nautilus_model/ffi/data/
depth.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::{
17    collections::hash_map::DefaultHasher,
18    hash::{Hash, Hasher},
19};
20
21use nautilus_core::UnixNanos;
22
23use crate::{
24    data::{
25        depth::{DEPTH10_LEN, OrderBookDepth10},
26        order::BookOrder,
27    },
28    identifiers::InstrumentId,
29};
30
31/// # Safety
32///
33/// This function assumes:
34/// - `bids` and `asks` are valid pointers to arrays of `BookOrder` of length 10.
35/// - `bid_counts` and `ask_counts` are valid pointers to arrays of `u32` of length 10.
36///
37/// # Panics
38///
39/// Panics if any input pointer is null or if slice conversion for bids or asks fails.
40#[unsafe(no_mangle)]
41#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
42pub unsafe extern "C" fn orderbook_depth10_new(
43    instrument_id: InstrumentId,
44    bids_ptr: *const BookOrder,
45    asks_ptr: *const BookOrder,
46    bid_counts_ptr: *const u32,
47    ask_counts_ptr: *const u32,
48    flags: u8,
49    sequence: u64,
50    ts_event: UnixNanos,
51    ts_init: UnixNanos,
52) -> OrderBookDepth10 {
53    // Safety: Ensure that `bids_ptr` and `asks_ptr` are valid pointers.
54    // The caller must guarantee that they point to arrays of `BookOrder` of at least `DEPTH10_LEN` length.
55    assert!(!bids_ptr.is_null());
56    assert!(!asks_ptr.is_null());
57    assert!(!bid_counts_ptr.is_null());
58    assert!(!ask_counts_ptr.is_null());
59
60    let bids_slice = unsafe { std::slice::from_raw_parts(bids_ptr, DEPTH10_LEN) };
61    let asks_slice = unsafe { std::slice::from_raw_parts(asks_ptr, DEPTH10_LEN) };
62    let bids: [BookOrder; DEPTH10_LEN] = bids_slice.try_into().expect("Slice length != 10");
63    let asks: [BookOrder; DEPTH10_LEN] = asks_slice.try_into().expect("Slice length != 10");
64
65    let bid_counts_slice = unsafe { std::slice::from_raw_parts(bid_counts_ptr, DEPTH10_LEN) };
66    let ask_counts_slice = unsafe { std::slice::from_raw_parts(ask_counts_ptr, DEPTH10_LEN) };
67    let bid_counts: [u32; DEPTH10_LEN] = bid_counts_slice.try_into().expect("Slice length != 10");
68    let ask_counts: [u32; DEPTH10_LEN] = ask_counts_slice.try_into().expect("Slice length != 10");
69
70    OrderBookDepth10::new(
71        instrument_id,
72        bids,
73        asks,
74        bid_counts,
75        ask_counts,
76        flags,
77        sequence,
78        ts_event,
79        ts_init,
80    )
81}
82
83#[unsafe(no_mangle)]
84#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
85pub extern "C" fn orderbook_depth10_clone(depth: &OrderBookDepth10) -> OrderBookDepth10 {
86    *depth
87}
88
89#[unsafe(no_mangle)]
90pub extern "C" fn orderbook_depth10_eq(lhs: &OrderBookDepth10, rhs: &OrderBookDepth10) -> u8 {
91    u8::from(lhs == rhs)
92}
93
94#[unsafe(no_mangle)]
95pub extern "C" fn orderbook_depth10_hash(delta: &OrderBookDepth10) -> u64 {
96    let mut hasher = DefaultHasher::new();
97    delta.hash(&mut hasher);
98    hasher.finish()
99}
100
101#[unsafe(no_mangle)]
102pub extern "C" fn orderbook_depth10_bids_array(depth: &OrderBookDepth10) -> *const BookOrder {
103    depth.bids.as_ptr()
104}
105
106#[unsafe(no_mangle)]
107pub extern "C" fn orderbook_depth10_asks_array(depth: &OrderBookDepth10) -> *const BookOrder {
108    depth.asks.as_ptr()
109}
110
111#[unsafe(no_mangle)]
112pub extern "C" fn orderbook_depth10_bid_counts_array(depth: &OrderBookDepth10) -> *const u32 {
113    depth.bid_counts.as_ptr()
114}
115
116#[unsafe(no_mangle)]
117pub extern "C" fn orderbook_depth10_ask_counts_array(depth: &OrderBookDepth10) -> *const u32 {
118    depth.ask_counts.as_ptr()
119}
nautilus_model/ffi/data/depth.rs

nautilus_model/ffi/data/
depth.rs
