nautilus_model/events/order/
updated.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#[repr(C)]
38#[derive(Clone, Copy, PartialEq, Eq, Default, Serialize, Deserialize, Builder)]
39#[builder(default)]
40#[serde(tag = "type")]
41#[cfg_attr(
42    feature = "python",
43    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
44)]
45pub struct OrderUpdated {
46    /// The trader ID associated with the event.
47    pub trader_id: TraderId,
48    /// The strategy ID associated with the event.
49    pub strategy_id: StrategyId,
50    /// The instrument ID associated with the event.
51    pub instrument_id: InstrumentId,
52    /// The client order ID associated with the event.
53    pub client_order_id: ClientOrderId,
54    /// The venue order ID associated with the event.
55    pub venue_order_id: Option<VenueOrderId>,
56    /// The account ID associated with the event.
57    pub account_id: Option<AccountId>,
58    /// The order quantity.
59    pub quantity: Quantity,
60    /// The order price (LIMIT).
61    pub price: Option<Price>,
62    /// The order trigger price (STOP).
63    pub trigger_price: Option<Price>,
64    /// The order calculated protection price.
65    pub protection_price: Option<Price>,
66    /// The unique identifier for the event.
67    pub event_id: UUID4,
68    /// UNIX timestamp (nanoseconds) when the event occurred.
69    pub ts_event: UnixNanos,
70    /// UNIX timestamp (nanoseconds) when the event was initialized.
71    pub ts_init: UnixNanos,
72    /// If the event was generated during reconciliation.
73    #[serde(deserialize_with = "from_bool_as_u8")]
74    pub reconciliation: u8, // TODO: Change to bool once Cython removed
75}
76
77impl OrderUpdated {
78    /// Creates a new [`OrderUpdated`] instance.
79    #[allow(clippy::too_many_arguments)]
80    pub fn new(
81        trader_id: TraderId,
82        strategy_id: StrategyId,
83        instrument_id: InstrumentId,
84        client_order_id: ClientOrderId,
85        quantity: Quantity,
86        event_id: UUID4,
87        ts_event: UnixNanos,
88        ts_init: UnixNanos,
89        reconciliation: bool,
90        venue_order_id: Option<VenueOrderId>,
91        account_id: Option<AccountId>,
92        price: Option<Price>,
93        trigger_price: Option<Price>,
94        protection_price: Option<Price>,
95    ) -> Self {
96        Self {
97            trader_id,
98            strategy_id,
99            instrument_id,
100            client_order_id,
101            quantity,
102            event_id,
103            ts_event,
104            ts_init,
105            reconciliation: u8::from(reconciliation),
106            venue_order_id,
107            account_id,
108            price,
109            trigger_price,
110            protection_price,
111        }
112    }
113}
114
115impl Debug for OrderUpdated {
116    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
117        write!(
118            f,
119            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, \
120            venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, protection_price={}, event_id={}, ts_event={}, ts_init={})",
121            stringify!(OrderUpdated),
122            self.trader_id,
123            self.strategy_id,
124            self.instrument_id,
125            self.client_order_id,
126            self.venue_order_id
127                .map_or("None".to_string(), |venue_order_id| format!(
128                    "{venue_order_id}"
129                )),
130            self.account_id
131                .map_or("None".to_string(), |account_id| format!("{account_id}")),
132            self.quantity,
133            self.price
134                .map_or("None".to_string(), |price| price.to_formatted_string()),
135            self.trigger_price
136                .map_or("None".to_string(), |trigger_price| trigger_price
137                    .to_formatted_string()),
138            self.protection_price
139                .map_or("None".to_string(), |protection_price| protection_price
140                    .to_formatted_string()),
141            self.event_id,
142            self.ts_event,
143            self.ts_init
144        )
145    }
146}
147
148impl Display for OrderUpdated {
149    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
150        write!(
151            f,
152            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, protection_price={}, ts_event={})",
153            stringify!(OrderUpdated),
154            self.instrument_id,
155            self.client_order_id,
156            self.venue_order_id
157                .map_or("None".to_string(), |venue_order_id| format!(
158                    "{venue_order_id}"
159                )),
160            self.account_id
161                .map_or("None".to_string(), |account_id| format!("{account_id}")),
162            self.quantity.to_formatted_string(),
163            self.price
164                .map_or("None".to_string(), |price| price.to_formatted_string()),
165            self.trigger_price
166                .map_or("None".to_string(), |trigger_price| trigger_price
167                    .to_formatted_string()),
168            self.protection_price
169                .map_or("None".to_string(), |protection_price| protection_price
170                    .to_formatted_string()),
171            self.ts_event
172        )
173    }
174}
175
176impl OrderEvent for OrderUpdated {
177    fn id(&self) -> UUID4 {
178        self.event_id
179    }
180
181    fn kind(&self) -> &str {
182        stringify!(OrderUpdated)
183    }
184
185    fn order_type(&self) -> Option<OrderType> {
186        None
187    }
188
189    fn order_side(&self) -> Option<OrderSide> {
190        None
191    }
192
193    fn trader_id(&self) -> TraderId {
194        self.trader_id
195    }
196
197    fn strategy_id(&self) -> StrategyId {
198        self.strategy_id
199    }
200
201    fn instrument_id(&self) -> InstrumentId {
202        self.instrument_id
203    }
204
205    fn trade_id(&self) -> Option<TradeId> {
206        None
207    }
208
209    fn currency(&self) -> Option<Currency> {
210        None
211    }
212
213    fn client_order_id(&self) -> ClientOrderId {
214        self.client_order_id
215    }
216
217    fn reason(&self) -> Option<Ustr> {
218        None
219    }
220
221    fn quantity(&self) -> Option<Quantity> {
222        Some(self.quantity)
223    }
224
225    fn time_in_force(&self) -> Option<TimeInForce> {
226        None
227    }
228
229    fn liquidity_side(&self) -> Option<LiquiditySide> {
230        None
231    }
232
233    fn post_only(&self) -> Option<bool> {
234        None
235    }
236
237    fn reduce_only(&self) -> Option<bool> {
238        None
239    }
240
241    fn quote_quantity(&self) -> Option<bool> {
242        None
243    }
244
245    fn reconciliation(&self) -> bool {
246        false
247    }
248
249    fn price(&self) -> Option<Price> {
250        self.price
251    }
252
253    fn last_px(&self) -> Option<Price> {
254        None
255    }
256
257    fn last_qty(&self) -> Option<Quantity> {
258        None
259    }
260
261    fn trigger_price(&self) -> Option<Price> {
262        self.trigger_price
263    }
264
265    fn trigger_type(&self) -> Option<TriggerType> {
266        None
267    }
268
269    fn limit_offset(&self) -> Option<Decimal> {
270        None
271    }
272
273    fn trailing_offset(&self) -> Option<Decimal> {
274        None
275    }
276
277    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
278        None
279    }
280
281    fn expire_time(&self) -> Option<UnixNanos> {
282        None
283    }
284
285    fn display_qty(&self) -> Option<Quantity> {
286        None
287    }
288
289    fn emulation_trigger(&self) -> Option<TriggerType> {
290        None
291    }
292
293    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
294        None
295    }
296
297    fn contingency_type(&self) -> Option<ContingencyType> {
298        None
299    }
300
301    fn order_list_id(&self) -> Option<OrderListId> {
302        None
303    }
304
305    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
306        None
307    }
308
309    fn parent_order_id(&self) -> Option<ClientOrderId> {
310        None
311    }
312
313    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
314        None
315    }
316
317    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
318        None
319    }
320
321    fn venue_order_id(&self) -> Option<VenueOrderId> {
322        self.venue_order_id
323    }
324
325    fn account_id(&self) -> Option<AccountId> {
326        self.account_id
327    }
328
329    fn position_id(&self) -> Option<PositionId> {
330        None
331    }
332
333    fn commission(&self) -> Option<Money> {
334        None
335    }
336
337    fn ts_event(&self) -> UnixNanos {
338        self.ts_event
339    }
340
341    fn ts_init(&self) -> UnixNanos {
342        self.ts_init
343    }
344}
345
346#[cfg(test)]
347mod tests {
348    use rstest::rstest;
349
350    use crate::events::order::{stubs::*, updated::OrderUpdated};
351
352    #[rstest]
353    fn test_order_updated_display(order_updated: OrderUpdated) {
354        let display = format!("{order_updated}");
355        assert_eq!(
356            display,
357            "OrderUpdated(instrument_id=BTCUSDT.COINBASE, client_order_id=O-19700101-000000-001-001-1, venue_order_id=001, account_id=SIM-001, quantity=100, price=22_000, trigger_price=None, protection_price=None, ts_event=0)"
358        );
359    }
360}
nautilus_model/events/order/updated.rs

nautilus_model/events/order/
updated.rs
