrderBookDeltas, depth::OrderBookDepth10,
     quote::QuoteTick, trade::TradeTick,
 };
+use crate::ffi::data::deltas::OrderBookDeltas_API;
 
 #[repr(C)]
 #[derive(Clone, Debug)]
@@ -193,12 +191,12 @@ 
    Files
    
 impl HasTsInit for Data {
     fn get_ts_init(&self) -> UnixNanos {
         match self {
-            Data::Delta(d) => d.ts_init,
-            Data::Deltas(d) => d.ts_init,
-            Data::Depth10(d) => d.ts_init,
-            Data::Quote(q) => q.ts_init,
-            Data::Trade(t) => t.ts_init,
-            Data::Bar(b) => b.ts_init,
+            Self::Delta(d) => d.ts_init,
+            Self::Deltas(d) => d.ts_init,
+            Self::Depth10(d) => d.ts_init,
+            Self::Quote(q) => q.ts_init,
+            Self::Trade(t) => t.ts_init,
+            Self::Bar(b) => b.ts_init,
         }
     }
 }
diff --git a/nightly/core/src/nautilus_model/data/order.rs.html b/nightly/core/src/nautilus_model/data/order.rs.html
index 83145242f93b..7ee0833ee034 100644
--- a/nightly/core/src/nautilus_model/data/order.rs.html
+++ b/nightly/core/src/nautilus_model/data/order.rs.html
@@ -1,4 +1,4 @@
-order.rs - source
    
     pub mod stubs {
     use rstest::fixture;
 
-    use super::*;
+    use super::{BookOrder, OrderSide};
     use crate::types::{price::Price, quantity::Quantity};
 
     #[fixture]
@@ -522,7 +522,7 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from("10");
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
 
         BookOrder::new(side, price, size, order_id)
     }
@@ -546,7 +546,7 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from("10");
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
 
         let order = BookOrder::new(side, price, size, order_id);
 
@@ -561,7 +561,7 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from("10");
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
 
         let order = BookOrder::new(side, price, size, order_id);
         let book_price = order.to_book_price();
@@ -575,7 +575,7 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from("10");
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
 
         let order = BookOrder::new(side, price, size, order_id);
         let exposure = order.exposure();
@@ -587,7 +587,7 @@ 
    Files
    
         fn test_signed_size() {
         let price = Price::from("100.00");
         let size = Quantity::from("10");
-        let order_id = 123456;
+        let order_id = 123_456;
 
         let order_buy = BookOrder::new(OrderSide::Buy, price, size, order_id);
         let signed_size_buy = order_buy.signed_size();
@@ -603,12 +603,12 @@ 
    Files
    
         let price = Price::from("100.00");
         let size = Quantity::from(10);
         let side = OrderSide::Buy;
-        let order_id = 123456;
+        let order_id = 123_456;
 
         let order = BookOrder::new(side, price, size, order_id);
-        let display = format!("{}", order);
+        let display = format!("{order}");
 
-        let expected = format!("{},{},{},{}", price, size, side, order_id);
+        let expected = format!("{price},{size},{side},{order_id}");
         assert_eq!(display, expected);
     }
 
diff --git a/nightly/core/src/nautilus_model/data/quote.rs.html b/nightly/core/src/nautilus_model/data/quote.rs.html
index f63ccb391346..ebedf3c6f91c 100644
--- a/nightly/core/src/nautilus_model/data/quote.rs.html
+++ b/nightly/core/src/nautilus_model/data/quote.rs.html
@@ -1,4 +1,4 @@
-quote.rs - source
    
 297
 298
 299
+300
+301
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -397,6 +399,7 @@ 
    Files
    
     }
 
     /// Returns the metadata for the type, for use with serialization formats.
+    #[must_use]
     pub fn get_metadata(
         instrument_id: &InstrumentId,
         price_precision: u8,
@@ -410,6 +413,7 @@ 
    Files
    
     }
 
     /// Returns the field map for the type, for use with Arrow schemas.
+    #[must_use]
     pub fn get_fields() -> IndexMap<String, String> {
         let mut metadata = IndexMap::new();
         metadata.insert("bid_price".to_string(), "Int64".to_string());
diff --git a/nightly/core/src/nautilus_model/data/trade.rs.html b/nightly/core/src/nautilus_model/data/trade.rs.html
index fd2ed121ad07..95e6bb67aba0 100644
--- a/nightly/core/src/nautilus_model/data/trade.rs.html
+++ b/nightly/core/src/nautilus_model/data/trade.rs.html
@@ -1,4 +1,4 @@
-trade.rs - source
    
 255
 256
 257
+258
+259
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -339,6 +341,7 @@ 
    Files
    
     }
 
     /// Returns the metadata for the type, for use with serialization formats.
+    #[must_use]
     pub fn get_metadata(
         instrument_id: &InstrumentId,
         price_precision: u8,
@@ -352,6 +355,7 @@ 
    Files
    
     }
 
     /// Returns the field map for the type, for use with Arrow schemas.
+    #[must_use]
     pub fn get_fields() -> IndexMap<String, String> {
         let mut metadata = IndexMap::new();
         metadata.insert("price".to_string(), "Int64".to_string());
@@ -461,9 +465,9 @@ 
    Files
    
 
     #[rstest]
     fn test_to_string(stub_trade_tick_ethusdt_buyer: TradeTick) {
-        let tick = stub_trade_tick_ethusdt_buyer;
+        let trade = stub_trade_tick_ethusdt_buyer;
         assert_eq!(
-            tick.to_string(),
+            trade.to_string(),
             "ETHUSDT-PERP.BINANCE,10000.0000,1.00000000,BUYER,123456789,0"
         );
     }
@@ -481,37 +485,37 @@ 
    Files
    
             "ts_init": 1
         }"#    ;
 
-        let tick: TradeTick = serde_json::from_str(raw_string).unwrap();
+        let trade: TradeTick = serde_json::from_str(raw_string).unwrap();
 
-        assert_eq!(tick.aggressor_side, AggressorSide::Buyer);
+        assert_eq!(trade.aggressor_side, AggressorSide::Buyer);
     }
 
     #[rstest]
     fn test_from_pyobject(stub_trade_tick_ethusdt_buyer: TradeTick) {
         pyo3::prepare_freethreaded_python();
-        let tick = stub_trade_tick_ethusdt_buyer;
+        let trade = stub_trade_tick_ethusdt_buyer;
 
         Python::with_gil(|py| {
-            let tick_pyobject = tick.into_py(py);
+            let tick_pyobject = trade.into_py(py);
             let parsed_tick = TradeTick::from_pyobject(tick_pyobject.as_ref(py)).unwrap();
-            assert_eq!(parsed_tick, tick);
+            assert_eq!(parsed_tick, trade);
         });
     }
 
     #[rstest]
     fn test_json_serialization(stub_trade_tick_ethusdt_buyer: TradeTick) {
-        let tick = stub_trade_tick_ethusdt_buyer;
-        let serialized = tick.as_json_bytes().unwrap();
+        let trade = stub_trade_tick_ethusdt_buyer;
+        let serialized = trade.as_json_bytes().unwrap();
         let deserialized = TradeTick::from_json_bytes(serialized).unwrap();
-        assert_eq!(deserialized, tick);
+        assert_eq!(deserialized, trade);
     }
 
     #[rstest]
     fn test_msgpack_serialization(stub_trade_tick_ethusdt_buyer: TradeTick) {
-        let tick = stub_trade_tick_ethusdt_buyer;
-        let serialized = tick.as_msgpack_bytes().unwrap();
+        let trade = stub_trade_tick_ethusdt_buyer;
+        let serialized = trade.as_msgpack_bytes().unwrap();
         let deserialized = TradeTick::from_msgpack_bytes(serialized).unwrap();
-        assert_eq!(deserialized, tick);
+        assert_eq!(deserialized, trade);
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/enums.rs.html b/nightly/core/src/nautilus_model/enums.rs.html index e2de5f99df16..57f9b79c51ca 100644 --- a/nightly/core/src/nautilus_model/enums.rs.html +++ b/nightly/core/src/nautilus_model/enums.rs.html @@ -1,4 +1,4 @@ -enums.rs - source
    impl FromU8 for AggressorSide { fn from_u8(value: u8) -> Option<Self> { match value { - 0 => Some(AggressorSide::NoAggressor), - 1 => Some(AggressorSide::Buyer), - 2 => Some(AggressorSide::Seller), + 0 => Some(Self::NoAggressor), + 1 => Some(Self::Buyer), + 2 => Some(Self::Seller), _ => None, } } @@ -1551,10 +1551,10 @@

    Files

    impl FromU8 for BookAction { fn from_u8(value: u8) -> Option<Self> { match value { - 1 => Some(BookAction::Add), - 2 => Some(BookAction::Update), - 3 => Some(BookAction::Delete), - 4 => Some(BookAction::Clear), + 1 => Some(Self::Add), + 2 => Some(Self::Update), + 3 => Some(Self::Delete), + 4 => Some(Self::Clear), _ => None, } } @@ -1596,9 +1596,9 @@

    Files

    impl FromU8 for BookType { fn from_u8(value: u8) -> Option<Self> { match value { - 1 => Some(BookType::L1_MBP), - 2 => Some(BookType::L2_MBP), - 3 => Some(BookType::L3_MBO), + 1 => Some(Self::L1_MBP), + 2 => Some(Self::L2_MBP), + 3 => Some(Self::L3_MBO), _ => None, } } @@ -1935,9 +1935,9 @@

    Files

    impl FromU8 for OrderSide { fn from_u8(value: u8) -> Option<Self> { match value { - 0 => Some(OrderSide::NoOrderSide), - 1 => Some(OrderSide::Buy), - 2 => Some(OrderSide::Sell), + 0 => Some(Self::NoOrderSide), + 1 => Some(Self::Buy), + 2 => Some(Self::Sell), _ => None, } } diff --git a/nightly/core/src/nautilus_model/events/account/mod.rs.html b/nightly/core/src/nautilus_model/events/account/mod.rs.html index 2ed6644eb27d..87debd667646 100644 --- a/nightly/core/src/nautilus_model/events/account/mod.rs.html +++ b/nightly/core/src/nautilus_model/events/account/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    ts_event: UnixNanos, ts_init: UnixNanos, base_currency: Option<Currency>, - ) -> Result<AccountState> { - Ok(AccountState { + ) -> Result<Self> { + Ok(Self { account_id, account_type, base_currency, @@ -227,12 +225,10 @@

    Files

    "AccountState(account_id={}, account_type={}, base_currency={}, is_reported={}, balances=[{}], margins=[{}], event_id={})", self.account_id, self.account_type, - self.base_currency - .map(|base_currency | format!("{}", base_currency.code)) - .unwrap_or_else(|| "None".to_string()), + self.base_currency.map_or_else(|| "None".to_string(), |base_currency | format!("{}", base_currency.code)), self.is_reported, - self.balances.iter().map(|b| format!("{}", b)).collect::<Vec<String>>().join(","), - self.margins.iter().map(|m| format!("{}", m)).collect::<Vec<String>>().join(","), + self.balances.iter().map(|b| format!("{b}")).collect::<Vec<String>>().join(","), + self.margins.iter().map(|m| format!("{m}")).collect::<Vec<String>>().join(","), self.event_id ) } @@ -267,7 +263,7 @@

    Files

    #[rstest] fn test_display_cash_account_state(cash_account_state: AccountState) { - let display = format!("{}", cash_account_state); + let display = format!("{cash_account_state}"); assert_eq!( display, "AccountState(account_id=SIM-001, account_type=CASH, base_currency=USD, is_reported=true, \ @@ -278,7 +274,7 @@

    Files

    #[rstest] fn test_display_margin_account_state(margin_account_state: AccountState) { - let display = format!("{}", margin_account_state); + let display = format!("{margin_account_state}"); assert_eq!( display, "AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=true, \ diff --git a/nightly/core/src/nautilus_model/events/account/stubs.rs.html b/nightly/core/src/nautilus_model/events/account/stubs.rs.html index a2aacde6a4f6..799c534a7a4f 100644 --- a/nightly/core/src/nautilus_model/events/account/stubs.rs.html +++ b/nightly/core/src/nautilus_model/events/account/stubs.rs.html @@ -1,4 +1,4 @@ -stubs.rs - source
    use rstest::fixture; -use crate::types::balance::AccountBalance; -use crate::types::money::Money; use crate::{ enums::AccountType, events::account::state::AccountState, identifiers::stubs::{account_id, uuid4}, types::{ + balance::AccountBalance, currency::Currency, + money::Money, stubs::{account_balance_test, margin_balance_test}, }, }; diff --git a/nightly/core/src/nautilus_model/events/mod.rs.html b/nightly/core/src/nautilus_model/events/mod.rs.html index 619358d77a61..ed9cfdd0c08e 100644 --- a/nightly/core/src/nautilus_model/events/mod.rs.html +++ b/nightly/core/src/nautilus_model/events/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    ts_event: UnixNanos, ts_init: UnixNanos, reconciliation: bool, - ) -> Result<OrderAccepted> { - Ok(OrderAccepted { + ) -> Result<Self> { + Ok(Self { trader_id, strategy_id, instrument_id, @@ -184,7 +184,7 @@

    Files

    event_id, ts_event, ts_init, - reconciliation: reconciliation as u8, + reconciliation: u8::from(reconciliation), }) } } @@ -215,7 +215,7 @@

    Files

    #[rstest] fn test_order_accepted_display(order_accepted: OrderAccepted) { - let display = format!("{}", order_accepted); + let display = format!("{order_accepted}"); assert_eq!( display, "OrderAccepted(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)" diff --git a/nightly/core/src/nautilus_model/events/order/cancel_rejected.rs.html b/nightly/core/src/nautilus_model/events/order/cancel_rejected.rs.html index 4308a34de0ba..87014984e19b 100644 --- a/nightly/core/src/nautilus_model/events/order/cancel_rejected.rs.html +++ b/nightly/core/src/nautilus_model/events/order/cancel_rejected.rs.html @@ -1,4 +1,4 @@ -cancel_rejected.rs - source
    114 115 116 -117 -118 -119 -120 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -138,7 +134,7 @@ 
    Files
    
     use std::fmt::Display;
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -185,8 +181,8 @@ 
    Files
    
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
         account_id: Option<AccountId>,
-    ) -> Result<OrderCancelRejected> {
-        Ok(OrderCancelRejected {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -195,7 +191,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
             account_id,
         })
@@ -209,12 +205,8 @@ 
    Files
    
             "OrderCancelRejected(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, reason={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.reason,
             self.ts_event
         )
@@ -233,7 +225,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_cancel_rejected(order_cancel_rejected: OrderCancelRejected) {
-        let display = format!("{}", order_cancel_rejected);
+        let display = format!("{order_cancel_rejected}");
         assert_eq!(
             display,
             "OrderCancelRejected(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001, reason=ORDER_DOES_NOT_EXISTS, ts_event=0)"
diff --git a/nightly/core/src/nautilus_model/events/order/canceled.rs.html b/nightly/core/src/nautilus_model/events/order/canceled.rs.html
index a5b389296b81..e1b279b4e9b6 100644
--- a/nightly/core/src/nautilus_model/events/order/canceled.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/canceled.rs.html
@@ -1,4 +1,4 @@
-canceled.rs - source
    
 95
 96
 97
-98
-99
-100
-101
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -119,7 +115,7 @@ 
    Files
    
     use std::fmt::Display;
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -172,7 +168,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
             account_id,
         })
@@ -186,12 +182,8 @@ 
    Files
    
             "OrderCanceled(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.ts_event
         )
     }
diff --git a/nightly/core/src/nautilus_model/events/order/denied.rs.html b/nightly/core/src/nautilus_model/events/order/denied.rs.html
index 647f19d052bb..5973c142e5ea 100644
--- a/nightly/core/src/nautilus_model/events/order/denied.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/denied.rs.html
@@ -1,4 +1,4 @@
-denied.rs - source
    
 use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -158,8 +158,8 @@ 
    Files
    
         event_id: UUID4,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<OrderDenied> {
-        Ok(OrderDenied {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -194,7 +194,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_denied_display(order_denied_max_submitted_rate: OrderDenied) {
-        let display = format!("{}", order_denied_max_submitted_rate);
+        let display = format!("{order_denied_max_submitted_rate}");
         assert_eq!(display, "OrderDenied(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1,reason=Exceeded MAX_ORDER_SUBMIT_RATE)");
     }
 }
diff --git a/nightly/core/src/nautilus_model/events/order/emulated.rs.html b/nightly/core/src/nautilus_model/events/order/emulated.rs.html
index 7fa13112e52d..1ea7e086de25 100644
--- a/nightly/core/src/nautilus_model/events/order/emulated.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/emulated.rs.html
@@ -1,4 +1,4 @@
-emulated.rs - source
    
 use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -153,8 +153,8 @@ 
    Files
    
         event_id: UUID4,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<OrderEmulated> {
-        Ok(OrderEmulated {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -187,7 +187,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_emulated(order_emulated: OrderEmulated) {
-        let display = format!("{}", order_emulated);
+        let display = format!("{order_emulated}");
         assert_eq!(
             display,
             "OrderEmulated(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1)"
diff --git a/nightly/core/src/nautilus_model/events/order/event.rs.html b/nightly/core/src/nautilus_model/events/order/event.rs.html
index 140606193fb0..5223ade789e8 100644
--- a/nightly/core/src/nautilus_model/events/order/event.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/event.rs.html
@@ -1,4 +1,4 @@
-event.rs - source
    
     use std::fmt::Display;
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -186,7 +182,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
             account_id,
         })
@@ -200,12 +196,8 @@ 
    Files
    
             "OrderExpired(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.ts_event
         )
     }
@@ -223,7 +215,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_cancel_rejected(order_expired: OrderExpired) {
-        let display = format!("{}", order_expired);
+        let display = format!("{order_expired}");
         assert_eq!(
             display,
             "OrderExpired(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)"
diff --git a/nightly/core/src/nautilus_model/events/order/filled.rs.html b/nightly/core/src/nautilus_model/events/order/filled.rs.html
index 3bf69a7f9c4f..c985e63a8164 100644
--- a/nightly/core/src/nautilus_model/events/order/filled.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/filled.rs.html
@@ -1,4 +1,4 @@
-filled.rs - source
    
 222
 223
 224
+225
+226
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -242,7 +244,7 @@ 
    Files
    
     use std::fmt::Display;
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -328,8 +330,8 @@ 
    Files
    
         reconciliation: bool,
         position_id: Option<PositionId>,
         commission: Option<Money>,
-    ) -> Result<OrderFilled> {
-        Ok(OrderFilled {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -352,11 +354,13 @@ 
    Files
    
         })
     }
 
-    pub fn is_buy(&self) -> bool {
+    #[must_use]
+    pub fn is_buy(&self) -> bool {
         self.order_side == OrderSide::Buy
     }
 
-    pub fn is_sell(&self) -> bool {
+    #[must_use]
+    pub fn is_sell(&self) -> bool {
         self.order_side == OrderSide::Sell
     }
 }
@@ -433,13 +437,13 @@ 
    Files
    
 
     #[rstest]
     fn test_order_filled_display(order_filled: OrderFilled) {
-        let display = format!("{}", order_filled);
+        let display = format!("{order_filled}");
         assert_eq!(
             display,
             "OrderFilled(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, \
             venue_order_id=123456, account_id=SIM-001, trade_id=1, position_id=P-001, \
             order_side=BUY, order_type=LIMIT, last_qty=0.561, last_px=22000, \
-            commission=12.20000000 USDT ,liquidity_side=TAKER, ts_event=0)")
+            commission=12.20000000 USDT ,liquidity_side=TAKER, ts_event=0)");
     }
 
     #[rstest]
diff --git a/nightly/core/src/nautilus_model/events/order/initialized.rs.html b/nightly/core/src/nautilus_model/events/order/initialized.rs.html
index 80752c31a4cc..73a355d00b8c 100644
--- a/nightly/core/src/nautilus_model/events/order/initialized.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/initialized.rs.html
@@ -1,4 +1,4 @@
-initialized.rs - source
    
 292
 293
 294
+295
+296
+297
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -315,7 +318,7 @@ 
    Files
    
 };
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -451,8 +454,8 @@ 
    Files
    
         exec_algorithm_params: Option<HashMap<Ustr, Ustr>>,
         exec_spawn_id: Option<ClientOrderId>,
         tags: Option<Ustr>,
-    ) -> Result<OrderInitialized> {
-        Ok(OrderInitialized {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -525,45 +528,48 @@ 
    Files
    
             self.reduce_only,
             self.quote_quantity,
             self.price
-                .map(|price| format!("{}", price))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |price| format!("{price}")),
             self.emulation_trigger
-                .map(|trigger| format!("{}", trigger))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |trigger| format!("{trigger}")),
             self.trigger_instrument_id
-                .map(|instrument_id| format!("{}", instrument_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |instrument_id| format!(
+                    "{instrument_id}"
+                )),
             self.contingency_type
-                .map(|contingency_type| format!("{}", contingency_type))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |contingency_type| format!(
+                    "{contingency_type}"
+                )),
             self.order_list_id
-                .map(|order_list_id| format!("{}", order_list_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |order_list_id| format!(
+                    "{order_list_id}"
+                )),
             self.linked_order_ids
                 .as_ref()
-                .map(|linked_order_ids| linked_order_ids
+                .map_or("None".to_string(), |linked_order_ids| linked_order_ids
                     .iter()
                     .map(ToString::to_string)
                     .collect::<Vec<_>>()
-                    .join(", "))
-                .unwrap_or("None".to_string()),
+                    .join(", ")),
             self.parent_order_id
-                .map(|parent_order_id| format!("{}", parent_order_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |parent_order_id| format!(
+                    "{parent_order_id}"
+                )),
             self.exec_algorithm_id
-                .map(|exec_algorithm_id| format!("{}", exec_algorithm_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |exec_algorithm_id| format!(
+                    "{exec_algorithm_id}"
+                )),
             self.exec_algorithm_params
                 .as_ref()
-                .map(|exec_algorithm_params| format!("{:?}", exec_algorithm_params))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |exec_algorithm_params| format!(
+                    "{exec_algorithm_params:?}"
+                )),
             self.exec_spawn_id
-                .map(|exec_spawn_id| format!("{}", exec_spawn_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |exec_spawn_id| format!(
+                    "{exec_spawn_id}"
+                )),
             self.tags
                 .as_ref()
-                .map(|tags| format!("{}", tags))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |tags| format!("{tags}")),
         )
     }
 }
@@ -578,7 +584,7 @@ 
    Files
    
     use crate::events::order::{initialized::OrderInitialized, stubs::*};
     #[rstest]
     fn test_order_initialized(order_initialized_buy_limit: OrderInitialized) {
-        let display = format!("{}", order_initialized_buy_limit);
+        let display = format!("{order_initialized_buy_limit}");
         assert_eq!(
             display,
             "OrderInitialized(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, \
diff --git a/nightly/core/src/nautilus_model/events/order/mod.rs.html b/nightly/core/src/nautilus_model/events/order/mod.rs.html
index 6d642c6b36aa..6c758ced8f22 100644
--- a/nightly/core/src/nautilus_model/events/order/mod.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
     use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -195,7 +191,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
             account_id,
         })
@@ -209,12 +205,8 @@ 
    Files
    
             "OrderModifyRejected(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={},reason={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.reason,
             self.ts_event
         )
@@ -232,7 +224,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_modified_rejected(order_modify_rejected: OrderModifyRejected) {
-        let display = format!("{}", order_modify_rejected);
+        let display = format!("{order_modify_rejected}");
         assert_eq!(
             display,
             "OrderModifyRejected(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, \
diff --git a/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html b/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html
index 13a9f603f0bd..2b485d0d3de9 100644
--- a/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/pending_cancel.rs.html
@@ -1,4 +1,4 @@
-pending_cancel.rs - source
    
 108
 109
 110
-111
-112
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -130,7 +128,7 @@ 
    Files
    
     use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -184,7 +182,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
         })
     }
@@ -197,9 +195,7 @@ 
    Files
    
             "OrderPendingCancel(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
             self.account_id,
             self.ts_event
         )
@@ -217,7 +213,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_pending_cancel_display(order_pending_cancel: OrderPendingCancel) {
-        let display = format!("{}", order_pending_cancel);
+        let display = format!("{order_pending_cancel}");
         assert_eq!(
             display,
             "OrderPendingCancel(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)"
diff --git a/nightly/core/src/nautilus_model/events/order/pending_update.rs.html b/nightly/core/src/nautilus_model/events/order/pending_update.rs.html
index 686fb2c61e5d..25c81046b812 100644
--- a/nightly/core/src/nautilus_model/events/order/pending_update.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/pending_update.rs.html
@@ -1,4 +1,4 @@
-pending_update.rs - source
    
 108
 109
 110
-111
-112
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -130,7 +128,7 @@ 
    Files
    
     use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -184,7 +182,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
         })
     }
@@ -197,9 +195,7 @@ 
    Files
    
             "OrderPendingUpdate(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
             self.account_id,
             self.ts_event
         )
@@ -217,7 +213,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_pending_update_display(order_pending_update: OrderPendingUpdate) {
-        let display = format!("{}", order_pending_update);
+        let display = format!("{order_pending_update}");
         assert_eq!(
             display,
             "OrderPendingUpdate(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)"
diff --git a/nightly/core/src/nautilus_model/events/order/rejected.rs.html b/nightly/core/src/nautilus_model/events/order/rejected.rs.html
index f2d6a6f13449..91c1ac3b997d 100644
--- a/nightly/core/src/nautilus_model/events/order/rejected.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/rejected.rs.html
@@ -1,4 +1,4 @@
-rejected.rs - source
    
     use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -169,8 +169,8 @@ 
    Files
    
         ts_event: UnixNanos,
         ts_init: UnixNanos,
         reconciliation: bool,
-    ) -> Result<OrderRejected> {
-        Ok(OrderRejected {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -180,7 +180,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
         })
     }
 }
@@ -207,7 +207,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_rejected_display(order_rejected_insufficient_margin: OrderRejected) {
-        let display = format!("{}", order_rejected_insufficient_margin);
+        let display = format!("{order_rejected_insufficient_margin}");
         assert_eq!(display, "OrderRejected(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, \
         reason=INSUFFICIENT_MARGIN, ts_event=0)");
     }
diff --git a/nightly/core/src/nautilus_model/events/order/released.rs.html b/nightly/core/src/nautilus_model/events/order/released.rs.html
index 69ea3d3d0463..a6669459cf08 100644
--- a/nightly/core/src/nautilus_model/events/order/released.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/released.rs.html
@@ -1,4 +1,4 @@
-released.rs - source
    
 use std::fmt::Display;
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -197,7 +197,7 @@ 
    Files
    
     use crate::events::order::{released::OrderReleased, stubs::*};
     #[rstest]
     fn test_order_released_display(order_released: OrderReleased) {
-        let display = format!("{}", order_released);
+        let display = format!("{order_released}");
         assert_eq!(
             display,
             "OrderReleased(BTCUSDT.COINBASE, O-20200814-102234-001-001-1, 22000)"
diff --git a/nightly/core/src/nautilus_model/events/order/stubs.rs.html b/nightly/core/src/nautilus_model/events/order/stubs.rs.html
index b526a0165882..d1aee6228425 100644
--- a/nightly/core/src/nautilus_model/events/order/stubs.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/stubs.rs.html
@@ -1,4 +1,4 @@
-stubs.rs - source
    
 429
 430
 431
+432
+433
+434
+435
+436
+437
+438
+439
+440
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -463,9 +472,18 @@ 
    Files
    
         triggered::OrderTriggered, updated::OrderUpdated,
     },
     identifiers::{
-        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
-        order_list_id::OrderListId, strategy_id::StrategyId, stubs::*, trade_id::TradeId,
-        trader_id::TraderId, venue_order_id::VenueOrderId,
+        account_id::AccountId,
+        client_order_id::ClientOrderId,
+        instrument_id::InstrumentId,
+        order_list_id::OrderListId,
+        strategy_id::StrategyId,
+        stubs::{
+            account_id, client_order_id, instrument_id_btc_usdt, strategy_id_ema_cross, trader_id,
+            uuid4, venue_order_id,
+        },
+        trade_id::TradeId,
+        trader_id::TraderId,
+        venue_order_id::VenueOrderId,
     },
     types::{currency::Currency, money::Money, price::Price, quantity::Quantity},
 };
diff --git a/nightly/core/src/nautilus_model/events/order/submitted.rs.html b/nightly/core/src/nautilus_model/events/order/submitted.rs.html
index df942c7e9a02..b430d0f7f2fc 100644
--- a/nightly/core/src/nautilus_model/events/order/submitted.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/submitted.rs.html
@@ -1,4 +1,4 @@
-submitted.rs - source
    
     use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -160,8 +160,8 @@ 
    Files
    
         event_id: UUID4,
         ts_event: UnixNanos,
         ts_init: UnixNanos,
-    ) -> Result<OrderSubmitted> {
-        Ok(OrderSubmitted {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -197,7 +197,7 @@ 
    Files
    
 
     #[rstest]
     fn test_order_rejected_display(order_submitted: OrderSubmitted) {
-        let display = format!("{}", order_submitted);
+        let display = format!("{order_submitted}");
         assert_eq!(
             display,
             "OrderSubmitted(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, account_id=SIM-001, ts_event=0)"
diff --git a/nightly/core/src/nautilus_model/events/order/triggered.rs.html b/nightly/core/src/nautilus_model/events/order/triggered.rs.html
index 604da4d2a15f..bac4bbcde752 100644
--- a/nightly/core/src/nautilus_model/events/order/triggered.rs.html
+++ b/nightly/core/src/nautilus_model/events/order/triggered.rs.html
@@ -1,4 +1,4 @@
-triggered.rs - source
    
     use std::fmt::Display;
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -174,8 +174,8 @@ 
    Files
    
         reconciliation: bool,
         venue_order_id: Option<VenueOrderId>,
         account_id: Option<AccountId>,
-    ) -> Result<OrderTriggered> {
-        Ok(OrderTriggered {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -183,7 +183,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
             account_id,
         })
@@ -198,12 +198,12 @@ 
    Files
    
             stringify!(OrderTriggered),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(
+                || "None".to_string(),
+                |venue_order_id| format!("{venue_order_id}")
+            ),
             self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string())
+                .map_or_else(|| "None".to_string(), |account_id| format!("{account_id}"))
         )
     }
 }
@@ -219,9 +219,9 @@ 
    Files
    
 
     #[rstest]
     fn test_order_triggered_display(order_triggered: OrderTriggered) {
-        let display = format!("{}", order_triggered);
+        let display = format!("{order_triggered}");
         assert_eq!(display, "OrderTriggered(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, \
-        venue_order_id=001, account_id=SIM-001)")
+        venue_order_id=001, account_id=SIM-001)");
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/events/order/updated.rs.html b/nightly/core/src/nautilus_model/events/order/updated.rs.html index a72ef972a964..337b74e7289a 100644 --- a/nightly/core/src/nautilus_model/events/order/updated.rs.html +++ b/nightly/core/src/nautilus_model/events/order/updated.rs.html @@ -1,4 +1,4 @@ -updated.rs - source
    123 124 125 -126 -127 -128 -129 -130 -131 -132 -133 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -151,7 +143,7 @@ 
    Files
    
     use std::fmt::{Display, Formatter};
 
 use anyhow::Result;
-use derive_builder::{self, Builder};
+use derive_builder::Builder;
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
@@ -204,8 +196,8 @@ 
    Files
    
         account_id: Option<AccountId>,
         price: Option<Price>,
         trigger_price: Option<Price>,
-    ) -> Result<OrderUpdated> {
-        Ok(OrderUpdated {
+    ) -> Result<Self> {
+        Ok(Self {
             trader_id,
             strategy_id,
             instrument_id,
@@ -214,7 +206,7 @@ 
    Files
    
             event_id,
             ts_event,
             ts_init,
-            reconciliation: reconciliation as u8,
+            reconciliation: u8::from(reconciliation),
             venue_order_id,
             account_id,
             price,
@@ -230,19 +222,11 @@ 
    Files
    
             "OrderUpdated(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={},quantity={}, price={}, trigger_price={}, ts_event={})",
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.quantity,
-            self.price
-                .map(|price| format!("{}", price))
-                .unwrap_or_else(|| "None".to_string()),
-            self.trigger_price
-                .map(|trigger_price| format!("{}", trigger_price))
-                .unwrap_or_else(|| "None".to_string()),
+            self.price.map_or_else(|| "None".to_string(), |price| format!("{price}")),
+            self.trigger_price.map_or_else(|| "None".to_string(), |trigger_price| format!("{trigger_price}")),
             self.ts_event
         )
     }
@@ -259,11 +243,11 @@ 
    Files
    
 
     #[rstest]
     fn test_order_updated_display(order_updated: OrderUpdated) {
-        let display = format!("{}", order_updated);
+        let display = format!("{order_updated}");
         assert_eq!(
             display,
             "OrderUpdated(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001,quantity=100, price=22000, trigger_price=None, ts_event=0)"
-        )
+        );
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/events/position/changed.rs.html b/nightly/core/src/nautilus_model/events/position/changed.rs.html index 4c0cf470195b..078f57a8a6e9 100644 --- a/nightly/core/src/nautilus_model/events/position/changed.rs.html +++ b/nightly/core/src/nautilus_model/events/position/changed.rs.html @@ -1,4 +1,4 @@ -changed.rs - source
    } } - pub fn pprint(&self, num_levels: usize) -> String { + #[must_use] + pub fn pprint(&self, num_levels: usize) -> String { match self.book_type { BookType::L3_MBO => self.get_mbo().pprint(num_levels), BookType::L2_MBP => self.get_mbp().pprint(num_levels), diff --git a/nightly/core/src/nautilus_model/ffi/orderbook/level.rs.html b/nightly/core/src/nautilus_model/ffi/orderbook/level.rs.html index a4f37fe1e676..2e112ef7c44f 100644 --- a/nightly/core/src/nautilus_model/ffi/orderbook/level.rs.html +++ b/nightly/core/src/nautilus_model/ffi/orderbook/level.rs.html @@ -1,4 +1,4 @@ -level.rs - source
    116 117 118 +119 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -158,7 +159,8 @@ 
    Files
    
     pub struct Level_API(Box<Level>);
 
 impl Level_API {
-    pub fn new(level: Level) -> Self {
+    #[must_use]
+    pub fn new(level: Level) -> Self {
         Self(Box::new(level))
     }
 }
@@ -180,7 +182,7 @@ 
    Files
    
 #[no_mangle]
 pub extern "C" fn level_new(order_side: OrderSide, price: Price, orders: CVec) -> Level_API {
     let CVec { ptr, len, cap } = orders;
-    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr as *mut BookOrder, len, cap) };
+    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr.cast::<BookOrder>(), len, cap) };
     let price = BookPrice {
         value: price,
         side: order_side,
@@ -207,7 +209,7 @@ 
    Files
    
 
 #[no_mangle]
 pub extern "C" fn level_orders(level: &Level_API) -> CVec {
-    let orders_vec: Vec<BookOrder> = level.orders.values().cloned().collect();
+    let orders_vec: Vec<BookOrder> = level.orders.values().copied().collect();
     orders_vec.into()
 }
 
@@ -225,7 +227,7 @@ 
    Files
    
 #[no_mangle]
 pub extern "C" fn vec_levels_drop(v: CVec) {
     let CVec { ptr, len, cap } = v;
-    let data: Vec<Level_API> = unsafe { Vec::from_raw_parts(ptr as *mut Level_API, len, cap) };
+    let data: Vec<Level_API> = unsafe { Vec::from_raw_parts(ptr.cast::<Level_API>(), len, cap) };
     drop(data); // Memory freed here
 }
 
@@ -233,7 +235,7 @@ 
    Files
    
 #[no_mangle]
 pub extern "C" fn vec_orders_drop(v: CVec) {
     let CVec { ptr, len, cap } = v;
-    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr as *mut BookOrder, len, cap) };
+    let orders: Vec<BookOrder> = unsafe { Vec::from_raw_parts(ptr.cast::<BookOrder>(), len, cap) };
     drop(orders); // Memory freed here
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/ffi/orderbook/mod.rs.html b/nightly/core/src/nautilus_model/ffi/orderbook/mod.rs.html index 4c14f7ef0cfa..8005f1937c57 100644 --- a/nightly/core/src/nautilus_model/ffi/orderbook/mod.rs.html +++ b/nightly/core/src/nautilus_model/ffi/orderbook/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    }) } - pub fn get_tag(&self) -> &str { + #[must_use] + pub fn get_tag(&self) -> &str { // SAFETY: Unwrap safe as value previously validated self.value.split('-').last().unwrap() } diff --git a/nightly/core/src/nautilus_model/identifiers/venue.rs.html b/nightly/core/src/nautilus_model/identifiers/venue.rs.html index 7b42441f64af..d964ecb85dfc 100644 --- a/nightly/core/src/nautilus_model/identifiers/venue.rs.html +++ b/nightly/core/src/nautilus_model/identifiers/venue.rs.html @@ -1,4 +1,4 @@ -venue.rs - source
    103 104 105 +106 +107 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -152,7 +154,8 @@ 
    Files
    
         })
     }
 
-    pub fn from_str_unchecked(s: &str) -> Self {
+    #[must_use]
+    pub fn from_str_unchecked(s: &str) -> Self {
         Self {
             value: Ustr::from(s),
         }
@@ -164,7 +167,8 @@ 
    Files
    
             Self::new(SYNTHETIC_VENUE).unwrap()
     }
 
-    pub fn is_synthetic(&self) -> bool {
+    #[must_use]
+    pub fn is_synthetic(&self) -> bool {
         self.value.as_str() == SYNTHETIC_VENUE
     }
 }
diff --git a/nightly/core/src/nautilus_model/identifiers/venue_order_id.rs.html b/nightly/core/src/nautilus_model/identifiers/venue_order_id.rs.html
index 5194ffd5f7ff..4a374ecf0456 100644
--- a/nightly/core/src/nautilus_model/identifiers/venue_order_id.rs.html
+++ b/nightly/core/src/nautilus_model/identifiers/venue_order_id.rs.html
@@ -1,4 +1,4 @@
-venue_order_id.rs - source
    
 
     #[rstest]
     fn test_equality(currency_pair_btcusdt: CurrencyPair) {
-        let cloned = currency_pair_btcusdt.clone();
-        assert_eq!(currency_pair_btcusdt, cloned)
+        let cloned = currency_pair_btcusdt;
+        assert_eq!(currency_pair_btcusdt, cloned);
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/instruments/equity.rs.html b/nightly/core/src/nautilus_model/instruments/equity.rs.html index 4f54049a391a..92d2d364f6bc 100644 --- a/nightly/core/src/nautilus_model/instruments/equity.rs.html +++ b/nightly/core/src/nautilus_model/instruments/equity.rs.html @@ -1,4 +1,4 @@ -equity.rs - source
    #[rstest] fn test_equality(equity_aapl: Equity) { - let cloned = equity_aapl.clone(); - assert_eq!(equity_aapl, cloned) + let cloned = equity_aapl; + assert_eq!(equity_aapl, cloned); } }     \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/instruments/futures_contract.rs.html b/nightly/core/src/nautilus_model/instruments/futures_contract.rs.html index 7575d882cacf..57be555cc10a 100644 --- a/nightly/core/src/nautilus_model/instruments/futures_contract.rs.html +++ b/nightly/core/src/nautilus_model/instruments/futures_contract.rs.html @@ -1,4 +1,4 @@ -futures_contract.rs - source
    #[rstest] fn test_equality(futures_contract_es: FuturesContract) { - let cloned = futures_contract_es.clone(); + let cloned = futures_contract_es; assert_eq!(futures_contract_es, cloned); } } diff --git a/nightly/core/src/nautilus_model/instruments/mod.rs.html b/nightly/core/src/nautilus_model/instruments/mod.rs.html index 1197b5abd365..1afd7ad717d8 100644 --- a/nightly/core/src/nautilus_model/instruments/mod.rs.html +++ b/nightly/core/src/nautilus_model/instruments/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    130 131 132 -133 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -239,19 +238,18 @@ 
    Files
    
         let use_quote_for_inverse = use_quote_for_inverse.unwrap_or(false);
         let (amount, currency) = if self.is_inverse() {
             if use_quote_for_inverse {
-                (quantity.as_f64(), self.quote_currency().to_owned())
+                (quantity.as_f64(), self.quote_currency())
             } else {
                 let amount =
                     quantity.as_f64() * self.multiplier().as_f64() * (1.0 / price.as_f64());
                 let currency = self
                     .base_currency()
-                    .expect("Error: no base currency for notional calculation")
-                    .to_owned();
+                    .expect("Error: no base currency for notional calculation");
                 (amount, currency)
             }
         } else {
             let amount = quantity.as_f64() * self.multiplier().as_f64() * price.as_f64();
-            let currency = self.quote_currency().to_owned();
+            let currency = self.quote_currency();
             (amount, currency)
         };
 
diff --git a/nightly/core/src/nautilus_model/instruments/options_contract.rs.html b/nightly/core/src/nautilus_model/instruments/options_contract.rs.html
index 3d0a6d21f809..26668d985c1e 100644
--- a/nightly/core/src/nautilus_model/instruments/options_contract.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/options_contract.rs.html
@@ -1,4 +1,4 @@
-options_contract.rs - source
    
 
     #[rstest]
     fn test_equality(options_contract_appl: OptionsContract) {
-        let options_contract_appl2 = options_contract_appl.clone();
+        let options_contract_appl2 = options_contract_appl;
         assert_eq!(options_contract_appl, options_contract_appl2);
     }
 }
diff --git a/nightly/core/src/nautilus_model/instruments/stubs.rs.html b/nightly/core/src/nautilus_model/instruments/stubs.rs.html
index 38c38de8e6c0..3f41076748aa 100644
--- a/nightly/core/src/nautilus_model/instruments/stubs.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/stubs.rs.html
@@ -1,4 +1,4 @@
-stubs.rs - source
    
 344
 345
 346
+347
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -565,7 +566,8 @@ 
    Files
    
     .unwrap()
 }
 
-pub fn default_fx_ccy(symbol: Symbol, venue: Option<Venue>) -> CurrencyPair {
+#[must_use]
+pub fn default_fx_ccy(symbol: Symbol, venue: Option<Venue>) -> CurrencyPair {
     let target_venue = venue.unwrap_or(Venue::from("SIM"));
     let instrument_id = InstrumentId::new(symbol, target_venue);
     let base_currency = symbol.value.split('/').next().unwrap();
diff --git a/nightly/core/src/nautilus_model/instruments/synthetic.rs.html b/nightly/core/src/nautilus_model/instruments/synthetic.rs.html
index 3c1e0d434318..5f096c1cddf9 100644
--- a/nightly/core/src/nautilus_model/instruments/synthetic.rs.html
+++ b/nightly/core/src/nautilus_model/instruments/synthetic.rs.html
@@ -1,4 +1,4 @@
-synthetic.rs - source
    
 237
 238
 239
+240
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -310,12 +311,12 @@ 
    Files
    
         // Extract variables from the component instruments
         let variables: Vec<String> = components
             .iter()
-            .map(|component| component.to_string())
+            .map(std::string::ToString::to_string)
             .collect();
 
         let operator_tree = evalexpr::build_operator_tree(&formula)?;
 
-        Ok(SyntheticInstrument {
+        Ok(Self {
             id: InstrumentId::new(symbol, Venue::synthetic()),
             price_precision,
             price_increment,
@@ -329,7 +330,8 @@ 
    Files
    
         })
     }
 
-    pub fn is_valid_formula(&self, formula: &str) -> bool {
+    #[must_use]
+    pub fn is_valid_formula(&self, formula: &str) -> bool {
         evalexpr::build_operator_tree(formula).is_ok()
     }
 
@@ -352,7 +354,7 @@ 
    Files
    
                 self.context
                     .set_value(variable.clone(), Value::from(value))?;
             } else {
-                panic!("Missing price for component: {}", variable);
+                panic!("Missing price for component: {variable}");
             }
         }
 
@@ -459,7 +461,7 @@ 
    Files
    
             Symbol::new("BTC-LTC").unwrap(),
             2,
             vec![btc_binance, ltc_binance],
-            formula.clone(),
+            formula,
             0,
             0,
         )
diff --git a/nightly/core/src/nautilus_model/lib.rs.html b/nightly/core/src/nautilus_model/lib.rs.html
index 7b7211b3b834..eeb9f68b0940 100644
--- a/nightly/core/src/nautilus_model/lib.rs.html
+++ b/nightly/core/src/nautilus_model/lib.rs.html
@@ -1,4 +1,4 @@
-lib.rs - source
    
     }
 }
 
-pub fn get_quantity_for_price(
+/// Calculates the estimated fill quantity for a specified price from a set of
+/// order book levels and order side.
+#[must_use]
+pub fn get_quantity_for_price(
     price: Price,
     order_side: OrderSide,
     levels: &BTreeMap<BookPrice, Level>,
@@ -587,7 +524,7 @@ 
    Files
    
                     break;
                 }
             }
-            _ => panic!("Invalid `OrderSide` {}", order_side),
+            _ => panic!("Invalid `OrderSide` {order_side}"),
         }
         matched_size += level.size();
     }
@@ -606,41 +543,13 @@ 
    Files
    
         data::{
             depth::{stubs::stub_depth10, OrderBookDepth10},
             order::BookOrder,
-            quote::QuoteTick,
-            trade::TradeTick,
         },
-        enums::{AggressorSide, OrderSide},
-        identifiers::{instrument_id::InstrumentId, trade_id::TradeId},
+        enums::OrderSide,
+        identifiers::instrument_id::InstrumentId,
         orderbook::{book_mbo::OrderBookMbo, book_mbp::OrderBookMbp},
         types::{price::Price, quantity::Quantity},
     };
 
-    #[rstest]
-    fn test_orderbook_creation() {
-        let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
-        let book = OrderBookMbp::new(instrument_id, false);
-
-        assert_eq!(book.instrument_id, instrument_id);
-        assert_eq!(book.sequence, 0);
-        assert_eq!(book.ts_last, 0);
-        assert_eq!(book.count, 0);
-    }
-
-    #[rstest]
-    fn test_orderbook_reset() {
-        let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
-        let mut book = OrderBookMbp::new(instrument_id, false);
-        book.sequence = 10;
-        book.ts_last = 100;
-        book.count = 3;
-
-        book.reset();
-
-        assert_eq!(book.sequence, 0);
-        assert_eq!(book.ts_last, 0);
-        assert_eq!(book.count, 0);
-    }
-
     #[rstest]
     fn test_best_bid_and_ask_when_nothing_in_book() {
         let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
@@ -687,6 +596,7 @@ 
    Files
    
         assert_eq!(book.best_ask_size(), Some(Quantity::from("2.0")));
         assert!(book.has_ask());
     }
+
     #[rstest]
     fn test_spread_with_no_bids_or_asks() {
         let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
@@ -806,11 +716,11 @@ 
    Files
    
 
         assert_eq!(
             book.get_avg_px_for_quantity(qty, OrderSide::Buy),
-            2.0033333333333334
+            2.003_333_333_333_333_4
         );
         assert_eq!(
             book.get_avg_px_for_quantity(qty, OrderSide::Sell),
-            0.9966666666666667
+            0.996_666_666_666_666_7
         );
     }
 
@@ -886,54 +796,6 @@ 
    Files
    
         assert_eq!(book.best_ask_size().unwrap().as_f64(), 100.0);
     }
 
-    #[rstest]
-    fn test_update_quote_tick_l1() {
-        let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
-        let mut book = OrderBookMbp::new(instrument_id, true);
-        let quote = QuoteTick::new(
-            InstrumentId::from("ETHUSDT-PERP.BINANCE"),
-            Price::from("5000.000"),
-            Price::from("5100.000"),
-            Quantity::from("100.00000000"),
-            Quantity::from("99.00000000"),
-            0,
-            0,
-        )
-        .unwrap();
-
-        book.update_quote_tick(&quote);
-
-        assert_eq!(book.best_bid_price().unwrap(), quote.bid_price);
-        assert_eq!(book.best_ask_price().unwrap(), quote.ask_price);
-        assert_eq!(book.best_bid_size().unwrap(), quote.bid_size);
-        assert_eq!(book.best_ask_size().unwrap(), quote.ask_size);
-    }
-
-    #[rstest]
-    fn test_update_trade_tick_l1() {
-        let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
-        let mut book = OrderBookMbp::new(instrument_id, true);
-
-        let price = Price::from("15000.000");
-        let size = Quantity::from("10.00000000");
-        let trade = TradeTick::new(
-            instrument_id,
-            price,
-            size,
-            AggressorSide::Buyer,
-            TradeId::new("123456789").unwrap(),
-            0,
-            0,
-        );
-
-        book.update_trade_tick(&trade);
-
-        assert_eq!(book.best_bid_price().unwrap(), price);
-        assert_eq!(book.best_ask_price().unwrap(), price);
-        assert_eq!(book.best_bid_size().unwrap(), size);
-        assert_eq!(book.best_ask_size().unwrap(), size);
-    }
-
     #[rstest]
     fn test_pprint() {
         let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
@@ -996,7 +858,7 @@ 
    Files
    
                                │ [1.0] │ 1.000 │       │\n\
                                ╰───────┴───────┴───────╯"    ;
 
-        println!("{}", pprint_output);
+        println!("{pprint_output}");
         assert_eq!(pprint_output, expected_output);
     }
 }
diff --git a/nightly/core/src/nautilus_model/orderbook/book_mbo.rs.html b/nightly/core/src/nautilus_model/orderbook/book_mbo.rs.html
index e7a44b289e02..adb25236eab5 100644
--- a/nightly/core/src/nautilus_model/orderbook/book_mbo.rs.html
+++ b/nightly/core/src/nautilus_model/orderbook/book_mbo.rs.html
@@ -1,4 +1,4 @@
-book_mbo.rs - source
    
 257
 258
 259
+260
+261
+262
+263
+264
+265
+266
+267
+268
+269
+270
+271
+272
+273
+274
+275
+276
+277
+278
+279
+280
+281
+282
+283
+284
+285
+286
+287
+288
+289
+290
+291
+292
+293
+294
+295
+296
+297
+298
+299
+300
+301
+302
+303
+304
+305
+306
+307
+308
+309
+310
+311
+312
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -275,7 +328,6 @@ 
    Files
    
 // -------------------------------------------------------------------------------------------------
 
     use nautilus_core::time::UnixNanos;
-use pyo3;
 
 use super::{
     book::{get_avg_px_for_quantity, get_quantity_for_price},
@@ -292,17 +344,22 @@ 
    Files
    
     types::{price::Price, quantity::Quantity},
 };
 
-/// Provides an order book which can handle MBO/L3 granularity data.
+/// Provides an order book which can handle MBO (market by order, a.k.a L3)
+/// granularity data.
 #[derive(Clone, Debug)]
 #[cfg_attr(
     feature = "python",
     pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
 )]
 pub struct OrderBookMbo {
-    pub instrument_id: InstrumentId,
-    pub sequence: u64,
-    pub ts_last: UnixNanos,
-    pub count: u64,
+    /// The instrument ID for the order book.
+    pub instrument_id: InstrumentId,
+    /// The last event sequence number for the order book.
+    pub sequence: u64,
+    /// The timestamp of the last event applied to the order book.
+    pub ts_last: UnixNanos,
+    /// The current count of events applied to the order book.
+    pub count: u64,
     bids: Ladder,
     asks: Ladder,
 }
@@ -385,7 +442,7 @@ 
    Files
    
 
     pub fn apply_deltas(&mut self, deltas: OrderBookDeltas) {
         for delta in deltas.deltas {
-            self.apply_delta(delta)
+            self.apply_delta(delta);
         }
     }
 
@@ -402,85 +459,96 @@ 
    Files
    
         }
     }
 
-    pub fn bids(&self) -> Vec<&Level> {
-        self.bids.levels.values().collect()
+    pub fn bids(&self) -> impl Iterator<Item = &Level> {
+        self.bids.levels.values()
     }
 
-    pub fn asks(&self) -> Vec<&Level> {
-        self.asks.levels.values().collect()
+    pub fn asks(&self) -> impl Iterator<Item = &Level> {
+        self.asks.levels.values()
     }
 
-    pub fn has_bid(&self) -> bool {
+    #[must_use]
+    pub fn has_bid(&self) -> bool {
         match self.bids.top() {
             Some(top) => !top.orders.is_empty(),
             None => false,
         }
     }
 
-    pub fn has_ask(&self) -> bool {
+    #[must_use]
+    pub fn has_ask(&self) -> bool {
         match self.asks.top() {
             Some(top) => !top.orders.is_empty(),
             None => false,
         }
     }
 
-    pub fn best_bid_price(&self) -> Option<Price> {
+    #[must_use]
+    pub fn best_bid_price(&self) -> Option<Price> {
         self.bids.top().map(|top| top.price.value)
     }
 
-    pub fn best_ask_price(&self) -> Option<Price> {
+    #[must_use]
+    pub fn best_ask_price(&self) -> Option<Price> {
         self.asks.top().map(|top| top.price.value)
     }
 
-    pub fn best_bid_size(&self) -> Option<Quantity> {
+    #[must_use]
+    pub fn best_bid_size(&self) -> Option<Quantity> {
         match self.bids.top() {
             Some(top) => top.first().map(|order| order.size),
             None => None,
         }
     }
 
-    pub fn best_ask_size(&self) -> Option<Quantity> {
+    #[must_use]
+    pub fn best_ask_size(&self) -> Option<Quantity> {
         match self.asks.top() {
             Some(top) => top.first().map(|order| order.size),
             None => None,
         }
     }
 
-    pub fn spread(&self) -> Option<f64> {
+    #[must_use]
+    pub fn spread(&self) -> Option<f64> {
         match (self.best_ask_price(), self.best_bid_price()) {
             (Some(ask), Some(bid)) => Some(ask.as_f64() - bid.as_f64()),
             _ => None,
         }
     }
 
-    pub fn midpoint(&self) -> Option<f64> {
+    #[must_use]
+    pub fn midpoint(&self) -> Option<f64> {
         match (self.best_ask_price(), self.best_bid_price()) {
             (Some(ask), Some(bid)) => Some((ask.as_f64() + bid.as_f64()) / 2.0),
             _ => None,
         }
     }
 
-    pub fn get_avg_px_for_quantity(&self, qty: Quantity, order_side: OrderSide) -> f64 {
+    #[must_use]
+    pub fn get_avg_px_for_quantity(&self, qty: Quantity, order_side: OrderSide) -> f64 {
         let levels = match order_side {
             OrderSide::Buy => &self.asks.levels,
             OrderSide::Sell => &self.bids.levels,
-            _ => panic!("Invalid `OrderSide` {}", order_side),
+            _ => panic!("Invalid `OrderSide` {order_side}"),
         };
 
         get_avg_px_for_quantity(qty, levels)
     }
 
-    pub fn get_quantity_for_price(&self, price: Price, order_side: OrderSide) -> f64 {
+    #[must_use]
+    pub fn get_quantity_for_price(&self, price: Price, order_side: OrderSide) -> f64 {
         let levels = match order_side {
             OrderSide::Buy => &self.asks.levels,
             OrderSide::Sell => &self.bids.levels,
-            _ => panic!("Invalid `OrderSide` {}", order_side),
+            _ => panic!("Invalid `OrderSide` {order_side}"),
         };
 
         get_quantity_for_price(price, order_side, levels)
     }
 
-    pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)> {
+    #[must_use]
+    pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)> {
         match order.side {
             OrderSide::Buy => self.asks.simulate_fills(order),
             OrderSide::Sell => self.bids.simulate_fills(order),
@@ -489,6 +557,7 @@ 
    Files
    
     }
 
     /// Return a [`String`] representation of the order book in a human-readable table format.
+    #[must_use]
     pub fn pprint(&self, num_levels: usize) -> String {
         pprint_book(&self.bids, &self.asks, num_levels)
     }
@@ -518,4 +587,41 @@ 
    Files
    
         self.count += 1;
     }
 }
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {
+    use rstest::rstest;
+
+    use super::*;
+    use crate::identifiers::instrument_id::InstrumentId;
+
+    #[rstest]
+    fn test_orderbook_creation() {
+        let instrument_id = InstrumentId::from("AAPL.XNAS");
+        let book = OrderBookMbo::new(instrument_id);
+
+        assert_eq!(book.instrument_id, instrument_id);
+        assert_eq!(book.sequence, 0);
+        assert_eq!(book.ts_last, 0);
+        assert_eq!(book.count, 0);
+    }
+
+    #[rstest]
+    fn test_orderbook_reset() {
+        let instrument_id = InstrumentId::from("AAPL.XNAS");
+        let mut book = OrderBookMbo::new(instrument_id);
+        book.sequence = 10;
+        book.ts_last = 100;
+        book.count = 3;
+
+        book.reset();
+
+        assert_eq!(book.sequence, 0);
+        assert_eq!(book.ts_last, 0);
+        assert_eq!(book.count, 0);
+    }
+}
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orderbook/book_mbp.rs.html b/nightly/core/src/nautilus_model/orderbook/book_mbp.rs.html index 8035b43bdc4e..ab6088a017d9 100644 --- a/nightly/core/src/nautilus_model/orderbook/book_mbp.rs.html +++ b/nightly/core/src/nautilus_model/orderbook/book_mbp.rs.html @@ -1,4 +1,4 @@ -book_mbp.rs - source
    386 387 388 +389 +390 +391 +392 +393 +394 +395 +396 +397 +398 +399 +400 +401 +402 +403 +404 +405 +406 +407 +408 +409 +410 +411 +412 +413 +414 +415 +416 +417 +418 +419 +420 +421 +422 +423 +424 +425 +426 +427 +428 +429 +430 +431 +432 +433 +434 +435 +436 +437 +438 +439 +440 +441 +442 +443 +444 +445 +446 +447 +448 +449 +450 +451 +452 +453 +454 +455 +456 +457 +458 +459 +460 +461 +462 +463 +464 +465 +466 +467 +468 +469 +470 +471 +472 +473 +474 +475 +476 +477 +478 +479 +480 +481 +482 +483 +484 +485 +486 +487 +488 +489 +490 +491 +492 +493 +494 +495 +496 +497 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -421,18 +530,25 @@ 
    Files
    
     types::{price::Price, quantity::Quantity},
 };
 
-/// Provides an order book which can handle MBP/L2 or L1 (top only) granularity data.
+/// Provides an order book which can handle MBP (market by price, a.k.a. L2)
+/// granularity data. The book can also be specified as being 'top only', meaning
+/// it will only maintain the state of the top most level of the bid and ask side.
 #[derive(Clone, Debug)]
 #[cfg_attr(
     feature = "python",
     pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
 )]
 pub struct OrderBookMbp {
-    pub instrument_id: InstrumentId,
-    pub top_only: bool,
-    pub sequence: u64,
-    pub ts_last: UnixNanos,
-    pub count: u64,
+    /// The instrument ID for the order book.
+    pub instrument_id: InstrumentId,
+    /// If the order book will only maintain state for the top bid and ask levels.
+    pub top_only: bool,
+    /// The last event sequence number for the order book.
+    pub sequence: u64,
+    /// The timestamp of the last event applied to the order book.
+    pub ts_last: UnixNanos,
+    /// The current count of events applied to the order book.
+    pub count: u64,
     bids: Ladder,
     asks: Ladder,
 }
@@ -551,7 +667,7 @@ 
    Files
    
 
     pub fn apply_deltas(&mut self, deltas: OrderBookDeltas) {
         for delta in deltas.deltas {
-            self.apply_delta(delta)
+            self.apply_delta(delta);
         }
     }
 
@@ -568,85 +684,96 @@ 
    Files
    
         }
     }
 
-    pub fn bids(&self) -> Vec<&Level> {
-        self.bids.levels.values().collect()
+    pub fn bids(&self) -> impl Iterator<Item = &Level> {
+        self.bids.levels.values()
     }
 
-    pub fn asks(&self) -> Vec<&Level> {
-        self.asks.levels.values().collect()
+    pub fn asks(&self) -> impl Iterator<Item = &Level> {
+        self.asks.levels.values()
     }
 
-    pub fn has_bid(&self) -> bool {
+    #[must_use]
+    pub fn has_bid(&self) -> bool {
         match self.bids.top() {
             Some(top) => !top.orders.is_empty(),
             None => false,
         }
     }
 
-    pub fn has_ask(&self) -> bool {
+    #[must_use]
+    pub fn has_ask(&self) -> bool {
         match self.asks.top() {
             Some(top) => !top.orders.is_empty(),
             None => false,
         }
     }
 
-    pub fn best_bid_price(&self) -> Option<Price> {
+    #[must_use]
+    pub fn best_bid_price(&self) -> Option<Price> {
         self.bids.top().map(|top| top.price.value)
     }
 
-    pub fn best_ask_price(&self) -> Option<Price> {
+    #[must_use]
+    pub fn best_ask_price(&self) -> Option<Price> {
         self.asks.top().map(|top| top.price.value)
     }
 
-    pub fn best_bid_size(&self) -> Option<Quantity> {
+    #[must_use]
+    pub fn best_bid_size(&self) -> Option<Quantity> {
         match self.bids.top() {
             Some(top) => top.first().map(|order| order.size),
             None => None,
         }
     }
 
-    pub fn best_ask_size(&self) -> Option<Quantity> {
+    #[must_use]
+    pub fn best_ask_size(&self) -> Option<Quantity> {
         match self.asks.top() {
             Some(top) => top.first().map(|order| order.size),
             None => None,
         }
     }
 
-    pub fn spread(&self) -> Option<f64> {
+    #[must_use]
+    pub fn spread(&self) -> Option<f64> {
         match (self.best_ask_price(), self.best_bid_price()) {
             (Some(ask), Some(bid)) => Some(ask.as_f64() - bid.as_f64()),
             _ => None,
         }
     }
 
-    pub fn midpoint(&self) -> Option<f64> {
+    #[must_use]
+    pub fn midpoint(&self) -> Option<f64> {
         match (self.best_ask_price(), self.best_bid_price()) {
             (Some(ask), Some(bid)) => Some((ask.as_f64() + bid.as_f64()) / 2.0),
             _ => None,
         }
     }
 
-    pub fn get_avg_px_for_quantity(&self, qty: Quantity, order_side: OrderSide) -> f64 {
+    #[must_use]
+    pub fn get_avg_px_for_quantity(&self, qty: Quantity, order_side: OrderSide) -> f64 {
         let levels = match order_side {
             OrderSide::Buy => &self.asks.levels,
             OrderSide::Sell => &self.bids.levels,
-            _ => panic!("Invalid `OrderSide` {}", order_side),
+            _ => panic!("Invalid `OrderSide` {order_side}"),
         };
 
         get_avg_px_for_quantity(qty, levels)
     }
 
-    pub fn get_quantity_for_price(&self, price: Price, order_side: OrderSide) -> f64 {
+    #[must_use]
+    pub fn get_quantity_for_price(&self, price: Price, order_side: OrderSide) -> f64 {
         let levels = match order_side {
             OrderSide::Buy => &self.asks.levels,
             OrderSide::Sell => &self.bids.levels,
-            _ => panic!("Invalid `OrderSide` {}", order_side),
+            _ => panic!("Invalid `OrderSide` {order_side}"),
         };
 
         get_quantity_for_price(price, order_side, levels)
     }
 
-    pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)> {
+    #[must_use]
+    pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)> {
         match order.side {
             OrderSide::Buy => self.asks.simulate_fills(order),
             OrderSide::Sell => self.bids.simulate_fills(order),
@@ -655,6 +782,7 @@ 
    Files
    
     }
 
     /// Return a [`String`] representation of the order book in a human-readable table format.
+    #[must_use]
     pub fn pprint(&self, num_levels: usize) -> String {
         pprint_book(&self.bids, &self.asks, num_levels)
     }
@@ -676,7 +804,7 @@ 
    Files
    
                 }
             }
             false => {
-                for (_, bid_level) in self.bids.levels.iter() {
+                for bid_level in self.bids.levels.values() {
                     let num_orders = bid_level.orders.len();
                     if num_orders > 1 {
                         return Err(BookIntegrityError::TooManyOrders(
@@ -686,7 +814,7 @@ 
    Files
    
                     }
                 }
 
-                for (_, ask_level) in self.asks.levels.iter() {
+                for ask_level in self.asks.levels.values() {
                     let num_orders = ask_level.orders.len();
                     if num_orders > 1 {
                         return Err(BookIntegrityError::TooManyOrders(
@@ -776,4 +904,94 @@ 
    Files
    
         order
     }
 }
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {
+    use rstest::rstest;
+
+    use super::*;
+    use crate::{
+        enums::AggressorSide,
+        identifiers::{instrument_id::InstrumentId, trade_id::TradeId},
+    };
+
+    #[rstest]
+    fn test_orderbook_creation() {
+        let instrument_id = InstrumentId::from("AAPL.XNAS");
+        let book = OrderBookMbp::new(instrument_id, false);
+
+        assert_eq!(book.instrument_id, instrument_id);
+        assert!(!book.top_only);
+        assert_eq!(book.sequence, 0);
+        assert_eq!(book.ts_last, 0);
+        assert_eq!(book.count, 0);
+    }
+
+    #[rstest]
+    fn test_orderbook_reset() {
+        let instrument_id = InstrumentId::from("AAPL.XNAS");
+        let mut book = OrderBookMbp::new(instrument_id, true);
+        book.sequence = 10;
+        book.ts_last = 100;
+        book.count = 3;
+
+        book.reset();
+
+        assert!(book.top_only);
+        assert_eq!(book.sequence, 0);
+        assert_eq!(book.ts_last, 0);
+        assert_eq!(book.count, 0);
+    }
+
+    #[rstest]
+    fn test_update_quote_tick_l1() {
+        let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
+        let mut book = OrderBookMbp::new(instrument_id, true);
+        let quote = QuoteTick::new(
+            InstrumentId::from("ETHUSDT-PERP.BINANCE"),
+            Price::from("5000.000"),
+            Price::from("5100.000"),
+            Quantity::from("100.00000000"),
+            Quantity::from("99.00000000"),
+            0,
+            0,
+        )
+        .unwrap();
+
+        book.update_quote_tick(&quote);
+
+        assert_eq!(book.best_bid_price().unwrap(), quote.bid_price);
+        assert_eq!(book.best_ask_price().unwrap(), quote.ask_price);
+        assert_eq!(book.best_bid_size().unwrap(), quote.bid_size);
+        assert_eq!(book.best_ask_size().unwrap(), quote.ask_size);
+    }
+
+    #[rstest]
+    fn test_update_trade_tick_l1() {
+        let instrument_id = InstrumentId::from("ETHUSDT-PERP.BINANCE");
+        let mut book = OrderBookMbp::new(instrument_id, true);
+
+        let price = Price::from("15000.000");
+        let size = Quantity::from("10.00000000");
+        let trade = TradeTick::new(
+            instrument_id,
+            price,
+            size,
+            AggressorSide::Buyer,
+            TradeId::new("123456789").unwrap(),
+            0,
+            0,
+        );
+
+        book.update_trade_tick(&trade);
+
+        assert_eq!(book.best_bid_price().unwrap(), price);
+        assert_eq!(book.best_ask_price().unwrap(), price);
+        assert_eq!(book.best_bid_size().unwrap(), size);
+        assert_eq!(book.best_ask_size().unwrap(), size);
+    }
+}
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/orderbook/display.rs.html b/nightly/core/src/nautilus_model/orderbook/display.rs.html index 37c5130f9dba..fee527c948aa 100644 --- a/nightly/core/src/nautilus_model/orderbook/display.rs.html +++ b/nightly/core/src/nautilus_model/orderbook/display.rs.html @@ -1,4 +1,4 @@ -display.rs - source
    69 70 71 +72 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -99,6 +100,7 @@ 
    Files
    
 }
 
 /// Return a [`String`] representation of the order book in a human-readable table format.
+#[must_use]
 pub fn pprint_book(bids: &Ladder, asks: &Ladder, num_levels: usize) -> String {
     let ask_levels: Vec<(&BookPrice, &Level)> = asks.levels.iter().take(num_levels).rev().collect();
     let bid_levels: Vec<(&BookPrice, &Level)> = bids.levels.iter().take(num_levels).collect();
@@ -126,13 +128,13 @@ 
    Files
    
 
             OrderLevelDisplay {
                 bids: if bid_sizes.is_empty() {
-                    String::from("")
+                    String::new()
                 } else {
                     format!("[{}]", bid_sizes.join(", "))
                 },
                 price: format!("{}", level.price),
                 asks: if ask_sizes.is_empty() {
-                    String::from("")
+                    String::new()
                 } else {
                     format!("[{}]", ask_sizes.join(", "))
                 },
diff --git a/nightly/core/src/nautilus_model/orderbook/ladder.rs.html b/nightly/core/src/nautilus_model/orderbook/ladder.rs.html
index 60340cc1c24b..4bd28afc9da6 100644
--- a/nightly/core/src/nautilus_model/orderbook/ladder.rs.html
+++ b/nightly/core/src/nautilus_model/orderbook/ladder.rs.html
@@ -1,4 +1,4 @@
-ladder.rs - source
    
 697
 698
 699
+700
+701
+702
+703
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -804,7 +808,7 @@ 
    Files
    
 
     pub fn add_bulk(&mut self, orders: Vec<BookOrder>) {
         for order in orders {
-            self.add(order)
+            self.add(order);
         }
     }
 
@@ -870,12 +874,15 @@ 
    Files
    
 
     #[must_use]
     pub fn sizes(&self) -> f64 {
-        self.levels.values().map(|l| l.size()).sum()
+        self.levels.values().map(super::level::Level::size).sum()
     }
 
     #[must_use]
     pub fn exposures(&self) -> f64 {
-        self.levels.values().map(|l| l.exposure()).sum()
+        self.levels
+            .values()
+            .map(super::level::Level::exposure)
+            .sum()
     }
 
     #[must_use]
@@ -886,7 +893,8 @@ 
    Files
    
         }
     }
 
-    pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)> {
+    #[must_use]
+    pub fn simulate_fills(&self, order: &BookOrder) -> Vec<(Price, Quantity)> {
         let is_reversed = self.side == OrderSide::Buy;
 
         let mut fills = Vec::new();
@@ -969,7 +977,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.sizes(), 20.0);
         assert_eq!(ladder.exposures(), 200.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 10.0)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 10.0);
     }
 
     #[rstest]
@@ -984,7 +992,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 3);
         assert_eq!(ladder.sizes(), 300.0);
         assert_eq!(ladder.exposures(), 2520.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 10.0)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 10.0);
     }
 
     #[rstest]
@@ -1004,7 +1012,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 3);
         assert_eq!(ladder.sizes(), 300.0);
         assert_eq!(ladder.exposures(), 3780.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.0)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.0);
     }
 
     #[rstest]
@@ -1057,7 +1065,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.sizes(), 20.0);
         assert_eq!(ladder.exposures(), 222.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.1)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.1);
     }
 
     #[rstest]
@@ -1073,7 +1081,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.sizes(), 20.0);
         assert_eq!(ladder.exposures(), 222.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.1)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.1);
     }
 
     #[rstest]
@@ -1089,7 +1097,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.sizes(), 10.0);
         assert_eq!(ladder.exposures(), 110.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.0)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.0);
     }
 
     #[rstest]
@@ -1105,7 +1113,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.sizes(), 10.0);
         assert_eq!(ladder.exposures(), 110.0);
-        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.0)
+        assert_eq!(ladder.top().unwrap().price.value.as_f64(), 11.0);
     }
 
     #[rstest]
@@ -1131,7 +1139,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 0);
         assert_eq!(ladder.sizes(), 0.0);
         assert_eq!(ladder.exposures(), 0.0);
-        assert_eq!(ladder.top(), None)
+        assert_eq!(ladder.top(), None);
     }
 
     #[rstest]
@@ -1147,7 +1155,7 @@ 
    Files
    
         assert_eq!(ladder.len(), 0);
         assert_eq!(ladder.sizes(), 0.0);
         assert_eq!(ladder.exposures(), 0.0);
-        assert_eq!(ladder.top(), None)
+        assert_eq!(ladder.top(), None);
     }
 
     #[rstest]
diff --git a/nightly/core/src/nautilus_model/orderbook/level.rs.html b/nightly/core/src/nautilus_model/orderbook/level.rs.html
index d0ecf8bb5d7e..d3d19cf16287 100644
--- a/nightly/core/src/nautilus_model/orderbook/level.rs.html
+++ b/nightly/core/src/nautilus_model/orderbook/level.rs.html
@@ -1,4 +1,4 @@
-level.rs - source
    
 403
 404
 405
+406
+407
+408
+409
+410
+411
+412
+413
+414
+415
+416
+417
+418
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -428,7 +441,11 @@ 
    Files
    
     types::fixed::FIXED_SCALAR,
 };
 
-#[derive(Clone, Debug, Eq)]
+/// Represents a discrete price level in an order book.
+///
+/// The level maintains a collection of orders as well as tracking insertion order
+/// to preserve FIFO queue dynamics.
+#[derive(Clone, Debug, Eq)]
 #[cfg_attr(
     feature = "python",
     pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
@@ -477,6 +494,42 @@ 
    Files
    
             .and_then(|&id| self.orders.get(&id))
     }
 
+    /// Returns the orders in the insertion order.
+    #[must_use]
+    pub fn get_orders(&self) -> Vec<BookOrder> {
+        self.insertion_order
+            .iter()
+            .filter_map(|id| self.orders.get(id))
+            .copied()
+            .collect()
+    }
+
+    #[must_use]
+    pub fn size(&self) -> f64 {
+        self.orders.values().map(|o| o.size.as_f64()).sum()
+    }
+
+    #[must_use]
+    pub fn size_raw(&self) -> u64 {
+        self.orders.values().map(|o| o.size.raw).sum()
+    }
+
+    #[must_use]
+    pub fn exposure(&self) -> f64 {
+        self.orders
+            .values()
+            .map(|o| o.price.as_f64() * o.size.as_f64())
+            .sum()
+    }
+
+    #[must_use]
+    pub fn exposure_raw(&self) -> u64 {
+        self.orders
+            .values()
+            .map(|o| ((o.price.as_f64() * o.size.as_f64()) * FIXED_SCALAR) as u64)
+            .sum()
+    }
+
     pub fn add_bulk(&mut self, orders: Vec<BookOrder>) {
         self.insertion_order
             .extend(orders.iter().map(|o| o.order_id));
@@ -511,41 +564,14 @@ 
    Files
    
     }
 
     pub fn remove_by_id(&mut self, order_id: OrderId, ts_event: u64, sequence: u64) {
-        if self.orders.remove(&order_id).is_none() {
-            panic!(
-                "{}",
-                &BookIntegrityError::OrderNotFound(order_id, ts_event, sequence)
-            );
-        }
+        assert!(
+            self.orders.remove(&order_id).is_some(),
+            "{}",
+            &BookIntegrityError::OrderNotFound(order_id, ts_event, sequence)
+        );
         self.update_insertion_order();
     }
 
-    #[must_use]
-    pub fn size(&self) -> f64 {
-        self.orders.values().map(|o| o.size.as_f64()).sum()
-    }
-
-    #[must_use]
-    pub fn size_raw(&self) -> u64 {
-        self.orders.values().map(|o| o.size.raw).sum()
-    }
-
-    #[must_use]
-    pub fn exposure(&self) -> f64 {
-        self.orders
-            .values()
-            .map(|o| o.price.as_f64() * o.size.as_f64())
-            .sum()
-    }
-
-    #[must_use]
-    pub fn exposure_raw(&self) -> u64 {
-        self.orders
-            .values()
-            .map(|o| ((o.price.as_f64() * o.size.as_f64()) * FIXED_SCALAR) as u64)
-            .sum()
-    }
-
     fn check_order_for_this_level(&self, order: &BookOrder) {
         assert_eq!(order.price, self.price.value);
     }
diff --git a/nightly/core/src/nautilus_model/orderbook/mod.rs.html b/nightly/core/src/nautilus_model/orderbook/mod.rs.html
index 6463259152b8..47a1f8a191c2 100644
--- a/nightly/core/src/nautilus_model/orderbook/mod.rs.html
+++ b/nightly/core/src/nautilus_model/orderbook/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
 use rust_decimal::Decimal;
 use serde::{Deserialize, Serialize};
-use thiserror;
 use ustr::Ustr;
 
 use crate::{
@@ -845,13 +851,15 @@ 
    Files
    
     OrderType::MarketIfTouched,
 ];
 
-pub fn ustr_hashmap_to_str(h: HashMap<Ustr, Ustr>) -> HashMap<String, String> {
+#[must_use]
+pub fn ustr_hashmap_to_str(h: HashMap<Ustr, Ustr>) -> HashMap<String, String> {
     h.into_iter()
         .map(|(k, v)| (k.to_string(), v.to_string()))
         .collect()
 }
 
-pub fn str_hashmap_to_ustr(h: HashMap<String, String>) -> HashMap<Ustr, Ustr> {
+#[must_use]
+pub fn str_hashmap_to_ustr(h: HashMap<String, String>) -> HashMap<Ustr, Ustr> {
     h.into_iter()
         .map(|(k, v)| (Ustr::from(&k), Ustr::from(&v)))
         .collect()
@@ -859,69 +867,69 @@ 
    Files
    
 
 impl OrderStatus {
     #[rustfmt::skip]
-    pub fn transition(&mut self, event: &OrderEvent) -> Result<OrderStatus, OrderError> {
+        pub fn transition(&mut self, event: &OrderEvent) -> Result<Self, OrderError> {
         let new_state = match (self, event) {
-            (OrderStatus::Initialized, OrderEvent::OrderDenied(_)) => OrderStatus::Denied,
-            (OrderStatus::Initialized, OrderEvent::OrderEmulated(_)) => OrderStatus::Emulated,  // Emulated orders
-            (OrderStatus::Initialized, OrderEvent::OrderReleased(_)) => OrderStatus::Released,  // Emulated orders
-            (OrderStatus::Initialized, OrderEvent::OrderSubmitted(_)) => OrderStatus::Submitted,
-            (OrderStatus::Initialized, OrderEvent::OrderRejected(_)) => OrderStatus::Rejected,  // External orders
-            (OrderStatus::Initialized, OrderEvent::OrderAccepted(_)) => OrderStatus::Accepted,  // External orders
-            (OrderStatus::Initialized, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,  // External orders
-            (OrderStatus::Initialized, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,  // External orders
-            (OrderStatus::Initialized, OrderEvent::OrderTriggered(_)) => OrderStatus::Triggered, // External orders
-            (OrderStatus::Emulated, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,  // Emulated orders
-            (OrderStatus::Emulated, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,  // Emulated orders
-            (OrderStatus::Emulated, OrderEvent::OrderReleased(_)) => OrderStatus::Released,  // Emulated orders
-            (OrderStatus::Released, OrderEvent::OrderSubmitted(_)) => OrderStatus::Submitted,  // Emulated orders
-            (OrderStatus::Released, OrderEvent::OrderDenied(_)) => OrderStatus::Denied,  // Emulated orders
-            (OrderStatus::Released, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,  // Execution algo
-            (OrderStatus::Submitted, OrderEvent::OrderPendingUpdate(_)) => OrderStatus::PendingUpdate,
-            (OrderStatus::Submitted, OrderEvent::OrderPendingCancel(_)) => OrderStatus::PendingCancel,
-            (OrderStatus::Submitted, OrderEvent::OrderRejected(_)) => OrderStatus::Rejected,
-            (OrderStatus::Submitted, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,  // FOK and IOC cases
-            (OrderStatus::Submitted, OrderEvent::OrderAccepted(_)) => OrderStatus::Accepted,
-            (OrderStatus::Submitted, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,
-            (OrderStatus::Submitted, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,
-            (OrderStatus::Accepted, OrderEvent::OrderRejected(_)) => OrderStatus::Rejected,  // StopLimit order
-            (OrderStatus::Accepted, OrderEvent::OrderPendingUpdate(_)) => OrderStatus::PendingUpdate,
-            (OrderStatus::Accepted, OrderEvent::OrderPendingCancel(_)) => OrderStatus::PendingCancel,
-            (OrderStatus::Accepted, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,
-            (OrderStatus::Accepted, OrderEvent::OrderTriggered(_)) => OrderStatus::Triggered,
-            (OrderStatus::Accepted, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,
-            (OrderStatus::Accepted, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,
-            (OrderStatus::Accepted, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,
-            (OrderStatus::Canceled, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,  // Real world possibility
-            (OrderStatus::Canceled, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,  // Real world possibility
-            (OrderStatus::PendingUpdate, OrderEvent::OrderRejected(_)) => OrderStatus::Rejected,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderAccepted(_)) => OrderStatus::Accepted,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderTriggered(_)) => OrderStatus::Triggered,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderPendingUpdate(_)) => OrderStatus::PendingUpdate,  // Allow multiple requests
-            (OrderStatus::PendingUpdate, OrderEvent::OrderPendingCancel(_)) => OrderStatus::PendingCancel,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,
-            (OrderStatus::PendingUpdate, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,
-            (OrderStatus::PendingCancel, OrderEvent::OrderRejected(_)) => OrderStatus::Rejected,
-            (OrderStatus::PendingCancel, OrderEvent::OrderPendingCancel(_)) => OrderStatus::PendingCancel,  // Allow multiple requests
-            (OrderStatus::PendingCancel, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,
-            (OrderStatus::PendingCancel, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,
-            (OrderStatus::PendingCancel, OrderEvent::OrderAccepted(_)) => OrderStatus::Accepted,  // Allow failed cancel requests
-            (OrderStatus::PendingCancel, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,
-            (OrderStatus::PendingCancel, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,
-            (OrderStatus::Triggered, OrderEvent::OrderRejected(_)) => OrderStatus::Rejected,
-            (OrderStatus::Triggered, OrderEvent::OrderPendingUpdate(_)) => OrderStatus::PendingUpdate,
-            (OrderStatus::Triggered, OrderEvent::OrderPendingCancel(_)) => OrderStatus::PendingCancel,
-            (OrderStatus::Triggered, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,
-            (OrderStatus::Triggered, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,
-            (OrderStatus::Triggered, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,
-            (OrderStatus::Triggered, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,
-            (OrderStatus::PartiallyFilled, OrderEvent::OrderPendingUpdate(_)) => OrderStatus::PendingUpdate,
-            (OrderStatus::PartiallyFilled, OrderEvent::OrderPendingCancel(_)) => OrderStatus::PendingCancel,
-            (OrderStatus::PartiallyFilled, OrderEvent::OrderCanceled(_)) => OrderStatus::Canceled,
-            (OrderStatus::PartiallyFilled, OrderEvent::OrderExpired(_)) => OrderStatus::Expired,
-            (OrderStatus::PartiallyFilled, OrderEvent::OrderPartiallyFilled(_)) => OrderStatus::PartiallyFilled,
-            (OrderStatus::PartiallyFilled, OrderEvent::OrderFilled(_)) => OrderStatus::Filled,
+            (Self::Initialized, OrderEvent::OrderDenied(_)) => Self::Denied,
+            (Self::Initialized, OrderEvent::OrderEmulated(_)) => Self::Emulated,  // Emulated orders
+            (Self::Initialized, OrderEvent::OrderReleased(_)) => Self::Released,  // Emulated orders
+            (Self::Initialized, OrderEvent::OrderSubmitted(_)) => Self::Submitted,
+            (Self::Initialized, OrderEvent::OrderRejected(_)) => Self::Rejected,  // External orders
+            (Self::Initialized, OrderEvent::OrderAccepted(_)) => Self::Accepted,  // External orders
+            (Self::Initialized, OrderEvent::OrderCanceled(_)) => Self::Canceled,  // External orders
+            (Self::Initialized, OrderEvent::OrderExpired(_)) => Self::Expired,  // External orders
+            (Self::Initialized, OrderEvent::OrderTriggered(_)) => Self::Triggered, // External orders
+            (Self::Emulated, OrderEvent::OrderCanceled(_)) => Self::Canceled,  // Emulated orders
+            (Self::Emulated, OrderEvent::OrderExpired(_)) => Self::Expired,  // Emulated orders
+            (Self::Emulated, OrderEvent::OrderReleased(_)) => Self::Released,  // Emulated orders
+            (Self::Released, OrderEvent::OrderSubmitted(_)) => Self::Submitted,  // Emulated orders
+            (Self::Released, OrderEvent::OrderDenied(_)) => Self::Denied,  // Emulated orders
+            (Self::Released, OrderEvent::OrderCanceled(_)) => Self::Canceled,  // Execution algo
+            (Self::Submitted, OrderEvent::OrderPendingUpdate(_)) => Self::PendingUpdate,
+            (Self::Submitted, OrderEvent::OrderPendingCancel(_)) => Self::PendingCancel,
+            (Self::Submitted, OrderEvent::OrderRejected(_)) => Self::Rejected,
+            (Self::Submitted, OrderEvent::OrderCanceled(_)) => Self::Canceled,  // FOK and IOC cases
+            (Self::Submitted, OrderEvent::OrderAccepted(_)) => Self::Accepted,
+            (Self::Submitted, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,
+            (Self::Submitted, OrderEvent::OrderFilled(_)) => Self::Filled,
+            (Self::Accepted, OrderEvent::OrderRejected(_)) => Self::Rejected,  // StopLimit order
+            (Self::Accepted, OrderEvent::OrderPendingUpdate(_)) => Self::PendingUpdate,
+            (Self::Accepted, OrderEvent::OrderPendingCancel(_)) => Self::PendingCancel,
+            (Self::Accepted, OrderEvent::OrderCanceled(_)) => Self::Canceled,
+            (Self::Accepted, OrderEvent::OrderTriggered(_)) => Self::Triggered,
+            (Self::Accepted, OrderEvent::OrderExpired(_)) => Self::Expired,
+            (Self::Accepted, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,
+            (Self::Accepted, OrderEvent::OrderFilled(_)) => Self::Filled,
+            (Self::Canceled, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,  // Real world possibility
+            (Self::Canceled, OrderEvent::OrderFilled(_)) => Self::Filled,  // Real world possibility
+            (Self::PendingUpdate, OrderEvent::OrderRejected(_)) => Self::Rejected,
+            (Self::PendingUpdate, OrderEvent::OrderAccepted(_)) => Self::Accepted,
+            (Self::PendingUpdate, OrderEvent::OrderCanceled(_)) => Self::Canceled,
+            (Self::PendingUpdate, OrderEvent::OrderExpired(_)) => Self::Expired,
+            (Self::PendingUpdate, OrderEvent::OrderTriggered(_)) => Self::Triggered,
+            (Self::PendingUpdate, OrderEvent::OrderPendingUpdate(_)) => Self::PendingUpdate,  // Allow multiple requests
+            (Self::PendingUpdate, OrderEvent::OrderPendingCancel(_)) => Self::PendingCancel,
+            (Self::PendingUpdate, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,
+            (Self::PendingUpdate, OrderEvent::OrderFilled(_)) => Self::Filled,
+            (Self::PendingCancel, OrderEvent::OrderRejected(_)) => Self::Rejected,
+            (Self::PendingCancel, OrderEvent::OrderPendingCancel(_)) => Self::PendingCancel,  // Allow multiple requests
+            (Self::PendingCancel, OrderEvent::OrderCanceled(_)) => Self::Canceled,
+            (Self::PendingCancel, OrderEvent::OrderExpired(_)) => Self::Expired,
+            (Self::PendingCancel, OrderEvent::OrderAccepted(_)) => Self::Accepted,  // Allow failed cancel requests
+            (Self::PendingCancel, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,
+            (Self::PendingCancel, OrderEvent::OrderFilled(_)) => Self::Filled,
+            (Self::Triggered, OrderEvent::OrderRejected(_)) => Self::Rejected,
+            (Self::Triggered, OrderEvent::OrderPendingUpdate(_)) => Self::PendingUpdate,
+            (Self::Triggered, OrderEvent::OrderPendingCancel(_)) => Self::PendingCancel,
+            (Self::Triggered, OrderEvent::OrderCanceled(_)) => Self::Canceled,
+            (Self::Triggered, OrderEvent::OrderExpired(_)) => Self::Expired,
+            (Self::Triggered, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,
+            (Self::Triggered, OrderEvent::OrderFilled(_)) => Self::Filled,
+            (Self::PartiallyFilled, OrderEvent::OrderPendingUpdate(_)) => Self::PendingUpdate,
+            (Self::PartiallyFilled, OrderEvent::OrderPendingCancel(_)) => Self::PendingCancel,
+            (Self::PartiallyFilled, OrderEvent::OrderCanceled(_)) => Self::Canceled,
+            (Self::PartiallyFilled, OrderEvent::OrderExpired(_)) => Self::Expired,
+            (Self::PartiallyFilled, OrderEvent::OrderPartiallyFilled(_)) => Self::PartiallyFilled,
+            (Self::PartiallyFilled, OrderEvent::OrderFilled(_)) => Self::Filled,
             _ => return Err(OrderError::InvalidStateTransition),
         };
         Ok(new_state)
@@ -1285,7 +1293,7 @@ 
    Files
    
     }
 
     fn submitted(&mut self, event: &OrderSubmitted) {
-        self.account_id = Some(event.account_id)
+        self.account_id = Some(event.account_id);
     }
 
     fn accepted(&mut self, event: &OrderAccepted) {
@@ -1369,10 +1377,11 @@ 
    Files
    
                 OrderSide::Sell if avg_px < current_price => Some(current_price - avg_px),
                 _ => None,
             }
-        })
+        });
     }
 
-    pub fn opposite_side(side: OrderSide) -> OrderSide {
+    #[must_use]
+    pub fn opposite_side(side: OrderSide) -> OrderSide {
         match side {
             OrderSide::Buy => OrderSide::Sell,
             OrderSide::Sell => OrderSide::Buy,
@@ -1380,7 +1389,8 @@ 
    Files
    
         }
     }
 
-    pub fn closing_side(side: PositionSide) -> OrderSide {
+    #[must_use]
+    pub fn closing_side(side: PositionSide) -> OrderSide {
         match side {
             PositionSide::Long => OrderSide::Sell,
             PositionSide::Short => OrderSide::Buy,
@@ -1389,7 +1399,8 @@ 
    Files
    
         }
     }
 
-    pub fn signed_decimal_qty(&self) -> Decimal {
+    #[must_use]
+    pub fn signed_decimal_qty(&self) -> Decimal {
         match self.side {
             OrderSide::Buy => self.quantity.as_decimal(),
             OrderSide::Sell => -self.quantity.as_decimal(),
@@ -1397,7 +1408,8 @@ 
    Files
    
         }
     }
 
-    pub fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
+    #[must_use]
+    pub fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
         if side == PositionSide::Flat {
             return false;
         }
@@ -1411,11 +1423,13 @@ 
    Files
    
         }
     }
 
-    pub fn commission(&self, currency: &Currency) -> Option<Money> {
+    #[must_use]
+    pub fn commission(&self, currency: &Currency) -> Option<Money> {
         self.commissions.get(currency).copied()
     }
 
-    pub fn commissions(&self) -> HashMap<Currency, Money> {
+    #[must_use]
+    pub fn commissions(&self) -> HashMap<Currency, Money> {
         self.commissions.clone()
     }
 }
@@ -1453,7 +1467,7 @@ 
    Files
    
     #[case(OrderSide::NoOrderSide, OrderSide::NoOrderSide)]
         fn test_order_opposite_side(#[case] order_side: OrderSide, #[case] expected_side: OrderSide) {
         let result = OrderCore::opposite_side(order_side);
-        assert_eq!(result, expected_side)
+        assert_eq!(result, expected_side);
     }
 
     #[rstest]
@@ -1462,7 +1476,7 @@ 
    Files
    
     #[case(PositionSide::NoPositionSide, OrderSide::NoOrderSide)]
         fn test_closing_side(#[case] position_side: PositionSide, #[case] expected_side: OrderSide) {
         let result = OrderCore::closing_side(position_side);
-        assert_eq!(result, expected_side)
+        assert_eq!(result, expected_side);
     }
 
     #[rstest]
@@ -1477,7 +1491,7 @@ 
    Files
    
             .into();
 
         let result = order.signed_decimal_qty();
-        assert_eq!(result, expected)
+        assert_eq!(result, expected);
     }
 
     #[rustfmt::skip]
@@ -1539,7 +1553,7 @@ 
    Files
    
 
         assert_eq!(order.client_order_id, init.client_order_id);
         assert_eq!(order.status(), OrderStatus::Filled);
-        assert_eq!(order.filled_qty(), Quantity::from(100000));
+        assert_eq!(order.filled_qty(), Quantity::from(100_000));
         assert_eq!(order.leaves_qty(), Quantity::from(0));
         assert_eq!(order.avg_px(), Some(1.0));
         assert!(!order.is_open());
diff --git a/nightly/core/src/nautilus_model/orders/default.rs.html b/nightly/core/src/nautilus_model/orders/default.rs.html
index c6cb7adfe775..ef56a4de8fb6 100644
--- a/nightly/core/src/nautilus_model/orders/default.rs.html
+++ b/nightly/core/src/nautilus_model/orders/default.rs.html
@@ -1,4 +1,4 @@
-default.rs - source
    
 /// Provides a default [`LimitOrder`] used for testing.
 impl Default for LimitOrder {
     fn default() -> Self {
-        LimitOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -399,7 +399,7 @@ 
    Files
    
 /// Provides a default [`LimitIfTouchedOrder`] used for testing.
 impl Default for LimitIfTouchedOrder {
     fn default() -> Self {
-        LimitIfTouchedOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -434,7 +434,7 @@ 
    Files
    
 /// Provides a default [`MarketOrder`] used for testing.
 impl Default for MarketOrder {
     fn default() -> Self {
-        MarketOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -462,7 +462,7 @@ 
    Files
    
 /// Provides a default [`MarketIfTouchedOrder`] used for testing.
 impl Default for MarketIfTouchedOrder {
     fn default() -> Self {
-        MarketIfTouchedOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -495,7 +495,7 @@ 
    Files
    
 /// Provides a default [`MarketToLimitOrder`] used for testing.
 impl Default for MarketToLimitOrder {
     fn default() -> Self {
-        MarketToLimitOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -525,7 +525,7 @@ 
    Files
    
 /// Provides a default [`StopLimitOrder`] used for testing.
 impl Default for StopLimitOrder {
     fn default() -> Self {
-        StopLimitOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -560,7 +560,7 @@ 
    Files
    
 /// Provides a default [`StopMarketOrder`] used for testing.
 impl Default for StopMarketOrder {
     fn default() -> Self {
-        StopMarketOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -593,7 +593,7 @@ 
    Files
    
 /// Provides a default [`TrailingStopLimitOrder`] used for testing.
 impl Default for TrailingStopLimitOrder {
     fn default() -> Self {
-        TrailingStopLimitOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
@@ -631,7 +631,7 @@ 
    Files
    
 /// Provides a default [`TrailingStopMarketOrder`] used for testing.
 impl Default for TrailingStopMarketOrder {
     fn default() -> Self {
-        TrailingStopMarketOrder::new(
+        Self::new(
             TraderId::default(),
             StrategyId::default(),
             InstrumentId::default(),
diff --git a/nightly/core/src/nautilus_model/orders/limit.rs.html b/nightly/core/src/nautilus_model/orders/limit.rs.html
index 1270f05157fb..d7ca88209b66 100644
--- a/nightly/core/src/nautilus_model/orders/limit.rs.html
+++ b/nightly/core/src/nautilus_model/orders/limit.rs.html
@@ -1,4 +1,4 @@
-limit.rs - source
    
 380
 381
 382
+383
+384
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -711,16 +713,18 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.price)
+            self.core.set_slippage(self.price);
         };
 
         Ok(())
     }
 
     fn update(&mut self, event: &OrderUpdated) {
-        if event.trigger_price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
+        assert!(
+            event.trigger_price.is_none(),
+            "{}",
+            OrderError::InvalidOrderEvent
+        );
 
         if let Some(price) = event.price {
             self.price = price;
@@ -733,7 +737,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for LimitOrder {
     fn from(event: OrderInitialized) -> Self {
-        LimitOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html b/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html
index 44792cd555ed..c05b03181a2f 100644
--- a/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html
+++ b/nightly/core/src/nautilus_model/orders/limit_if_touched.rs.html
@@ -1,4 +1,4 @@
-limit_if_touched.rs - source
    
     pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
 )]
     pub struct LimitIfTouchedOrder {
-    core: OrderCore,
     pub price: Price,
     pub trigger_price: Price,
     pub trigger_type: TriggerType,
@@ -454,6 +453,7 @@ 
    Files
    
     pub trigger_instrument_id: Option<InstrumentId>,
     pub is_triggered: bool,
     pub ts_triggered: Option<UnixNanos>,
+    core: OrderCore,
 }
 
 impl LimitIfTouchedOrder {
@@ -737,7 +737,7 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.price)
+            self.core.set_slippage(self.price);
         };
 
         Ok(())
@@ -759,7 +759,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for LimitIfTouchedOrder {
     fn from(event: OrderInitialized) -> Self {
-        LimitIfTouchedOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/market.rs.html b/nightly/core/src/nautilus_model/orders/market.rs.html
index 2dc648f68de3..b3e866f49b9c 100644
--- a/nightly/core/src/nautilus_model/orders/market.rs.html
+++ b/nightly/core/src/nautilus_model/orders/market.rs.html
@@ -1,4 +1,4 @@
-market.rs - source
    
 396
 397
 398
+399
+400
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -721,12 +723,12 @@ 
    Files
    
     }
 
     fn update(&mut self, event: &OrderUpdated) {
-        if event.price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
-        if event.trigger_price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
+        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
+        assert!(
+            event.trigger_price.is_none(),
+            "{}",
+            OrderError::InvalidOrderEvent
+        );
 
         self.quantity = event.quantity;
         self.leaves_qty = self.quantity - self.filled_qty;
@@ -735,7 +737,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for MarketOrder {
     fn from(event: OrderInitialized) -> Self {
-        MarketOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
@@ -767,10 +769,12 @@ 
    Files
    
     mod tests {
     use rstest::rstest;
 
-    use crate::enums::OrderSide;
-    use crate::instruments::currency_pair::CurrencyPair;
-    use crate::instruments::stubs::*;
-    use crate::{enums::TimeInForce, orders::stubs::*, types::quantity::Quantity};
+    use crate::{
+        enums::{OrderSide, TimeInForce},
+        instruments::{currency_pair::CurrencyPair, stubs::*},
+        orders::stubs::*,
+        types::quantity::Quantity,
+    };
 
     #[rstest]
     #[should_panic(expected = "Condition failed: invalid `Quantity`, should be positive and was 0")]
diff --git a/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html b/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html
index 04a0bd57ceeb..92e45ce5f54a 100644
--- a/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html
+++ b/nightly/core/src/nautilus_model/orders/market_if_touched.rs.html
@@ -1,4 +1,4 @@
-market_if_touched.rs - source
    
 385
 386
 387
-388
-389
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -434,7 +432,6 @@ 
    Files
    
     pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
 )]
     pub struct MarketIfTouchedOrder {
-    core: OrderCore,
     pub trigger_price: Price,
     pub trigger_type: TriggerType,
     pub expire_time: Option<UnixNanos>,
@@ -442,6 +439,7 @@ 
    Files
    
     pub trigger_instrument_id: Option<InstrumentId>,
     pub is_triggered: bool,
     pub ts_triggered: Option<UnixNanos>,
+    core: OrderCore,
 }
 
 impl MarketIfTouchedOrder {
@@ -721,16 +719,14 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.trigger_price)
+            self.core.set_slippage(self.trigger_price);
         };
 
         Ok(())
     }
 
     fn update(&mut self, event: &OrderUpdated) {
-        if event.price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
+        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
 
         if let Some(trigger_price) = event.trigger_price {
             self.trigger_price = trigger_price;
@@ -743,7 +739,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for MarketIfTouchedOrder {
     fn from(event: OrderInitialized) -> Self {
-        MarketIfTouchedOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html b/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html
index 8775fefecd45..570c8d4bde60 100644
--- a/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html
+++ b/nightly/core/src/nautilus_model/orders/market_to_limit.rs.html
@@ -1,4 +1,4 @@
-market_to_limit.rs - source
    
 370
 371
 372
+373
+374
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -696,16 +698,18 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled && self.price.is_some() {
-            self.core.set_slippage(self.price.unwrap())
+            self.core.set_slippage(self.price.unwrap());
         };
 
         Ok(())
     }
 
     fn update(&mut self, event: &OrderUpdated) {
-        if event.trigger_price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
+        assert!(
+            event.trigger_price.is_none(),
+            "{}",
+            OrderError::InvalidOrderEvent
+        );
 
         if let Some(price) = event.price {
             self.price = Some(price);
@@ -718,7 +722,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for MarketToLimitOrder {
     fn from(event: OrderInitialized) -> Self {
-        MarketToLimitOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/mod.rs.html b/nightly/core/src/nautilus_model/orders/mod.rs.html
index 4404b1dfa9aa..078f75e75edc 100644
--- a/nightly/core/src/nautilus_model/orders/mod.rs.html
+++ b/nightly/core/src/nautilus_model/orders/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
     pub trigger_instrument_id: Option<InstrumentId>,
     pub is_triggered: bool,
     pub ts_triggered: Option<UnixNanos>,
+    core: OrderCore,
 }
 
 impl StopLimitOrder {
@@ -737,7 +737,7 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.price)
+            self.core.set_slippage(self.price);
         };
 
         Ok(())
@@ -761,7 +761,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for StopLimitOrder {
     fn from(event: OrderInitialized) -> Self {
-        StopLimitOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/stop_market.rs.html b/nightly/core/src/nautilus_model/orders/stop_market.rs.html
index fada829e0255..396a9566472d 100644
--- a/nightly/core/src/nautilus_model/orders/stop_market.rs.html
+++ b/nightly/core/src/nautilus_model/orders/stop_market.rs.html
@@ -1,4 +1,4 @@
-stop_market.rs - source
    
 386
 387
 388
-389
-390
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -436,7 +434,6 @@ 
    Files
    
     pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
 )]
     pub struct StopMarketOrder {
-    core: OrderCore,
     pub trigger_price: Price,
     pub trigger_type: TriggerType,
     pub expire_time: Option<UnixNanos>,
@@ -444,6 +441,7 @@ 
    Files
    
     pub trigger_instrument_id: Option<InstrumentId>,
     pub is_triggered: bool,
     pub ts_triggered: Option<UnixNanos>,
+    core: OrderCore,
 }
 
 impl StopMarketOrder {
@@ -723,16 +721,14 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.trigger_price)
+            self.core.set_slippage(self.trigger_price);
         };
 
         Ok(())
     }
 
     fn update(&mut self, event: &OrderUpdated) {
-        if event.price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
+        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
 
         if let Some(trigger_price) = event.trigger_price {
             self.trigger_price = trigger_price;
@@ -745,7 +741,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for StopMarketOrder {
     fn from(event: OrderInitialized) -> Self {
-        StopMarketOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/stubs.rs.html b/nightly/core/src/nautilus_model/orders/stubs.rs.html
index 272f701f5e3c..bb75b6015975 100644
--- a/nightly/core/src/nautilus_model/orders/stubs.rs.html
+++ b/nightly/core/src/nautilus_model/orders/stubs.rs.html
@@ -1,4 +1,4 @@
-stubs.rs - source
    
 131
 132
 133
+134
+135
+136
+137
+138
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -152,14 +157,18 @@ 
    Files
    
 
 use nautilus_core::uuid::UUID4;
 
-use crate::identifiers::client_order_id::ClientOrderId;
-use crate::identifiers::instrument_id::InstrumentId;
 use crate::{
     enums::{LiquiditySide, OrderSide, TimeInForce},
     events::order::filled::OrderFilled,
     identifiers::{
-        account_id::AccountId, position_id::PositionId, strategy_id::StrategyId, stubs::*,
-        trade_id::TradeId, venue_order_id::VenueOrderId,
+        account_id::AccountId,
+        client_order_id::ClientOrderId,
+        instrument_id::InstrumentId,
+        position_id::PositionId,
+        strategy_id::StrategyId,
+        stubs::{strategy_id_ema_cross, trader_id},
+        trade_id::TradeId,
+        venue_order_id::VenueOrderId,
     },
     instruments::Instrument,
     orders::{base::Order, market::MarketOrder},
@@ -230,7 +239,8 @@ 
    Files
    
 pub struct TestOrderStubs;
 
 impl TestOrderStubs {
-    pub fn market_order(
+    #[must_use]
+    pub fn market_order(
         instrument_id: InstrumentId,
         order_side: OrderSide,
         quantity: Quantity,
@@ -251,7 +261,7 @@ 
    Files
    
             quantity,
             time_in_force,
             UUID4::new(),
-            12321312321312,
+            12_321_312_321_312,
             false,
             false,
             None,
diff --git a/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html b/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html
index 4e33256533dd..42817831c6ce 100644
--- a/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html
+++ b/nightly/core/src/nautilus_model/orders/trailing_stop_limit.rs.html
@@ -1,4 +1,4 @@
-trailing_stop_limit.rs - source
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.price)
+            self.core.set_slippage(self.price);
         };
 
         Ok(())
@@ -780,7 +780,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for TrailingStopLimitOrder {
     fn from(event: OrderInitialized) -> Self {
-        TrailingStopLimitOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html b/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html
index 821437511b0f..6477eb258b67 100644
--- a/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html
+++ b/nightly/core/src/nautilus_model/orders/trailing_stop_market.rs.html
@@ -1,4 +1,4 @@
-trailing_stop_market.rs - source
    
 394
 395
 396
-397
-398
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -737,16 +735,14 @@ 
    Files
    
         self.core.apply(event)?;
 
         if is_order_filled {
-            self.core.set_slippage(self.trigger_price)
+            self.core.set_slippage(self.trigger_price);
         };
 
         Ok(())
     }
 
     fn update(&mut self, event: &OrderUpdated) {
-        if event.price.is_some() {
-            panic!("{}", OrderError::InvalidOrderEvent);
-        }
+        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
 
         if let Some(trigger_price) = event.trigger_price {
             self.trigger_price = trigger_price;
@@ -759,7 +755,7 @@ 
    Files
    
 
 impl From<OrderInitialized> for TrailingStopMarketOrder {
     fn from(event: OrderInitialized) -> Self {
-        TrailingStopMarketOrder::new(
+        Self::new(
             event.trader_id,
             event.strategy_id,
             event.instrument_id,
diff --git a/nightly/core/src/nautilus_model/position.rs.html b/nightly/core/src/nautilus_model/position.rs.html
index 7a275611449d..391131663ac4 100644
--- a/nightly/core/src/nautilus_model/position.rs.html
+++ b/nightly/core/src/nautilus_model/position.rs.html
@@ -1,4 +1,4 @@
-position.rs - source
    
 2078
 2079
 2080
-2081
-2082
-2083
-2084
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -2099,32 +2095,28 @@ 
    Files
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-    use std::collections::{HashMap, HashSet};
-use std::fmt::Display;
-use std::hash::{Hash, Hasher};
+use std::{
+    collections::{HashMap, HashSet},
+    fmt::Display,
+    hash::{Hash, Hasher},
+};
 
 use anyhow::Result;
 use nautilus_core::time::UnixNanos;
 use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
 
-use crate::enums::{OrderSide, PositionSide};
-use crate::events::order::filled::OrderFilled;
-use crate::identifiers::account_id::AccountId;
-use crate::identifiers::client_order_id::ClientOrderId;
-use crate::identifiers::instrument_id::InstrumentId;
-use crate::identifiers::position_id::PositionId;
-use crate::identifiers::strategy_id::StrategyId;
-use crate::identifiers::symbol::Symbol;
-use crate::identifiers::trade_id::TradeId;
-use crate::identifiers::trader_id::TraderId;
-use crate::identifiers::venue::Venue;
-use crate::identifiers::venue_order_id::VenueOrderId;
-use crate::instruments::Instrument;
-use crate::types::currency::Currency;
-use crate::types::money::Money;
-use crate::types::price::Price;
-use crate::types::quantity::Quantity;
+use crate::{
+    enums::{OrderSide, PositionSide},
+    events::order::filled::OrderFilled,
+    identifiers::{
+        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        position_id::PositionId, strategy_id::StrategyId, symbol::Symbol, trade_id::TradeId,
+        trader_id::TraderId, venue::Venue, venue_order_id::VenueOrderId,
+    },
+    instruments::Instrument,
+    types::{currency::Currency, money::Money, price::Price, quantity::Quantity},
+};
 
 /// Represents a position in a financial market.
 ///
@@ -2611,27 +2603,27 @@ 
    Files
    
 ////////////////////////////////////////////////////////////////////////////////
     #[cfg(test)]
 mod tests {
-    use crate::enums::{LiquiditySide, OrderSide, OrderType, PositionSide};
-    use crate::events::order::filled::OrderFilled;
-    use crate::identifiers::account_id::AccountId;
-    use crate::identifiers::position_id::PositionId;
-    use crate::identifiers::strategy_id::StrategyId;
-    use crate::identifiers::stubs::uuid4;
-    use crate::identifiers::trade_id::TradeId;
-    use crate::identifiers::venue_order_id::VenueOrderId;
-    use crate::instruments::crypto_perpetual::CryptoPerpetual;
-    use crate::instruments::currency_pair::CurrencyPair;
-    use crate::instruments::stubs::*;
-    use crate::orders::market::MarketOrder;
-    use crate::orders::stubs::{TestOrderEventStubs, TestOrderStubs};
-    use crate::position::Position;
-    use crate::stubs::*;
-    use crate::types::money::Money;
-    use crate::types::price::Price;
-    use crate::types::quantity::Quantity;
-    use rstest::rstest;
     use std::str::FromStr;
 
+    use rstest::rstest;
+
+    use crate::{
+        enums::{LiquiditySide, OrderSide, OrderType, PositionSide},
+        events::order::filled::OrderFilled,
+        identifiers::{
+            account_id::AccountId, position_id::PositionId, strategy_id::StrategyId, stubs::uuid4,
+            trade_id::TradeId, venue_order_id::VenueOrderId,
+        },
+        instruments::{crypto_perpetual::CryptoPerpetual, currency_pair::CurrencyPair, stubs::*},
+        orders::{
+            market::MarketOrder,
+            stubs::{TestOrderEventStubs, TestOrderStubs},
+        },
+        position::Position,
+        stubs::*,
+        types::{money::Money, price::Price, quantity::Quantity},
+    };
+
     #[rstest]
     fn test_position_long_display(test_position_long: Position) {
         let display = format!("{test_position_long}");
diff --git a/nightly/core/src/nautilus_model/python/common.rs.html b/nightly/core/src/nautilus_model/python/common.rs.html
index 08503db43b88..214fa22abbb8 100644
--- a/nightly/core/src/nautilus_model/python/common.rs.html
+++ b/nightly/core/src/nautilus_model/python/common.rs.html
@@ -1,4 +1,4 @@
-common.rs - source
    
 211
 212
 213
-214
-215
-216
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -235,7 +232,6 @@ 
    Files
    
     exceptions::PyValueError,
     prelude::*,
     types::{PyDict, PyList},
-    PyResult, Python,
 };
 use serde_json::Value;
 use strum::IntoEnumIterator;
@@ -261,7 +257,8 @@ 
    Files
    
 }
 
 impl EnumIterator {
-    pub fn new<E>(py: Python<'_>) -> Self
+    #[must_use]
+    pub fn new<E>(py: Python<'_>) -> Self
     where
         E: strum::IntoEnumIterator + IntoPy<Py<PyAny>>,
         <E as IntoEnumIterator>::Iterator: Send,
@@ -283,7 +280,7 @@ 
    Files
    
 
     match val {
         Value::Object(map) => {
-            for (key, value) in map.iter() {
+            for (key, value) in map {
                 let py_value = value_to_pyobject(py, value)?;
                 dict.set_item(key, py_value)?;
             }
@@ -311,7 +308,7 @@ 
    Files
    
         }
         Value::Array(arr) => {
             let py_list = PyList::new(py, &[] as &[PyObject]);
-            for item in arr.iter() {
+            for item in arr {
                 let py_item = value_to_pyobject(py, item)?;
                 py_list.append(py_item)?;
             }
@@ -374,16 +371,13 @@ 
    Files
    
                     .unwrap(),
                 42
             );
-            assert_eq!(
-                py_dict
-                    .get_item("is_reconciliation")
-                    .unwrap()
-                    .unwrap()
-                    .downcast::<PyBool>()
-                    .unwrap()
-                    .is_true(),
-                false
-            );
+            assert!(!py_dict
+                .get_item("is_reconciliation")
+                .unwrap()
+                .unwrap()
+                .downcast::<PyBool>()
+                .unwrap()
+                .is_true());
         });
     }
 
@@ -405,7 +399,7 @@ 
    Files
    
             let val = Value::Bool(true);
             let py_obj = value_to_pyobject(py, &val).unwrap();
 
-            assert_eq!(py_obj.extract::<bool>(py).unwrap(), true);
+            assert!(py_obj.extract::<bool>(py).unwrap());
         });
     }
 
diff --git a/nightly/core/src/nautilus_model/python/data/bar.rs.html b/nightly/core/src/nautilus_model/python/data/bar.rs.html
index 3bcb92ece963..8fc56329e5e7 100644
--- a/nightly/core/src/nautilus_model/python/data/bar.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/bar.rs.html
@@ -1,4 +1,4 @@
-bar.rs - source
    
 360
 361
 362
-363
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -391,6 +390,7 @@ 
    Files
    
 };
 use pyo3::{prelude::*, pyclass::CompareOp, types::PyDict};
 
+use super::data_to_pycapsule;
 use crate::{
     data::{
         bar::{Bar, BarSpecification, BarType},
@@ -402,8 +402,6 @@ 
    Files
    
     types::{price::Price, quantity::Quantity},
 };
 
-use super::data_to_pycapsule;
-
 #[pymethods]
 impl BarSpecification {
     #[new]
@@ -491,7 +489,7 @@ 
    Files
    
     #[staticmethod]
     #[pyo3(name = "from_str")]
     fn py_from_str(value: &str) -> PyResult<Self> {
-        BarType::from_str(value).map_err(to_pyvalue_err)
+        Self::from_str(value).map_err(to_pyvalue_err)
     }
 }
 
@@ -697,7 +695,7 @@ 
    Files
    
 
         Python::with_gil(|py| {
             let dict_string = bar.py_as_dict(py).unwrap().to_string();
-            let expected_string = r#"{'type': 'Bar', 'bar_type': 'AUDUSD.SIM-1-MINUTE-BID-EXTERNAL', 'open': '1.00001', 'high': '1.00004', 'low': '1.00002', 'close': '1.00003', 'volume': '100000', 'ts_event': 0, 'ts_init': 1}"#;
+            let expected_string = r"{'type': 'Bar', 'bar_type': 'AUDUSD.SIM-1-MINUTE-BID-EXTERNAL', 'open': '1.00001', 'high': '1.00004', 'low': '1.00002', 'close': '1.00003', 'volume': '100000', 'ts_event': 0, 'ts_init': 1}";
             assert_eq!(dict_string, expected_string);
         });
     }
diff --git a/nightly/core/src/nautilus_model/python/data/delta.rs.html b/nightly/core/src/nautilus_model/python/data/delta.rs.html
index f62a31acc13b..1d09a832964c 100644
--- a/nightly/core/src/nautilus_model/python/data/delta.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/delta.rs.html
@@ -1,4 +1,4 @@
-delta.rs - source
    
 264
 265
 266
-267
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -294,6 +293,7 @@ 
    Files
    
 };
 use pyo3::{prelude::*, pyclass::CompareOp, types::PyDict};
 
+use super::data_to_pycapsule;
 use crate::{
     data::{delta::OrderBookDelta, order::BookOrder, Data},
     enums::BookAction,
@@ -301,8 +301,6 @@ 
    Files
    
     python::common::PY_MODULE_MODEL,
 };
 
-use super::data_to_pycapsule;
-
 #[pymethods]
 impl OrderBookDelta {
     #[new]
@@ -505,7 +503,7 @@ 
    Files
    
 
         Python::with_gil(|py| {
             let dict_string = delta.py_as_dict(py).unwrap().to_string();
-            let expected_string = r#"{'type': 'OrderBookDelta', 'instrument_id': 'AAPL.XNAS', 'action': 'ADD', 'order': {'side': 'BUY', 'price': '100.00', 'size': '10', 'order_id': 123456}, 'flags': 0, 'sequence': 1, 'ts_event': 1, 'ts_init': 2}"#;
+            let expected_string = r"{'type': 'OrderBookDelta', 'instrument_id': 'AAPL.XNAS', 'action': 'ADD', 'order': {'side': 'BUY', 'price': '100.00', 'size': '10', 'order_id': 123456}, 'flags': 0, 'sequence': 1, 'ts_event': 1, 'ts_init': 2}";
             assert_eq!(dict_string, expected_string);
         });
     }
diff --git a/nightly/core/src/nautilus_model/python/data/deltas.rs.html b/nightly/core/src/nautilus_model/python/data/deltas.rs.html
index 8eaa11ee1687..39e0b294db1c 100644
--- a/nightly/core/src/nautilus_model/python/data/deltas.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/deltas.rs.html
@@ -1,4 +1,4 @@
-deltas.rs - source
    
 122
 123
 124
+125
+126
+127
+128
+129
+130
+131
+132
+133
+134
+135
+136
+137
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -142,13 +155,15 @@ 
    Files
    
     use std::{
     collections::hash_map::DefaultHasher,
     hash::{Hash, Hasher},
+    ops::Deref,
 };
 
 use nautilus_core::time::UnixNanos;
-use pyo3::{prelude::*, pyclass::CompareOp};
+use pyo3::{prelude::*, pyclass::CompareOp, types::PyCapsule};
 
 use crate::{
     data::{delta::OrderBookDelta, deltas::OrderBookDeltas},
+    ffi::data::deltas::OrderBookDeltas_API,
     identifiers::instrument_id::InstrumentId,
     python::common::PY_MODULE_MODEL,
 };
@@ -225,6 +240,17 @@ 
    Files
    
         format!("{}:{}", PY_MODULE_MODEL, stringify!(OrderBookDeltas))
     }
 
+    #[staticmethod]
+    #[pyo3(name = "from_pycapsule")]
+    pub fn py_from_pycapsule(capsule: &PyAny) -> Self {
+        let capsule: &PyCapsule = capsule
+            .downcast()
+            .expect("Error on downcast to `&PyCapsule`");
+        let data: &OrderBookDeltas_API =
+            unsafe { &*(capsule.pointer() as *const OrderBookDeltas_API) };
+        data.deref().clone()
+    }
+
     // /// Creates a `PyCapsule` containing a raw pointer to a `Data::Delta` object.
     // ///
     // /// This function takes the current object (assumed to be of a type that can be represented as
diff --git a/nightly/core/src/nautilus_model/python/data/depth.rs.html b/nightly/core/src/nautilus_model/python/data/depth.rs.html
index 92bf58068a34..77606c82942e 100644
--- a/nightly/core/src/nautilus_model/python/data/depth.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/depth.rs.html
@@ -1,4 +1,4 @@
-depth.rs - source
    
 304
 305
 306
-307
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -334,6 +333,7 @@ 
    Files
    
 };
 use pyo3::{prelude::*, pyclass::CompareOp, types::PyDict};
 
+use super::data_to_pycapsule;
 use crate::{
     data::{
         depth::{OrderBookDepth10, DEPTH10_LEN},
@@ -346,8 +346,6 @@ 
    Files
    
     types::{price::Price, quantity::Quantity},
 };
 
-use super::data_to_pycapsule;
-
 #[pymethods]
 impl OrderBookDepth10 {
     #[allow(clippy::too_many_arguments)]
@@ -575,7 +573,7 @@ 
    Files
    
         let bid_counts: [u32; 10] = [1; 10];
         let ask_counts: [u32; 10] = [1; 10];
 
-        OrderBookDepth10::new(
+        Self::new(
             instrument_id,
             bids,
             asks,
diff --git a/nightly/core/src/nautilus_model/python/data/mod.rs.html b/nightly/core/src/nautilus_model/python/data/mod.rs.html
index a70a5684c9dd..f0ccfe53ec52 100644
--- a/nightly/core/src/nautilus_model/python/data/mod.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 73
 74
 75
+76
+77
+78
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -121,6 +124,7 @@ 
    Files
    
 /// `PyCapsule` in Python must ensure they understand how to extract and use the
 /// encapsulated `Data` safely, especially when converting the capsule back to a
 /// Rust data structure.
+    #[must_use]
 pub fn data_to_pycapsule(py: Python, data: Data) -> PyObject {
     let capsule = PyCapsule::new(py, data, None).expect("Error creating `PyCapsule`");
     capsule.into_py(py)
@@ -144,7 +148,9 @@ 
    Files
    
 /// Incorrect usage can lead to memory corruption or undefined behavior.
 #[pyfunction]
 pub fn drop_cvec_pycapsule(capsule: &PyAny) {
-    let capsule: &PyCapsule = capsule.downcast().expect("Error on downcast to capsule");
+    let capsule: &PyCapsule = capsule
+        .downcast()
+        .expect("Error on downcast to `&PyCapsule`");
     let cvec: &CVec = unsafe { &*(capsule.pointer() as *const CVec) };
     let data: Vec<Data> =
         unsafe { Vec::from_raw_parts(cvec.ptr.cast::<Data>(), cvec.len, cvec.cap) };
diff --git a/nightly/core/src/nautilus_model/python/data/order.rs.html b/nightly/core/src/nautilus_model/python/data/order.rs.html
index 3081863c9452..3e728de94994 100644
--- a/nightly/core/src/nautilus_model/python/data/order.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/order.rs.html
@@ -1,4 +1,4 @@
-order.rs - source
    
         Python::with_gil(|py| {
             let dict_string = book_order.py_as_dict(py).unwrap().to_string();
             let expected_string =
-                r#"{'side': 'BUY', 'price': '100.00', 'size': '10', 'order_id': 123456}"#;
+                r"{'side': 'BUY', 'price': '100.00', 'size': '10', 'order_id': 123456}";
             assert_eq!(dict_string, expected_string);
         });
     }
diff --git a/nightly/core/src/nautilus_model/python/data/quote.rs.html b/nightly/core/src/nautilus_model/python/data/quote.rs.html
index 465eed49187f..59c04a735804 100644
--- a/nightly/core/src/nautilus_model/python/data/quote.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/quote.rs.html
@@ -1,4 +1,4 @@
-quote.rs - source
    
 383
 384
 385
-386
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -418,6 +417,7 @@ 
    Files
    
     types::{PyDict, PyLong, PyString, PyTuple},
 };
 
+use super::data_to_pycapsule;
 use crate::{
     data::{quote::QuoteTick, Data},
     enums::PriceType,
@@ -426,8 +426,6 @@ 
    Files
    
     types::{price::Price, quantity::Quantity},
 };
 
-use super::data_to_pycapsule;
-
 #[pymethods]
 impl QuoteTick {
     #[new]
@@ -655,7 +653,7 @@ 
    Files
    
         ts_event: UnixNanos,
         ts_init: UnixNanos,
     ) -> PyResult<Self> {
-        QuoteTick::new(
+        Self::new(
             instrument_id,
             Price::from_raw(bid_price_raw, bid_price_prec).map_err(to_pyvalue_err)?,
             Price::from_raw(ask_price_raw, ask_price_prec).map_err(to_pyvalue_err)?,
@@ -743,7 +741,7 @@ 
    Files
    
 
         Python::with_gil(|py| {
             let dict_string = tick.py_as_dict(py).unwrap().to_string();
-            let expected_string = r#"{'type': 'QuoteTick', 'instrument_id': 'ETHUSDT-PERP.BINANCE', 'bid_price': '10000.0000', 'ask_price': '10001.0000', 'bid_size': '1.00000000', 'ask_size': '1.00000000', 'ts_event': 0, 'ts_init': 1}"#;
+            let expected_string = r"{'type': 'QuoteTick', 'instrument_id': 'ETHUSDT-PERP.BINANCE', 'bid_price': '10000.0000', 'ask_price': '10001.0000', 'bid_size': '1.00000000', 'ask_size': '1.00000000', 'ts_event': 0, 'ts_init': 1}";
             assert_eq!(dict_string, expected_string);
         });
     }
diff --git a/nightly/core/src/nautilus_model/python/data/trade.rs.html b/nightly/core/src/nautilus_model/python/data/trade.rs.html
index aff0097c63b9..6727ec1a345d 100644
--- a/nightly/core/src/nautilus_model/python/data/trade.rs.html
+++ b/nightly/core/src/nautilus_model/python/data/trade.rs.html
@@ -1,4 +1,4 @@
-trade.rs - source
    
 335
 336
 337
-338
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -370,6 +369,7 @@ 
    Files
    
     types::{PyDict, PyLong, PyString, PyTuple},
 };
 
+use super::data_to_pycapsule;
 use crate::{
     data::{trade::TradeTick, Data},
     enums::{AggressorSide, FromU8},
@@ -378,8 +378,6 @@ 
    Files
    
     types::{price::Price, quantity::Quantity},
 };
 
-use super::data_to_pycapsule;
-
 #[pymethods]
 impl TradeTick {
     #[new]
@@ -647,7 +645,7 @@ 
    Files
    
 
         Python::with_gil(|py| {
             let dict_string = tick.py_as_dict(py).unwrap().to_string();
-            let expected_string = r#"{'type': 'TradeTick', 'instrument_id': 'ETHUSDT-PERP.BINANCE', 'price': '10000.0000', 'size': '1.00000000', 'aggressor_side': 'BUYER', 'trade_id': '123456789', 'ts_event': 0, 'ts_init': 1}"#;
+            let expected_string = r"{'type': 'TradeTick', 'instrument_id': 'ETHUSDT-PERP.BINANCE', 'price': '10000.0000', 'size': '1.00000000', 'aggressor_side': 'BUYER', 'trade_id': '123456789', 'ts_event': 0, 'ts_init': 1}";
             assert_eq!(dict_string, expected_string);
         });
     }
diff --git a/nightly/core/src/nautilus_model/python/events/account/mod.rs.html b/nightly/core/src/nautilus_model/python/events/account/mod.rs.html
index cc8847b4141e..dcb184490a0c 100644
--- a/nightly/core/src/nautilus_model/python/events/account/mod.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/account/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
         ts_init: UnixNanos,
         base_currency: Option<Currency>,
     ) -> PyResult<Self> {
-        AccountState::new(
+        Self::new(
             account_id,
             account_type,
             balances,
@@ -208,10 +204,8 @@ 
    Files
    
             stringify!(AccountState),
             self.account_id,
             self.account_type,
-            self.base_currency
-                .map(|base_currency | format!("{}", base_currency.code))
-                .unwrap_or_else(|| "None".to_string()),            self.balances.iter().map(|b| format!("{}", b)).collect::<Vec<String>>().join(","),
-            self.margins.iter().map(|m| format!("{}", m)).collect::<Vec<String>>().join(","),
+            self.base_currency.map_or_else(|| "None".to_string(), |base_currency | format!("{}", base_currency.code)),            self.balances.iter().map(|b| format!("{b}")).collect::<Vec<String>>().join(","),
+            self.margins.iter().map(|m| format!("{m}")).collect::<Vec<String>>().join(","),
             self.is_reported,
             self.event_id,
         )
@@ -223,10 +217,8 @@ 
    Files
    
             stringify!(AccountState),
             self.account_id,
             self.account_type,
-            self.base_currency
-                .map(|base_currency | format!("{}", base_currency.code))
-                .unwrap_or_else(|| "None".to_string()),            self.balances.iter().map(|b| format!("{}", b)).collect::<Vec<String>>().join(","),
-            self.margins.iter().map(|m| format!("{}", m)).collect::<Vec<String>>().join(","),
+            self.base_currency.map_or_else(|| "None".to_string(), |base_currency | format!("{}", base_currency.code)),            self.balances.iter().map(|b| format!("{b}")).collect::<Vec<String>>().join(","),
+            self.margins.iter().map(|m| format!("{m}")).collect::<Vec<String>>().join(","),
             self.is_reported,
             self.event_id,
         )
@@ -257,8 +249,8 @@ 
    Files
    
         dict.set_item("ts_init", self.ts_init.to_u64())?;
         match self.base_currency {
             Some(base_currency) => {
-                dict.set_item("base_currency", base_currency.code.to_string())?
-            }
+                dict.set_item("base_currency", base_currency.code.to_string())?;
+            }
             None => dict.set_item("base_currency", "None")?,
         }
         Ok(dict.into())
diff --git a/nightly/core/src/nautilus_model/python/events/mod.rs.html b/nightly/core/src/nautilus_model/python/events/mod.rs.html
index 329ee00b9a87..6204862b3f3f 100644
--- a/nightly/core/src/nautilus_model/python/events/mod.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
             stringify!(OrderCancelRejected),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.reason,
             self.ts_event,
         )
diff --git a/nightly/core/src/nautilus_model/python/events/order/canceled.rs.html b/nightly/core/src/nautilus_model/python/events/order/canceled.rs.html
index b4225b4d6519..54b4946727a7 100644
--- a/nightly/core/src/nautilus_model/python/events/order/canceled.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/canceled.rs.html
@@ -1,4 +1,4 @@
-canceled.rs - source
    
 124
 125
 126
-127
-128
-129
-130
-131
-132
-133
-134
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -212,12 +204,8 @@ 
    Files
    
             self.strategy_id,
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.event_id,
             self.ts_event,
             self.ts_init
@@ -230,12 +218,8 @@ 
    Files
    
             stringify!(OrderCanceled),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.ts_event,
         )
     }
diff --git a/nightly/core/src/nautilus_model/python/events/order/denied.rs.html b/nightly/core/src/nautilus_model/python/events/order/denied.rs.html
index db3254a6eed8..b93a10b17970 100644
--- a/nightly/core/src/nautilus_model/python/events/order/denied.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/denied.rs.html
@@ -1,4 +1,4 @@
-denied.rs - source
    
             stringify!(OrderExpired),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.ts_event,
         )
     }
diff --git a/nightly/core/src/nautilus_model/python/events/order/filled.rs.html b/nightly/core/src/nautilus_model/python/events/order/filled.rs.html
index 0be61de59081..313bbdec2847 100644
--- a/nightly/core/src/nautilus_model/python/events/order/filled.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/filled.rs.html
@@ -1,4 +1,4 @@
-filled.rs - source
    
             self.reduce_only,
             self.quote_quantity,
             self.price
-                .map(|price| format!("{}", price))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |price| format!("{price}")),
             self.emulation_trigger
-                .map(|trigger| format!("{}", trigger))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |trigger| format!("{trigger}")),
             self.trigger_instrument_id
-                .map(|instrument_id| format!("{}", instrument_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |instrument_id| format!(
+                    "{instrument_id}"
+                )),
             self.contingency_type
-                .map(|contingency_type| format!("{}", contingency_type))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |contingency_type| format!(
+                    "{contingency_type}"
+                )),
             self.order_list_id
-                .map(|order_list_id| format!("{}", order_list_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |order_list_id| format!(
+                    "{order_list_id}"
+                )),
             self.linked_order_ids
                 .as_ref()
-                .map(|linked_order_ids| linked_order_ids
+                .map_or("None".to_string(), |linked_order_ids| linked_order_ids
                     .iter()
                     .map(ToString::to_string)
                     .collect::<Vec<_>>()
-                    .join(", "))
-                .unwrap_or("None".to_string()),
+                    .join(", ")),
             self.parent_order_id
-                .map(|parent_order_id| format!("{}", parent_order_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |parent_order_id| format!(
+                    "{parent_order_id}"
+                )),
             self.exec_algorithm_id
-                .map(|exec_algorithm_id| format!("{}", exec_algorithm_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |exec_algorithm_id| format!(
+                    "{exec_algorithm_id}"
+                )),
             self.exec_algorithm_params
                 .as_ref()
-                .map(|exec_algorithm_params| format!("{:?}", exec_algorithm_params))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |exec_algorithm_params| format!(
+                    "{exec_algorithm_params:?}"
+                )),
             self.exec_spawn_id
-                .map(|exec_spawn_id| format!("{}", exec_spawn_id))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |exec_spawn_id| format!(
+                    "{exec_spawn_id}"
+                )),
             self.tags
                 .as_ref()
-                .map(|tags| format!("{}", tags))
-                .unwrap_or("None".to_string()),
+                .map_or("None".to_string(), |tags| format!("{tags}")),
             self.event_id,
             self.ts_init
         )
     }
 
     fn __str__(&self) -> String {
-        format!("{}", self)
+        format!("{self}")
     }
 
     #[staticmethod]
@@ -593,14 +599,14 @@ 
    Files
    
         }
         match self.trailing_offset {
             Some(trailing_offset) => {
-                dict.set_item("trailing_offset", trailing_offset.to_string())?
-            }
+                dict.set_item("trailing_offset", trailing_offset.to_string())?;
+            }
             None => dict.set_item("trailing_offset", py.None())?,
         }
         match self.trailing_offset_type {
             Some(trailing_offset_type) => {
-                dict.set_item("trailing_offset_type", trailing_offset_type.to_string())?
-            }
+                dict.set_item("trailing_offset_type", trailing_offset_type.to_string())?;
+            }
             None => dict.set_item("trailing_offset_type", py.None())?,
         }
         match self.expire_time {
@@ -613,20 +619,20 @@ 
    Files
    
         }
         match self.emulation_trigger {
             Some(emulation_trigger) => {
-                dict.set_item("emulation_trigger", emulation_trigger.to_string())?
-            }
+                dict.set_item("emulation_trigger", emulation_trigger.to_string())?;
+            }
             None => dict.set_item("emulation_trigger", py.None())?,
         }
         match self.trigger_instrument_id {
             Some(trigger_instrument_id) => {
-                dict.set_item("trigger_instrument_id", trigger_instrument_id.to_string())?
-            }
+                dict.set_item("trigger_instrument_id", trigger_instrument_id.to_string())?;
+            }
             None => dict.set_item("trigger_instrument_id", py.None())?,
         }
         match self.contingency_type {
             Some(contingency_type) => {
-                dict.set_item("contingency_type", contingency_type.to_string())?
-            }
+                dict.set_item("contingency_type", contingency_type.to_string())?;
+            }
             None => dict.set_item("contingency_type", py.None())?,
         }
         match self.order_list_id {
@@ -645,14 +651,14 @@ 
    Files
    
         }
         match self.parent_order_id {
             Some(parent_order_id) => {
-                dict.set_item("parent_order_id", parent_order_id.to_string())?
-            }
+                dict.set_item("parent_order_id", parent_order_id.to_string())?;
+            }
             None => dict.set_item("parent_order_id", py.None())?,
         }
         match self.exec_algorithm_id {
             Some(exec_algorithm_id) => {
-                dict.set_item("exec_algorithm_id", exec_algorithm_id.to_string())?
-            }
+                dict.set_item("exec_algorithm_id", exec_algorithm_id.to_string())?;
+            }
             None => dict.set_item("exec_algorithm_id", py.None())?,
         }
         match &self.exec_algorithm_params {
diff --git a/nightly/core/src/nautilus_model/python/events/order/mod.rs.html b/nightly/core/src/nautilus_model/python/events/order/mod.rs.html
index 91d1d6310e0e..f32b204f222e 100644
--- a/nightly/core/src/nautilus_model/python/events/order/mod.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
             self.strategy_id,
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.reason,
             self.event_id,
             self.ts_event,
@@ -252,12 +240,8 @@ 
    Files
    
             stringify!(OrderModifyRejected),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.reason,
             self.ts_event,
         )
@@ -278,15 +262,15 @@ 
    Files
    
         dict.set_item("client_order_id", self.client_order_id.to_string())?;
         dict.set_item(
             "venue_order_id",
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(
+                || "None".to_string(),
+                |venue_order_id| format!("{venue_order_id}"),
+            ),
         )?;
         dict.set_item(
             "account_id",
             self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+                .map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
         )?;
         dict.set_item("reason", self.reason.to_string())?;
         dict.set_item("event_id", self.event_id.to_string())?;
diff --git a/nightly/core/src/nautilus_model/python/events/order/pending_cancel.rs.html b/nightly/core/src/nautilus_model/python/events/order/pending_cancel.rs.html
index f3e2d119823f..4a285a9c9ddd 100644
--- a/nightly/core/src/nautilus_model/python/events/order/pending_cancel.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/pending_cancel.rs.html
@@ -1,4 +1,4 @@
-pending_cancel.rs - source
    
 121
 122
 123
-124
-125
-126
-127
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -205,9 +201,7 @@ 
    Files
    
             self.strategy_id,
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
             self.account_id,
             self.event_id,
             self.ts_event,
@@ -221,9 +215,7 @@ 
    Files
    
             stringify!(OrderPendingCancel),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
             self.account_id,
             self.ts_event,
         )
diff --git a/nightly/core/src/nautilus_model/python/events/order/pending_update.rs.html b/nightly/core/src/nautilus_model/python/events/order/pending_update.rs.html
index 914a0a09bf50..038db167f1e1 100644
--- a/nightly/core/src/nautilus_model/python/events/order/pending_update.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/pending_update.rs.html
@@ -1,4 +1,4 @@
-pending_update.rs - source
    
 121
 122
 123
-124
-125
-126
-127
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -205,9 +201,7 @@ 
    Files
    
             self.strategy_id,
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
             self.account_id,
             self.event_id,
             self.ts_event,
@@ -221,9 +215,7 @@ 
    Files
    
             stringify!(OrderPendingUpdate),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
             self.account_id,
             self.ts_event,
         )
diff --git a/nightly/core/src/nautilus_model/python/events/order/rejected.rs.html b/nightly/core/src/nautilus_model/python/events/order/rejected.rs.html
index 16ade02290aa..5958aa18ea16 100644
--- a/nightly/core/src/nautilus_model/python/events/order/rejected.rs.html
+++ b/nightly/core/src/nautilus_model/python/events/order/rejected.rs.html
@@ -1,4 +1,4 @@
-rejected.rs - source
    
             self.strategy_id,
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.quantity,
-            self.price
-                .map(|price| format!("{}", price))
-                .unwrap_or_else(|| "None".to_string()),
-            self.trigger_price
-                .map(|trigger_price| format!("{}", trigger_price))
-                .unwrap_or_else(|| "None".to_string()),
+            self.price.map_or_else(|| "None".to_string(), |price| format!("{price}")),
+            self.trigger_price.map_or_else(|| "None".to_string(), |trigger_price| format!("{trigger_price}")),
             self.event_id,
             self.ts_event,
             self.ts_init
@@ -276,19 +252,11 @@ 
    Files
    
             stringify!(OrderUpdated),
             self.instrument_id,
             self.client_order_id,
-            self.venue_order_id
-                .map(|venue_order_id| format!("{}", venue_order_id))
-                .unwrap_or_else(|| "None".to_string()),
-            self.account_id
-                .map(|account_id| format!("{}", account_id))
-                .unwrap_or_else(|| "None".to_string()),
+            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
+            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
             self.quantity,
-            self.price
-                .map(|price| format!("{}", price))
-                .unwrap_or_else(|| "None".to_string()),
-            self.trigger_price
-                .map(|trigger_price| format!("{}", trigger_price))
-                .unwrap_or_else(|| "None".to_string()),
+            self.price.map_or_else(|| "None".to_string(), |price| format!("{price}")),
+            self.trigger_price.map_or_else(|| "None".to_string(), |trigger_price| format!("{trigger_price}")),
             self.ts_event,
         )
     }
diff --git a/nightly/core/src/nautilus_model/python/identifiers/instrument_id.rs.html b/nightly/core/src/nautilus_model/python/identifiers/instrument_id.rs.html
index 64149d8d1947..7356da04c289 100644
--- a/nightly/core/src/nautilus_model/python/identifiers/instrument_id.rs.html
+++ b/nightly/core/src/nautilus_model/python/identifiers/instrument_id.rs.html
@@ -1,4 +1,4 @@
-instrument_id.rs - source
    
     impl InstrumentId {
     #[new]
     fn py_new(symbol: Symbol, venue: Venue) -> PyResult<Self> {
-        Ok(InstrumentId::new(symbol, venue))
+        Ok(Self::new(symbol, venue))
     }
 
     fn __setstate__(&mut self, py: Python, state: PyObject) -> PyResult<()> {
@@ -175,11 +175,11 @@ 
    Files
    
 
     #[staticmethod]
     fn _safe_constructor() -> PyResult<Self> {
-        Ok(InstrumentId::from_str("NULL.NULL").unwrap()) // Safe default
+        Ok(Self::from_str("NULL.NULL").unwrap()) // Safe default
     }
 
     fn __richcmp__(&self, other: PyObject, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
-        if let Ok(other) = other.extract::<InstrumentId>(py) {
+        if let Ok(other) = other.extract::<Self>(py) {
             match op {
                 CompareOp::Eq => self.eq(&other).into_py(py),
                 CompareOp::Ne => self.ne(&other).into_py(py),
@@ -223,8 +223,8 @@ 
    Files
    
 
     #[staticmethod]
     #[pyo3(name = "from_str")]
-    fn py_from_str(value: &str) -> PyResult<InstrumentId> {
-        InstrumentId::from_str(value).map_err(to_pyvalue_err)
+        fn py_from_str(value: &str) -> PyResult<Self> {
+        Self::from_str(value).map_err(to_pyvalue_err)
     }
 
     #[pyo3(name = "is_synthetic")]
diff --git a/nightly/core/src/nautilus_model/python/identifiers/mod.rs.html b/nightly/core/src/nautilus_model/python/identifiers/mod.rs.html
index 89cf68d43f8b..31a12beff94b 100644
--- a/nightly/core/src/nautilus_model/python/identifiers/mod.rs.html
+++ b/nightly/core/src/nautilus_model/python/identifiers/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 14
 15
 16
+17
 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -32,4 +33,5 @@ 
    Files
    
 // -------------------------------------------------------------------------------------------------
 
     pub mod instrument_id;
+pub mod trade_id;
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/python/identifiers/trade_id.rs.html b/nightly/core/src/nautilus_model/python/identifiers/trade_id.rs.html new file mode 100644 index 000000000000..8e1239992c8b --- /dev/null +++ b/nightly/core/src/nautilus_model/python/identifiers/trade_id.rs.html @@ -0,0 +1,223 @@ +trade_id.rs - source
    + 
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+
    // -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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.
+// -------------------------------------------------------------------------------------------------
+
+use std::{
+    collections::hash_map::DefaultHasher,
+    ffi::CString,
+    hash::{Hash, Hasher},
+    str::FromStr,
+};
+
+use nautilus_core::python::to_pyvalue_err;
+use pyo3::{
+    prelude::*,
+    pyclass::CompareOp,
+    types::{PyString, PyTuple},
+};
+
+use crate::identifiers::trade_id::TradeId;
+
+#[pymethods]
+impl TradeId {
+    #[new]
+    fn py_new(value: &str) -> PyResult<Self> {
+        Self::new(value).map_err(to_pyvalue_err)
+    }
+
+    fn __setstate__(&mut self, py: Python, state: PyObject) -> PyResult<()> {
+        let value: (&PyString,) = state.extract(py)?;
+        let value_str: String = value.0.extract()?;
+
+        // TODO: Extract this to single function
+        let c_string = CString::new(value_str).expect("`CString` conversion failed");
+        let bytes = c_string.as_bytes_with_nul();
+        let mut value = [0; 65];
+        value[..bytes.len()].copy_from_slice(bytes);
+        self.value = value;
+
+        Ok(())
+    }
+
+    fn __getstate__(&self, py: Python) -> PyResult<PyObject> {
+        Ok((self.to_string(),).to_object(py))
+    }
+
+    fn __reduce__(&self, py: Python) -> PyResult<PyObject> {
+        let safe_constructor = py.get_type::<Self>().getattr("_safe_constructor")?;
+        let state = self.__getstate__(py)?;
+        Ok((safe_constructor, PyTuple::empty(py), state).to_object(py))
+    }
+
+    #[staticmethod]
+    fn _safe_constructor() -> PyResult<Self> {
+        Ok(Self::from_str("NULL").unwrap()) // Safe default
+    }
+
+    fn __richcmp__(&self, other: PyObject, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
+        if let Ok(other) = other.extract::<Self>(py) {
+            match op {
+                CompareOp::Eq => self.eq(&other).into_py(py),
+                CompareOp::Ne => self.ne(&other).into_py(py),
+                _ => py.NotImplemented(),
+            }
+        } else {
+            py.NotImplemented()
+        }
+    }
+
+    fn __hash__(&self) -> isize {
+        let mut h = DefaultHasher::new();
+        self.hash(&mut h);
+        h.finish() as isize
+    }
+
+    fn __str__(&self) -> String {
+        self.to_string()
+    }
+
+    fn __repr__(&self) -> String {
+        format!("{}('{}')", stringify!(TradeId), self)
+    }
+
+    #[getter]
+    fn value(&self) -> String {
+        self.to_string()
+    }
+
+    #[staticmethod]
+    #[pyo3(name = "from_str")]
+    fn py_from_str(value: &str) -> PyResult<Self> {
+        Self::new(value).map_err(to_pyvalue_err)
+    }
+}
+
+impl ToPyObject for TradeId {
+    fn to_object(&self, py: Python) -> PyObject {
+        self.into_py(py)
+    }
+}
+
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/python/instruments/crypto_future.rs.html b/nightly/core/src/nautilus_model/python/instruments/crypto_future.rs.html index dd5311b67014..5f2976502fa0 100644 --- a/nightly/core/src/nautilus_model/python/instruments/crypto_future.rs.html +++ b/nightly/core/src/nautilus_model/python/instruments/crypto_future.rs.html @@ -1,4 +1,4 @@ -crypto_future.rs - source
    #[pyo3(name = "bids")] fn py_bids(&self) -> Vec<Level> { - // TODO: Improve efficiency - self.bids() - .iter() - .map(|level_ref| (*level_ref).clone()) - .collect() + // Clone each `Level` to create owned levels for Python interop + // and to meet the pyo3::PyAny trait bound. + self.bids().map(|level_ref| (*level_ref).clone()).collect() } #[pyo3(name = "asks")] fn py_asks(&self) -> Vec<Level> { - // TODO: Improve efficiency - self.asks() - .iter() - .map(|level_ref| (*level_ref).clone()) - .collect() + // Clone each `Level` to create owned levels for Python interop + // and to meet the pyo3::PyAny trait bound. + self.asks().map(|level_ref| (*level_ref).clone()).collect() } #[pyo3(name = "best_bid_price")] diff --git a/nightly/core/src/nautilus_model/python/orderbook/level.rs.html b/nightly/core/src/nautilus_model/python/orderbook/level.rs.html new file mode 100644 index 000000000000..219827acda0c --- /dev/null +++ b/nightly/core/src/nautilus_model/python/orderbook/level.rs.html @@ -0,0 +1,155 @@ +level.rs - source
    + 
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+
    // -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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.
+// -------------------------------------------------------------------------------------------------
+
+use pyo3::prelude::*;
+
+use crate::{data::order::BookOrder, orderbook::level::Level, types::price::Price};
+
+#[pymethods]
+impl Level {
+    fn __str__(&self) -> String {
+        // TODO: Return debug string for now
+        format!("{self:?}")
+    }
+
+    fn __repr__(&self) -> String {
+        format!("{self:?}")
+    }
+
+    #[getter]
+    #[pyo3(name = "price")]
+    fn py_price(&self) -> Price {
+        self.price.value
+    }
+
+    #[pyo3(name = "len")]
+    fn py_len(&self) -> usize {
+        self.len()
+    }
+
+    #[pyo3(name = "is_empty")]
+    fn py_is_empty(&self) -> bool {
+        self.is_empty()
+    }
+
+    #[pyo3(name = "size")]
+    fn py_size(&self) -> f64 {
+        self.size()
+    }
+
+    #[pyo3(name = "size_raw")]
+    fn py_size_raw(&self) -> u64 {
+        self.size_raw()
+    }
+
+    #[pyo3(name = "exposure")]
+    fn py_exposure(&self) -> f64 {
+        self.exposure()
+    }
+
+    #[pyo3(name = "exposure_raw")]
+    fn py_exposure_raw(&self) -> u64 {
+        self.exposure_raw()
+    }
+
+    #[pyo3(name = "first")]
+    fn py_fist(&self) -> Option<BookOrder> {
+        self.first().copied()
+    }
+
+    #[pyo3(name = "get_orders")]
+    fn py_get_orders(&self) -> Vec<BookOrder> {
+        self.get_orders()
+    }
+}
+
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/python/orderbook/mod.rs.html b/nightly/core/src/nautilus_model/python/orderbook/mod.rs.html index 364a16721511..036e9b1764db 100644 --- a/nightly/core/src/nautilus_model/python/orderbook/mod.rs.html +++ b/nightly/core/src/nautilus_model/python/orderbook/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    15 16 17 +18 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -34,4 +35,5 @@ 
    Files
    
 
     pub mod book_mbo;
 pub mod book_mbp;
+pub mod level;
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/python/orders/market.rs.html b/nightly/core/src/nautilus_model/python/orders/market.rs.html index 2f7ca7c1d84c..e1a0ce38a300 100644 --- a/nightly/core/src/nautilus_model/python/orders/market.rs.html +++ b/nightly/core/src/nautilus_model/python/orders/market.rs.html @@ -1,4 +1,4 @@ -market.rs - source
    169 170 171 -172 -173 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -195,12 +193,10 @@ 
    Files
    
 use rust_decimal::Decimal;
 use ustr::Ustr;
 
-use crate::enums::OrderType;
-use crate::identifiers::account_id::AccountId;
 use crate::{
-    enums::{ContingencyType, OrderSide, PositionSide, TimeInForce},
+    enums::{ContingencyType, OrderSide, OrderType, PositionSide, TimeInForce},
     identifiers::{
-        client_order_id::ClientOrderId, exec_algorithm_id::ExecAlgorithmId,
+        account_id::AccountId, client_order_id::ClientOrderId, exec_algorithm_id::ExecAlgorithmId,
         instrument_id::InstrumentId, order_list_id::OrderListId, strategy_id::StrategyId,
         trader_id::TraderId,
     },
@@ -257,7 +253,7 @@ 
    Files
    
         exec_spawn_id: Option<ClientOrderId>,
         tags: Option<String>,
     ) -> PyResult<Self> {
-        MarketOrder::new(
+        Self::new(
             trader_id,
             strategy_id,
             instrument_id,
diff --git a/nightly/core/src/nautilus_model/python/orders/mod.rs.html b/nightly/core/src/nautilus_model/python/orders/mod.rs.html
index 832532fa6a8a..6468933573e1 100644
--- a/nightly/core/src/nautilus_model/python/orders/mod.rs.html
+++ b/nightly/core/src/nautilus_model/python/orders/mod.rs.html
@@ -1,4 +1,4 @@
-mod.rs - source
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-    use nautilus_core::python::serialization::from_dict_pyo3;
-use nautilus_core::python::to_pyvalue_err;
-use nautilus_core::time::UnixNanos;
-use pyo3::basic::CompareOp;
-use pyo3::prelude::*;
-use pyo3::types::{PyDict, PyList};
+use nautilus_core::{
+    python::{serialization::from_dict_pyo3, to_pyvalue_err},
+    time::UnixNanos,
+};
+use pyo3::{
+    basic::CompareOp,
+    prelude::*,
+    types::{PyDict, PyList},
+};
 use rust_decimal::prelude::ToPrimitive;
 
-use crate::enums::{OrderSide, PositionSide};
-use crate::events::order::filled::OrderFilled;
-use crate::identifiers::client_order_id::ClientOrderId;
-use crate::identifiers::instrument_id::InstrumentId;
-use crate::identifiers::position_id::PositionId;
-use crate::identifiers::strategy_id::StrategyId;
-use crate::identifiers::symbol::Symbol;
-use crate::identifiers::trade_id::TradeId;
-use crate::identifiers::trader_id::TraderId;
-use crate::identifiers::venue::Venue;
-use crate::identifiers::venue_order_id::VenueOrderId;
-use crate::instruments::crypto_future::CryptoFuture;
-use crate::instruments::crypto_perpetual::CryptoPerpetual;
-use crate::instruments::currency_pair::CurrencyPair;
-use crate::instruments::equity::Equity;
-use crate::instruments::futures_contract::FuturesContract;
-use crate::instruments::options_contract::OptionsContract;
-use crate::position::Position;
-use crate::types::currency::Currency;
-use crate::types::money::Money;
-use crate::types::price::Price;
-use crate::types::quantity::Quantity;
+use crate::{
+    enums::{OrderSide, PositionSide},
+    events::order::filled::OrderFilled,
+    identifiers::{
+        client_order_id::ClientOrderId, instrument_id::InstrumentId, position_id::PositionId,
+        strategy_id::StrategyId, symbol::Symbol, trade_id::TradeId, trader_id::TraderId,
+        venue::Venue, venue_order_id::VenueOrderId,
+    },
+    instruments::{
+        crypto_future::CryptoFuture, crypto_perpetual::CryptoPerpetual,
+        currency_pair::CurrencyPair, equity::Equity, futures_contract::FuturesContract,
+        options_contract::OptionsContract,
+    },
+    position::Position,
+    types::{currency::Currency, money::Money, price::Price, quantity::Quantity},
+};
 
 #[pymethods]
 impl Position {
diff --git a/nightly/core/src/nautilus_model/python/types/balance.rs.html b/nightly/core/src/nautilus_model/python/types/balance.rs.html
index 50fb92dccaf8..514b27192054 100644
--- a/nightly/core/src/nautilus_model/python/types/balance.rs.html
+++ b/nightly/core/src/nautilus_model/python/types/balance.rs.html
@@ -1,4 +1,4 @@
-balance.rs - source
    
 
     #[staticmethod]
     fn _safe_constructor() -> PyResult<Self> {
-        Ok(Currency::AUD()) // Safe default
+        Ok(Self::AUD()) // Safe default
     }
 
     fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
@@ -257,7 +256,7 @@ 
    Files
    
     }
 
     fn __repr__(&self) -> String {
-        format!("{:?}", self)
+        format!("{self:?}")
     }
 
     #[getter]
@@ -293,34 +292,33 @@ 
    Files
    
     #[staticmethod]
     #[pyo3(name = "is_fiat")]
     fn py_is_fiat(code: &str) -> PyResult<bool> {
-        Currency::is_fiat(code).map_err(to_pyvalue_err)
+        Self::is_fiat(code).map_err(to_pyvalue_err)
     }
 
     #[staticmethod]
     #[pyo3(name = "is_crypto")]
     fn py_is_crypto(code: &str) -> PyResult<bool> {
-        Currency::is_crypto(code).map_err(to_pyvalue_err)
+        Self::is_crypto(code).map_err(to_pyvalue_err)
     }
 
     #[staticmethod]
     #[pyo3(name = "is_commodity_backed")]
     fn py_is_commodidity_backed(code: &str) -> PyResult<bool> {
-        Currency::is_commodity_backed(code).map_err(to_pyvalue_err)
+        Self::is_commodity_backed(code).map_err(to_pyvalue_err)
     }
 
     #[staticmethod]
     #[pyo3(name = "from_str")]
     #[pyo3(signature = (value, strict = false))]
-    fn py_from_str(value: &str, strict: bool) -> PyResult<Currency> {
-        match Currency::from_str(value) {
+        fn py_from_str(value: &str, strict: bool) -> PyResult<Self> {
+        match Self::from_str(value) {
             Ok(currency) => Ok(currency),
             Err(e) => {
                 if strict {
                     Err(to_pyvalue_err(e))
                 } else {
                     // SAFETY: Unwrap safe as using known values
-                    let new_crypto =
-                        Currency::new(value, 8, 0, value, CurrencyType::Crypto).unwrap();
+                        let new_crypto = Self::new(value, 8, 0, value, CurrencyType::Crypto).unwrap();
                     Ok(new_crypto)
                 }
             }
@@ -330,8 +328,8 @@ 
    Files
    
     #[staticmethod]
     #[pyo3(name = "register")]
     #[pyo3(signature = (currency, overwrite = false))]
-    fn py_register(currency: Currency, overwrite: bool) -> PyResult<()> {
-        Currency::register(currency, overwrite).map_err(|e| PyRuntimeError::new_err(e.to_string()))
+    fn py_register(currency: Self, overwrite: bool) -> PyResult<()> {
+        Self::register(currency, overwrite).map_err(|e| PyRuntimeError::new_err(e.to_string()))
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/python/types/mod.rs.html b/nightly/core/src/nautilus_model/python/types/mod.rs.html index 6d6ad16b1853..0509dc9dfed6 100644 --- a/nightly/core/src/nautilus_model/python/types/mod.rs.html +++ b/nightly/core/src/nautilus_model/python/types/mod.rs.html @@ -1,4 +1,4 @@ -mod.rs - source
    #[staticmethod] fn _safe_constructor() -> PyResult<Self> { - Ok(Money::new(0.0, Currency::AUD()).unwrap()) // Safe default + Ok(Self::new(0.0, Currency::AUD()).unwrap()) // Safe default } fn __add__(&self, other: PyObject, py: Python) -> PyResult<PyObject> { if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() + other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() + other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() + other_dec).into_py(py)) @@ -460,7 +460,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float + self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() + self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec + self.as_decimal()).into_py(py)) @@ -476,7 +476,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() - other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() - other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() - other_dec).into_py(py)) @@ -492,7 +492,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float - self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() - self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec - self.as_decimal()).into_py(py)) @@ -508,7 +508,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() * other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() * other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() * other_dec).into_py(py)) @@ -524,7 +524,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float * self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() * self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec * self.as_decimal()).into_py(py)) @@ -540,7 +540,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() / other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() / other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() / other_dec).into_py(py)) @@ -556,7 +556,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float / self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() / self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec / self.as_decimal()).into_py(py)) @@ -572,7 +572,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() / other_float).floor().into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() / other_qty.as_decimal()) .floor() .into_py(py)) @@ -590,7 +590,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float / self.as_f64()).floor().into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() / self.as_decimal()) .floor() .into_py(py)) @@ -608,7 +608,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() % other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() % other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() % other_dec).into_py(py)) @@ -624,7 +624,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float % self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Money>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() % self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec % self.as_decimal()).into_py(py)) @@ -663,7 +663,7 @@

    Files

    } fn __richcmp__(&self, other: PyObject, op: CompareOp, py: Python<'_>) -> PyResult<Py<PyAny>> { - if let Ok(other_money) = other.extract::<Money>(py) { + if let Ok(other_money) = other.extract::<Self>(py) { if self.currency != other_money.currency { return Err(PyErr::new::<PyValueError, _>( "Cannot compare `Money` with different currencies", @@ -712,20 +712,20 @@

    Files

    #[staticmethod] #[pyo3(name = "zero")] - fn py_zero(currency: Currency) -> PyResult<Money> { - Money::new(0.0, currency).map_err(to_pyvalue_err) +     fn py_zero(currency: Currency) -> PyResult<Self> { + Self::new(0.0, currency).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "from_raw")] - fn py_from_raw(raw: i64, currency: Currency) -> PyResult<Money> { - Ok(Money::from_raw(raw, currency)) +     fn py_from_raw(raw: i64, currency: Currency) -> PyResult<Self> { + Ok(Self::from_raw(raw, currency)) } #[staticmethod] #[pyo3(name = "from_str")] - fn py_from_str(value: &str) -> PyResult<Money> { - Money::from_str(value).map_err(to_pyvalue_err) +     fn py_from_str(value: &str) -> PyResult<Self> { + Self::from_str(value).map_err(to_pyvalue_err) } #[pyo3(name = "is_zero")] diff --git a/nightly/core/src/nautilus_model/python/types/price.rs.html b/nightly/core/src/nautilus_model/python/types/price.rs.html index 0ff468600f2f..cd6469c00276 100644 --- a/nightly/core/src/nautilus_model/python/types/price.rs.html +++ b/nightly/core/src/nautilus_model/python/types/price.rs.html @@ -1,4 +1,4 @@ -price.rs - source
    impl Price { #[new] fn py_new(value: f64, precision: u8) -> PyResult<Self> { - Price::new(value, precision).map_err(to_pyvalue_err) + Self::new(value, precision).map_err(to_pyvalue_err) } fn __setstate__(&mut self, py: Python, state: PyObject) -> PyResult<()> { @@ -439,14 +439,14 @@

    Files

    #[staticmethod] fn _safe_constructor() -> PyResult<Self> { - Ok(Price::zero(0)) // Safe default + Ok(Self::zero(0)) // Safe default } fn __add__(&self, other: PyObject, py: Python) -> PyResult<PyObject> { if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() + other_float).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((self.as_decimal() + other_price.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() + other_dec).into_py(py)) @@ -462,7 +462,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float + self.as_f64()).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((other_price.as_decimal() + self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec + self.as_decimal()).into_py(py)) @@ -478,7 +478,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() - other_float).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((self.as_decimal() - other_price.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() - other_dec).into_py(py)) @@ -494,7 +494,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float - self.as_f64()).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((other_price.as_decimal() - self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec - self.as_decimal()).into_py(py)) @@ -510,7 +510,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() * other_float).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((self.as_decimal() * other_price.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() * other_dec).into_py(py)) @@ -526,7 +526,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float * self.as_f64()).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((other_price.as_decimal() * self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec * self.as_decimal()).into_py(py)) @@ -542,7 +542,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() / other_float).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((self.as_decimal() / other_price.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() / other_dec).into_py(py)) @@ -558,7 +558,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float / self.as_f64()).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((other_price.as_decimal() / self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec / self.as_decimal()).into_py(py)) @@ -574,7 +574,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() / other_float).floor().into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((self.as_decimal() / other_price.as_decimal()) .floor() .into_py(py)) @@ -592,7 +592,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float / self.as_f64()).floor().into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((other_price.as_decimal() / self.as_decimal()) .floor() .into_py(py)) @@ -610,7 +610,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() % other_float).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((self.as_decimal() % other_price.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() % other_dec).into_py(py)) @@ -626,7 +626,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float % self.as_f64()).into_py(py)) - } else if let Ok(other_price) = other.extract::<Price>(py) { + } else if let Ok(other_price) = other.extract::<Self>(py) { Ok((other_price.as_decimal() % self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec % self.as_decimal()).into_py(py)) @@ -665,7 +665,7 @@

    Files

    } fn __richcmp__(&self, other: PyObject, op: CompareOp, py: Python<'_>) -> Py<PyAny> { - if let Ok(other_price) = other.extract::<Price>(py) { + if let Ok(other_price) = other.extract::<Self>(py) { match op { CompareOp::Eq => self.eq(&other_price).into_py(py), CompareOp::Ne => self.ne(&other_price).into_py(py), @@ -714,27 +714,27 @@

    Files

    #[staticmethod] #[pyo3(name = "from_raw")] - fn py_from_raw(raw: i64, precision: u8) -> PyResult<Price> { - Price::from_raw(raw, precision).map_err(to_pyvalue_err) +     fn py_from_raw(raw: i64, precision: u8) -> PyResult<Self> { + Self::from_raw(raw, precision).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "zero")] #[pyo3(signature = (precision = 0))] - fn py_zero(precision: u8) -> PyResult<Price> { - Price::new(0.0, precision).map_err(to_pyvalue_err) +     fn py_zero(precision: u8) -> PyResult<Self> { + Self::new(0.0, precision).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "from_int")] - fn py_from_int(value: u64) -> PyResult<Price> { - Price::new(value as f64, 0).map_err(to_pyvalue_err) + fn py_from_int(value: u64) -> PyResult<Self> { + Self::new(value as f64, 0).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "from_str")] - fn py_from_str(value: &str) -> PyResult<Price> { - Price::from_str(value).map_err(to_pyvalue_err) + fn py_from_str(value: &str) -> PyResult<Self> { + Self::from_str(value).map_err(to_pyvalue_err) } #[pyo3(name = "is_zero")] diff --git a/nightly/core/src/nautilus_model/python/types/quantity.rs.html b/nightly/core/src/nautilus_model/python/types/quantity.rs.html index 5fa3888c74a0..3d6ea584dcfe 100644 --- a/nightly/core/src/nautilus_model/python/types/quantity.rs.html +++ b/nightly/core/src/nautilus_model/python/types/quantity.rs.html @@ -1,4 +1,4 @@ -quantity.rs - source
    impl Quantity { #[new] fn py_new(value: f64, precision: u8) -> PyResult<Self> { - Quantity::new(value, precision).map_err(to_pyvalue_err) + Self::new(value, precision).map_err(to_pyvalue_err) } fn __setstate__(&mut self, py: Python, state: PyObject) -> PyResult<()> { @@ -439,14 +439,14 @@

    Files

    #[staticmethod] fn _safe_constructor() -> PyResult<Self> { - Ok(Quantity::zero(0)) // Safe default + Ok(Self::zero(0)) // Safe default } fn __add__(&self, other: PyObject, py: Python) -> PyResult<PyObject> { if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() + other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() + other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() + other_dec).into_py(py)) @@ -462,7 +462,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float + self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() + self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec + self.as_decimal()).into_py(py)) @@ -478,7 +478,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() - other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() - other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() - other_dec).into_py(py)) @@ -494,7 +494,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float - self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() - self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec - self.as_decimal()).into_py(py)) @@ -510,7 +510,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() * other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() * other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() * other_dec).into_py(py)) @@ -526,7 +526,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float * self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() * self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec * self.as_decimal()).into_py(py)) @@ -542,7 +542,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() / other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() / other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() / other_dec).into_py(py)) @@ -558,7 +558,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float / self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() / self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec / self.as_decimal()).into_py(py)) @@ -574,7 +574,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() / other_float).floor().into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() / other_qty.as_decimal()) .floor() .into_py(py)) @@ -592,7 +592,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float / self.as_f64()).floor().into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() / self.as_decimal()) .floor() .into_py(py)) @@ -610,7 +610,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((self.as_f64() % other_float).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((self.as_decimal() % other_qty.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((self.as_decimal() % other_dec).into_py(py)) @@ -626,7 +626,7 @@

    Files

    if other.as_ref(py).is_instance_of::<PyFloat>() { let other_float: f64 = other.extract(py)?; Ok((other_float % self.as_f64()).into_py(py)) - } else if let Ok(other_qty) = other.extract::<Quantity>(py) { + } else if let Ok(other_qty) = other.extract::<Self>(py) { Ok((other_qty.as_decimal() % self.as_decimal()).into_py(py)) } else if let Ok(other_dec) = other.extract::<Decimal>(py) { Ok((other_dec % self.as_decimal()).into_py(py)) @@ -665,7 +665,7 @@

    Files

    } fn __richcmp__(&self, other: PyObject, op: CompareOp, py: Python<'_>) -> Py<PyAny> { - if let Ok(other_qty) = other.extract::<Quantity>(py) { + if let Ok(other_qty) = other.extract::<Self>(py) { match op { CompareOp::Eq => self.eq(&other_qty).into_py(py), CompareOp::Ne => self.ne(&other_qty).into_py(py), @@ -714,27 +714,27 @@

    Files

    #[staticmethod] #[pyo3(name = "from_raw")] - fn py_from_raw(raw: u64, precision: u8) -> PyResult<Quantity> { - Quantity::from_raw(raw, precision).map_err(to_pyvalue_err) +     fn py_from_raw(raw: u64, precision: u8) -> PyResult<Self> { + Self::from_raw(raw, precision).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "zero")] #[pyo3(signature = (precision = 0))] - fn py_zero(precision: u8) -> PyResult<Quantity> { - Quantity::new(0.0, precision).map_err(to_pyvalue_err) + fn py_zero(precision: u8) -> PyResult<Self> { + Self::new(0.0, precision).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "from_int")] - fn py_from_int(value: u64) -> PyResult<Quantity> { - Quantity::new(value as f64, 0).map_err(to_pyvalue_err) + fn py_from_int(value: u64) -> PyResult<Self> { + Self::new(value as f64, 0).map_err(to_pyvalue_err) } #[staticmethod] #[pyo3(name = "from_str")] - fn py_from_str(value: &str) -> PyResult<Quantity> { - Quantity::from_str(value).map_err(to_pyvalue_err) + fn py_from_str(value: &str) -> PyResult<Self> { + Self::from_str(value).map_err(to_pyvalue_err) } #[pyo3(name = "is_zero")] diff --git a/nightly/core/src/nautilus_model/stubs.rs.html b/nightly/core/src/nautilus_model/stubs.rs.html index eb3af803c441..f70094aa7b55 100644 --- a/nightly/core/src/nautilus_model/stubs.rs.html +++ b/nightly/core/src/nautilus_model/stubs.rs.html @@ -1,4 +1,4 @@ -stubs.rs - source
    97 98 99 +100 +101 +102 +103 +104 +105 +106 +107 +108 +109 +110 +111 +112 +113 +114 +115 +116 +117 +118 +119 +120 +121 +122 +123 +124 +125 +126 +127 +128 +129 +130 +131 +132 +133 +134 +135 +136 +137 +138 +139 +140 +141 +142 +143 +144 +145 +146 +147 +148 +149 +150 +151 +152 +153 +154 +155 +156 +157 +158 +159 +160 +161 +162 +163 +164 +165 +166 +167 +168 +169 +170 +171 +172 +173 +174 +175 +176 +177 +178 +179 +180 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -114,20 +195,24 @@ 
    Files
    
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-    use crate::enums::{LiquiditySide, OrderSide};
-use crate::instruments::currency_pair::CurrencyPair;
-use crate::instruments::stubs::*;
-use crate::instruments::Instrument;
-use crate::orders::market::MarketOrder;
-use crate::orders::stubs::{TestOrderEventStubs, TestOrderStubs};
-use crate::position::Position;
-use crate::types::money::Money;
-use crate::types::price::Price;
-use crate::types::quantity::Quantity;
-use anyhow::Result;
+use anyhow::Result;
 use rstest::fixture;
 use rust_decimal::prelude::ToPrimitive;
 
+use crate::{
+    data::order::BookOrder,
+    enums::{LiquiditySide, OrderSide},
+    identifiers::instrument_id::InstrumentId,
+    instruments::{currency_pair::CurrencyPair, stubs::audusd_sim, Instrument},
+    orderbook::book_mbp::OrderBookMbp,
+    orders::{
+        market::MarketOrder,
+        stubs::{TestOrderEventStubs, TestOrderStubs},
+    },
+    position::Position,
+    types::{money::Money, price::Price, quantity::Quantity},
+};
+
 /// Calculate commission for testing
 pub fn calculate_commission<T: Instrument>(
     instrument: T,
@@ -198,4 +283,81 @@ 
    Files
    
     );
     Position::new(audusd_sim, order_filled).unwrap()
 }
+
+#[must_use]
+pub fn stub_order_book_mbp_appl_xnas() -> OrderBookMbp {
+    stub_order_book_mbp(
+        InstrumentId::from("AAPL.XNAS"),
+        101.0,
+        100.0,
+        100.0,
+        100.0,
+        2,
+        0.01,
+        0,
+        100.0,
+        10,
+    )
+}
+
+#[allow(clippy::too_many_arguments)]
+#[must_use]
+pub fn stub_order_book_mbp(
+    instrument_id: InstrumentId,
+    top_ask_price: f64,
+    top_bid_price: f64,
+    top_ask_size: f64,
+    top_bid_size: f64,
+    price_precision: u8,
+    price_increment: f64,
+    size_precision: u8,
+    size_increment: f64,
+    num_levels: usize,
+) -> OrderBookMbp {
+    let mut book = OrderBookMbp::new(instrument_id, false);
+
+    // Generate bids
+    for i in 0..num_levels {
+        let price = Price::new(
+            price_increment.mul_add(-(i as f64), top_bid_price),
+            price_precision,
+        )
+        .unwrap();
+        let size = Quantity::new(
+            size_increment.mul_add(i as f64, top_bid_size),
+            size_precision,
+        )
+        .unwrap();
+        let order = BookOrder::new(
+            OrderSide::Buy,
+            price,
+            size,
+            0, // order_id not applicable for MBP (market by price) books
+        );
+        book.add(order, 0, 1);
+    }
+
+    // Generate asks
+    for i in 0..num_levels {
+        let price = Price::new(
+            price_increment.mul_add(i as f64, top_ask_price),
+            price_precision,
+        )
+        .unwrap();
+        let size = Quantity::new(
+            size_increment.mul_add(i as f64, top_ask_size),
+            size_precision,
+        )
+        .unwrap();
+        let order = BookOrder::new(
+            OrderSide::Sell,
+            price,
+            size,
+            0, // order_id not applicable for MBP (market by price) books
+        );
+        book.add(order, 0, 1);
+    }
+
+    book
+}
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/types/balance.rs.html b/nightly/core/src/nautilus_model/types/balance.rs.html index 1ea00f9c6bd3..3bb3641b56eb 100644 --- a/nightly/core/src/nautilus_model/types/balance.rs.html +++ b/nightly/core/src/nautilus_model/types/balance.rs.html @@ -1,4 +1,4 @@ -balance.rs - source
    151 152 153 -154 -155 -156 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -196,12 +193,9 @@ 
    Files
    
 
 impl AccountBalance {
     pub fn new(total: Money, locked: Money, free: Money) -> Result<Self> {
-        if total != locked + free {
-            panic!(
-                "Total balance is not equal to the sum of locked and free balances: {} != {} + {}",
-                total, locked, free
-            );
-        }
+        assert!(total == locked + free,
+                "Total balance is not equal to the sum of locked and free balances: {total} != {locked} + {free}"
+            );
         Ok(Self {
             currency: total.currency,
             total,
@@ -289,11 +283,11 @@ 
    Files
    
 
     #[rstest]
     fn test_account_balance_display(account_balance_test: AccountBalance) {
-        let display = format!("{}", account_balance_test);
+        let display = format!("{account_balance_test}");
         assert_eq!(
             "AccountBalance(total=1525000.00 USD, locked=25000.00 USD, free=1500000.00 USD)",
             display
-        )
+        );
     }
 
     #[rstest]
@@ -305,11 +299,11 @@ 
    Files
    
 
     #[rstest]
     fn test_margin_balance_display(margin_balance_test: MarginBalance) {
-        let display = format!("{}", margin_balance_test);
+        let display = format!("{margin_balance_test}");
         assert_eq!(
             "MarginBalance(initial=5000.00 USD, maintenance=20000.00 USD, instrument_id=BTCUSDT.COINBASE)",
             display
-        )
+        );
     }
 }
    \ No newline at end of file diff --git a/nightly/core/src/nautilus_model/types/currency.rs.html b/nightly/core/src/nautilus_model/types/currency.rs.html index 59a4ad9848c2..2b6de54ebef4 100644 --- a/nightly/core/src/nautilus_model/types/currency.rs.html +++ b/nightly/core/src/nautilus_model/types/currency.rs.html @@ -1,4 +1,4 @@ -currency.rs - source
    }) } - pub fn register(currency: Currency, overwrite: bool) -> Result<()> { + pub fn register(currency: Self, overwrite: bool) -> Result<()> { let mut map = CURRENCY_MAP.lock().map_err(|e| anyhow!(e.to_string()))?; if !overwrite && map.contains_key(currency.code.as_str()) { @@ -284,17 +284,17 @@

    Files

    } pub fn is_fiat(code: &str) -> Result<bool> { - let currency = Currency::from_str(code)?; + let currency = Self::from_str(code)?; Ok(currency.currency_type == CurrencyType::Fiat) } pub fn is_crypto(code: &str) -> Result<bool> { - let currency = Currency::from_str(code)?; + let currency = Self::from_str(code)?; Ok(currency.currency_type == CurrencyType::Crypto) } pub fn is_commodity_backed(code: &str) -> Result<bool> { - let currency = Currency::from_str(code)?; + let currency = Self::from_str(code)?; Ok(currency.currency_type == CurrencyType::CommodityBacked) } } @@ -346,7 +346,7 @@

    Files

    D: serde::Deserializer<'de>, { let currency_str: &str = Deserialize::deserialize(deserializer)?; - Currency::from_str(currency_str).map_err(serde::de::Error::custom) + Self::from_str(currency_str).map_err(serde::de::Error::custom) } } diff --git a/nightly/core/src/nautilus_model/types/fixed.rs.html b/nightly/core/src/nautilus_model/types/fixed.rs.html index 6c1efc6499bd..683cac7b66e1 100644 --- a/nightly/core/src/nautilus_model/types/fixed.rs.html +++ b/nightly/core/src/nautilus_model/types/fixed.rs.html @@ -1,4 +1,4 @@ -fixed.rs - source
    // Ensure we have both the amount and currency if parts.len() != 2 { return Err(format!( - "Invalid input format: '{}'. Expected '<amount> <currency>'", - input - )); + "Invalid input format: '{input}'. Expected '<amount> <currency>'" + )); } // Parse amount @@ -702,7 +700,7 @@

    Files

    let currency = Currency::from_str(currency_str) .map_err(|_| serde::de::Error::custom("Invalid currency"))?; - Ok(Money::new(amount, currency).unwrap()) // TODO: Properly handle the error + Ok(Self::new(amount, currency).unwrap()) // TODO: Properly handle the error } } diff --git a/nightly/core/src/nautilus_model/types/price.rs.html b/nightly/core/src/nautilus_model/types/price.rs.html index ded141ec8a47..c7c84f2e599e 100644 --- a/nightly/core/src/nautilus_model/types/price.rs.html +++ b/nightly/core/src/nautilus_model/types/price.rs.html @@ -1,4 +1,4 @@ -price.rs - source
    503 504 505 +506 +507 +508 +509 +510 
    // -------------------------------------------------------------------------------------------------
 //  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
 //  https://nautechsystems.io
@@ -611,8 +616,8 @@ 
    Files
    
     #[must_use]
     pub fn as_decimal(&self) -> Decimal {
         // Scale down the raw value to match the precision
-        let rescaled_raw = self.raw / i64::pow(10, (FIXED_PRECISION - self.precision) as u32);
-        Decimal::from_i128_with_scale(rescaled_raw as i128, self.precision as u32)
+            let rescaled_raw = self.raw / i64::pow(10, u32::from(FIXED_PRECISION - self.precision));
+        Decimal::from_i128_with_scale(i128::from(rescaled_raw), u32::from(self.precision))
     }
 
     #[must_use]
@@ -654,7 +659,7 @@ 
    Files
    
 
 impl Hash for Price {
     fn hash<H: Hasher>(&self, state: &mut H) {
-        self.raw.hash(state)
+        self.raw.hash(state);
     }
 }
 
@@ -790,7 +795,7 @@ 
    Files
    
             D: Deserializer<'de>,
     {
         let price_str: &str = Deserialize::deserialize(_deserializer)?;
-        let price: Price = price_str.into();
+        let price: Self = price_str.into();
         Ok(price)
     }
 }
@@ -853,7 +858,12 @@ 
    Files
    
         assert_eq!(price.to_string(), "0.00812000");
         assert!(!price.is_zero());
         assert_eq!(price.as_decimal(), dec!(0.00812000));
-        assert!(approx_eq!(f64, price.as_f64(), 0.00812, epsilon = 0.000001));
+        assert!(approx_eq!(
+            f64,
+            price.as_f64(),
+            0.00812,
+            epsilon = 0.000_001
+        ));
     }
 
     #[rstest]
@@ -967,7 +977,7 @@ 
    Files
    
         let price1 = Price::new(1.000, 3).unwrap();
         let price2 = Price::new(1.011, 3).unwrap();
         let price3 = price1 + price2;
-        assert_eq!(price3.raw, 2_011_000_000)
+        assert_eq!(price3.raw, 2_011_000_000);
     }
 
     #[rstest]
@@ -982,14 +992,14 @@ 
    Files
    
         fn test_add_assign() {
         let mut price = Price::new(1.000, 3).unwrap();
         price += Price::new(1.011, 3).unwrap();
-        assert_eq!(price.raw, 2_011_000_000)
+        assert_eq!(price.raw, 2_011_000_000);
     }
 
     #[rstest]
     fn test_sub_assign() {
         let mut price = Price::new(1.000, 3).unwrap();
         price -= Price::new(0.011, 3).unwrap();
-        assert_eq!(price.raw, 989_000_000)
+        assert_eq!(price.raw, 989_000_000);
     }
 
     #[rstest]
@@ -997,7 +1007,7 @@ 
    Files
    
         let price1 = Price::new(1.000, 3).unwrap();
         let price2 = Price::new(1.011, 3).unwrap();
         let result = price1 * price2.into();
-        assert!(approx_eq!(f64, result, 1.011, epsilon = 0.000001));
+        assert!(approx_eq!(f64, result, 1.011, epsilon = 0.000_001));
     }
 
     #[rstest]
diff --git a/nightly/core/src/nautilus_model/types/quantity.rs.html b/nightly/core/src/nautilus_model/types/quantity.rs.html
index 3929f4db6d92..881d9f9dd500 100644
--- a/nightly/core/src/nautilus_model/types/quantity.rs.html
+++ b/nightly/core/src/nautilus_model/types/quantity.rs.html
@@ -1,4 +1,4 @@
-quantity.rs - source
    
     #[must_use]
     pub fn zero(precision: u8) -> Self {
         check_fixed_precision(precision).unwrap();
-        Quantity::new(0.0, precision).unwrap()
+        Self::new(0.0, precision).unwrap()
     }
 
     #[must_use]
@@ -592,8 +592,8 @@ 
    Files
    
     #[must_use]
     pub fn as_decimal(&self) -> Decimal {
         // Scale down the raw value to match the precision
-        let rescaled_raw = self.raw / u64::pow(10, (FIXED_PRECISION - self.precision) as u32);
-        Decimal::from_i128_with_scale(rescaled_raw as i128, self.precision as u32)
+            let rescaled_raw = self.raw / u64::pow(10, u32::from(FIXED_PRECISION - self.precision));
+        Decimal::from_i128_with_scale(i128::from(rescaled_raw), u32::from(self.precision))
     }
 
     #[must_use]
@@ -641,7 +641,7 @@ 
    Files
    
 
 impl Hash for Quantity {
     fn hash<H: Hasher>(&self, state: &mut H) {
-        self.raw.hash(state)
+        self.raw.hash(state);
     }
 }
 
@@ -781,7 +781,7 @@ 
    Files
    
             D: Deserializer<'de>,
     {
         let qty_str: &str = Deserialize::deserialize(_deserializer)?;
-        let qty: Quantity = qty_str.into();
+        let qty: Self = qty_str.into();
         Ok(qty)
     }
 }
@@ -845,7 +845,7 @@ 
    Files
    
         assert!(!qty.is_zero());
         assert!(qty.is_positive());
         assert_eq!(qty.as_decimal(), dec!(0.00812000));
-        assert!(approx_eq!(f64, qty.as_f64(), 0.00812, epsilon = 0.000001));
+        assert!(approx_eq!(f64, qty.as_f64(), 0.00812, epsilon = 0.000_001));
     }
 
     #[rstest]
@@ -875,7 +875,7 @@ 
    Files
    
 
     #[rstest]
     fn test_with_minimum_positive_value() {
-        let qty = Quantity::new(0.000000001, 9).unwrap();
+        let qty = Quantity::new(0.000_000_001, 9).unwrap();
         assert_eq!(qty.raw, 1);
         assert_eq!(qty.as_decimal(), dec!(0.000000001));
         assert_eq!(qty.to_string(), "0.000000001");
diff --git a/nightly/core/src/nautilus_model/types/stubs.rs.html b/nightly/core/src/nautilus_model/types/stubs.rs.html
index 8061c7fd25e3..1ed49b649ac6 100644
--- a/nightly/core/src/nautilus_model/types/stubs.rs.html
+++ b/nightly/core/src/nautilus_model/types/stubs.rs.html
@@ -1,4 +1,4 @@
-stubs.rs - source