nautilus_model/events/order/
any.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 nautilus_core::UnixNanos;
17use serde::{Deserialize, Serialize};
18use strum::Display;
19use ustr::Ustr;
20
21use super::{OrderEvent, OrderEventType};
22use crate::{
23    events::{
24        OrderAccepted, OrderCancelRejected, OrderCanceled, OrderDenied, OrderEmulated,
25        OrderExpired, OrderFilled, OrderInitialized, OrderModifyRejected, OrderPendingCancel,
26        OrderPendingUpdate, OrderRejected, OrderReleased, OrderSubmitted, OrderTriggered,
27        OrderUpdated,
28    },
29    identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
30};
31
32/// Wraps an `OrderEvent` allowing polymorphism.
33#[allow(clippy::large_enum_variant)] // TODO fix
34#[derive(Clone, PartialEq, Eq, Display, Debug, Serialize, Deserialize)]
35pub enum OrderEventAny {
36    Initialized(OrderInitialized),
37    Denied(OrderDenied),
38    Emulated(OrderEmulated),
39    Released(OrderReleased),
40    Submitted(OrderSubmitted),
41    Accepted(OrderAccepted),
42    Rejected(OrderRejected),
43    Canceled(OrderCanceled),
44    Expired(OrderExpired),
45    Triggered(OrderTriggered),
46    PendingUpdate(OrderPendingUpdate),
47    PendingCancel(OrderPendingCancel),
48    ModifyRejected(OrderModifyRejected),
49    CancelRejected(OrderCancelRejected),
50    Updated(OrderUpdated),
51    Filled(OrderFilled),
52}
53
54impl OrderEventAny {
55    #[must_use]
56    pub fn into_boxed(self) -> Box<dyn OrderEvent> {
57        match self {
58            OrderEventAny::Initialized(event) => Box::new(event),
59            OrderEventAny::Denied(event) => Box::new(event),
60            OrderEventAny::Emulated(event) => Box::new(event),
61            OrderEventAny::Released(event) => Box::new(event),
62            OrderEventAny::Submitted(event) => Box::new(event),
63            OrderEventAny::Accepted(event) => Box::new(event),
64            OrderEventAny::Rejected(event) => Box::new(event),
65            OrderEventAny::Canceled(event) => Box::new(event),
66            OrderEventAny::Expired(event) => Box::new(event),
67            OrderEventAny::Triggered(event) => Box::new(event),
68            OrderEventAny::PendingUpdate(event) => Box::new(event),
69            OrderEventAny::PendingCancel(event) => Box::new(event),
70            OrderEventAny::ModifyRejected(event) => Box::new(event),
71            OrderEventAny::CancelRejected(event) => Box::new(event),
72            OrderEventAny::Updated(event) => Box::new(event),
73            OrderEventAny::Filled(event) => Box::new(event),
74        }
75    }
76
77    #[must_use]
78    pub fn event_type(&self) -> OrderEventType {
79        match self {
80            Self::Initialized(_) => OrderEventType::Initialized,
81            Self::Denied(_) => OrderEventType::Denied,
82            Self::Emulated(_) => OrderEventType::Emulated,
83            Self::Released(_) => OrderEventType::Released,
84            Self::Submitted(_) => OrderEventType::Submitted,
85            Self::Accepted(_) => OrderEventType::Accepted,
86            Self::Rejected(_) => OrderEventType::Rejected,
87            Self::Canceled(_) => OrderEventType::Canceled,
88            Self::Expired(_) => OrderEventType::Expired,
89            Self::Triggered(_) => OrderEventType::Triggered,
90            Self::PendingUpdate(_) => OrderEventType::PendingUpdate,
91            Self::PendingCancel(_) => OrderEventType::PendingCancel,
92            Self::ModifyRejected(_) => OrderEventType::ModifyRejected,
93            Self::CancelRejected(_) => OrderEventType::CancelRejected,
94            Self::Updated(_) => OrderEventType::Updated,
95            Self::Filled(_) => OrderEventType::Filled,
96        }
97    }
98
99    #[must_use]
100    pub fn trader_id(&self) -> TraderId {
101        match self {
102            Self::Initialized(event) => event.trader_id,
103            Self::Denied(event) => event.trader_id,
104            Self::Emulated(event) => event.trader_id,
105            Self::Released(event) => event.trader_id,
106            Self::Submitted(event) => event.trader_id,
107            Self::Accepted(event) => event.trader_id,
108            Self::Rejected(event) => event.trader_id,
109            Self::Canceled(event) => event.trader_id,
110            Self::Expired(event) => event.trader_id,
111            Self::Triggered(event) => event.trader_id,
112            Self::PendingUpdate(event) => event.trader_id,
113            Self::PendingCancel(event) => event.trader_id,
114            Self::ModifyRejected(event) => event.trader_id,
115            Self::CancelRejected(event) => event.trader_id,
116            Self::Updated(event) => event.trader_id,
117            Self::Filled(event) => event.trader_id,
118        }
119    }
120
121    #[must_use]
122    pub fn client_order_id(&self) -> ClientOrderId {
123        match self {
124            Self::Initialized(event) => event.client_order_id,
125            Self::Denied(event) => event.client_order_id,
126            Self::Emulated(event) => event.client_order_id,
127            Self::Released(event) => event.client_order_id,
128            Self::Submitted(event) => event.client_order_id,
129            Self::Accepted(event) => event.client_order_id,
130            Self::Rejected(event) => event.client_order_id,
131            Self::Canceled(event) => event.client_order_id,
132            Self::Expired(event) => event.client_order_id,
133            Self::Triggered(event) => event.client_order_id,
134            Self::PendingUpdate(event) => event.client_order_id,
135            Self::PendingCancel(event) => event.client_order_id,
136            Self::ModifyRejected(event) => event.client_order_id,
137            Self::CancelRejected(event) => event.client_order_id,
138            Self::Updated(event) => event.client_order_id,
139            Self::Filled(event) => event.client_order_id,
140        }
141    }
142
143    #[must_use]
144    pub fn venue_order_id(&self) -> Option<VenueOrderId> {
145        match self {
146            Self::Initialized(event) => event.venue_order_id(),
147            Self::Denied(event) => event.venue_order_id(),
148            Self::Emulated(event) => event.venue_order_id(),
149            Self::Released(event) => event.venue_order_id(),
150            Self::Submitted(event) => event.venue_order_id(),
151            Self::Accepted(event) => event.venue_order_id(),
152            Self::Rejected(event) => event.venue_order_id(),
153            Self::Canceled(event) => event.venue_order_id(),
154            Self::Expired(event) => event.venue_order_id(),
155            Self::Triggered(event) => event.venue_order_id(),
156            Self::PendingUpdate(event) => event.venue_order_id(),
157            Self::PendingCancel(event) => event.venue_order_id(),
158            Self::ModifyRejected(event) => event.venue_order_id(),
159            Self::CancelRejected(event) => event.venue_order_id(),
160            Self::Updated(event) => event.venue_order_id(),
161            Self::Filled(event) => event.venue_order_id(),
162        }
163    }
164
165    #[must_use]
166    pub fn account_id(&self) -> Option<AccountId> {
167        match self {
168            Self::Initialized(event) => event.account_id(),
169            Self::Denied(event) => event.account_id(),
170            Self::Emulated(event) => event.account_id(),
171            Self::Released(event) => event.account_id(),
172            Self::Submitted(event) => event.account_id(),
173            Self::Accepted(event) => event.account_id(),
174            Self::Rejected(event) => event.account_id(),
175            Self::Canceled(event) => event.account_id(),
176            Self::Expired(event) => event.account_id(),
177            Self::Triggered(event) => event.account_id(),
178            Self::PendingUpdate(event) => event.account_id(),
179            Self::PendingCancel(event) => event.account_id(),
180            Self::ModifyRejected(event) => event.account_id(),
181            Self::CancelRejected(event) => event.account_id(),
182            Self::Updated(event) => event.account_id(),
183            Self::Filled(event) => event.account_id(),
184        }
185    }
186
187    #[must_use]
188    pub fn instrument_id(&self) -> InstrumentId {
189        match self {
190            Self::Initialized(event) => event.instrument_id(),
191            Self::Denied(event) => event.instrument_id(),
192            Self::Emulated(event) => event.instrument_id(),
193            Self::Released(event) => event.instrument_id(),
194            Self::Submitted(event) => event.instrument_id(),
195            Self::Accepted(event) => event.instrument_id(),
196            Self::Rejected(event) => event.instrument_id(),
197            Self::Canceled(event) => event.instrument_id(),
198            Self::Expired(event) => event.instrument_id(),
199            Self::Triggered(event) => event.instrument_id(),
200            Self::PendingUpdate(event) => event.instrument_id(),
201            Self::PendingCancel(event) => event.instrument_id(),
202            Self::ModifyRejected(event) => event.instrument_id(),
203            Self::CancelRejected(event) => event.instrument_id(),
204            Self::Updated(event) => event.instrument_id(),
205            Self::Filled(event) => event.instrument_id(),
206        }
207    }
208
209    #[must_use]
210    pub fn strategy_id(&self) -> StrategyId {
211        match self {
212            Self::Initialized(event) => event.strategy_id,
213            Self::Denied(event) => event.strategy_id,
214            Self::Emulated(event) => event.strategy_id,
215            Self::Released(event) => event.strategy_id,
216            Self::Submitted(event) => event.strategy_id,
217            Self::Accepted(event) => event.strategy_id,
218            Self::Rejected(event) => event.strategy_id,
219            Self::Canceled(event) => event.strategy_id,
220            Self::Expired(event) => event.strategy_id,
221            Self::Triggered(event) => event.strategy_id,
222            Self::PendingUpdate(event) => event.strategy_id,
223            Self::PendingCancel(event) => event.strategy_id,
224            Self::ModifyRejected(event) => event.strategy_id,
225            Self::CancelRejected(event) => event.strategy_id,
226            Self::Updated(event) => event.strategy_id,
227            Self::Filled(event) => event.strategy_id,
228        }
229    }
230
231    #[must_use]
232    pub fn ts_event(&self) -> UnixNanos {
233        match self {
234            Self::Initialized(event) => event.ts_event,
235            Self::Denied(event) => event.ts_event,
236            Self::Emulated(event) => event.ts_event,
237            Self::Released(event) => event.ts_event,
238            Self::Submitted(event) => event.ts_event,
239            Self::Accepted(event) => event.ts_event,
240            Self::Rejected(event) => event.ts_event,
241            Self::Canceled(event) => event.ts_event,
242            Self::Expired(event) => event.ts_event,
243            Self::Triggered(event) => event.ts_event,
244            Self::PendingUpdate(event) => event.ts_event,
245            Self::PendingCancel(event) => event.ts_event,
246            Self::ModifyRejected(event) => event.ts_event,
247            Self::CancelRejected(event) => event.ts_event,
248            Self::Updated(event) => event.ts_event,
249            Self::Filled(event) => event.ts_event,
250        }
251    }
252
253    #[must_use]
254    pub fn message(&self) -> Option<Ustr> {
255        match self {
256            Self::Initialized(_) => None,
257            Self::Denied(event) => Some(event.reason),
258            Self::Emulated(_) => None,
259            Self::Released(_) => None,
260            Self::Submitted(_) => None,
261            Self::Accepted(_) => None,
262            Self::Rejected(event) => Some(event.reason),
263            Self::Canceled(_) => None,
264            Self::Expired(_) => None,
265            Self::Triggered(_) => None,
266            Self::PendingUpdate(_) => None,
267            Self::PendingCancel(_) => None,
268            Self::ModifyRejected(event) => Some(event.reason),
269            Self::CancelRejected(event) => Some(event.reason),
270            Self::Updated(_) => None,
271            Self::Filled(_) => None,
272        }
273    }
274}
275
276impl From<OrderEventAny> for OrderFilled {
277    fn from(event: OrderEventAny) -> OrderFilled {
278        match event {
279            OrderEventAny::Filled(event) => event,
280            _ => panic!("Invalid `OrderEventAny` not `OrderFilled`, was {:?}", event),
281        }
282    }
283}
nautilus_model/events/order/any.rs

nautilus_model/events/order/
any.rs
