nautilus_model/python/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 nautilus_core::{
17    UUID4,
18    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3},
19};
20use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
21
22use crate::{
23    events::OrderUpdated,
24    identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
25    types::{Price, Quantity},
26};
27
28#[pymethods]
29impl OrderUpdated {
30    #[allow(clippy::too_many_arguments)]
31    #[new]
32    #[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, quantity, event_id, ts_event, ts_init, reconciliation, venue_order_id=None, account_id=None, price=None, trigger_price=None, protection_price=None))]
33    fn py_new(
34        trader_id: TraderId,
35        strategy_id: StrategyId,
36        instrument_id: InstrumentId,
37        client_order_id: ClientOrderId,
38        quantity: Quantity,
39        event_id: UUID4,
40        ts_event: u64,
41        ts_init: u64,
42        reconciliation: bool,
43        venue_order_id: Option<VenueOrderId>,
44        account_id: Option<AccountId>,
45        price: Option<Price>,
46        trigger_price: Option<Price>,
47        protection_price: Option<Price>,
48    ) -> Self {
49        Self::new(
50            trader_id,
51            strategy_id,
52            instrument_id,
53            client_order_id,
54            quantity,
55            event_id,
56            ts_event.into(),
57            ts_init.into(),
58            reconciliation,
59            venue_order_id,
60            account_id,
61            price,
62            trigger_price,
63            protection_price,
64        )
65    }
66
67    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
68        match op {
69            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
70            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
71            _ => py.NotImplemented(),
72        }
73    }
74
75    fn __repr__(&self) -> String {
76        format!("{self:?}")
77    }
78
79    fn __str__(&self) -> String {
80        self.to_string()
81    }
82
83    #[staticmethod]
84    #[pyo3(name = "from_dict")]
85    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
86        from_dict_pyo3(py, values)
87    }
88
89    #[getter]
90    #[pyo3(name = "trader_id")]
91    fn py_trader_id(&self) -> TraderId {
92        self.trader_id
93    }
94
95    #[getter]
96    #[pyo3(name = "strategy_id")]
97    fn py_strategy_id(&self) -> StrategyId {
98        self.strategy_id
99    }
100
101    #[getter]
102    #[pyo3(name = "instrument_id")]
103    fn py_instrument_id(&self) -> InstrumentId {
104        self.instrument_id
105    }
106
107    #[getter]
108    #[pyo3(name = "client_order_id")]
109    fn py_client_order_id(&self) -> ClientOrderId {
110        self.client_order_id
111    }
112
113    #[getter]
114    #[pyo3(name = "venue_order_id")]
115    fn py_venue_order_id(&self) -> Option<VenueOrderId> {
116        self.venue_order_id
117    }
118
119    #[getter]
120    #[pyo3(name = "account_id")]
121    fn py_account_id(&self) -> Option<AccountId> {
122        self.account_id
123    }
124
125    #[getter]
126    #[pyo3(name = "quantity")]
127    fn py_quantity(&self) -> Quantity {
128        self.quantity
129    }
130
131    #[getter]
132    #[pyo3(name = "price")]
133    fn py_price(&self) -> Option<Price> {
134        self.price
135    }
136
137    #[getter]
138    #[pyo3(name = "trigger_price")]
139    fn py_trigger_price(&self) -> Option<Price> {
140        self.trigger_price
141    }
142
143    #[getter]
144    #[pyo3(name = "event_id")]
145    fn py_event_id(&self) -> UUID4 {
146        self.event_id
147    }
148
149    #[getter]
150    #[pyo3(name = "ts_event")]
151    fn py_ts_event(&self) -> u64 {
152        self.ts_event.as_u64()
153    }
154
155    #[getter]
156    #[pyo3(name = "ts_init")]
157    fn py_ts_init(&self) -> u64 {
158        self.ts_init.as_u64()
159    }
160
161    #[getter]
162    #[pyo3(name = "reconciliation")]
163    fn py_reconciliation(&self) -> bool {
164        self.reconciliation != 0
165    }
166
167    #[pyo3(name = "to_dict")]
168    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
169        let dict = PyDict::new(py);
170        dict.set_item("type", stringify!(OrderUpdated))?;
171        dict.set_item("trader_id", self.trader_id.to_string())?;
172        dict.set_item("strategy_id", self.strategy_id.to_string())?;
173        dict.set_item("instrument_id", self.instrument_id.to_string())?;
174        dict.set_item("client_order_id", self.client_order_id.to_string())?;
175        dict.set_item("quantity", self.quantity.to_string())?;
176        dict.set_item("event_id", self.event_id.to_string())?;
177        dict.set_item("ts_event", self.ts_event.as_u64())?;
178        dict.set_item("ts_init", self.ts_init.as_u64())?;
179        dict.set_item("reconciliation", self.reconciliation)?;
180        match self.venue_order_id {
181            Some(venue_order_id) => dict.set_item("venue_order_id", venue_order_id.to_string())?,
182            None => dict.set_item("venue_order_id", py.None())?,
183        }
184        match self.account_id {
185            Some(account_id) => dict.set_item("account_id", account_id.to_string())?,
186            None => dict.set_item("account_id", py.None())?,
187        }
188        match self.price {
189            Some(price) => dict.set_item("price", price.to_string())?,
190            None => dict.set_item("price", py.None())?,
191        }
192        match self.trigger_price {
193            Some(trigger_price) => dict.set_item("trigger_price", trigger_price.to_string())?,
194            None => dict.set_item("trigger_price", py.None())?,
195        }
196        Ok(dict.into())
197    }
198}
nautilus_model/python/events/order/updated.rs

nautilus_model/python/events/order/
updated.rs
