nautilus_tardis/http/
client.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Posei Systems Pty Ltd. All rights reserved.
3//  https://poseitrader.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{env, time::Duration};
17
18use nautilus_core::{UnixNanos, consts::NAUTILUS_USER_AGENT};
19use nautilus_model::instruments::InstrumentAny;
20use reqwest::Response;
21
22use super::{
23    TARDIS_BASE_URL,
24    error::{Error, TardisErrorResponse},
25    instruments::is_available,
26    models::InstrumentInfo,
27    parse::parse_instrument_any,
28    query::InstrumentFilter,
29};
30use crate::enums::Exchange;
31
32pub type Result<T> = std::result::Result<T, Error>;
33
34/// A Tardis HTTP API client.
35/// See <https://docs.tardis.dev/api/http>.
36#[cfg_attr(
37    feature = "python",
38    pyo3::pyclass(module = "posei_trader.core.nautilus_pyo3.adapters")
39)]
40#[derive(Debug, Clone)]
41pub struct TardisHttpClient {
42    base_url: String,
43    api_key: String,
44    client: reqwest::Client,
45    normalize_symbols: bool,
46}
47
48impl TardisHttpClient {
49    /// Creates a new [`TardisHttpClient`] instance.
50    ///
51    /// # Errors
52    ///
53    /// Returns an error if no API key is provided (argument or `TARDIS_API_KEY` env var),
54    /// or if the HTTP client cannot be built.
55    pub fn new(
56        api_key: Option<&str>,
57        base_url: Option<&str>,
58        timeout_secs: Option<u64>,
59        normalize_symbols: bool,
60    ) -> anyhow::Result<Self> {
61        let api_key = match api_key {
62            Some(key) => key.to_string(),
63            None => env::var("TARDIS_API_KEY").map_err(|_| {
64                anyhow::anyhow!(
65                    "API key must be provided or set in the 'TARDIS_API_KEY' environment variable"
66                )
67            })?,
68        };
69
70        let base_url = base_url.map_or_else(|| TARDIS_BASE_URL.to_string(), ToString::to_string);
71        let timeout = timeout_secs.map_or_else(|| Duration::from_secs(60), Duration::from_secs);
72
73        let client = reqwest::Client::builder()
74            .user_agent(NAUTILUS_USER_AGENT)
75            .timeout(timeout)
76            .build()?;
77
78        Ok(Self {
79            base_url,
80            api_key,
81            client,
82            normalize_symbols,
83        })
84    }
85
86    async fn handle_error_response<T>(resp: Response) -> Result<T> {
87        let status = resp.status().as_u16();
88        let error_text = resp.text().await.unwrap_or_default();
89
90        if let Ok(error) = serde_json::from_str::<TardisErrorResponse>(&error_text) {
91            Err(Error::ApiError {
92                status,
93                code: error.code,
94                message: error.message,
95            })
96        } else {
97            Err(Error::ApiError {
98                status,
99                code: 0,
100                message: error_text,
101            })
102        }
103    }
104
105    /// Returns all Tardis instrument definitions for the given `exchange`.
106    ///
107    /// # Errors
108    ///
109    /// Returns an error if the HTTP request fails or the response cannot be parsed.
110    ///
111    /// See <https://docs.tardis.dev/api/instruments-metadata-api>.
112    pub async fn instruments_info(
113        &self,
114        exchange: Exchange,
115        symbol: Option<&str>,
116        filter: Option<&InstrumentFilter>,
117    ) -> Result<Vec<InstrumentInfo>> {
118        let mut url = format!("{}/instruments/{exchange}", &self.base_url);
119        if let Some(symbol) = symbol {
120            url.push_str(&format!("/{symbol}"));
121        }
122        if let Some(filter) = filter {
123            if let Ok(filter_json) = serde_json::to_string(filter) {
124                url.push_str(&format!("?filter={}", urlencoding::encode(&filter_json)));
125            }
126        }
127        tracing::debug!("Requesting: {url}");
128
129        let resp = self
130            .client
131            .get(url)
132            .bearer_auth(&self.api_key)
133            .send()
134            .await?;
135        tracing::debug!("Response status: {}", resp.status());
136
137        if !resp.status().is_success() {
138            return Self::handle_error_response(resp).await;
139        }
140
141        let body = resp.text().await?;
142        tracing::trace!("{body}");
143
144        if let Ok(instrument) = serde_json::from_str::<InstrumentInfo>(&body) {
145            return Ok(vec![instrument]);
146        }
147
148        match serde_json::from_str(&body) {
149            Ok(parsed) => Ok(parsed),
150            Err(e) => {
151                tracing::error!("Failed to parse response: {e}");
152                tracing::debug!("Response body was: {body}");
153                Err(Error::ResponseParse(e.to_string()))
154            }
155        }
156    }
157
158    /// Returns all Posei instrument definitions for the given `exchange`, and filter params.
159    ///
160    /// # Errors
161    ///
162    /// Returns an error if fetching instrument info or parsing into domain types fails.
163    ///
164    /// See <https://docs.tardis.dev/api/instruments-metadata-api>.
165    #[allow(clippy::too_many_arguments)]
166    pub async fn instruments(
167        &self,
168        exchange: Exchange,
169        symbol: Option<&str>,
170        filter: Option<&InstrumentFilter>,
171        start: Option<UnixNanos>,
172        end: Option<UnixNanos>,
173        available_offset: Option<UnixNanos>,
174        effective: Option<UnixNanos>,
175        ts_init: Option<UnixNanos>,
176    ) -> Result<Vec<InstrumentAny>> {
177        let response = self.instruments_info(exchange, symbol, filter).await?;
178
179        Ok(response
180            .into_iter()
181            .filter(|info| is_available(info, start, end, available_offset, effective))
182            .flat_map(|info| parse_instrument_any(info, effective, ts_init, self.normalize_symbols))
183            .collect())
184    }
185}
nautilus_tardis/http/client.rs

nautilus_tardis/http/
client.rs
