nautilus_model/orders/default.rs
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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
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// -------------------------------------------------------------------------------------------------
use nautilus_core::{nanos::UnixNanos, uuid::UUID4};
use super::{
limit::LimitOrder, limit_if_touched::LimitIfTouchedOrder, market::MarketOrder,
market_if_touched::MarketIfTouchedOrder, market_to_limit::MarketToLimitOrder,
stop_limit::StopLimitOrder, stop_market::StopMarketOrder,
trailing_stop_limit::TrailingStopLimitOrder, trailing_stop_market::TrailingStopMarketOrder,
};
use crate::{
enums::{OrderSide, TimeInForce, TrailingOffsetType, TriggerType},
identifiers::{ClientOrderId, InstrumentId, StrategyId, TraderId},
types::{price::Price, quantity::Quantity},
};
impl Default for LimitOrder {
/// Creates a new default [`LimitOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
TimeInForce::Gtc,
None,
false,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
.unwrap() // SAFETY: Valid default values are used
}
}
impl Default for LimitIfTouchedOrder {
/// Creates a new default [`LimitIfTouchedOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
Price::from("1.00000"),
TriggerType::BidAsk,
TimeInForce::Gtc,
None,
false,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}
impl Default for MarketOrder {
/// Creates a new default [`MarketOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
TimeInForce::Day,
UUID4::default(),
UnixNanos::default(),
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
)
}
}
impl Default for MarketIfTouchedOrder {
/// Creates a new default [`MarketIfTouchedOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
TriggerType::BidAsk,
TimeInForce::Gtc,
None,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}
impl Default for MarketToLimitOrder {
/// Creates a new default [`MarketToLimitOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
TimeInForce::Gtc,
None,
false,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}
impl Default for StopLimitOrder {
/// Creates a new default [`StopLimitOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
Price::from("1.00000"),
TriggerType::BidAsk,
TimeInForce::Gtc,
None,
false,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}
impl Default for StopMarketOrder {
/// Creates a new default [`StopMarketOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
TriggerType::BidAsk,
TimeInForce::Gtc,
None,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}
impl Default for TrailingStopLimitOrder {
/// Creates a new default [`TrailingStopLimitOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
Price::from("1.00000"),
TriggerType::BidAsk,
Price::from("0.00100"),
Price::from("0.00100"),
TrailingOffsetType::Price,
TimeInForce::Gtc,
None,
false,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}
impl Default for TrailingStopMarketOrder {
/// Creates a new default [`TrailingStopMarketOrder`] instance for testing.
fn default() -> Self {
Self::new(
TraderId::default(),
StrategyId::default(),
InstrumentId::default(),
ClientOrderId::default(),
OrderSide::Buy,
Quantity::from(100_000),
Price::from("1.00000"),
TriggerType::BidAsk,
Price::from("0.00100"),
TrailingOffsetType::Price,
TimeInForce::Gtc,
None,
false,
false,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
None,
UUID4::default(),
UnixNanos::default(),
)
}
}