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#  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
#  https://nautechsystems.io
#
#  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
#  You may not use this file except in compliance with the License.
#  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
#
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#  distributed under the License is distributed on an "AS IS" BASIS,
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# -------------------------------------------------------------------------------------------------

from cpython.datetime cimport date

from nautilus_trader.core.rust.model cimport PriceType
from nautilus_trader.model.identifiers cimport InstrumentId
from nautilus_trader.model.objects cimport Currency


cdef class ExchangeRateCalculator:
    cpdef double get_rate(
        self,
        Currency from_currency,
        Currency to_currency,
        PriceType price_type,
        dict bid_quotes,
        dict ask_quotes
    )


cdef class RolloverInterestCalculator:
    cdef dict _rate_data

    cpdef object get_rate_data(self)
    cpdef object calc_overnight_rate(self, InstrumentId instrument_id, date timestamp)
