nautilus_model/events/order/
accepted.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 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, Serialize, Deserialize, Builder)]
42#[serde(tag = "type")]
43#[cfg_attr(any(test, feature = "stubs"), builder(default))]
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#[cfg(test)]
307mod tests {
308    use nautilus_core::UnixNanos;
309    use rstest::rstest;
310
311    use super::*;
312    use crate::{
313        events::order::stubs::*,
314        identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
315        stubs::TestDefault,
316    };
317
318    fn create_test_order_accepted() -> OrderAccepted {
319        OrderAccepted::new(
320            TraderId::from("TRADER-001"),
321            StrategyId::from("EMA-CROSS"),
322            InstrumentId::from("EURUSD.SIM"),
323            ClientOrderId::from("O-19700101-000000-001-001-1"),
324            VenueOrderId::from("V-001"),
325            AccountId::from("SIM-001"),
326            Default::default(),
327            UnixNanos::from(1_000_000_000),
328            UnixNanos::from(2_000_000_000),
329            false,
330        )
331    }
332
333    #[rstest]
334    fn test_order_accepted_new() {
335        let order_accepted = create_test_order_accepted();
336
337        assert_eq!(order_accepted.trader_id, TraderId::from("TRADER-001"));
338        assert_eq!(order_accepted.strategy_id, StrategyId::from("EMA-CROSS"));
339        assert_eq!(
340            order_accepted.instrument_id,
341            InstrumentId::from("EURUSD.SIM")
342        );
343        assert_eq!(
344            order_accepted.client_order_id,
345            ClientOrderId::from("O-19700101-000000-001-001-1")
346        );
347        assert_eq!(order_accepted.venue_order_id, VenueOrderId::from("V-001"));
348        assert_eq!(order_accepted.account_id, AccountId::from("SIM-001"));
349        assert_eq!(order_accepted.ts_event, UnixNanos::from(1_000_000_000));
350        assert_eq!(order_accepted.ts_init, UnixNanos::from(2_000_000_000));
351        assert_eq!(order_accepted.reconciliation, 0);
352    }
353
354    #[rstest]
355    fn test_order_accepted_new_with_reconciliation() {
356        let order_accepted = OrderAccepted::new(
357            TraderId::from("TRADER-001"),
358            StrategyId::from("EMA-CROSS"),
359            InstrumentId::from("EURUSD.SIM"),
360            ClientOrderId::from("O-19700101-000000-001-001-1"),
361            VenueOrderId::from("V-001"),
362            AccountId::from("SIM-001"),
363            Default::default(),
364            UnixNanos::from(1_000_000_000),
365            UnixNanos::from(2_000_000_000),
366            true,
367        );
368
369        assert_eq!(order_accepted.reconciliation, 1);
370    }
371
372    #[rstest]
373    fn test_order_accepted_display(order_accepted: OrderAccepted) {
374        let display = format!("{order_accepted}");
375        assert_eq!(
376            display,
377            "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)"
378        );
379    }
380
381    #[rstest]
382    fn test_order_accepted_default() {
383        let order_accepted = OrderAccepted::default();
384
385        assert_eq!(order_accepted.trader_id, TraderId::test_default());
386        assert_eq!(order_accepted.strategy_id, StrategyId::test_default());
387        assert_eq!(order_accepted.instrument_id, InstrumentId::test_default());
388        assert_eq!(
389            order_accepted.client_order_id,
390            ClientOrderId::test_default()
391        );
392        assert_eq!(order_accepted.venue_order_id, VenueOrderId::test_default());
393        assert_eq!(order_accepted.account_id, AccountId::test_default());
394        assert_eq!(order_accepted.reconciliation, 0);
395    }
396
397    #[rstest]
398    fn test_order_accepted_order_event_trait() {
399        let order_accepted = create_test_order_accepted();
400
401        assert_eq!(order_accepted.id(), order_accepted.event_id);
402        assert_eq!(order_accepted.kind(), "OrderAccepted");
403        assert_eq!(order_accepted.order_type(), None);
404        assert_eq!(order_accepted.order_side(), None);
405        assert_eq!(order_accepted.trader_id(), TraderId::from("TRADER-001"));
406        assert_eq!(order_accepted.strategy_id(), StrategyId::from("EMA-CROSS"));
407        assert_eq!(
408            order_accepted.instrument_id(),
409            InstrumentId::from("EURUSD.SIM")
410        );
411        assert_eq!(order_accepted.trade_id(), None);
412        assert_eq!(order_accepted.currency(), None);
413        assert_eq!(
414            order_accepted.client_order_id(),
415            ClientOrderId::from("O-19700101-000000-001-001-1")
416        );
417        assert_eq!(order_accepted.reason(), None);
418        assert_eq!(order_accepted.quantity(), None);
419        assert_eq!(order_accepted.time_in_force(), None);
420        assert_eq!(order_accepted.liquidity_side(), None);
421        assert_eq!(order_accepted.post_only(), None);
422        assert_eq!(order_accepted.reduce_only(), None);
423        assert_eq!(order_accepted.quote_quantity(), None);
424        assert!(!order_accepted.reconciliation());
425        assert_eq!(
426            order_accepted.venue_order_id(),
427            Some(VenueOrderId::from("V-001"))
428        );
429        assert_eq!(
430            order_accepted.account_id(),
431            Some(AccountId::from("SIM-001"))
432        );
433        assert_eq!(order_accepted.position_id(), None);
434        assert_eq!(order_accepted.commission(), None);
435        assert_eq!(order_accepted.ts_event(), UnixNanos::from(1_000_000_000));
436        assert_eq!(order_accepted.ts_init(), UnixNanos::from(2_000_000_000));
437    }
438
439    #[rstest]
440    fn test_order_accepted_clone() {
441        let order_accepted1 = create_test_order_accepted();
442        let order_accepted2 = order_accepted1;
443
444        assert_eq!(order_accepted1, order_accepted2);
445    }
446
447    #[rstest]
448    fn test_order_accepted_debug() {
449        let order_accepted = create_test_order_accepted();
450        let debug_str = format!("{order_accepted:?}");
451
452        assert!(debug_str.contains("OrderAccepted"));
453        assert!(debug_str.contains("TRADER-001"));
454        assert!(debug_str.contains("EMA-CROSS"));
455        assert!(debug_str.contains("EURUSD.SIM"));
456        assert!(debug_str.contains("O-19700101-000000-001-001-1"));
457    }
458
459    #[rstest]
460    fn test_order_accepted_partial_eq() {
461        let order_accepted1 = create_test_order_accepted();
462        let mut order_accepted2 = create_test_order_accepted();
463        order_accepted2.event_id = order_accepted1.event_id; // Make event_ids equal
464        let mut order_accepted3 = create_test_order_accepted();
465        order_accepted3.venue_order_id = VenueOrderId::from("V-002");
466
467        assert_eq!(order_accepted1, order_accepted2);
468        assert_ne!(order_accepted1, order_accepted3);
469    }
470
471    #[rstest]
472    fn test_order_accepted_timestamps() {
473        let order_accepted = create_test_order_accepted();
474
475        assert_eq!(order_accepted.ts_event, UnixNanos::from(1_000_000_000));
476        assert_eq!(order_accepted.ts_init, UnixNanos::from(2_000_000_000));
477        assert!(order_accepted.ts_event < order_accepted.ts_init);
478    }
479
480    #[rstest]
481    fn test_order_accepted_serialization() {
482        let original = create_test_order_accepted();
483
484        let json = serde_json::to_string(&original).unwrap();
485        let deserialized: OrderAccepted = serde_json::from_str(&json).unwrap();
486
487        assert_eq!(original, deserialized);
488    }
489
490    #[rstest]
491    fn test_order_accepted_different_venues() {
492        let mut venue1 = create_test_order_accepted();
493        venue1.venue_order_id = VenueOrderId::from("COINBASE-001");
494
495        let mut venue2 = create_test_order_accepted();
496        venue2.venue_order_id = VenueOrderId::from("BINANCE-001");
497
498        assert_ne!(venue1, venue2);
499        assert_eq!(venue1.venue_order_id, VenueOrderId::from("COINBASE-001"));
500        assert_eq!(venue2.venue_order_id, VenueOrderId::from("BINANCE-001"));
501    }
502
503    #[rstest]
504    fn test_order_accepted_different_accounts() {
505        let mut account1 = create_test_order_accepted();
506        account1.account_id = AccountId::from("LIVE-001");
507
508        let mut account2 = create_test_order_accepted();
509        account2.account_id = AccountId::from("SIM-001");
510
511        assert_ne!(account1, account2);
512        assert_eq!(account1.account_id, AccountId::from("LIVE-001"));
513        assert_eq!(account2.account_id, AccountId::from("SIM-001"));
514    }
515}
nautilus_model/events/order/accepted.rs

nautilus_model/events/order/
accepted.rs
