Add Rust docs

Author: cjdsellers

nautilus_core/core/src/datetime.rs

@@ -100,6 +100,7 @@ pub fn floor_to_nearest_microsecond(unix_nanos: u64) -> u64 {
     (unix_nanos / NANOSECONDS_IN_MICROSECOND) * NANOSECONDS_IN_MICROSECOND
 }
 
+/// Calculates the last weekday (Mon-Fri) from the given `year`, `month` and `day`.
 pub fn last_weekday_nanos(year: i32, month: u32, day: u32) -> anyhow::Result<UnixNanos> {
     let date =
         NaiveDate::from_ymd_opt(year, month, day).ok_or_else(|| anyhow::anyhow!("Invalid date"))?;
@@ -128,6 +129,7 @@ pub fn last_weekday_nanos(year: i32, month: u32, day: u32) -> anyhow::Result<Uni
     ))
 }
 
+/// Check whether the given UNIX nanoseconds timestamp is within the last 24 hours.
 pub fn is_within_last_24_hours(timestamp_ns: UnixNanos) -> anyhow::Result<bool> {
     let timestamp_ns = timestamp_ns.as_u64();
     let seconds = timestamp_ns / NANOSECONDS_IN_SECOND;

nautilus_core/core/src/parsing.rs

@@ -29,7 +29,7 @@ pub fn precision_from_str(s: &str) -> u8 {
     return lower_s.split('.').last().unwrap().len() as u8;
 }
 
-/// Returns a usize from the given bytes.
+/// Returns a `usize` from the given bytes.
 pub fn bytes_to_usize(bytes: &[u8]) -> anyhow::Result<usize> {
     // Check bytes width
     if bytes.len() >= std::mem::size_of::<usize>() {

nautilus_core/model/src/currencies.rs

@@ -988,6 +988,7 @@ impl Currency {
     }
 }
 
+/// Provides a map of built-in `Currency` constants.
 pub static CURRENCY_MAP: Lazy<Mutex<HashMap<String, Currency>>> = Lazy::new(|| {
     let mut map = HashMap::new();
     ///////////////////////////////////////////////////////////////////////////

nautilus_core/model/src/data/bar.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Bar aggregate structures, data types and functionality.
+
 use std::{
     collections::HashMap,
     fmt::{Debug, Display, Formatter},

nautilus_core/model/src/data/delta.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! An `OrderBookDelta` data type intended to carry book state information.
+
 use std::{
     collections::HashMap,
     fmt::{Display, Formatter},

nautilus_core/model/src/data/deltas.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! An `OrderBookDeltas` container type to carry a bulk of `OrderBookDelta` records.
+
 use std::{
     fmt::{Display, Formatter},
     hash::{Hash, Hasher},

nautilus_core/model/src/data/depth.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! An `OrderBookDepth10` aggregated top-of-book data type with a fixed depth of 10 levels per side.
+
 use std::{
     collections::HashMap,
     fmt::{Display, Formatter},
@@ -27,9 +29,9 @@ use crate::identifiers::instrument_id::InstrumentId;
 
 pub const DEPTH10_LEN: usize = 10;
 
-/// Represents a self-contained order book update with a fixed depth of 10 levels per side.
+/// Represents a aggregated order book update with a fixed depth of 10 levels per side.
 ///
-/// This struct is specifically designed for scenarios where a snapshot of the top 10 bid and
+/// This structure is specifically designed for scenarios where a snapshot of the top 10 bid and
 /// ask levels in an order book is needed. It differs from `OrderBookDelta` or `OrderBookDeltas`
 /// in its fixed-depth nature and is optimized for cases where a full depth representation is not
 /// required or practical.

nautilus_core/model/src/data/order.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! A `BookOrder` for use with the `OrderBookDelta` data type.
+
 use std::{
     fmt::{Display, Formatter},
     hash::{Hash, Hasher},

nautilus_core/model/src/data/quote.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! A `QuoteTick` data type representing a top-of-book quote state.
+
 use std::{
     cmp,
     collections::HashMap,

nautilus_core/model/src/data/trade.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! A `TradeTick` data type representing a single trade in a market.
+
 use std::{
     collections::HashMap,
     fmt::{Display, Formatter},

nautilus_trader/core/includes/model.h

@@ -838,9 +838,9 @@ typedef struct OrderBookDeltas_API {
 } OrderBookDeltas_API;
 
 /**
- * Represents a self-contained order book update with a fixed depth of 10 levels per side.
+ * Represents a aggregated order book update with a fixed depth of 10 levels per side.
  *
- * This struct is specifically designed for scenarios where a snapshot of the top 10 bid and
+ * This structure is specifically designed for scenarios where a snapshot of the top 10 bid and
  * ask levels in an order book is needed. It differs from `OrderBookDelta` or `OrderBookDeltas`
  * in its fixed-depth nature and is optimized for cases where a full depth representation is not
  * required or practical.

nautilus_trader/core/rust/model.pxd

@@ -462,9 +462,9 @@ cdef extern from "../includes/model.h":
     cdef struct OrderBookDeltas_API:
         OrderBookDeltas_t *_0;
 
-    # Represents a self-contained order book update with a fixed depth of 10 levels per side.
+    # Represents a aggregated order book update with a fixed depth of 10 levels per side.
     #
-    # This struct is specifically designed for scenarios where a snapshot of the top 10 bid and
+    # This structure is specifically designed for scenarios where a snapshot of the top 10 bid and
     # ask levels in an order book is needed. It differs from `OrderBookDelta` or `OrderBookDeltas`
     # in its fixed-depth nature and is optimized for cases where a full depth representation is not
     # required or practical.