nautilus_execution/client/
mod.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
16//! Execution client implementations for trading venue connectivity.
17
18use nautilus_common::messages::execution::{
19    BatchCancelOrders, CancelAllOrders, CancelOrder, GenerateFillReports,
20    GenerateOrderStatusReport, GeneratePositionReports, ModifyOrder, QueryAccount, QueryOrder,
21    SubmitOrder, SubmitOrderList,
22};
23use nautilus_core::UnixNanos;
24use nautilus_model::{
25    accounts::AccountAny,
26    enums::OmsType,
27    identifiers::{AccountId, ClientId, Venue},
28    reports::{ExecutionMassStatus, FillReport, OrderStatusReport, PositionStatusReport},
29    types::{AccountBalance, MarginBalance},
30};
31
32pub mod base;
33
34pub trait ExecutionClient {
35    fn is_connected(&self) -> bool;
36    fn client_id(&self) -> ClientId;
37    fn account_id(&self) -> AccountId;
38    fn venue(&self) -> Venue;
39    fn oms_type(&self) -> OmsType;
40    fn get_account(&self) -> Option<AccountAny>;
41
42    /// Generates and publishes the account state event.
43    ///
44    /// # Errors
45    ///
46    /// Returns an error if generating the account state fails.
47    fn generate_account_state(
48        &self,
49        balances: Vec<AccountBalance>,
50        margins: Vec<MarginBalance>,
51        reported: bool,
52        ts_event: UnixNanos,
53    ) -> anyhow::Result<()>;
54
55    /// Starts the execution client.
56    ///
57    /// # Errors
58    ///
59    /// Returns an error if the client fails to start.
60    fn start(&mut self) -> anyhow::Result<()>;
61
62    /// Stops the execution client.
63    ///
64    /// # Errors
65    ///
66    /// Returns an error if the client fails to stop.
67    fn stop(&mut self) -> anyhow::Result<()>;
68
69    /// Submits a single order command to the execution venue.
70    ///
71    /// # Errors
72    ///
73    /// Returns an error if submission fails.
74    fn submit_order(&self, cmd: &SubmitOrder) -> anyhow::Result<()>;
75
76    /// Submits a list of orders to the execution venue.
77    ///
78    /// # Errors
79    ///
80    /// Returns an error if submission fails.
81    fn submit_order_list(&self, cmd: &SubmitOrderList) -> anyhow::Result<()>;
82
83    /// Modifies an existing order.
84    ///
85    /// # Errors
86    ///
87    /// Returns an error if modification fails.
88    fn modify_order(&self, cmd: &ModifyOrder) -> anyhow::Result<()>;
89
90    /// Cancels a specific order.
91    ///
92    /// # Errors
93    ///
94    /// Returns an error if cancellation fails.
95    fn cancel_order(&self, cmd: &CancelOrder) -> anyhow::Result<()>;
96
97    /// Cancels all orders.
98    ///
99    /// # Errors
100    ///
101    /// Returns an error if cancellation fails.
102    fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> anyhow::Result<()>;
103
104    /// Cancels a batch of orders.
105    ///
106    /// # Errors
107    ///
108    /// Returns an error if batch cancellation fails.
109    fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> anyhow::Result<()>;
110
111    /// Queries the status of an account.
112    ///
113    /// # Errors
114    ///
115    /// Returns an error if the query fails.
116    fn query_account(&self, cmd: &QueryAccount) -> anyhow::Result<()>;
117
118    /// Queries the status of an order.
119    ///
120    /// # Errors
121    ///
122    /// Returns an error if the query fails.
123    fn query_order(&self, cmd: &QueryOrder) -> anyhow::Result<()>;
124}
125
126pub trait LiveExecutionClient: ExecutionClient {
127    /// Establishes a connection for live execution.
128    ///
129    /// # Errors
130    ///
131    /// Returns an error if connection fails.
132    fn connect(&mut self) -> anyhow::Result<()>;
133
134    /// Disconnects the live execution client.
135    ///
136    /// # Errors
137    ///
138    /// Returns an error if disconnection fails.
139    fn disconnect(&mut self) -> anyhow::Result<()>;
140
141    /// Generates a single order status report.
142    ///
143    /// # Errors
144    ///
145    /// Returns an error if report generation fails.
146    fn generate_order_status_report(
147        &self,
148        cmd: &GenerateOrderStatusReport,
149    ) -> anyhow::Result<Option<OrderStatusReport>>;
150
151    /// Generates multiple order status reports.
152    ///
153    /// # Errors
154    ///
155    /// Returns an error if report generation fails.
156    fn generate_order_status_reports(
157        &self,
158        cmd: &GenerateOrderStatusReport,
159    ) -> anyhow::Result<Vec<OrderStatusReport>>;
160
161    /// Generates fill reports based on execution results.
162    ///
163    /// # Errors
164    ///
165    /// Returns an error if fill report generation fails.
166    fn generate_fill_reports(&self, report: GenerateFillReports)
167    -> anyhow::Result<Vec<FillReport>>;
168
169    /// Generates position status reports.
170    ///
171    /// # Errors
172    ///
173    /// Returns an error if generation fails.
174    fn generate_position_status_reports(
175        &self,
176        cmd: &GeneratePositionReports,
177    ) -> anyhow::Result<Vec<PositionStatusReport>>;
178
179    /// Generates mass status for executions.
180    ///
181    /// # Errors
182    ///
183    /// Returns an error if status generation fails.
184    fn generate_mass_status(
185        &self,
186        lookback_mins: Option<u64>,
187    ) -> anyhow::Result<Option<ExecutionMassStatus>>;
188}
nautilus_execution/client/mod.rs

nautilus_execution/client/
mod.rs
