[Migration] hummingbot.core.data_type.order_expiration_entry - Tier 3 Rust Migration

[MementoRC]

Module: hummingbot.core.data_type.order_expiration_entry

• Tier: 3 – Rust Migration
• Source Path: hummingbot/core/data_type/order_expiration_entry.pyx
• C++ Source: hummingbot/core/cpp/OrderExpirationEntry.cpp, OrderExpirationEntry.h
• Status: Migration candidate

API Surface

C++ Struct Fields (private)

Field	Type	Description
tradingPair	std::string	Trading pair identifier
orderId	std::string	Client order ID
timestamp	double	Order creation timestamp
expiration_timestamp	double	Order expiration timestamp

C++ Constructors

• OrderExpirationEntry() — default constructor (all fields zeroed/empty)
• OrderExpirationEntry(string tradingPair, string orderId, double timestamp, double expiration_timestamp) — parameterized constructor
• OrderExpirationEntry(const OrderExpirationEntry &other) — copy constructor
• OrderExpirationEntry &operator=(const OrderExpirationEntry &other) — copy assignment

C++ Methods

Method	Return Type	Description
getTradingPair()	std::string	Returns trading pair
getClientOrderID()	std::string	Returns client order ID
getTimestamp()	double	Returns creation timestamp
getExpirationTimestamp()	double	Returns expiration timestamp
operator< (friend)	bool	Ordering: by expiration_timestamp first, then orderId

Python-facing API (Cython wrapper)

class OrderExpirationEntry:
    def __init__(self,
                 trading_pair: str,
                 order_id: str,
                 timestamp: float,
                 expiration_ts: float): ...

    @property
    def trading_pair(self) -> str: ...

    @property
    def order_id(self) -> str: ...

    @property
    def timestamp(self) -> float: ...

    @property
    def expiration_timestamp(self) -> float: ...

    def __repr__(self) -> str: ...

    @classmethod
    def to_pandas(cls, order_expiration_entries: List[OrderExpirationEntry]) -> pd.DataFrame: ...

Cython internal helper (cdef, not public Python)

cdef OrderExpirationEntry c_create_order_expiration_from_cpp_order_expiration(
    const CPPOrderExpirationEntry cpp_order_expiration_entry
)

to_pandas DataFrame columns

["trading_pair", "order_id", "timestamp", "expiration", "expiration_time"]

Note: .pyx exposes expiration_timestamp as a property, but to_pandas uses columns named expiration and expiration_time — these reference fields expiration_entry.expiration and expiration_entry.expiration_time which do not exist on the public API (likely a latent bug in the original).

Rust Migration Rationale

This is the smallest self-contained C++ module in hummingbot — a single struct wrapping order expiration data. It has no dependencies on other C++ modules (unlike OrderBookEntry or LimitOrder). This makes it the ideal first migration target to validate the full Rust pipeline end-to-end:

1. C++ struct → Rust struct with PyO3 bindings
2. Python wrapper with fallback pattern
3. Integration into hummingbot via rust_accelerators

Dependencies

• None (self-contained C++ struct)
• Used by: paper_trade_exchange.pxd (via cimport — type annotation only)

Migration Scope

• Replace OrderExpirationEntry.cpp + .h with Rust PyO3 implementation
• Replace order_expiration_entry.pyx with Python wrapper importing from rust_accelerators
• Maintain identical Python-facing API
• Implement __lt__ for ordering (expiration_timestamp first, then order_id) to match C++ operator<
• Clarify/fix to_pandas column naming (expiration / expiration_time vs expiration_timestamp)

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This issue was created to validate the cython-framework → rust-accelerators migration pipeline.