Move OrderBookDeltas_API to data module

nautechsystems · Feb 27, 2024 · b9bfe4a · b9bfe4a
1 parent 647cdf8
commit b9bfe4a
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Showing 6 changed files with 53 additions and 47 deletions.
diff --git a/nautilus_core/adapters/src/databento/python/live.rs b/nautilus_core/adapters/src/databento/python/live.rs
@@ -27,8 +27,7 @@ use nautilus_core::{
     time::{get_atomic_clock_realtime, AtomicTime, UnixNanos},
 };
 use nautilus_model::{
-    data::{delta::OrderBookDelta, deltas::OrderBookDeltas, Data},
-    ffi::data::deltas::OrderBookDeltas_API,
+    data::{delta::OrderBookDelta, deltas::OrderBookDeltas, deltas::OrderBookDeltas_API, Data},
     identifiers::{instrument_id::InstrumentId, symbol::Symbol, venue::Venue},
     python::data::data_to_pycapsule,
 };

diff --git a/nautilus_core/model/src/data/deltas.rs b/nautilus_core/model/src/data/deltas.rs
@@ -16,6 +16,7 @@
 use std::{
     fmt::{Display, Formatter},
     hash::{Hash, Hasher},
+    ops::{Deref, DerefMut},
 };
 
 use nautilus_core::time::UnixNanos;
@@ -102,6 +103,40 @@ impl Display for OrderBookDeltas {
     }
 }
 
+/// Provides a C compatible Foreign Function Interface (FFI) for an underlying [`OrderBookDeltas`].
+///
+/// This struct wraps `OrderBookDeltas` in a way that makes it compatible with C function
+/// calls, enabling interaction with `OrderBookDeltas` in a C environment.
+///
+/// It implements the `Deref` trait, allowing instances of `OrderBookDeltas_API` to be
+/// dereferenced to `OrderBookDeltas`, providing access to `OrderBookDeltas`'s methods without
+/// having to manually access the underlying `OrderBookDeltas` instance.
+#[repr(C)]
+#[derive(Debug, Clone)]
+#[allow(non_camel_case_types)]
+pub struct OrderBookDeltas_API(Box<OrderBookDeltas>);
+
+impl OrderBookDeltas_API {
+    #[must_use]
+    pub fn new(deltas: OrderBookDeltas) -> Self {
+        Self(Box::new(deltas))
+    }
+}
+
+impl Deref for OrderBookDeltas_API {
+    type Target = OrderBookDeltas;
+
+    fn deref(&self) -> &Self::Target {
+        &self.0
+    }
+}
+
+impl DerefMut for OrderBookDeltas_API {
+    fn deref_mut(&mut self) -> &mut Self::Target {
+        &mut self.0
+    }
+}
+
 ////////////////////////////////////////////////////////////////////////////////
 // Stubs
 ////////////////////////////////////////////////////////////////////////////////

diff --git a/nautilus_core/model/src/data/mod.rs b/nautilus_core/model/src/data/mod.rs
@@ -24,10 +24,13 @@ pub mod trade;
 use nautilus_core::time::UnixNanos;
 
 use self::{
-    bar::Bar, delta::OrderBookDelta, deltas::OrderBookDeltas, depth::OrderBookDepth10,
-    quote::QuoteTick, trade::TradeTick,
+    bar::Bar,
+    delta::OrderBookDelta,
+    deltas::{OrderBookDeltas, OrderBookDeltas_API},
+    depth::OrderBookDepth10,
+    quote::QuoteTick,
+    trade::TradeTick,
 };
-use crate::ffi::data::deltas::OrderBookDeltas_API;
 
 #[repr(C)]
 #[derive(Clone, Debug)]

diff --git a/nautilus_core/model/src/ffi/data/deltas.rs b/nautilus_core/model/src/ffi/data/deltas.rs
@@ -13,50 +13,17 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-use std::ops::{Deref, DerefMut};
-
 use nautilus_core::{ffi::cvec::CVec, time::UnixNanos};
 
 use crate::{
-    data::{delta::OrderBookDelta, deltas::OrderBookDeltas},
+    data::{
+        delta::OrderBookDelta,
+        deltas::{OrderBookDeltas, OrderBookDeltas_API},
+    },
     enums::BookAction,
     identifiers::instrument_id::InstrumentId,
 };
 
-/// Provides a C compatible Foreign Function Interface (FFI) for an underlying [`OrderBookDeltas`].
-///
-/// This struct wraps `OrderBookDeltas` in a way that makes it compatible with C function
-/// calls, enabling interaction with `OrderBookDeltas` in a C environment.
-///
-/// It implements the `Deref` trait, allowing instances of `OrderBookDeltas_API` to be
-/// dereferenced to `OrderBookDeltas`, providing access to `OrderBookDeltas`'s methods without
-/// having to manually access the underlying `OrderBookDeltas` instance.
-#[repr(C)]
-#[derive(Debug, Clone)]
-#[allow(non_camel_case_types)]
-pub struct OrderBookDeltas_API(Box<OrderBookDeltas>);
-
-impl OrderBookDeltas_API {
-    #[must_use]
-    pub fn new(deltas: OrderBookDeltas) -> Self {
-        Self(Box::new(deltas))
-    }
-}
-
-impl Deref for OrderBookDeltas_API {
-    type Target = OrderBookDeltas;
-
-    fn deref(&self) -> &Self::Target {
-        &self.0
-    }
-}
-
-impl DerefMut for OrderBookDeltas_API {
-    fn deref_mut(&mut self) -> &mut Self::Target {
-        &mut self.0
-    }
-}
-
 /// Creates a new `OrderBookDeltas` object from a `CVec` of `OrderBookDelta`.
 ///
 /// # Safety

diff --git a/nautilus_core/model/src/ffi/orderbook/book.rs b/nautilus_core/model/src/ffi/orderbook/book.rs
@@ -23,11 +23,10 @@ use nautilus_core::ffi::{cvec::CVec, string::str_to_cstr};
 use super::{container::OrderBookContainer, level::Level_API};
 use crate::{
     data::{
-        delta::OrderBookDelta, depth::OrderBookDepth10, order::BookOrder, quote::QuoteTick,
-        trade::TradeTick,
+        delta::OrderBookDelta, deltas::OrderBookDeltas_API, depth::OrderBookDepth10,
+        order::BookOrder, quote::QuoteTick, trade::TradeTick,
     },
     enums::{BookType, OrderSide},
-    ffi::data::deltas::OrderBookDeltas_API,
     identifiers::instrument_id::InstrumentId,
     types::{price::Price, quantity::Quantity},
 };

diff --git a/nautilus_core/model/src/python/data/deltas.rs b/nautilus_core/model/src/python/data/deltas.rs
@@ -23,8 +23,11 @@ use nautilus_core::time::UnixNanos;
 use pyo3::{prelude::*, pyclass::CompareOp, types::PyCapsule};
 
 use crate::{
-    data::{delta::OrderBookDelta, deltas::OrderBookDeltas, Data},
-    ffi::data::deltas::OrderBookDeltas_API,
+    data::{
+        delta::OrderBookDelta,
+        deltas::{OrderBookDeltas, OrderBookDeltas_API},
+        Data,
+    },
     identifiers::instrument_id::InstrumentId,
     python::common::PY_MODULE_MODEL,
 };