nautilus_model/events/order/
accepted.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::fmt::{Debug, Display};
17
18use derive_builder::Builder;
19use nautilus_core::{serialization::from_bool_as_u8, UnixNanos, UUID4};
20use rust_decimal::Decimal;
21use serde::{Deserialize, Serialize};
22use ustr::Ustr;
23
24use crate::{
25    enums::{
26        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
27        TriggerType,
28    },
29    events::OrderEvent,
30    identifiers::{
31        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
32        StrategyId, TradeId, TraderId, VenueOrderId,
33    },
34    types::{Currency, Money, Price, Quantity},
35};
36
37/// Represents an event where an order has been accepted by the trading venue.
38///
39/// This event often corresponds to a `NEW` OrdStatus <39> field in FIX execution reports.
40#[repr(C)]
41#[derive(Clone, Copy, PartialEq, Eq, Default, Serialize, Deserialize, Builder)]
42#[builder(default)]
43#[serde(tag = "type")]
44#[cfg_attr(
45    feature = "python",
46    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
47)]
48pub struct OrderAccepted {
49    /// The trader ID associated with the event.
50    pub trader_id: TraderId,
51    /// The strategy ID associated with the event.
52    pub strategy_id: StrategyId,
53    /// The instrument ID associated with the event.
54    pub instrument_id: InstrumentId,
55    /// The client order ID associated with the event.
56    pub client_order_id: ClientOrderId,
57    /// The venue order ID associated with the event.
58    pub venue_order_id: VenueOrderId,
59    /// The account ID associated with the event.
60    pub account_id: AccountId,
61    /// The unique identifier for the event.
62    pub event_id: UUID4,
63    /// UNIX timestamp (nanoseconds) when the event occurred.
64    pub ts_event: UnixNanos,
65    /// UNIX timestamp (nanoseconds) when the event was initialized.
66    pub ts_init: UnixNanos,
67    /// If the event was generated during reconciliation.
68    #[serde(deserialize_with = "from_bool_as_u8")]
69    pub reconciliation: u8, // TODO: Change to bool once Cython removed
70}
71
72impl OrderAccepted {
73    /// Creates a new [`OrderAccepted`] instance.
74    #[allow(clippy::too_many_arguments)]
75    pub fn new(
76        trader_id: TraderId,
77        strategy_id: StrategyId,
78        instrument_id: InstrumentId,
79        client_order_id: ClientOrderId,
80        venue_order_id: VenueOrderId,
81        account_id: AccountId,
82        event_id: UUID4,
83        ts_event: UnixNanos,
84        ts_init: UnixNanos,
85        reconciliation: bool,
86    ) -> Self {
87        Self {
88            trader_id,
89            strategy_id,
90            instrument_id,
91            client_order_id,
92            venue_order_id,
93            account_id,
94            event_id,
95            ts_event,
96            ts_init,
97            reconciliation: u8::from(reconciliation),
98        }
99    }
100}
101
102impl Debug for OrderAccepted {
103    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
104        write!(f,
105            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, event_id={}, ts_event={}, ts_init={})",
106            stringify!(OrderAccepted),
107            self.trader_id,
108            self.strategy_id,
109            self.instrument_id,
110            self.client_order_id,
111            self.venue_order_id,
112            self.account_id,
113            self.event_id,
114            self.ts_event,
115            self.ts_init
116        )
117    }
118}
119
120impl Display for OrderAccepted {
121    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
122        write!(
123            f,
124            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
125            stringify!(OrderAccepted),
126            self.instrument_id,
127            self.client_order_id,
128            self.venue_order_id,
129            self.account_id,
130            self.ts_event
131        )
132    }
133}
134
135impl OrderEvent for OrderAccepted {
136    fn id(&self) -> UUID4 {
137        self.event_id
138    }
139
140    fn kind(&self) -> &str {
141        stringify!(OrderAccepted)
142    }
143
144    fn order_type(&self) -> Option<OrderType> {
145        None
146    }
147
148    fn order_side(&self) -> Option<OrderSide> {
149        None
150    }
151
152    fn trader_id(&self) -> TraderId {
153        self.trader_id
154    }
155
156    fn strategy_id(&self) -> StrategyId {
157        self.strategy_id
158    }
159
160    fn instrument_id(&self) -> InstrumentId {
161        self.instrument_id
162    }
163
164    fn trade_id(&self) -> Option<TradeId> {
165        None
166    }
167
168    fn currency(&self) -> Option<Currency> {
169        None
170    }
171
172    fn client_order_id(&self) -> ClientOrderId {
173        self.client_order_id
174    }
175
176    fn reason(&self) -> Option<Ustr> {
177        None
178    }
179
180    fn quantity(&self) -> Option<Quantity> {
181        None
182    }
183
184    fn time_in_force(&self) -> Option<TimeInForce> {
185        None
186    }
187
188    fn liquidity_side(&self) -> Option<LiquiditySide> {
189        None
190    }
191
192    fn post_only(&self) -> Option<bool> {
193        None
194    }
195
196    fn reduce_only(&self) -> Option<bool> {
197        None
198    }
199
200    fn quote_quantity(&self) -> Option<bool> {
201        None
202    }
203
204    fn reconciliation(&self) -> bool {
205        false
206    }
207
208    fn price(&self) -> Option<Price> {
209        None
210    }
211
212    fn last_px(&self) -> Option<Price> {
213        None
214    }
215
216    fn last_qty(&self) -> Option<Quantity> {
217        None
218    }
219
220    fn trigger_price(&self) -> Option<Price> {
221        None
222    }
223
224    fn trigger_type(&self) -> Option<TriggerType> {
225        None
226    }
227
228    fn limit_offset(&self) -> Option<Decimal> {
229        None
230    }
231
232    fn trailing_offset(&self) -> Option<Decimal> {
233        None
234    }
235
236    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
237        None
238    }
239
240    fn expire_time(&self) -> Option<UnixNanos> {
241        None
242    }
243
244    fn display_qty(&self) -> Option<Quantity> {
245        None
246    }
247
248    fn emulation_trigger(&self) -> Option<TriggerType> {
249        None
250    }
251
252    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
253        None
254    }
255
256    fn contingency_type(&self) -> Option<ContingencyType> {
257        None
258    }
259
260    fn order_list_id(&self) -> Option<OrderListId> {
261        None
262    }
263
264    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
265        None
266    }
267
268    fn parent_order_id(&self) -> Option<ClientOrderId> {
269        None
270    }
271
272    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
273        None
274    }
275
276    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
277        None
278    }
279
280    fn venue_order_id(&self) -> Option<VenueOrderId> {
281        Some(self.venue_order_id)
282    }
283
284    fn account_id(&self) -> Option<AccountId> {
285        Some(self.account_id)
286    }
287
288    fn position_id(&self) -> Option<PositionId> {
289        None
290    }
291
292    fn commission(&self) -> Option<Money> {
293        None
294    }
295
296    fn ts_event(&self) -> UnixNanos {
297        self.ts_event
298    }
299
300    fn ts_init(&self) -> UnixNanos {
301        self.ts_init
302    }
303}
304
305////////////////////////////////////////////////////////////////////////////////
306// Tests
307////////////////////////////////////////////////////////////////////////////////
308#[cfg(test)]
309mod tests {
310    use rstest::rstest;
311
312    use super::*;
313    use crate::events::order::stubs::*;
314
315    #[rstest]
316    fn test_order_accepted_display(order_accepted: OrderAccepted) {
317        let display = format!("{order_accepted}");
318        assert_eq!(
319            display,
320            "OrderAccepted(instrument_id=BTCUSDT.COINBASE, client_order_id=O-19700101-000000-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)"
321        );
322    }
323}
nautilus_model/events/order/accepted.rs

nautilus_model/events/order/
accepted.rs
