nautilus_model/orders/
stop_market.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    fmt::Display,
18    ops::{Deref, DerefMut},
19};
20
21use indexmap::IndexMap;
22use nautilus_core::{UUID4, UnixNanos, correctness::FAILED};
23use rust_decimal::Decimal;
24use serde::{Deserialize, Serialize};
25use ustr::Ustr;
26
27use super::{Order, OrderAny, OrderCore};
28use crate::{
29    enums::{
30        ContingencyType, LiquiditySide, OrderSide, OrderStatus, OrderType, PositionSide,
31        TimeInForce, TrailingOffsetType, TriggerType,
32    },
33    events::{OrderEventAny, OrderInitialized, OrderUpdated},
34    identifiers::{
35        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
36        StrategyId, Symbol, TradeId, TraderId, Venue, VenueOrderId,
37    },
38    orders::{OrderError, check_display_qty, check_time_in_force},
39    types::{Currency, Money, Price, Quantity, quantity::check_positive_quantity},
40};
41
42#[derive(Clone, Debug, Serialize, Deserialize)]
43#[cfg_attr(
44    feature = "python",
45    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
46)]
47pub struct StopMarketOrder {
48    pub trigger_price: Price,
49    pub trigger_type: TriggerType,
50    pub expire_time: Option<UnixNanos>,
51    pub display_qty: Option<Quantity>,
52    pub trigger_instrument_id: Option<InstrumentId>,
53    pub is_triggered: bool,
54    pub ts_triggered: Option<UnixNanos>,
55    pub protection_price: Option<Price>,
56    core: OrderCore,
57}
58
59impl StopMarketOrder {
60    /// Creates a new [`StopMarketOrder`] instance.
61    ///
62    /// # Errors
63    ///
64    /// Returns an error if:
65    /// - The `quantity` is not positive.
66    /// - The `display_qty` (when provided) exceeds `quantity`.
67    /// - The `time_in_force` is `GTD` **and** `expire_time` is `None` or zero.
68    #[allow(clippy::too_many_arguments)]
69    pub fn new_checked(
70        trader_id: TraderId,
71        strategy_id: StrategyId,
72        instrument_id: InstrumentId,
73        client_order_id: ClientOrderId,
74        order_side: OrderSide,
75        quantity: Quantity,
76        trigger_price: Price,
77        trigger_type: TriggerType,
78        time_in_force: TimeInForce,
79        expire_time: Option<UnixNanos>,
80        reduce_only: bool,
81        quote_quantity: bool,
82        display_qty: Option<Quantity>,
83        emulation_trigger: Option<TriggerType>,
84        trigger_instrument_id: Option<InstrumentId>,
85        contingency_type: Option<ContingencyType>,
86        order_list_id: Option<OrderListId>,
87        linked_order_ids: Option<Vec<ClientOrderId>>,
88        parent_order_id: Option<ClientOrderId>,
89        exec_algorithm_id: Option<ExecAlgorithmId>,
90        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
91        exec_spawn_id: Option<ClientOrderId>,
92        tags: Option<Vec<Ustr>>,
93        init_id: UUID4,
94        ts_init: UnixNanos,
95    ) -> anyhow::Result<Self> {
96        check_positive_quantity(quantity, stringify!(quantity))?;
97        check_display_qty(display_qty, quantity)?;
98        check_time_in_force(time_in_force, expire_time)?;
99
100        let init_order = OrderInitialized::new(
101            trader_id,
102            strategy_id,
103            instrument_id,
104            client_order_id,
105            order_side,
106            OrderType::StopMarket,
107            quantity,
108            time_in_force,
109            false,
110            reduce_only,
111            quote_quantity,
112            false,
113            init_id,
114            ts_init,
115            ts_init,
116            None,
117            Some(trigger_price),
118            Some(trigger_type),
119            None,
120            None,
121            None,
122            expire_time,
123            display_qty,
124            emulation_trigger,
125            trigger_instrument_id,
126            contingency_type,
127            order_list_id,
128            linked_order_ids,
129            parent_order_id,
130            exec_algorithm_id,
131            exec_algorithm_params,
132            exec_spawn_id,
133            tags,
134        );
135
136        Ok(Self {
137            core: OrderCore::new(init_order),
138            trigger_price,
139            trigger_type,
140            expire_time,
141            display_qty,
142            trigger_instrument_id,
143            is_triggered: false,
144            ts_triggered: None,
145            protection_price: None,
146        })
147    }
148
149    /// Creates a new [`StopMarketOrder`] instance.
150    ///
151    /// # Panics
152    ///
153    /// Panics if any order validation fails (see [`StopMarketOrder::new_checked`]).
154    #[allow(clippy::too_many_arguments)]
155    pub fn new(
156        trader_id: TraderId,
157        strategy_id: StrategyId,
158        instrument_id: InstrumentId,
159        client_order_id: ClientOrderId,
160        order_side: OrderSide,
161        quantity: Quantity,
162        trigger_price: Price,
163        trigger_type: TriggerType,
164        time_in_force: TimeInForce,
165        expire_time: Option<UnixNanos>,
166        reduce_only: bool,
167        quote_quantity: bool,
168        display_qty: Option<Quantity>,
169        emulation_trigger: Option<TriggerType>,
170        trigger_instrument_id: Option<InstrumentId>,
171        contingency_type: Option<ContingencyType>,
172        order_list_id: Option<OrderListId>,
173        linked_order_ids: Option<Vec<ClientOrderId>>,
174        parent_order_id: Option<ClientOrderId>,
175        exec_algorithm_id: Option<ExecAlgorithmId>,
176        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
177        exec_spawn_id: Option<ClientOrderId>,
178        tags: Option<Vec<Ustr>>,
179        init_id: UUID4,
180        ts_init: UnixNanos,
181    ) -> Self {
182        Self::new_checked(
183            trader_id,
184            strategy_id,
185            instrument_id,
186            client_order_id,
187            order_side,
188            quantity,
189            trigger_price,
190            trigger_type,
191            time_in_force,
192            expire_time,
193            reduce_only,
194            quote_quantity,
195            display_qty,
196            emulation_trigger,
197            trigger_instrument_id,
198            contingency_type,
199            order_list_id,
200            linked_order_ids,
201            parent_order_id,
202            exec_algorithm_id,
203            exec_algorithm_params,
204            exec_spawn_id,
205            tags,
206            init_id,
207            ts_init,
208        )
209        .expect(FAILED)
210    }
211}
212
213impl Deref for StopMarketOrder {
214    type Target = OrderCore;
215
216    fn deref(&self) -> &Self::Target {
217        &self.core
218    }
219}
220
221impl DerefMut for StopMarketOrder {
222    fn deref_mut(&mut self) -> &mut Self::Target {
223        &mut self.core
224    }
225}
226
227impl Order for StopMarketOrder {
228    fn into_any(self) -> OrderAny {
229        OrderAny::StopMarket(self)
230    }
231
232    fn status(&self) -> OrderStatus {
233        self.status
234    }
235
236    fn trader_id(&self) -> TraderId {
237        self.trader_id
238    }
239
240    fn strategy_id(&self) -> StrategyId {
241        self.strategy_id
242    }
243
244    fn instrument_id(&self) -> InstrumentId {
245        self.instrument_id
246    }
247
248    fn symbol(&self) -> Symbol {
249        self.instrument_id.symbol
250    }
251
252    fn venue(&self) -> Venue {
253        self.instrument_id.venue
254    }
255
256    fn client_order_id(&self) -> ClientOrderId {
257        self.client_order_id
258    }
259
260    fn venue_order_id(&self) -> Option<VenueOrderId> {
261        self.venue_order_id
262    }
263
264    fn position_id(&self) -> Option<PositionId> {
265        self.position_id
266    }
267
268    fn account_id(&self) -> Option<AccountId> {
269        self.account_id
270    }
271
272    fn last_trade_id(&self) -> Option<TradeId> {
273        self.last_trade_id
274    }
275
276    fn order_side(&self) -> OrderSide {
277        self.side
278    }
279
280    fn order_type(&self) -> OrderType {
281        self.order_type
282    }
283
284    fn quantity(&self) -> Quantity {
285        self.quantity
286    }
287
288    fn time_in_force(&self) -> TimeInForce {
289        self.time_in_force
290    }
291
292    fn expire_time(&self) -> Option<UnixNanos> {
293        self.expire_time
294    }
295
296    fn price(&self) -> Option<Price> {
297        self.protection_price
298    }
299
300    fn trigger_price(&self) -> Option<Price> {
301        Some(self.trigger_price)
302    }
303
304    fn trigger_type(&self) -> Option<TriggerType> {
305        Some(self.trigger_type)
306    }
307
308    fn liquidity_side(&self) -> Option<LiquiditySide> {
309        self.liquidity_side
310    }
311
312    fn is_post_only(&self) -> bool {
313        false
314    }
315
316    fn is_reduce_only(&self) -> bool {
317        self.is_reduce_only
318    }
319
320    fn is_quote_quantity(&self) -> bool {
321        self.is_quote_quantity
322    }
323
324    fn has_price(&self) -> bool {
325        self.protection_price.is_some()
326    }
327
328    fn display_qty(&self) -> Option<Quantity> {
329        self.display_qty
330    }
331
332    fn limit_offset(&self) -> Option<Decimal> {
333        None
334    }
335
336    fn trailing_offset(&self) -> Option<Decimal> {
337        None
338    }
339
340    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
341        None
342    }
343
344    fn emulation_trigger(&self) -> Option<TriggerType> {
345        self.emulation_trigger
346    }
347
348    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
349        self.trigger_instrument_id
350    }
351
352    fn contingency_type(&self) -> Option<ContingencyType> {
353        self.contingency_type
354    }
355
356    fn order_list_id(&self) -> Option<OrderListId> {
357        self.order_list_id
358    }
359
360    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
361        self.linked_order_ids.as_deref()
362    }
363
364    fn parent_order_id(&self) -> Option<ClientOrderId> {
365        self.parent_order_id
366    }
367
368    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
369        self.exec_algorithm_id
370    }
371
372    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
373        self.exec_algorithm_params.as_ref()
374    }
375
376    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
377        self.exec_spawn_id
378    }
379
380    fn tags(&self) -> Option<&[Ustr]> {
381        self.tags.as_deref()
382    }
383
384    fn filled_qty(&self) -> Quantity {
385        self.filled_qty
386    }
387
388    fn leaves_qty(&self) -> Quantity {
389        self.leaves_qty
390    }
391
392    fn overfill_qty(&self) -> Quantity {
393        self.overfill_qty
394    }
395
396    fn avg_px(&self) -> Option<f64> {
397        self.avg_px
398    }
399
400    fn slippage(&self) -> Option<f64> {
401        self.slippage
402    }
403
404    fn init_id(&self) -> UUID4 {
405        self.init_id
406    }
407
408    fn ts_init(&self) -> UnixNanos {
409        self.ts_init
410    }
411
412    fn ts_submitted(&self) -> Option<UnixNanos> {
413        self.ts_submitted
414    }
415
416    fn ts_accepted(&self) -> Option<UnixNanos> {
417        self.ts_accepted
418    }
419
420    fn ts_closed(&self) -> Option<UnixNanos> {
421        self.ts_closed
422    }
423
424    fn ts_last(&self) -> UnixNanos {
425        self.ts_last
426    }
427
428    fn events(&self) -> Vec<&OrderEventAny> {
429        self.events.iter().collect()
430    }
431
432    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
433        self.venue_order_ids.iter().collect()
434    }
435
436    fn trade_ids(&self) -> Vec<&TradeId> {
437        self.trade_ids.iter().collect()
438    }
439
440    fn commissions(&self) -> &IndexMap<Currency, Money> {
441        &self.commissions
442    }
443
444    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
445        if let OrderEventAny::Updated(ref event) = event {
446            self.update(event);
447        };
448
449        let is_order_filled = matches!(event, OrderEventAny::Filled(_));
450        let is_order_triggered = matches!(event, OrderEventAny::Triggered(_));
451        let ts_event = if is_order_triggered {
452            Some(event.ts_event())
453        } else {
454            None
455        };
456
457        self.core.apply(event)?;
458
459        if is_order_triggered {
460            self.is_triggered = true;
461            self.ts_triggered = ts_event;
462        }
463
464        if is_order_filled {
465            self.core.set_slippage(self.trigger_price);
466        };
467
468        Ok(())
469    }
470
471    fn update(&mut self, event: &OrderUpdated) {
472        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
473
474        if let Some(trigger_price) = event.trigger_price {
475            self.trigger_price = trigger_price;
476        }
477
478        self.protection_price = event.protection_price;
479        self.quantity = event.quantity;
480        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
481    }
482
483    fn is_triggered(&self) -> Option<bool> {
484        Some(self.is_triggered)
485    }
486
487    fn set_position_id(&mut self, position_id: Option<PositionId>) {
488        self.position_id = position_id;
489    }
490
491    fn set_quantity(&mut self, quantity: Quantity) {
492        self.quantity = quantity;
493    }
494
495    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
496        self.leaves_qty = leaves_qty;
497    }
498
499    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
500        self.emulation_trigger = emulation_trigger;
501    }
502
503    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
504        self.is_quote_quantity = is_quote_quantity;
505    }
506
507    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
508        self.liquidity_side = Some(liquidity_side);
509    }
510
511    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
512        self.core.would_reduce_only(side, position_qty)
513    }
514
515    fn previous_status(&self) -> Option<OrderStatus> {
516        self.core.previous_status
517    }
518}
519
520impl Display for StopMarketOrder {
521    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
522        write!(
523            f,
524            "StopMarketOrder(\
525            {} {} {} {} {}, \
526            status={}, \
527            client_order_id={}, \
528            venue_order_id={}, \
529            position_id={}, \
530            exec_algorithm_id={}, \
531            exec_spawn_id={}, \
532            tags={:?}\
533            )",
534            self.side,
535            self.quantity.to_formatted_string(),
536            self.instrument_id,
537            self.order_type,
538            self.time_in_force,
539            self.status,
540            self.client_order_id,
541            self.venue_order_id.map_or_else(
542                || "None".to_string(),
543                |venue_order_id| format!("{venue_order_id}")
544            ),
545            self.position_id.map_or_else(
546                || "None".to_string(),
547                |position_id| format!("{position_id}")
548            ),
549            self.exec_algorithm_id
550                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
551            self.exec_spawn_id
552                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
553            self.tags
554        )
555    }
556}
557
558impl From<OrderInitialized> for StopMarketOrder {
559    fn from(event: OrderInitialized) -> Self {
560        Self::new(
561            event.trader_id,
562            event.strategy_id,
563            event.instrument_id,
564            event.client_order_id,
565            event.order_side,
566            event.quantity,
567            event.trigger_price.expect(
568                "Error initializing order: `trigger_price` was `None` for `StopMarketOrder`",
569            ),
570            event.trigger_type.expect(
571                "Error initializing order: `trigger_type` was `None` for `StopMarketOrder`",
572            ),
573            event.time_in_force,
574            event.expire_time,
575            event.reduce_only,
576            event.quote_quantity,
577            event.display_qty,
578            event.emulation_trigger,
579            event.trigger_instrument_id,
580            event.contingency_type,
581            event.order_list_id,
582            event.linked_order_ids,
583            event.parent_order_id,
584            event.exec_algorithm_id,
585            event.exec_algorithm_params,
586            event.exec_spawn_id,
587            event.tags,
588            event.event_id,
589            event.ts_event,
590        )
591    }
592}
593
594////////////////////////////////////////////////////////////////////////////////
595//  Tests
596////////////////////////////////////////////////////////////////////////////////
597#[cfg(test)]
598mod tests {
599    use rstest::rstest;
600
601    use super::*;
602    use crate::{
603        enums::{TimeInForce, TriggerType},
604        events::order::initialized::OrderInitializedBuilder,
605        identifiers::InstrumentId,
606        instruments::{CurrencyPair, stubs::*},
607        orders::{builder::OrderTestBuilder, stubs::TestOrderStubs},
608        types::{Price, Quantity},
609    };
610
611    #[rstest]
612    fn test_initialize(_audusd_sim: CurrencyPair) {
613        let order = OrderTestBuilder::new(OrderType::StopMarket)
614            .instrument_id(_audusd_sim.id)
615            .side(OrderSide::Buy)
616            .trigger_price(Price::from("0.68000"))
617            .trigger_type(TriggerType::LastPrice)
618            .quantity(Quantity::from(1))
619            .build();
620
621        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
622        assert_eq!(order.price(), None);
623
624        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
625
626        assert_eq!(order.is_triggered(), Some(false));
627        assert_eq!(order.filled_qty(), Quantity::from(0));
628        assert_eq!(order.leaves_qty(), Quantity::from(1));
629
630        assert_eq!(order.display_qty(), None);
631        assert_eq!(order.trigger_instrument_id(), None);
632        assert_eq!(order.order_list_id(), None);
633    }
634
635    #[rstest]
636    fn test_display(_audusd_sim: CurrencyPair) {
637        let order = OrderTestBuilder::new(OrderType::StopMarket)
638            .instrument_id(_audusd_sim.id)
639            .side(OrderSide::Buy)
640            .trigger_price(Price::from("0.68000"))
641            .trigger_type(TriggerType::LastPrice)
642            .quantity(Quantity::from(1))
643            .build();
644
645        assert_eq!(
646            order.to_string(),
647            "StopMarketOrder(BUY 1 AUD/USD.SIM STOP_MARKET GTC, status=INITIALIZED, client_order_id=O-19700101-000000-001-001-1, venue_order_id=None, position_id=None, exec_algorithm_id=None, exec_spawn_id=None, tags=None)"
648        );
649    }
650
651    #[rstest]
652    #[should_panic(expected = "Condition failed: `display_qty` may not exceed `quantity`")]
653    fn test_display_qty_gt_quantity_err(audusd_sim: CurrencyPair) {
654        OrderTestBuilder::new(OrderType::StopMarket)
655            .instrument_id(audusd_sim.id)
656            .side(OrderSide::Buy)
657            .trigger_price(Price::from("0.68000"))
658            .trigger_type(TriggerType::LastPrice)
659            .quantity(Quantity::from(1))
660            .display_qty(Quantity::from(2))
661            .build();
662    }
663
664    #[rstest]
665    #[should_panic(
666        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
667    )]
668    fn test_quantity_zero_err(audusd_sim: CurrencyPair) {
669        OrderTestBuilder::new(OrderType::StopMarket)
670            .instrument_id(audusd_sim.id)
671            .side(OrderSide::Buy)
672            .trigger_price(Price::from("0.68000"))
673            .trigger_type(TriggerType::LastPrice)
674            .quantity(Quantity::from(0))
675            .build();
676    }
677
678    #[rstest]
679    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
680    fn test_gtd_without_expire_err(audusd_sim: CurrencyPair) {
681        OrderTestBuilder::new(OrderType::StopMarket)
682            .instrument_id(audusd_sim.id)
683            .side(OrderSide::Buy)
684            .trigger_price(Price::from("0.68000"))
685            .trigger_type(TriggerType::LastPrice)
686            .time_in_force(TimeInForce::Gtd)
687            .quantity(Quantity::from(1))
688            .build();
689    }
690
691    #[rstest]
692    fn test_stop_market_order_update() {
693        // Create and accept a basic stop market order
694        let order = OrderTestBuilder::new(OrderType::StopMarket)
695            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
696            .quantity(Quantity::from(10))
697            .trigger_price(Price::new(100.0, 2))
698            .build();
699
700        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
701
702        // Update with new values
703        let updated_trigger_price = Price::new(95.0, 2);
704        let updated_quantity = Quantity::from(5);
705
706        let event = OrderUpdated {
707            client_order_id: accepted_order.client_order_id(),
708            strategy_id: accepted_order.strategy_id(),
709            trigger_price: Some(updated_trigger_price),
710            quantity: updated_quantity,
711            ..Default::default()
712        };
713
714        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
715
716        // Verify updates were applied correctly
717        assert_eq!(accepted_order.quantity(), updated_quantity);
718        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
719    }
720
721    #[rstest]
722    fn test_stop_market_order_expire_time() {
723        // Create a stop market order with an expire time
724        let expire_time = UnixNanos::from(1234567890);
725        let order = OrderTestBuilder::new(OrderType::StopMarket)
726            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
727            .quantity(Quantity::from(10))
728            .trigger_price(Price::new(100.0, 2))
729            .expire_time(expire_time)
730            .build();
731
732        // Assert that the expire time is set correctly
733        assert_eq!(order.expire_time(), Some(expire_time));
734    }
735
736    #[rstest]
737    fn test_stop_market_order_trigger_instrument_id() {
738        // Create a stop market order with a trigger instrument ID
739        let trigger_instrument_id = InstrumentId::from("ETH-USDT.BINANCE");
740        let order = OrderTestBuilder::new(OrderType::StopMarket)
741            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
742            .quantity(Quantity::from(10))
743            .trigger_price(Price::new(100.0, 2))
744            .trigger_instrument_id(trigger_instrument_id)
745            .build();
746
747        // Assert that the trigger instrument ID is set correctly
748        assert_eq!(order.trigger_instrument_id(), Some(trigger_instrument_id));
749    }
750
751    #[rstest]
752    fn test_stop_market_order_from_order_initialized() {
753        // Create an OrderInitialized event with required fields
754        let order_initialized = OrderInitializedBuilder::default()
755            .order_type(OrderType::StopMarket)
756            .quantity(Quantity::from(10))
757            .trigger_price(Some(Price::new(100.0, 2)))
758            .trigger_type(Some(TriggerType::Default))
759            .build()
760            .unwrap();
761
762        // Convert the OrderInitialized event into a StopMarketOrder
763        let order: StopMarketOrder = order_initialized.clone().into();
764
765        // Assert fields match the OrderInitialized event
766        assert_eq!(order.trader_id(), order_initialized.trader_id);
767        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
768        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
769        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
770        assert_eq!(order.quantity(), order_initialized.quantity);
771        assert_eq!(order.trigger_price(), order_initialized.trigger_price);
772        assert_eq!(order.trigger_type(), order_initialized.trigger_type);
773    }
774
775    #[rstest]
776    fn test_stop_market_order_is_triggered() {
777        // Create a stop market order
778        let order = OrderTestBuilder::new(OrderType::StopMarket)
779            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
780            .quantity(Quantity::from(10))
781            .trigger_price(Price::new(100.0, 2))
782            .build();
783
784        // Assert that the is_triggered flag is initially false
785        assert_eq!(order.is_triggered(), Some(false));
786    }
787
788    #[rstest]
789    fn test_stop_market_order_protection_price_update() {
790        // Create and accept a basic stop market order
791        let order = OrderTestBuilder::new(OrderType::StopMarket)
792            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
793            .quantity(Quantity::from(10))
794            .trigger_price(Price::new(100.0, 2))
795            .build();
796
797        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
798
799        // Update with new values
800        let calculated_protection_price = Price::new(95.0, 2);
801
802        let event = OrderUpdated {
803            client_order_id: accepted_order.client_order_id(),
804            strategy_id: accepted_order.strategy_id(),
805            protection_price: Some(calculated_protection_price),
806            ..Default::default()
807        };
808
809        assert_eq!(accepted_order.price(), None);
810        assert!(!accepted_order.has_price());
811
812        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
813
814        // Verify updates were applied correctly
815        assert_eq!(accepted_order.price(), Some(calculated_protection_price));
816        assert!(accepted_order.has_price());
817    }
818}
nautilus_model/orders/stop_market.rs

nautilus_model/orders/
stop_market.rs
