nautilus_model/python/events/order/
updated.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::{python::serialization::from_dict_pyo3, uuid::UUID4};
use pyo3::{basic::CompareOp, prelude::*, types::PyDict};

use crate::{
    events::order::OrderUpdated,
    identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
    types::{price::Price, quantity::Quantity},
};

#[pymethods]
impl OrderUpdated {
    #[allow(clippy::too_many_arguments)]
    #[new]
    #[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, quantity, event_id, ts_event, ts_init, reconciliation, venue_order_id=None, account_id=None, price=None, trigger_price=None))]
    fn py_new(
        trader_id: TraderId,
        strategy_id: StrategyId,
        instrument_id: InstrumentId,
        client_order_id: ClientOrderId,
        quantity: Quantity,
        event_id: UUID4,
        ts_event: u64,
        ts_init: u64,
        reconciliation: bool,
        venue_order_id: Option<VenueOrderId>,
        account_id: Option<AccountId>,
        price: Option<Price>,
        trigger_price: Option<Price>,
    ) -> Self {
        Self::new(
            trader_id,
            strategy_id,
            instrument_id,
            client_order_id,
            quantity,
            event_id,
            ts_event.into(),
            ts_init.into(),
            reconciliation,
            venue_order_id,
            account_id,
            price,
            trigger_price,
        )
    }

    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
        match op {
            CompareOp::Eq => self.eq(other).into_py(py),
            CompareOp::Ne => self.ne(other).into_py(py),
            _ => py.NotImplemented(),
        }
    }

    fn __repr__(&self) -> String {
        format!("{:?}", self)
    }

    fn __str__(&self) -> String {
        self.to_string()
    }

    #[staticmethod]
    #[pyo3(name = "from_dict")]
    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
        from_dict_pyo3(py, values)
    }

    #[pyo3(name = "to_dict")]
    fn py_to_dict(&self, py: Python<'_>) -> PyResult<PyObject> {
        let dict = PyDict::new_bound(py);
        dict.set_item("type", stringify!(OrderUpdated))?;
        dict.set_item("trader_id", self.trader_id.to_string())?;
        dict.set_item("strategy_id", self.strategy_id.to_string())?;
        dict.set_item("instrument_id", self.instrument_id.to_string())?;
        dict.set_item("client_order_id", self.client_order_id.to_string())?;
        dict.set_item("quantity", self.quantity.to_string())?;
        dict.set_item("event_id", self.event_id.to_string())?;
        dict.set_item("ts_event", self.ts_event.as_u64())?;
        dict.set_item("ts_init", self.ts_init.as_u64())?;
        dict.set_item("reconciliation", self.reconciliation)?;
        match self.venue_order_id {
            Some(venue_order_id) => dict.set_item("venue_order_id", venue_order_id.to_string())?,
            None => dict.set_item("venue_order_id", py.None())?,
        }
        match self.account_id {
            Some(account_id) => dict.set_item("account_id", account_id.to_string())?,
            None => dict.set_item("account_id", py.None())?,
        }
        match self.price {
            Some(price) => dict.set_item("price", price.to_string())?,
            None => dict.set_item("price", py.None())?,
        }
        match self.trigger_price {
            Some(trigger_price) => dict.set_item("trigger_price", trigger_price.to_string())?,
            None => dict.set_item("trigger_price", py.None())?,
        }
        Ok(dict.into())
    }
}