nautilus_model/reports/
order.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::Display;
17
18use nautilus_core::{UUID4, UnixNanos};
19use rust_decimal::Decimal;
20use serde::{Deserialize, Serialize};
21
22use crate::{
23    enums::{
24        ContingencyType, OrderSide, OrderStatus, OrderType, TimeInForce, TrailingOffsetType,
25        TriggerType,
26    },
27    identifiers::{AccountId, ClientOrderId, InstrumentId, OrderListId, PositionId, VenueOrderId},
28    types::{Price, Quantity},
29};
30
31/// Represents an order status at a point in time.
32#[derive(Clone, Debug, PartialEq, Serialize, Deserialize)]
33#[serde(tag = "type")]
34#[cfg_attr(
35    feature = "python",
36    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
37)]
38pub struct OrderStatusReport {
39    /// The account ID associated with the position.
40    pub account_id: AccountId,
41    /// The instrument ID associated with the event.
42    pub instrument_id: InstrumentId,
43    /// The client order ID.
44    pub client_order_id: Option<ClientOrderId>,
45    /// The venue assigned order ID.
46    pub venue_order_id: VenueOrderId,
47    /// The order side.
48    pub order_side: OrderSide,
49    /// The order type.
50    pub order_type: OrderType,
51    /// The order time in force.
52    pub time_in_force: TimeInForce,
53    /// The order status.
54    pub order_status: OrderStatus,
55    /// The order quantity.
56    pub quantity: Quantity,
57    /// The order total filled quantity.
58    pub filled_qty: Quantity,
59    /// The unique identifier for the event.
60    pub report_id: UUID4,
61    /// UNIX timestamp (nanoseconds) when the order was accepted.
62    pub ts_accepted: UnixNanos,
63    /// UNIX timestamp (nanoseconds) when the last event occurred.
64    pub ts_last: UnixNanos,
65    /// UNIX timestamp (nanoseconds) when the event was initialized.
66    pub ts_init: UnixNanos,
67    /// The order list ID associated with the order.
68    pub order_list_id: Option<OrderListId>,
69    /// The position ID associated with the order (assigned by the venue).
70    pub venue_position_id: Option<PositionId>,
71    /// The reported linked client order IDs related to contingency orders.
72    pub linked_order_ids: Option<Vec<ClientOrderId>>,
73    /// The parent order ID for contingent child orders, if available.
74    pub parent_order_id: Option<ClientOrderId>,
75    /// The orders contingency type.
76    pub contingency_type: ContingencyType,
77    /// The order expiration (UNIX epoch nanoseconds), zero for no expiration.
78    pub expire_time: Option<UnixNanos>,
79    /// The order price (LIMIT).
80    pub price: Option<Price>,
81    /// The order trigger price (STOP).
82    pub trigger_price: Option<Price>,
83    /// The trigger type for the order.
84    pub trigger_type: Option<TriggerType>,
85    /// The trailing offset for the orders limit price.
86    pub limit_offset: Option<Decimal>,
87    /// The trailing offset for the orders trigger price (STOP).
88    pub trailing_offset: Option<Decimal>,
89    /// The trailing offset type.
90    pub trailing_offset_type: TrailingOffsetType,
91    /// The order average fill price.
92    pub avg_px: Option<f64>,
93    /// The quantity of the `LIMIT` order to display on the public book (iceberg).
94    pub display_qty: Option<Quantity>,
95    /// If the order will only provide liquidity (make a market).
96    pub post_only: bool,
97    /// If the order carries the 'reduce-only' execution instruction.
98    pub reduce_only: bool,
99    /// The reason for order cancellation.
100    pub cancel_reason: Option<String>,
101    /// UNIX timestamp (nanoseconds) when the order was triggered.
102    pub ts_triggered: Option<UnixNanos>,
103}
104
105impl OrderStatusReport {
106    /// Creates a new [`OrderStatusReport`] instance with required fields.
107    #[allow(clippy::too_many_arguments)]
108    #[must_use]
109    pub fn new(
110        account_id: AccountId,
111        instrument_id: InstrumentId,
112        client_order_id: Option<ClientOrderId>,
113        venue_order_id: VenueOrderId,
114        order_side: OrderSide,
115        order_type: OrderType,
116        time_in_force: TimeInForce,
117        order_status: OrderStatus,
118        quantity: Quantity,
119        filled_qty: Quantity,
120        ts_accepted: UnixNanos,
121        ts_last: UnixNanos,
122        ts_init: UnixNanos,
123        report_id: Option<UUID4>,
124    ) -> Self {
125        Self {
126            account_id,
127            instrument_id,
128            client_order_id,
129            venue_order_id,
130            order_side,
131            order_type,
132            time_in_force,
133            order_status,
134            quantity,
135            filled_qty,
136            report_id: report_id.unwrap_or_default(),
137            ts_accepted,
138            ts_last,
139            ts_init,
140            order_list_id: None,
141            venue_position_id: None,
142            linked_order_ids: None,
143            parent_order_id: None,
144            contingency_type: ContingencyType::default(),
145            expire_time: None,
146            price: None,
147            trigger_price: None,
148            trigger_type: None,
149            limit_offset: None,
150            trailing_offset: None,
151            trailing_offset_type: TrailingOffsetType::default(),
152            avg_px: None,
153            display_qty: None,
154            post_only: false,
155            reduce_only: false,
156            cancel_reason: None,
157            ts_triggered: None,
158        }
159    }
160
161    /// Sets the client order ID.
162    #[must_use]
163    pub const fn with_client_order_id(mut self, client_order_id: ClientOrderId) -> Self {
164        self.client_order_id = Some(client_order_id);
165        self
166    }
167
168    /// Sets the order list ID.
169    #[must_use]
170    pub const fn with_order_list_id(mut self, order_list_id: OrderListId) -> Self {
171        self.order_list_id = Some(order_list_id);
172        self
173    }
174
175    /// Sets the linked client order IDs.
176    #[must_use]
177    pub fn with_linked_order_ids(
178        mut self,
179        linked_order_ids: impl IntoIterator<Item = ClientOrderId>,
180    ) -> Self {
181        self.linked_order_ids = Some(linked_order_ids.into_iter().collect());
182        self
183    }
184
185    /// Sets the parent order ID.
186    #[must_use]
187    pub const fn with_parent_order_id(mut self, parent_order_id: ClientOrderId) -> Self {
188        self.parent_order_id = Some(parent_order_id);
189        self
190    }
191
192    /// Sets the venue position ID.
193    #[must_use]
194    pub const fn with_venue_position_id(mut self, venue_position_id: PositionId) -> Self {
195        self.venue_position_id = Some(venue_position_id);
196        self
197    }
198
199    /// Sets the price.
200    #[must_use]
201    pub const fn with_price(mut self, price: Price) -> Self {
202        self.price = Some(price);
203        self
204    }
205
206    /// Sets the average price.
207    #[must_use]
208    pub const fn with_avg_px(mut self, avg_px: f64) -> Self {
209        self.avg_px = Some(avg_px);
210        self
211    }
212
213    /// Sets the trigger price.
214    #[must_use]
215    pub const fn with_trigger_price(mut self, trigger_price: Price) -> Self {
216        self.trigger_price = Some(trigger_price);
217        self
218    }
219
220    /// Sets the trigger type.
221    #[must_use]
222    pub const fn with_trigger_type(mut self, trigger_type: TriggerType) -> Self {
223        self.trigger_type = Some(trigger_type);
224        self
225    }
226
227    /// Sets the limit offset.
228    #[must_use]
229    pub const fn with_limit_offset(mut self, limit_offset: Decimal) -> Self {
230        self.limit_offset = Some(limit_offset);
231        self
232    }
233
234    /// Sets the trailing offset.
235    #[must_use]
236    pub const fn with_trailing_offset(mut self, trailing_offset: Decimal) -> Self {
237        self.trailing_offset = Some(trailing_offset);
238        self
239    }
240
241    /// Sets the trailing offset type.
242    #[must_use]
243    pub const fn with_trailing_offset_type(
244        mut self,
245        trailing_offset_type: TrailingOffsetType,
246    ) -> Self {
247        self.trailing_offset_type = trailing_offset_type;
248        self
249    }
250
251    /// Sets the display quantity.
252    #[must_use]
253    pub const fn with_display_qty(mut self, display_qty: Quantity) -> Self {
254        self.display_qty = Some(display_qty);
255        self
256    }
257
258    /// Sets the expire time.
259    #[must_use]
260    pub const fn with_expire_time(mut self, expire_time: UnixNanos) -> Self {
261        self.expire_time = Some(expire_time);
262        self
263    }
264
265    /// Sets `post_only` flag.
266    #[must_use]
267    pub const fn with_post_only(mut self, post_only: bool) -> Self {
268        self.post_only = post_only;
269        self
270    }
271
272    /// Sets `reduce_only` flag.
273    #[must_use]
274    pub const fn with_reduce_only(mut self, reduce_only: bool) -> Self {
275        self.reduce_only = reduce_only;
276        self
277    }
278
279    /// Sets cancel reason.
280    #[must_use]
281    pub fn with_cancel_reason(mut self, cancel_reason: String) -> Self {
282        self.cancel_reason = Some(cancel_reason);
283        self
284    }
285
286    /// Sets the triggered timestamp.
287    #[must_use]
288    pub const fn with_ts_triggered(mut self, ts_triggered: UnixNanos) -> Self {
289        self.ts_triggered = Some(ts_triggered);
290        self
291    }
292
293    /// Sets the contingency type.
294    #[must_use]
295    pub const fn with_contingency_type(mut self, contingency_type: ContingencyType) -> Self {
296        self.contingency_type = contingency_type;
297        self
298    }
299}
300
301impl Display for OrderStatusReport {
302    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
303        write!(
304            f,
305            "OrderStatusReport(\
306                account_id={}, \
307                instrument_id={}, \
308                venue_order_id={}, \
309                order_side={}, \
310                order_type={}, \
311                time_in_force={}, \
312                order_status={}, \
313                quantity={}, \
314                filled_qty={}, \
315                report_id={}, \
316                ts_accepted={}, \
317                ts_last={}, \
318                ts_init={}, \
319                client_order_id={:?}, \
320                order_list_id={:?}, \
321                venue_position_id={:?}, \
322                linked_order_ids={:?}, \
323                parent_order_id={:?}, \
324                contingency_type={}, \
325                expire_time={:?}, \
326                price={:?}, \
327                trigger_price={:?}, \
328                trigger_type={:?}, \
329                limit_offset={:?}, \
330                trailing_offset={:?}, \
331                trailing_offset_type={}, \
332                avg_px={:?}, \
333                display_qty={:?}, \
334                post_only={}, \
335                reduce_only={}, \
336                cancel_reason={:?}, \
337                ts_triggered={:?}\
338            )",
339            self.account_id,
340            self.instrument_id,
341            self.venue_order_id,
342            self.order_side,
343            self.order_type,
344            self.time_in_force,
345            self.order_status,
346            self.quantity,
347            self.filled_qty,
348            self.report_id,
349            self.ts_accepted,
350            self.ts_last,
351            self.ts_init,
352            self.client_order_id,
353            self.order_list_id,
354            self.venue_position_id,
355            self.linked_order_ids,
356            self.parent_order_id,
357            self.contingency_type,
358            self.expire_time,
359            self.price,
360            self.trigger_price,
361            self.trigger_type,
362            self.limit_offset,
363            self.trailing_offset,
364            self.trailing_offset_type,
365            self.avg_px,
366            self.display_qty,
367            self.post_only,
368            self.reduce_only,
369            self.cancel_reason,
370            self.ts_triggered,
371        )
372    }
373}
374
375////////////////////////////////////////////////////////////////////////////////
376// Tests
377////////////////////////////////////////////////////////////////////////////////
378#[cfg(test)]
379mod tests {
380    use nautilus_core::UnixNanos;
381    use rstest::*;
382    use rust_decimal::Decimal;
383
384    use super::*;
385    use crate::{
386        enums::{
387            ContingencyType, OrderSide, OrderStatus, OrderType, TimeInForce, TrailingOffsetType,
388            TriggerType,
389        },
390        identifiers::{
391            AccountId, ClientOrderId, InstrumentId, OrderListId, PositionId, VenueOrderId,
392        },
393        types::{Price, Quantity},
394    };
395
396    fn test_order_status_report() -> OrderStatusReport {
397        OrderStatusReport::new(
398            AccountId::from("SIM-001"),
399            InstrumentId::from("AUDUSD.SIM"),
400            Some(ClientOrderId::from("O-19700101-000000-001-001-1")),
401            VenueOrderId::from("1"),
402            OrderSide::Buy,
403            OrderType::Limit,
404            TimeInForce::Gtc,
405            OrderStatus::Accepted,
406            Quantity::from("100"),
407            Quantity::from("0"),
408            UnixNanos::from(1_000_000_000),
409            UnixNanos::from(2_000_000_000),
410            UnixNanos::from(3_000_000_000),
411            None,
412        )
413    }
414
415    #[rstest]
416    fn test_order_status_report_new() {
417        let report = test_order_status_report();
418
419        assert_eq!(report.account_id, AccountId::from("SIM-001"));
420        assert_eq!(report.instrument_id, InstrumentId::from("AUDUSD.SIM"));
421        assert_eq!(
422            report.client_order_id,
423            Some(ClientOrderId::from("O-19700101-000000-001-001-1"))
424        );
425        assert_eq!(report.venue_order_id, VenueOrderId::from("1"));
426        assert_eq!(report.order_side, OrderSide::Buy);
427        assert_eq!(report.order_type, OrderType::Limit);
428        assert_eq!(report.time_in_force, TimeInForce::Gtc);
429        assert_eq!(report.order_status, OrderStatus::Accepted);
430        assert_eq!(report.quantity, Quantity::from("100"));
431        assert_eq!(report.filled_qty, Quantity::from("0"));
432        assert_eq!(report.ts_accepted, UnixNanos::from(1_000_000_000));
433        assert_eq!(report.ts_last, UnixNanos::from(2_000_000_000));
434        assert_eq!(report.ts_init, UnixNanos::from(3_000_000_000));
435
436        // Test default values
437        assert_eq!(report.order_list_id, None);
438        assert_eq!(report.venue_position_id, None);
439        assert_eq!(report.linked_order_ids, None);
440        assert_eq!(report.parent_order_id, None);
441        assert_eq!(report.contingency_type, ContingencyType::default());
442        assert_eq!(report.expire_time, None);
443        assert_eq!(report.price, None);
444        assert_eq!(report.trigger_price, None);
445        assert_eq!(report.trigger_type, None);
446        assert_eq!(report.limit_offset, None);
447        assert_eq!(report.trailing_offset, None);
448        assert_eq!(report.trailing_offset_type, TrailingOffsetType::default());
449        assert_eq!(report.avg_px, None);
450        assert_eq!(report.display_qty, None);
451        assert!(!report.post_only);
452        assert!(!report.reduce_only);
453        assert_eq!(report.cancel_reason, None);
454        assert_eq!(report.ts_triggered, None);
455    }
456
457    #[rstest]
458    fn test_order_status_report_with_generated_report_id() {
459        let report = OrderStatusReport::new(
460            AccountId::from("SIM-001"),
461            InstrumentId::from("AUDUSD.SIM"),
462            None,
463            VenueOrderId::from("1"),
464            OrderSide::Buy,
465            OrderType::Market,
466            TimeInForce::Ioc,
467            OrderStatus::Filled,
468            Quantity::from("100"),
469            Quantity::from("100"),
470            UnixNanos::from(1_000_000_000),
471            UnixNanos::from(2_000_000_000),
472            UnixNanos::from(3_000_000_000),
473            None, // No report ID provided, should generate one
474        );
475
476        // Should have a generated UUID
477        assert_ne!(
478            report.report_id.to_string(),
479            "00000000-0000-0000-0000-000000000000"
480        );
481    }
482
483    #[rstest]
484    fn test_order_status_report_builder_methods() {
485        let report = test_order_status_report()
486            .with_client_order_id(ClientOrderId::from("O-19700101-000000-001-001-2"))
487            .with_order_list_id(OrderListId::from("OL-001"))
488            .with_venue_position_id(PositionId::from("P-001"))
489            .with_parent_order_id(ClientOrderId::from("O-PARENT"))
490            .with_price(Price::from("1.00000"))
491            .with_avg_px(1.00001)
492            .with_trigger_price(Price::from("0.99000"))
493            .with_trigger_type(TriggerType::Default)
494            .with_limit_offset(Decimal::from_f64_retain(0.0001).unwrap())
495            .with_trailing_offset(Decimal::from_f64_retain(0.0002).unwrap())
496            .with_trailing_offset_type(TrailingOffsetType::BasisPoints)
497            .with_display_qty(Quantity::from("50"))
498            .with_expire_time(UnixNanos::from(4_000_000_000))
499            .with_post_only(true)
500            .with_reduce_only(true)
501            .with_cancel_reason("User requested".to_string())
502            .with_ts_triggered(UnixNanos::from(1_500_000_000))
503            .with_contingency_type(ContingencyType::Oco);
504
505        assert_eq!(
506            report.client_order_id,
507            Some(ClientOrderId::from("O-19700101-000000-001-001-2"))
508        );
509        assert_eq!(report.order_list_id, Some(OrderListId::from("OL-001")));
510        assert_eq!(report.venue_position_id, Some(PositionId::from("P-001")));
511        assert_eq!(
512            report.parent_order_id,
513            Some(ClientOrderId::from("O-PARENT"))
514        );
515        assert_eq!(report.price, Some(Price::from("1.00000")));
516        assert_eq!(report.avg_px, Some(1.00001));
517        assert_eq!(report.trigger_price, Some(Price::from("0.99000")));
518        assert_eq!(report.trigger_type, Some(TriggerType::Default));
519        assert_eq!(
520            report.limit_offset,
521            Some(Decimal::from_f64_retain(0.0001).unwrap())
522        );
523        assert_eq!(
524            report.trailing_offset,
525            Some(Decimal::from_f64_retain(0.0002).unwrap())
526        );
527        assert_eq!(report.trailing_offset_type, TrailingOffsetType::BasisPoints);
528        assert_eq!(report.display_qty, Some(Quantity::from("50")));
529        assert_eq!(report.expire_time, Some(UnixNanos::from(4_000_000_000)));
530        assert!(report.post_only);
531        assert!(report.reduce_only);
532        assert_eq!(report.cancel_reason, Some("User requested".to_string()));
533        assert_eq!(report.ts_triggered, Some(UnixNanos::from(1_500_000_000)));
534        assert_eq!(report.contingency_type, ContingencyType::Oco);
535    }
536
537    #[rstest]
538    fn test_display() {
539        let report = test_order_status_report();
540        let display_str = format!("{report}");
541
542        assert!(display_str.contains("OrderStatusReport"));
543        assert!(display_str.contains("SIM-001"));
544        assert!(display_str.contains("AUDUSD.SIM"));
545        assert!(display_str.contains("BUY"));
546        assert!(display_str.contains("LIMIT"));
547        assert!(display_str.contains("GTC"));
548        assert!(display_str.contains("ACCEPTED"));
549        assert!(display_str.contains("100"));
550    }
551
552    #[rstest]
553    fn test_clone_and_equality() {
554        let report1 = test_order_status_report();
555        let report2 = report1.clone();
556
557        assert_eq!(report1, report2);
558    }
559
560    #[rstest]
561    fn test_serialization_roundtrip() {
562        let original = test_order_status_report();
563
564        // Test JSON serialization
565        let json = serde_json::to_string(&original).unwrap();
566        let deserialized: OrderStatusReport = serde_json::from_str(&json).unwrap();
567        assert_eq!(original, deserialized);
568    }
569
570    #[rstest]
571    fn test_order_status_report_different_order_types() {
572        let market_report = OrderStatusReport::new(
573            AccountId::from("SIM-001"),
574            InstrumentId::from("AUDUSD.SIM"),
575            None,
576            VenueOrderId::from("1"),
577            OrderSide::Buy,
578            OrderType::Market,
579            TimeInForce::Ioc,
580            OrderStatus::Filled,
581            Quantity::from("100"),
582            Quantity::from("100"),
583            UnixNanos::from(1_000_000_000),
584            UnixNanos::from(2_000_000_000),
585            UnixNanos::from(3_000_000_000),
586            None,
587        );
588
589        let stop_report = OrderStatusReport::new(
590            AccountId::from("SIM-001"),
591            InstrumentId::from("AUDUSD.SIM"),
592            None,
593            VenueOrderId::from("2"),
594            OrderSide::Sell,
595            OrderType::StopMarket,
596            TimeInForce::Gtc,
597            OrderStatus::Accepted,
598            Quantity::from("50"),
599            Quantity::from("0"),
600            UnixNanos::from(1_000_000_000),
601            UnixNanos::from(2_000_000_000),
602            UnixNanos::from(3_000_000_000),
603            None,
604        );
605
606        assert_eq!(market_report.order_type, OrderType::Market);
607        assert_eq!(stop_report.order_type, OrderType::StopMarket);
608        assert_ne!(market_report, stop_report);
609    }
610
611    #[rstest]
612    fn test_order_status_report_different_statuses() {
613        let accepted_report = test_order_status_report();
614
615        let filled_report = OrderStatusReport::new(
616            AccountId::from("SIM-001"),
617            InstrumentId::from("AUDUSD.SIM"),
618            Some(ClientOrderId::from("O-19700101-000000-001-001-1")),
619            VenueOrderId::from("1"),
620            OrderSide::Buy,
621            OrderType::Limit,
622            TimeInForce::Gtc,
623            OrderStatus::Filled,
624            Quantity::from("100"),
625            Quantity::from("100"), // Fully filled
626            UnixNanos::from(1_000_000_000),
627            UnixNanos::from(2_000_000_000),
628            UnixNanos::from(3_000_000_000),
629            None,
630        );
631
632        assert_eq!(accepted_report.order_status, OrderStatus::Accepted);
633        assert_eq!(filled_report.order_status, OrderStatus::Filled);
634        assert_ne!(accepted_report, filled_report);
635    }
636
637    #[rstest]
638    fn test_order_status_report_with_optional_fields() {
639        let mut report = test_order_status_report();
640
641        // Initially no optional fields set
642        assert_eq!(report.price, None);
643        assert_eq!(report.avg_px, None);
644        assert!(!report.post_only);
645        assert!(!report.reduce_only);
646
647        // Test builder pattern with various optional fields
648        report = report
649            .with_price(Price::from("1.00000"))
650            .with_avg_px(1.00001)
651            .with_post_only(true)
652            .with_reduce_only(true);
653
654        assert_eq!(report.price, Some(Price::from("1.00000")));
655        assert_eq!(report.avg_px, Some(1.00001));
656        assert!(report.post_only);
657        assert!(report.reduce_only);
658    }
659
660    #[rstest]
661    fn test_order_status_report_partial_fill() {
662        let partial_fill_report = OrderStatusReport::new(
663            AccountId::from("SIM-001"),
664            InstrumentId::from("AUDUSD.SIM"),
665            Some(ClientOrderId::from("O-19700101-000000-001-001-1")),
666            VenueOrderId::from("1"),
667            OrderSide::Buy,
668            OrderType::Limit,
669            TimeInForce::Gtc,
670            OrderStatus::PartiallyFilled,
671            Quantity::from("100"),
672            Quantity::from("30"), // Partially filled
673            UnixNanos::from(1_000_000_000),
674            UnixNanos::from(2_000_000_000),
675            UnixNanos::from(3_000_000_000),
676            None,
677        );
678
679        assert_eq!(partial_fill_report.quantity, Quantity::from("100"));
680        assert_eq!(partial_fill_report.filled_qty, Quantity::from("30"));
681        assert_eq!(
682            partial_fill_report.order_status,
683            OrderStatus::PartiallyFilled
684        );
685    }
686
687    #[rstest]
688    fn test_order_status_report_with_all_timestamp_fields() {
689        let report = OrderStatusReport::new(
690            AccountId::from("SIM-001"),
691            InstrumentId::from("AUDUSD.SIM"),
692            None,
693            VenueOrderId::from("1"),
694            OrderSide::Buy,
695            OrderType::StopLimit,
696            TimeInForce::Gtc,
697            OrderStatus::Triggered,
698            Quantity::from("100"),
699            Quantity::from("0"),
700            UnixNanos::from(1_000_000_000), // ts_accepted
701            UnixNanos::from(2_000_000_000), // ts_last
702            UnixNanos::from(3_000_000_000), // ts_init
703            None,
704        )
705        .with_ts_triggered(UnixNanos::from(1_500_000_000));
706
707        assert_eq!(report.ts_accepted, UnixNanos::from(1_000_000_000));
708        assert_eq!(report.ts_last, UnixNanos::from(2_000_000_000));
709        assert_eq!(report.ts_init, UnixNanos::from(3_000_000_000));
710        assert_eq!(report.ts_triggered, Some(UnixNanos::from(1_500_000_000)));
711    }
712}
nautilus_model/reports/order.rs

nautilus_model/reports/
order.rs
