nautilus_common/clients/
execution.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
16//! Execution client trait definition.
17
18use async_trait::async_trait;
19use nautilus_core::UnixNanos;
20use nautilus_model::{
21    accounts::AccountAny,
22    enums::OmsType,
23    identifiers::{AccountId, ClientId, Venue},
24    reports::{ExecutionMassStatus, FillReport, OrderStatusReport, PositionStatusReport},
25    types::{AccountBalance, MarginBalance},
26};
27
28use super::log_not_implemented;
29use crate::messages::execution::{
30    BatchCancelOrders, CancelAllOrders, CancelOrder, GenerateFillReports,
31    GenerateOrderStatusReport, GenerateOrderStatusReports, GeneratePositionStatusReports,
32    ModifyOrder, QueryAccount, QueryOrder, SubmitOrder, SubmitOrderList,
33};
34
35/// Defines the interface for an execution client managing order operations.
36///
37/// # Thread Safety
38///
39/// Client instances are not intended to be sent across threads. The `?Send` bound
40/// allows implementations to hold non-Send state for any Python interop.
41#[async_trait(?Send)]
42pub trait ExecutionClient {
43    fn is_connected(&self) -> bool;
44    fn client_id(&self) -> ClientId;
45    fn account_id(&self) -> AccountId;
46    fn venue(&self) -> Venue;
47    fn oms_type(&self) -> OmsType;
48    fn get_account(&self) -> Option<AccountAny>;
49
50    /// Generates and publishes the account state event.
51    ///
52    /// # Errors
53    ///
54    /// Returns an error if generating the account state fails.
55    fn generate_account_state(
56        &self,
57        balances: Vec<AccountBalance>,
58        margins: Vec<MarginBalance>,
59        reported: bool,
60        ts_event: UnixNanos,
61    ) -> anyhow::Result<()>;
62
63    /// Starts the execution client.
64    ///
65    /// # Errors
66    ///
67    /// Returns an error if the client fails to start.
68    fn start(&mut self) -> anyhow::Result<()>;
69
70    /// Stops the execution client.
71    ///
72    /// # Errors
73    ///
74    /// Returns an error if the client fails to stop.
75    fn stop(&mut self) -> anyhow::Result<()>;
76
77    /// Connects the client to the execution venue.
78    ///
79    /// # Errors
80    ///
81    /// Returns an error if connection fails.
82    async fn connect(&mut self) -> anyhow::Result<()> {
83        Ok(())
84    }
85
86    /// Disconnects the client from the execution venue.
87    ///
88    /// # Errors
89    ///
90    /// Returns an error if disconnection fails.
91    async fn disconnect(&mut self) -> anyhow::Result<()> {
92        Ok(())
93    }
94
95    /// Submits a single order command to the execution venue.
96    ///
97    /// # Errors
98    ///
99    /// Returns an error if submission fails.
100    fn submit_order(&self, cmd: &SubmitOrder) -> anyhow::Result<()> {
101        log_not_implemented(cmd);
102        Ok(())
103    }
104
105    /// Submits a list of orders to the execution venue.
106    ///
107    /// # Errors
108    ///
109    /// Returns an error if submission fails.
110    fn submit_order_list(&self, cmd: &SubmitOrderList) -> anyhow::Result<()> {
111        log_not_implemented(cmd);
112        Ok(())
113    }
114
115    /// Modifies an existing order.
116    ///
117    /// # Errors
118    ///
119    /// Returns an error if modification fails.
120    fn modify_order(&self, cmd: &ModifyOrder) -> anyhow::Result<()> {
121        log_not_implemented(cmd);
122        Ok(())
123    }
124
125    /// Cancels a specific order.
126    ///
127    /// # Errors
128    ///
129    /// Returns an error if cancellation fails.
130    fn cancel_order(&self, cmd: &CancelOrder) -> anyhow::Result<()> {
131        log_not_implemented(cmd);
132        Ok(())
133    }
134
135    /// Cancels all orders.
136    ///
137    /// # Errors
138    ///
139    /// Returns an error if cancellation fails.
140    fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> anyhow::Result<()> {
141        log_not_implemented(cmd);
142        Ok(())
143    }
144
145    /// Cancels a batch of orders.
146    ///
147    /// # Errors
148    ///
149    /// Returns an error if batch cancellation fails.
150    fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> anyhow::Result<()> {
151        log_not_implemented(cmd);
152        Ok(())
153    }
154
155    /// Queries the status of an account.
156    ///
157    /// # Errors
158    ///
159    /// Returns an error if the query fails.
160    fn query_account(&self, cmd: &QueryAccount) -> anyhow::Result<()> {
161        log_not_implemented(cmd);
162        Ok(())
163    }
164
165    /// Queries the status of an order.
166    ///
167    /// # Errors
168    ///
169    /// Returns an error if the query fails.
170    fn query_order(&self, cmd: &QueryOrder) -> anyhow::Result<()> {
171        log_not_implemented(cmd);
172        Ok(())
173    }
174
175    /// Generates a single order status report.
176    ///
177    /// # Errors
178    ///
179    /// Returns an error if report generation fails.
180    async fn generate_order_status_report(
181        &self,
182        cmd: &GenerateOrderStatusReport,
183    ) -> anyhow::Result<Option<OrderStatusReport>> {
184        log_not_implemented(cmd);
185        Ok(None)
186    }
187
188    /// Generates multiple order status reports.
189    ///
190    /// # Errors
191    ///
192    /// Returns an error if report generation fails.
193    async fn generate_order_status_reports(
194        &self,
195        cmd: &GenerateOrderStatusReports,
196    ) -> anyhow::Result<Vec<OrderStatusReport>> {
197        log_not_implemented(cmd);
198        Ok(Vec::new())
199    }
200
201    /// Generates fill reports based on execution results.
202    ///
203    /// # Errors
204    ///
205    /// Returns an error if fill report generation fails.
206    async fn generate_fill_reports(
207        &self,
208        cmd: GenerateFillReports,
209    ) -> anyhow::Result<Vec<FillReport>> {
210        log_not_implemented(&cmd);
211        Ok(Vec::new())
212    }
213
214    /// Generates position status reports.
215    ///
216    /// # Errors
217    ///
218    /// Returns an error if generation fails.
219    async fn generate_position_status_reports(
220        &self,
221        cmd: &GeneratePositionStatusReports,
222    ) -> anyhow::Result<Vec<PositionStatusReport>> {
223        log_not_implemented(cmd);
224        Ok(Vec::new())
225    }
226
227    /// Generates mass status for executions.
228    ///
229    /// # Errors
230    ///
231    /// Returns an error if status generation fails.
232    async fn generate_mass_status(
233        &self,
234        lookback_mins: Option<u64>,
235    ) -> anyhow::Result<Option<ExecutionMassStatus>> {
236        log_not_implemented(&lookback_mins);
237        Ok(None)
238    }
239}
nautilus_common/clients/execution.rs

nautilus_common/clients/
execution.rs
