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Pull Request

NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.

  • I have reviewed the CONTRIBUTING.md and followed the established practices

Summary

  • Added empty/ghost position check and removal in pool profiler to save memory
  • Implement Liquidity utilization rate metric and integrate it with PSQL schema and pool snapshot
  • Fixed bug in the position fetching when hydrating pool snapshot from RPC

Type of change

  • Bug fix (non-breaking)
  • New feature (non-breaking)
  • Improvement (non-breaking)
  • Breaking change (impacts existing behavior)
  • Documentation update
  • Maintenance / chore

Testing

Ensure new or changed logic is covered by tests.

  • Affected code paths are already covered by the test suite
  • I added/updated tests to cover new or changed logic

@filipmacek filipmacek requested a review from cjdsellers October 23, 2025 09:15
@filipmacek filipmacek self-assigned this Oct 23, 2025
@filipmacek filipmacek added the rust Relating to the Rust core label Oct 23, 2025
@filipmacek filipmacek force-pushed the tickmaps-liquidity-utilization-metric branch from 5cbcd9d to 0140dd1 Compare October 23, 2025 10:58
@cjdsellers cjdsellers merged commit 622fc4e into develop Oct 23, 2025
18 checks passed
@cjdsellers cjdsellers deleted the tickmaps-liquidity-utilization-metric branch October 23, 2025 21:04
Antifrajz pushed a commit to Antifrajz/nautilus_trader that referenced this pull request Oct 29, 2025
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- Add `liquidity_utilization_rate` field to pool snapshot schema and database operations
- Add logging for liquidity utilization rate in pool profiler and actors
- Add calculation and tracking of liquidity utilization rate in pool profiler
- Clean up empty positions after collecting all fees in pool profiler
- Replace `get_active_position_keys` with `get_all_position_keys` in pool profiler
- Fix position fetching when hydrating pool snapshot from RPC
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3 participants