nautilus_model/events/order/
accepted.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::fmt::{Debug, Display};
17
18use derive_builder::Builder;
19use nautilus_core::{UUID4, UnixNanos, serialization::from_bool_as_u8};
20use rust_decimal::Decimal;
21use serde::{Deserialize, Serialize};
22use ustr::Ustr;
23
24use crate::{
25    enums::{
26        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
27        TriggerType,
28    },
29    events::OrderEvent,
30    identifiers::{
31        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
32        StrategyId, TradeId, TraderId, VenueOrderId,
33    },
34    types::{Currency, Money, Price, Quantity},
35};
36
37/// Represents an event where an order has been accepted by the trading venue.
38///
39/// This event often corresponds to a `NEW` OrdStatus <39> field in FIX execution reports.
40#[repr(C)]
41#[derive(Clone, Copy, PartialEq, Eq, Default, Serialize, Deserialize, Builder)]
42#[builder(default)]
43#[serde(tag = "type")]
44#[cfg_attr(
45    feature = "python",
46    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
47)]
48pub struct OrderAccepted {
49    /// The trader ID associated with the event.
50    pub trader_id: TraderId,
51    /// The strategy ID associated with the event.
52    pub strategy_id: StrategyId,
53    /// The instrument ID associated with the event.
54    pub instrument_id: InstrumentId,
55    /// The client order ID associated with the event.
56    pub client_order_id: ClientOrderId,
57    /// The venue order ID associated with the event.
58    pub venue_order_id: VenueOrderId,
59    /// The account ID associated with the event.
60    pub account_id: AccountId,
61    /// The unique identifier for the event.
62    pub event_id: UUID4,
63    /// UNIX timestamp (nanoseconds) when the event occurred.
64    pub ts_event: UnixNanos,
65    /// UNIX timestamp (nanoseconds) when the event was initialized.
66    pub ts_init: UnixNanos,
67    /// If the event was generated during reconciliation.
68    #[serde(deserialize_with = "from_bool_as_u8")]
69    pub reconciliation: u8, // TODO: Change to bool once Cython removed
70}
71
72impl OrderAccepted {
73    /// Creates a new [`OrderAccepted`] instance.
74    #[allow(clippy::too_many_arguments)]
75    pub fn new(
76        trader_id: TraderId,
77        strategy_id: StrategyId,
78        instrument_id: InstrumentId,
79        client_order_id: ClientOrderId,
80        venue_order_id: VenueOrderId,
81        account_id: AccountId,
82        event_id: UUID4,
83        ts_event: UnixNanos,
84        ts_init: UnixNanos,
85        reconciliation: bool,
86    ) -> Self {
87        Self {
88            trader_id,
89            strategy_id,
90            instrument_id,
91            client_order_id,
92            venue_order_id,
93            account_id,
94            event_id,
95            ts_event,
96            ts_init,
97            reconciliation: u8::from(reconciliation),
98        }
99    }
100}
101
102impl Debug for OrderAccepted {
103    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
104        write!(
105            f,
106            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, event_id={}, ts_event={}, ts_init={})",
107            stringify!(OrderAccepted),
108            self.trader_id,
109            self.strategy_id,
110            self.instrument_id,
111            self.client_order_id,
112            self.venue_order_id,
113            self.account_id,
114            self.event_id,
115            self.ts_event,
116            self.ts_init
117        )
118    }
119}
120
121impl Display for OrderAccepted {
122    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
123        write!(
124            f,
125            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
126            stringify!(OrderAccepted),
127            self.instrument_id,
128            self.client_order_id,
129            self.venue_order_id,
130            self.account_id,
131            self.ts_event
132        )
133    }
134}
135
136impl OrderEvent for OrderAccepted {
137    fn id(&self) -> UUID4 {
138        self.event_id
139    }
140
141    fn kind(&self) -> &str {
142        stringify!(OrderAccepted)
143    }
144
145    fn order_type(&self) -> Option<OrderType> {
146        None
147    }
148
149    fn order_side(&self) -> Option<OrderSide> {
150        None
151    }
152
153    fn trader_id(&self) -> TraderId {
154        self.trader_id
155    }
156
157    fn strategy_id(&self) -> StrategyId {
158        self.strategy_id
159    }
160
161    fn instrument_id(&self) -> InstrumentId {
162        self.instrument_id
163    }
164
165    fn trade_id(&self) -> Option<TradeId> {
166        None
167    }
168
169    fn currency(&self) -> Option<Currency> {
170        None
171    }
172
173    fn client_order_id(&self) -> ClientOrderId {
174        self.client_order_id
175    }
176
177    fn reason(&self) -> Option<Ustr> {
178        None
179    }
180
181    fn quantity(&self) -> Option<Quantity> {
182        None
183    }
184
185    fn time_in_force(&self) -> Option<TimeInForce> {
186        None
187    }
188
189    fn liquidity_side(&self) -> Option<LiquiditySide> {
190        None
191    }
192
193    fn post_only(&self) -> Option<bool> {
194        None
195    }
196
197    fn reduce_only(&self) -> Option<bool> {
198        None
199    }
200
201    fn quote_quantity(&self) -> Option<bool> {
202        None
203    }
204
205    fn reconciliation(&self) -> bool {
206        false
207    }
208
209    fn price(&self) -> Option<Price> {
210        None
211    }
212
213    fn last_px(&self) -> Option<Price> {
214        None
215    }
216
217    fn last_qty(&self) -> Option<Quantity> {
218        None
219    }
220
221    fn trigger_price(&self) -> Option<Price> {
222        None
223    }
224
225    fn trigger_type(&self) -> Option<TriggerType> {
226        None
227    }
228
229    fn limit_offset(&self) -> Option<Decimal> {
230        None
231    }
232
233    fn trailing_offset(&self) -> Option<Decimal> {
234        None
235    }
236
237    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
238        None
239    }
240
241    fn expire_time(&self) -> Option<UnixNanos> {
242        None
243    }
244
245    fn display_qty(&self) -> Option<Quantity> {
246        None
247    }
248
249    fn emulation_trigger(&self) -> Option<TriggerType> {
250        None
251    }
252
253    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
254        None
255    }
256
257    fn contingency_type(&self) -> Option<ContingencyType> {
258        None
259    }
260
261    fn order_list_id(&self) -> Option<OrderListId> {
262        None
263    }
264
265    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
266        None
267    }
268
269    fn parent_order_id(&self) -> Option<ClientOrderId> {
270        None
271    }
272
273    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
274        None
275    }
276
277    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
278        None
279    }
280
281    fn venue_order_id(&self) -> Option<VenueOrderId> {
282        Some(self.venue_order_id)
283    }
284
285    fn account_id(&self) -> Option<AccountId> {
286        Some(self.account_id)
287    }
288
289    fn position_id(&self) -> Option<PositionId> {
290        None
291    }
292
293    fn commission(&self) -> Option<Money> {
294        None
295    }
296
297    fn ts_event(&self) -> UnixNanos {
298        self.ts_event
299    }
300
301    fn ts_init(&self) -> UnixNanos {
302        self.ts_init
303    }
304}
305
306////////////////////////////////////////////////////////////////////////////////
307// Tests
308////////////////////////////////////////////////////////////////////////////////
309#[cfg(test)]
310mod tests {
311    use nautilus_core::UnixNanos;
312    use rstest::rstest;
313
314    use super::*;
315    use crate::{
316        events::order::stubs::*,
317        identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
318    };
319
320    fn create_test_order_accepted() -> OrderAccepted {
321        OrderAccepted::new(
322            TraderId::from("TRADER-001"),
323            StrategyId::from("EMA-CROSS"),
324            InstrumentId::from("EURUSD.SIM"),
325            ClientOrderId::from("O-19700101-000000-001-001-1"),
326            VenueOrderId::from("V-001"),
327            AccountId::from("SIM-001"),
328            Default::default(),
329            UnixNanos::from(1_000_000_000),
330            UnixNanos::from(2_000_000_000),
331            false,
332        )
333    }
334
335    #[rstest]
336    fn test_order_accepted_new() {
337        let order_accepted = create_test_order_accepted();
338
339        assert_eq!(order_accepted.trader_id, TraderId::from("TRADER-001"));
340        assert_eq!(order_accepted.strategy_id, StrategyId::from("EMA-CROSS"));
341        assert_eq!(
342            order_accepted.instrument_id,
343            InstrumentId::from("EURUSD.SIM")
344        );
345        assert_eq!(
346            order_accepted.client_order_id,
347            ClientOrderId::from("O-19700101-000000-001-001-1")
348        );
349        assert_eq!(order_accepted.venue_order_id, VenueOrderId::from("V-001"));
350        assert_eq!(order_accepted.account_id, AccountId::from("SIM-001"));
351        assert_eq!(order_accepted.ts_event, UnixNanos::from(1_000_000_000));
352        assert_eq!(order_accepted.ts_init, UnixNanos::from(2_000_000_000));
353        assert_eq!(order_accepted.reconciliation, 0);
354    }
355
356    #[rstest]
357    fn test_order_accepted_new_with_reconciliation() {
358        let order_accepted = OrderAccepted::new(
359            TraderId::from("TRADER-001"),
360            StrategyId::from("EMA-CROSS"),
361            InstrumentId::from("EURUSD.SIM"),
362            ClientOrderId::from("O-19700101-000000-001-001-1"),
363            VenueOrderId::from("V-001"),
364            AccountId::from("SIM-001"),
365            Default::default(),
366            UnixNanos::from(1_000_000_000),
367            UnixNanos::from(2_000_000_000),
368            true,
369        );
370
371        assert_eq!(order_accepted.reconciliation, 1);
372    }
373
374    #[rstest]
375    fn test_order_accepted_display(order_accepted: OrderAccepted) {
376        let display = format!("{order_accepted}");
377        assert_eq!(
378            display,
379            "OrderAccepted(instrument_id=BTCUSDT.COINBASE, client_order_id=O-19700101-000000-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)"
380        );
381    }
382
383    #[rstest]
384    fn test_order_accepted_default() {
385        let order_accepted = OrderAccepted::default();
386
387        assert_eq!(order_accepted.trader_id, TraderId::default());
388        assert_eq!(order_accepted.strategy_id, StrategyId::default());
389        assert_eq!(order_accepted.instrument_id, InstrumentId::default());
390        assert_eq!(order_accepted.client_order_id, ClientOrderId::default());
391        assert_eq!(order_accepted.venue_order_id, VenueOrderId::default());
392        assert_eq!(order_accepted.account_id, AccountId::default());
393        assert_eq!(order_accepted.reconciliation, 0);
394    }
395
396    #[rstest]
397    fn test_order_accepted_order_event_trait() {
398        let order_accepted = create_test_order_accepted();
399
400        assert_eq!(order_accepted.id(), order_accepted.event_id);
401        assert_eq!(order_accepted.kind(), "OrderAccepted");
402        assert_eq!(order_accepted.order_type(), None);
403        assert_eq!(order_accepted.order_side(), None);
404        assert_eq!(order_accepted.trader_id(), TraderId::from("TRADER-001"));
405        assert_eq!(order_accepted.strategy_id(), StrategyId::from("EMA-CROSS"));
406        assert_eq!(
407            order_accepted.instrument_id(),
408            InstrumentId::from("EURUSD.SIM")
409        );
410        assert_eq!(order_accepted.trade_id(), None);
411        assert_eq!(order_accepted.currency(), None);
412        assert_eq!(
413            order_accepted.client_order_id(),
414            ClientOrderId::from("O-19700101-000000-001-001-1")
415        );
416        assert_eq!(order_accepted.reason(), None);
417        assert_eq!(order_accepted.quantity(), None);
418        assert_eq!(order_accepted.time_in_force(), None);
419        assert_eq!(order_accepted.liquidity_side(), None);
420        assert_eq!(order_accepted.post_only(), None);
421        assert_eq!(order_accepted.reduce_only(), None);
422        assert_eq!(order_accepted.quote_quantity(), None);
423        assert!(!order_accepted.reconciliation());
424        assert_eq!(
425            order_accepted.venue_order_id(),
426            Some(VenueOrderId::from("V-001"))
427        );
428        assert_eq!(
429            order_accepted.account_id(),
430            Some(AccountId::from("SIM-001"))
431        );
432        assert_eq!(order_accepted.position_id(), None);
433        assert_eq!(order_accepted.commission(), None);
434        assert_eq!(order_accepted.ts_event(), UnixNanos::from(1_000_000_000));
435        assert_eq!(order_accepted.ts_init(), UnixNanos::from(2_000_000_000));
436    }
437
438    #[rstest]
439    fn test_order_accepted_clone() {
440        let order_accepted1 = create_test_order_accepted();
441        let order_accepted2 = order_accepted1;
442
443        assert_eq!(order_accepted1, order_accepted2);
444    }
445
446    #[rstest]
447    fn test_order_accepted_debug() {
448        let order_accepted = create_test_order_accepted();
449        let debug_str = format!("{order_accepted:?}");
450
451        assert!(debug_str.contains("OrderAccepted"));
452        assert!(debug_str.contains("TRADER-001"));
453        assert!(debug_str.contains("EMA-CROSS"));
454        assert!(debug_str.contains("EURUSD.SIM"));
455        assert!(debug_str.contains("O-19700101-000000-001-001-1"));
456    }
457
458    #[rstest]
459    fn test_order_accepted_partial_eq() {
460        let order_accepted1 = create_test_order_accepted();
461        let mut order_accepted2 = create_test_order_accepted();
462        order_accepted2.event_id = order_accepted1.event_id; // Make event_ids equal
463        let mut order_accepted3 = create_test_order_accepted();
464        order_accepted3.venue_order_id = VenueOrderId::from("V-002");
465
466        assert_eq!(order_accepted1, order_accepted2);
467        assert_ne!(order_accepted1, order_accepted3);
468    }
469
470    #[rstest]
471    fn test_order_accepted_timestamps() {
472        let order_accepted = create_test_order_accepted();
473
474        assert_eq!(order_accepted.ts_event, UnixNanos::from(1_000_000_000));
475        assert_eq!(order_accepted.ts_init, UnixNanos::from(2_000_000_000));
476        assert!(order_accepted.ts_event < order_accepted.ts_init);
477    }
478
479    #[rstest]
480    fn test_order_accepted_serialization() {
481        let original = create_test_order_accepted();
482
483        let json = serde_json::to_string(&original).unwrap();
484        let deserialized: OrderAccepted = serde_json::from_str(&json).unwrap();
485
486        assert_eq!(original, deserialized);
487    }
488
489    #[rstest]
490    fn test_order_accepted_different_venues() {
491        let mut venue1 = create_test_order_accepted();
492        venue1.venue_order_id = VenueOrderId::from("COINBASE-001");
493
494        let mut venue2 = create_test_order_accepted();
495        venue2.venue_order_id = VenueOrderId::from("BINANCE-001");
496
497        assert_ne!(venue1, venue2);
498        assert_eq!(venue1.venue_order_id, VenueOrderId::from("COINBASE-001"));
499        assert_eq!(venue2.venue_order_id, VenueOrderId::from("BINANCE-001"));
500    }
501
502    #[rstest]
503    fn test_order_accepted_different_accounts() {
504        let mut account1 = create_test_order_accepted();
505        account1.account_id = AccountId::from("LIVE-001");
506
507        let mut account2 = create_test_order_accepted();
508        account2.account_id = AccountId::from("SIM-001");
509
510        assert_ne!(account1, account2);
511        assert_eq!(account1.account_id, AccountId::from("LIVE-001"));
512        assert_eq!(account2.account_id, AccountId::from("SIM-001"));
513    }
514}
nautilus_model/events/order/accepted.rs

nautilus_model/events/order/
accepted.rs
