Fixing tests and betfair

Makefile

@@ -70,12 +70,16 @@ docs-python: install-just-deps-all
 
 .PHONY: docs-rust
 docs-rust:
-	(cd nautilus_core && RUSTDOCFLAGS="--enable-index-page -Zunstable-options" cargo +nightly doc --no-deps)
+	(cd nautilus_core && RUSTDOCFLAGS="--enable-index-page -Zunstable-options --deny warnings" cargo +nightly doc --no-deps)
 
 .PHONY: clippy
 clippy:
 	(cd nautilus_core && cargo clippy --fix --all-targets --all-features -- -D warnings -W clippy::pedantic -W clippy::nursery -W clippy::unwrap_used -W clippy::expect_used)
 
+.PHONY: clippy-nightly
+clippy-nightly:
+	(cd nautilus_core && cargo +nightly clippy --fix --all-targets --all-features --allow-dirty --allow-staged -- -D warnings -W clippy::pedantic -W clippy::nursery -W clippy::unwrap_used -W clippy::expect_used)
+
 .PHONY: cargo-build
 cargo-build:
 	(cd nautilus_core && cargo build --release --all-features)

RELEASES.md

@@ -1,3 +1,19 @@
+# NautilusTrader 1.189.0 Beta
+
+Released on TBD (UTC).
+
+### Enhancements
+- Added additional validations for `OrderMatchingEngine` (will now raise a `RuntimeError` when a price or size precision for a fill does not match the instruments precisions)
+
+### Breaking Changes
+None
+
+### Fixes
+- Fixed `OrderBookDelta.to_pyo3_list` using zero precision from clear delta
+- Fixed `DataTransformer.pyo3_order_book_deltas_to_record_batch_bytes` using zero precision from clear delta
+
+---
+
 # NautilusTrader 1.188.0 Beta
 
 Released on 25th February 2024 (UTC).

nautilus_core/accounting/src/account/base.rs

@@ -26,13 +26,12 @@ use nautilus_model::{
         balance::AccountBalance, currency::Currency, money::Money, price::Price, quantity::Quantity,
     },
 };
-use pyo3::prelude::*;
 use rust_decimal::prelude::ToPrimitive;
 
 #[derive(Debug)]
 #[cfg_attr(
     feature = "python",
-    pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
+    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
 )]
 pub struct BaseAccount {
     #[pyo3(get)]

nautilus_core/accounting/src/account/cash.rs

@@ -29,14 +29,13 @@ use nautilus_model::{
         balance::AccountBalance, currency::Currency, money::Money, price::Price, quantity::Quantity,
     },
 };
-use pyo3::prelude::*;
 
 use crate::account::{base::BaseAccount, Account};
 
 #[derive(Debug)]
 #[cfg_attr(
     feature = "python",
-    pyclass(module = "nautilus_trader.core.nautilus_pyo3.accounting")
+    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.accounting")
 )]
 pub struct CashAccount {
     pub base: BaseAccount,

nautilus_core/accounting/src/account/margin.rs

@@ -37,15 +37,14 @@ use nautilus_model::{
         quantity::Quantity,
     },
 };
-use pyo3::prelude::*;
 use rust_decimal::prelude::ToPrimitive;
 
 use crate::account::{base::BaseAccount, Account};
 
 #[derive(Debug)]
 #[cfg_attr(
     feature = "python",
-    pyclass(module = "nautilus_trader.core.nautilus_pyo3.accounting")
+    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.accounting")
 )]
 pub struct MarginAccount {
     pub base: BaseAccount,

nautilus_core/adapters/src/databento/loader.rs

@@ -28,7 +28,6 @@ use nautilus_model::{
     instruments::Instrument,
     types::currency::Currency,
 };
-use pyo3::prelude::*;
 use streaming_iterator::StreamingIterator;
 use ustr::Ustr;
 
@@ -55,16 +54,14 @@ use super::{
 ///
 /// # Warnings
 /// The following Databento instrument classes are not supported:
-///  - ``FUTURE_SPREAD``
-///  - ``OPTION_SPEAD``
-///  - ``MIXED_SPREAD``
+///  - ``BOND``
 ///  - ``FX_SPOT``
 ///
 /// # References
-/// https://docs.databento.com/knowledge-base/new-users/dbn-encoding
+/// <https://docs.databento.com/knowledge-base/new-users/dbn-encoding>
 #[cfg_attr(
     feature = "python",
-    pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
+    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
 )]
 pub struct DatabentoDataLoader {
     publishers_map: IndexMap<PublisherId, DatabentoPublisher>,
@@ -310,7 +307,7 @@ impl DatabentoDataLoader {
                             let mut instrument_id = self
                                 .get_nautilus_instrument_id_for_record(&rec_ref, &metadata, *venue)
                                 .unwrap_or_else(|_| {
-                                    panic!("Error resolving symbology mapping for {:?}", rec_ref)
+                                    panic!("Error resolving symbology mapping for {rec_ref:?}")
                                 });
 
                             if publisher == Publisher::GlbxMdp3Glbx {

nautilus_core/adapters/src/databento/python/historical.rs

@@ -44,7 +44,7 @@ use crate::databento::{
 
 #[cfg_attr(
     feature = "python",
-    pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
+    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
 )]
 pub struct DatabentoHistoricalClient {
     #[pyo3(get)]

nautilus_core/adapters/src/databento/python/live.rs

@@ -15,7 +15,7 @@
 
 use std::{collections::HashMap, ffi::CStr, fs, str::FromStr, sync::Arc};
 
-use anyhow::{anyhow, bail, Result};
+use anyhow::Result;
 use databento::{
     dbn::{PitSymbolMap, Record, SymbolIndex, VersionUpgradePolicy},
     live::Subscription,
@@ -48,7 +48,7 @@ use crate::databento::{
 
 #[cfg_attr(
     feature = "python",
-    pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
+    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.databento")
 )]
 pub struct DatabentoLiveClient {
     #[pyo3(get)]
@@ -234,8 +234,7 @@ impl DatabentoLiveClient {
                         &mut instrument_id_map,
                         clock,
                         &callback,
-                    )
-                    .map_err(to_pyvalue_err)?;
+                    )?;
                 } else {
                     let (mut data1, data2) = handle_record(
                         record,
@@ -244,8 +243,7 @@ impl DatabentoLiveClient {
                         &glbx_exchange_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
@@ -371,9 +369,9 @@ fn handle_instrument_def_msg(
     instrument_id_map: &mut HashMap<u32, InstrumentId>,
     clock: &AtomicTime,
     callback: &PyObject,
-) -> Result<()> {
+) -> PyResult<Py<PyAny>> {
     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 raw_symbol: &str = c_str.to_str().map_err(to_pyvalue_err)?;
 
     let instrument_id = update_instrument_id_map(
         msg.header(),
@@ -384,18 +382,13 @@ fn handle_instrument_def_msg(
     );
 
     let ts_init = clock.get_time_ns();
-    let result = decode_instrument_def_msg(msg, instrument_id, ts_init);
-
-    match result {
-        Ok(instrument) => Python::with_gil(|py| {
-            let py_obj = convert_instrument_to_pyobject(py, instrument).unwrap();
-            match callback.call1(py, (py_obj,)) {
-                Ok(_) => Ok(()),
-                Err(e) => bail!(e),
-            }
-        }),
-        Err(e) => Err(e),
-    }
+    let instrument =
+        decode_instrument_def_msg(msg, instrument_id, ts_init).map_err(to_pyvalue_err)?;
+
+    Python::with_gil(|py| {
+        let py_obj = convert_instrument_to_pyobject(py, instrument)?;
+        callback.call1(py, (py_obj,))
+    })
 }
 
 fn handle_record(
@@ -405,7 +398,7 @@ fn handle_record(
     glbx_exchange_map: &HashMap<Symbol, Venue>,
     instrument_id_map: &mut HashMap<u32, InstrumentId>,
     clock: &AtomicTime,
-) -> Result<(Option<Data>, Option<Data>)> {
+) -> PyResult<(Option<Data>, Option<Data>)> {
     let raw_symbol = symbol_map
         .get_for_rec(&rec_ref)
         .expect("Cannot resolve `raw_symbol` from `symbol_map`");
@@ -428,6 +421,7 @@ fn handle_record(
         Some(ts_init),
         true, // Always include trades
     )
+    .map_err(to_pyvalue_err)
 }
 
 fn call_python_with_data(py: Python, callback: &PyObject, data: Data) {