nautilus_model/python/orders/
stop_market.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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 indexmap::IndexMap;
17use nautilus_core::{
18    UUID4,
19    python::{to_pyruntime_err, to_pyvalue_err},
20};
21use pyo3::prelude::*;
22use rust_decimal::Decimal;
23use ustr::Ustr;
24
25use crate::{
26    enums::{
27        ContingencyType, OrderSide, OrderStatus, OrderType, PositionSide, TimeInForce, TriggerType,
28    },
29    events::order::initialized::OrderInitialized,
30    identifiers::{
31        ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, StrategyId, TraderId,
32    },
33    orders::{Order, OrderCore, StopMarketOrder, str_indexmap_to_ustr},
34    python::events::order::{order_event_to_pyobject, pyobject_to_order_event},
35    types::{Price, Quantity},
36};
37
38#[pymethods]
39impl StopMarketOrder {
40    #[new]
41    #[allow(clippy::too_many_arguments)]
42    #[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, order_side, quantity, trigger_price, trigger_type, time_in_force, reduce_only, quote_quantity, init_id, ts_init, expire_time=None, display_qty=None, emulation_trigger=None, trigger_instrument_id=None, contingency_type=None, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None))]
43    fn py_new(
44        trader_id: TraderId,
45        strategy_id: StrategyId,
46        instrument_id: InstrumentId,
47        client_order_id: ClientOrderId,
48        order_side: OrderSide,
49        quantity: Quantity,
50        trigger_price: Price,
51        trigger_type: TriggerType,
52        time_in_force: TimeInForce,
53        reduce_only: bool,
54        quote_quantity: bool,
55        init_id: UUID4,
56        ts_init: u64,
57        expire_time: Option<u64>,
58        display_qty: Option<Quantity>,
59        emulation_trigger: Option<TriggerType>,
60        trigger_instrument_id: Option<InstrumentId>,
61        contingency_type: Option<ContingencyType>,
62        order_list_id: Option<OrderListId>,
63        linked_order_ids: Option<Vec<ClientOrderId>>,
64        parent_order_id: Option<ClientOrderId>,
65        exec_algorithm_id: Option<ExecAlgorithmId>,
66        exec_algorithm_params: Option<IndexMap<String, String>>,
67        exec_spawn_id: Option<ClientOrderId>,
68        tags: Option<Vec<String>>,
69    ) -> PyResult<Self> {
70        Self::new_checked(
71            trader_id,
72            strategy_id,
73            instrument_id,
74            client_order_id,
75            order_side,
76            quantity,
77            trigger_price,
78            trigger_type,
79            time_in_force,
80            expire_time.map(std::convert::Into::into),
81            reduce_only,
82            quote_quantity,
83            display_qty,
84            emulation_trigger,
85            trigger_instrument_id,
86            contingency_type,
87            order_list_id,
88            linked_order_ids,
89            parent_order_id,
90            exec_algorithm_id,
91            exec_algorithm_params.map(str_indexmap_to_ustr),
92            exec_spawn_id,
93            tags.map(|vec| vec.into_iter().map(|s| Ustr::from(s.as_str())).collect()),
94            init_id,
95            ts_init.into(),
96        )
97        .map_err(to_pyvalue_err)
98    }
99
100    #[staticmethod]
101    #[pyo3(name = "create")]
102    fn py_create(init: OrderInitialized) -> PyResult<Self> {
103        Ok(Self::from(init))
104    }
105
106    #[staticmethod]
107    #[pyo3(name = "opposite_side")]
108    fn py_opposite_side(side: OrderSide) -> OrderSide {
109        OrderCore::opposite_side(side)
110    }
111
112    #[staticmethod]
113    #[pyo3(name = "closing_side")]
114    fn py_closing_side(side: PositionSide) -> OrderSide {
115        OrderCore::closing_side(side)
116    }
117
118    #[getter]
119    #[pyo3(name = "status")]
120    fn py_status(&self) -> OrderStatus {
121        self.status
122    }
123
124    #[getter]
125    #[pyo3(name = "order_type")]
126    fn py_order_type(&self) -> OrderType {
127        self.order_type
128    }
129
130    #[getter]
131    #[pyo3(name = "events")]
132    fn py_events(&self, py: Python<'_>) -> PyResult<Vec<Py<PyAny>>> {
133        self.events()
134            .into_iter()
135            .map(|event| order_event_to_pyobject(py, event.clone()))
136            .collect()
137    }
138
139    #[pyo3(name = "signed_decimal_qty")]
140    fn py_signed_decimal_qty(&self) -> Decimal {
141        self.signed_decimal_qty()
142    }
143
144    #[pyo3(name = "would_reduce_only")]
145    fn py_would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
146        self.would_reduce_only(side, position_qty)
147    }
148
149    #[pyo3(name = "apply")]
150    fn py_apply(&mut self, event: Py<PyAny>, py: Python<'_>) -> PyResult<()> {
151        let event_any = pyobject_to_order_event(py, event).unwrap();
152        self.apply(event_any).map(|_| ()).map_err(to_pyruntime_err)
153    }
154}
nautilus_model/python/orders/stop_market.rs

nautilus_model/python/orders/
stop_market.rs
