Improve handling of time range filters for Tardis

Author: cjdsellers

RELEASES.md

@@ -3,13 +3,16 @@
 Released on TBD (UTC).
 
 ### Enhancements
-- Add WebSocket batch order operations for Bybit (#2521), thanks @sunlei
+- Added WebSocket batch order operations for Bybit (#2521), thanks @sunlei
+- Added `UnixNanos::max()` convenience method for the maximum valid value
+- Added `available_offset` filter parameter for `TardisInstrumentProvider`
 
 ### Breaking Changes
 - Removed catalog `basename_template` argument (#2510), thanks @faysou
 
 ### Internal Improvements
 - Implemented exponential backoff and jitter for the `RetryManager` (#2518), thanks @davidsblom
+- Improved handling of time range and effective date filters for `TardisInstrumentProvider`
 - Improved reconnection robustness for Bybit private/trading channels (#2520), thanks @sunlei
 - Fixed some clippy lints (#2517), thanks @twitu
 - Upgraded `databento` crate to v0.23.0

crates/adapters/tardis/bin/example_http.rs

@@ -69,6 +69,9 @@ async fn main() {
             Exchange::Bitmex,
             Some("XBTUSD"),
             Some(&filter),
+            None,
+            None,
+            None,
             Some(effective),
             None,
         )

crates/adapters/tardis/src/http/client.rs

@@ -22,6 +22,7 @@ use reqwest::Response;
 use super::{
     TARDIS_BASE_URL,
     error::{Error, TardisErrorResponse},
+    instruments::is_available,
     models::InstrumentInfo,
     parse::parse_instrument_any,
     query::InstrumentFilter,
@@ -148,18 +149,23 @@ impl TardisHttpClient {
     /// Returns all Nautilus instrument definitions for the given `exchange`, and filter params.
     ///
     /// See <https://docs.tardis.dev/api/instruments-metadata-api>.
+    #[allow(clippy::too_many_arguments)]
     pub async fn instruments(
         &self,
         exchange: Exchange,
         symbol: Option<&str>,
         filter: Option<&InstrumentFilter>,
+        start: Option<UnixNanos>,
+        end: Option<UnixNanos>,
+        available_offset: Option<UnixNanos>,
         effective: Option<UnixNanos>,
         ts_init: Option<UnixNanos>,
     ) -> Result<Vec<InstrumentAny>> {
         let response = self.instruments_info(exchange, symbol, filter).await?;
 
         Ok(response
             .into_iter()
+            .filter(|info| is_available(info, start, end, available_offset, effective))
             .flat_map(|info| parse_instrument_any(info, effective, ts_init, self.normalize_symbols))
             .collect())
     }