nautilus_execution/matching_engine/
adapter.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
16use std::{
17    cell::{Ref, RefCell, RefMut},
18    rc::Rc,
19};
20
21use nautilus_common::{cache::Cache, clock::Clock};
22use nautilus_core::WeakCell;
23use nautilus_model::{
24    enums::{AccountType, BookType, OmsType},
25    instruments::InstrumentAny,
26};
27
28use crate::{
29    matching_core::handlers::{
30        FillLimitOrderHandlerAny, FillMarketOrderHandlerAny, ShareableFillLimitOrderHandler,
31        ShareableFillMarketOrderHandler, ShareableTriggerStopOrderHandler,
32        TriggerStopOrderHandlerAny,
33    },
34    matching_engine::{config::OrderMatchingEngineConfig, engine::OrderMatchingEngine},
35    models::{fee::FeeModelAny, fill::FillModel},
36};
37
38#[derive(Debug)]
39pub struct OrderEngineAdapter {
40    engine: Rc<RefCell<OrderMatchingEngine>>,
41}
42
43impl OrderEngineAdapter {
44    #[allow(clippy::too_many_arguments)]
45    pub fn new(
46        instrument: InstrumentAny,
47        raw_id: u32,
48        fill_model: FillModel,
49        fee_model: FeeModelAny,
50        book_type: BookType,
51        oms_type: OmsType,
52        account_type: AccountType,
53        clock: Rc<RefCell<dyn Clock>>,
54        cache: Rc<RefCell<Cache>>,
55        config: OrderMatchingEngineConfig,
56    ) -> Self {
57        let engine = Rc::new(RefCell::new(OrderMatchingEngine::new(
58            instrument,
59            raw_id,
60            fill_model,
61            fee_model,
62            book_type,
63            oms_type,
64            account_type,
65            clock,
66            cache,
67            config,
68        )));
69
70        Self::initialize_fill_order_handler(engine.clone());
71        Self::initialize_fill_market_order_handler(engine.clone());
72        Self::initialize_trigger_stop_order_handler(engine.clone());
73
74        Self { engine }
75    }
76
77    fn initialize_fill_order_handler(engine: Rc<RefCell<OrderMatchingEngine>>) {
78        let handler = ShareableFillLimitOrderHandler(
79            FillLimitOrderHandlerAny::OrderMatchingEngine(WeakCell::from(Rc::downgrade(&engine))),
80        );
81        engine
82            .borrow_mut()
83            .core
84            .set_fill_limit_order_handler(handler);
85    }
86
87    fn initialize_fill_market_order_handler(engine: Rc<RefCell<OrderMatchingEngine>>) {
88        let handler = ShareableFillMarketOrderHandler(
89            FillMarketOrderHandlerAny::OrderMatchingEngine(WeakCell::from(Rc::downgrade(&engine))),
90        );
91        engine
92            .borrow_mut()
93            .core
94            .set_fill_market_order_handler(handler);
95    }
96
97    fn initialize_trigger_stop_order_handler(engine: Rc<RefCell<OrderMatchingEngine>>) {
98        let handler = ShareableTriggerStopOrderHandler(
99            TriggerStopOrderHandlerAny::OrderMatchingEngine(WeakCell::from(Rc::downgrade(&engine))),
100        );
101        engine
102            .borrow_mut()
103            .core
104            .set_trigger_stop_order_handler(handler);
105    }
106
107    #[must_use]
108    pub fn get_engine(&self) -> Ref<'_, OrderMatchingEngine> {
109        self.engine.borrow()
110    }
111
112    #[must_use]
113    pub fn get_engine_mut(&self) -> RefMut<'_, OrderMatchingEngine> {
114        self.engine.borrow_mut()
115    }
116}
nautilus_execution/matching_engine/adapter.rs

nautilus_execution/matching_engine/
adapter.rs
