nautilus_model/orders/
stop_limit.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 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::{
23    UUID4, UnixNanos,
24    correctness::{CorrectnessError, FAILED},
25};
26use rust_decimal::Decimal;
27use serde::{Deserialize, Serialize};
28use ustr::Ustr;
29
30use super::{Order, OrderAny, OrderCore, OrderError, check_display_qty, check_time_in_force};
31use crate::{
32    enums::{
33        ContingencyType, LiquiditySide, OrderSide, OrderStatus, OrderType, PositionSide,
34        TimeInForce, TrailingOffsetType, TriggerType,
35    },
36    events::{OrderEventAny, OrderInitialized, OrderUpdated},
37    identifiers::{
38        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
39        StrategyId, Symbol, TradeId, TraderId, Venue, VenueOrderId,
40    },
41    types::{Currency, Money, Price, Quantity, quantity::check_positive_quantity},
42};
43
44#[derive(Clone, Debug, Serialize, Deserialize)]
45#[cfg_attr(
46    feature = "python",
47    pyo3::pyclass(module = "nautilus_trader.model", from_py_object)
48)]
49#[cfg_attr(
50    feature = "python",
51    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
52)]
53pub struct StopLimitOrder {
54    pub price: Price,
55    pub trigger_price: Price,
56    pub trigger_type: TriggerType,
57    pub expire_time: Option<UnixNanos>,
58    pub is_post_only: bool,
59    pub display_qty: Option<Quantity>,
60    pub trigger_instrument_id: Option<InstrumentId>,
61    pub is_triggered: bool,
62    pub ts_triggered: Option<UnixNanos>,
63    core: OrderCore,
64}
65
66impl StopLimitOrder {
67    /// Creates a new [`StopLimitOrder`] instance.
68    ///
69    /// # Errors
70    ///
71    /// Returns an error if:
72    /// - The `quantity` is not positive.
73    /// - The `display_qty` (when provided) exceeds `quantity`.
74    /// - The `time_in_force` is `GTD` **and** `expire_time` is `None` or zero.
75    /// - The order metadata violates an [`OrderInitialized::new_checked`] invariant.
76    #[expect(clippy::too_many_arguments)]
77    pub fn new_checked(
78        trader_id: TraderId,
79        strategy_id: StrategyId,
80        instrument_id: InstrumentId,
81        client_order_id: ClientOrderId,
82        order_side: OrderSide,
83        quantity: Quantity,
84        price: Price,
85        trigger_price: Price,
86        trigger_type: TriggerType,
87        time_in_force: TimeInForce,
88        expire_time: Option<UnixNanos>,
89        post_only: bool,
90        reduce_only: bool,
91        quote_quantity: bool,
92        display_qty: Option<Quantity>,
93        emulation_trigger: Option<TriggerType>,
94        trigger_instrument_id: Option<InstrumentId>,
95        contingency_type: Option<ContingencyType>,
96        order_list_id: Option<OrderListId>,
97        linked_order_ids: Option<Vec<ClientOrderId>>,
98        parent_order_id: Option<ClientOrderId>,
99        exec_algorithm_id: Option<ExecAlgorithmId>,
100        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
101        exec_spawn_id: Option<ClientOrderId>,
102        tags: Option<Vec<Ustr>>,
103        init_id: UUID4,
104        ts_init: UnixNanos,
105    ) -> Result<Self, OrderError> {
106        check_positive_quantity(quantity, stringify!(quantity))?;
107        check_display_qty(display_qty, quantity)?;
108        check_time_in_force(time_in_force, expire_time)?;
109
110        let init_order = OrderInitialized::new_checked(
111            trader_id,
112            strategy_id,
113            instrument_id,
114            client_order_id,
115            order_side,
116            OrderType::StopLimit,
117            quantity,
118            time_in_force,
119            post_only,
120            reduce_only,
121            quote_quantity,
122            false,
123            init_id,
124            ts_init,
125            ts_init,
126            Some(price),
127            None,
128            Some(trigger_price),
129            Some(trigger_type),
130            None,
131            None,
132            None,
133            expire_time,
134            display_qty,
135            emulation_trigger,
136            trigger_instrument_id,
137            contingency_type,
138            order_list_id,
139            linked_order_ids,
140            parent_order_id,
141            exec_algorithm_id,
142            exec_algorithm_params,
143            exec_spawn_id,
144            tags,
145        )?;
146
147        Ok(Self {
148            core: OrderCore::new(init_order),
149            price,
150            trigger_price,
151            trigger_type,
152            expire_time,
153            is_post_only: post_only,
154            display_qty,
155            trigger_instrument_id,
156            is_triggered: false,
157            ts_triggered: None,
158        })
159    }
160
161    /// Creates a new [`StopLimitOrder`] instance.
162    ///
163    /// # Panics
164    ///
165    /// Panics if any order validation fails (see [`StopLimitOrder::new_checked`]).
166    #[expect(clippy::too_many_arguments)]
167    #[must_use]
168    pub fn new(
169        trader_id: TraderId,
170        strategy_id: StrategyId,
171        instrument_id: InstrumentId,
172        client_order_id: ClientOrderId,
173        order_side: OrderSide,
174        quantity: Quantity,
175        price: Price,
176        trigger_price: Price,
177        trigger_type: TriggerType,
178        time_in_force: TimeInForce,
179        expire_time: Option<UnixNanos>,
180        post_only: bool,
181        reduce_only: bool,
182        quote_quantity: bool,
183        display_qty: Option<Quantity>,
184        emulation_trigger: Option<TriggerType>,
185        trigger_instrument_id: Option<InstrumentId>,
186        contingency_type: Option<ContingencyType>,
187        order_list_id: Option<OrderListId>,
188        linked_order_ids: Option<Vec<ClientOrderId>>,
189        parent_order_id: Option<ClientOrderId>,
190        exec_algorithm_id: Option<ExecAlgorithmId>,
191        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
192        exec_spawn_id: Option<ClientOrderId>,
193        tags: Option<Vec<Ustr>>,
194        init_id: UUID4,
195        ts_init: UnixNanos,
196    ) -> Self {
197        Self::new_checked(
198            trader_id,
199            strategy_id,
200            instrument_id,
201            client_order_id,
202            order_side,
203            quantity,
204            price,
205            trigger_price,
206            trigger_type,
207            time_in_force,
208            expire_time,
209            post_only,
210            reduce_only,
211            quote_quantity,
212            display_qty,
213            emulation_trigger,
214            trigger_instrument_id,
215            contingency_type,
216            order_list_id,
217            linked_order_ids,
218            parent_order_id,
219            exec_algorithm_id,
220            exec_algorithm_params,
221            exec_spawn_id,
222            tags,
223            init_id,
224            ts_init,
225        )
226        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
227    }
228}
229
230impl Deref for StopLimitOrder {
231    type Target = OrderCore;
232    fn deref(&self) -> &Self::Target {
233        &self.core
234    }
235}
236
237impl DerefMut for StopLimitOrder {
238    fn deref_mut(&mut self) -> &mut Self::Target {
239        &mut self.core
240    }
241}
242
243impl PartialEq for StopLimitOrder {
244    fn eq(&self, other: &Self) -> bool {
245        self.client_order_id == other.client_order_id
246    }
247}
248
249impl Order for StopLimitOrder {
250    fn into_any(self) -> OrderAny {
251        OrderAny::StopLimit(self)
252    }
253
254    fn status(&self) -> OrderStatus {
255        self.status
256    }
257
258    fn trader_id(&self) -> TraderId {
259        self.trader_id
260    }
261
262    fn strategy_id(&self) -> StrategyId {
263        self.strategy_id
264    }
265
266    fn instrument_id(&self) -> InstrumentId {
267        self.instrument_id
268    }
269
270    fn symbol(&self) -> Symbol {
271        self.instrument_id.symbol
272    }
273
274    fn venue(&self) -> Venue {
275        self.instrument_id.venue
276    }
277
278    fn client_order_id(&self) -> ClientOrderId {
279        self.client_order_id
280    }
281
282    fn venue_order_id(&self) -> Option<VenueOrderId> {
283        self.venue_order_id
284    }
285
286    fn position_id(&self) -> Option<PositionId> {
287        self.position_id
288    }
289
290    fn account_id(&self) -> Option<AccountId> {
291        self.account_id
292    }
293
294    fn last_trade_id(&self) -> Option<TradeId> {
295        self.last_trade_id
296    }
297
298    fn order_side(&self) -> OrderSide {
299        self.side
300    }
301
302    fn order_type(&self) -> OrderType {
303        self.order_type
304    }
305
306    fn quantity(&self) -> Quantity {
307        self.quantity
308    }
309
310    fn time_in_force(&self) -> TimeInForce {
311        self.time_in_force
312    }
313
314    fn expire_time(&self) -> Option<UnixNanos> {
315        self.expire_time
316    }
317
318    fn price(&self) -> Option<Price> {
319        Some(self.price)
320    }
321
322    fn trigger_price(&self) -> Option<Price> {
323        Some(self.trigger_price)
324    }
325
326    fn trigger_type(&self) -> Option<TriggerType> {
327        Some(self.trigger_type)
328    }
329
330    fn liquidity_side(&self) -> Option<LiquiditySide> {
331        self.liquidity_side
332    }
333
334    fn is_post_only(&self) -> bool {
335        self.is_post_only
336    }
337
338    fn is_reduce_only(&self) -> bool {
339        self.is_reduce_only
340    }
341
342    fn is_quote_quantity(&self) -> bool {
343        self.is_quote_quantity
344    }
345
346    fn has_price(&self) -> bool {
347        true
348    }
349
350    fn display_qty(&self) -> Option<Quantity> {
351        self.display_qty
352    }
353
354    fn limit_offset(&self) -> Option<Decimal> {
355        None
356    }
357
358    fn trailing_offset(&self) -> Option<Decimal> {
359        None
360    }
361
362    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
363        None
364    }
365
366    fn emulation_trigger(&self) -> Option<TriggerType> {
367        self.emulation_trigger
368    }
369
370    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
371        self.trigger_instrument_id
372    }
373
374    fn contingency_type(&self) -> Option<ContingencyType> {
375        self.contingency_type
376    }
377
378    fn order_list_id(&self) -> Option<OrderListId> {
379        self.order_list_id
380    }
381
382    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
383        self.linked_order_ids.as_deref()
384    }
385
386    fn parent_order_id(&self) -> Option<ClientOrderId> {
387        self.parent_order_id
388    }
389
390    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
391        self.exec_algorithm_id
392    }
393
394    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
395        self.exec_algorithm_params.as_ref()
396    }
397
398    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
399        self.exec_spawn_id
400    }
401
402    fn tags(&self) -> Option<&[Ustr]> {
403        self.tags.as_deref()
404    }
405
406    fn filled_qty(&self) -> Quantity {
407        self.filled_qty
408    }
409
410    fn voided_qty(&self) -> Quantity {
411        self.voided_qty
412    }
413
414    fn non_reopened_voided_qty(&self) -> Quantity {
415        self.non_reopened_voided_qty
416    }
417
418    fn leaves_qty(&self) -> Quantity {
419        self.leaves_qty
420    }
421
422    fn overfill_qty(&self) -> Quantity {
423        self.overfill_qty
424    }
425
426    fn avg_px(&self) -> Option<Decimal> {
427        self.avg_px
428    }
429
430    fn slippage(&self) -> Option<Decimal> {
431        self.slippage
432    }
433
434    fn init_id(&self) -> UUID4 {
435        self.init_id
436    }
437
438    fn ts_init(&self) -> UnixNanos {
439        self.ts_init
440    }
441
442    fn ts_submitted(&self) -> Option<UnixNanos> {
443        self.ts_submitted
444    }
445
446    fn ts_accepted(&self) -> Option<UnixNanos> {
447        self.ts_accepted
448    }
449
450    fn ts_closed(&self) -> Option<UnixNanos> {
451        self.ts_closed
452    }
453
454    fn ts_last(&self) -> UnixNanos {
455        self.ts_last
456    }
457
458    fn events(&self) -> Vec<&OrderEventAny> {
459        self.events.iter().collect()
460    }
461
462    fn last_event(&self) -> &OrderEventAny {
463        self.events
464            .last()
465            .expect("Order invariant violated: no events")
466    }
467
468    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
469        self.venue_order_ids.iter().collect()
470    }
471
472    fn commissions(&self) -> &IndexMap<Currency, Money> {
473        &self.commissions
474    }
475
476    fn trade_ids(&self) -> Vec<&TradeId> {
477        self.trade_ids.iter().collect()
478    }
479
480    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
481        let updates_slippage = matches!(
482            event,
483            OrderEventAny::Filled(_) | OrderEventAny::FillVoided(_),
484        );
485        let is_order_triggered = matches!(event, OrderEventAny::Triggered(_));
486        let ts_event = if is_order_triggered {
487            Some(event.ts_event())
488        } else {
489            None
490        };
491
492        self.core.apply(event.clone())?;
493
494        if let OrderEventAny::Updated(ref event) = event {
495            self.update(event);
496        }
497
498        if is_order_triggered {
499            self.is_triggered = true;
500            self.ts_triggered = ts_event;
501        }
502
503        if updates_slippage {
504            self.core.set_slippage(self.price);
505        }
506
507        Ok(())
508    }
509
510    fn update(&mut self, event: &OrderUpdated) {
511        if let Some(price) = event.price {
512            self.price = price;
513        }
514
515        if let Some(trigger_price) = event.trigger_price {
516            self.trigger_price = trigger_price;
517        }
518
519        self.core.apply_updated_quantity(event.quantity);
520    }
521
522    fn is_triggered(&self) -> Option<bool> {
523        Some(self.is_triggered)
524    }
525
526    fn set_position_id(&mut self, position_id: Option<PositionId>) {
527        self.position_id = position_id;
528    }
529
530    fn set_quantity(&mut self, quantity: Quantity) {
531        self.quantity = quantity;
532    }
533
534    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
535        self.leaves_qty = leaves_qty;
536    }
537
538    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
539        self.emulation_trigger = emulation_trigger;
540    }
541
542    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
543        self.is_quote_quantity = is_quote_quantity;
544    }
545
546    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
547        self.liquidity_side = Some(liquidity_side);
548    }
549
550    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
551        self.core.would_reduce_only(side, position_qty)
552    }
553
554    fn previous_status(&self) -> Option<OrderStatus> {
555        self.core.previous_status
556    }
557}
558
559impl TryFrom<OrderInitialized> for StopLimitOrder {
560    type Error = OrderError;
561
562    fn try_from(event: OrderInitialized) -> Result<Self, Self::Error> {
563        let price = event
564            .price
565            .ok_or_else(|| CorrectnessError::PredicateViolation {
566                message: "`price` is required for `StopLimitOrder` initialization".to_string(),
567            })?;
568        let trigger_price =
569            event
570                .trigger_price
571                .ok_or_else(|| CorrectnessError::PredicateViolation {
572                    message: "`trigger_price` is required for `StopLimitOrder` initialization"
573                        .to_string(),
574                })?;
575        let trigger_type =
576            event
577                .trigger_type
578                .ok_or_else(|| CorrectnessError::PredicateViolation {
579                    message: "`trigger_type` is required for `StopLimitOrder` initialization"
580                        .to_string(),
581                })?;
582        Self::new_checked(
583            event.trader_id,
584            event.strategy_id,
585            event.instrument_id,
586            event.client_order_id,
587            event.order_side,
588            event.quantity,
589            price,
590            trigger_price,
591            trigger_type,
592            event.time_in_force,
593            event.expire_time,
594            event.post_only,
595            event.reduce_only,
596            event.quote_quantity,
597            event.display_qty,
598            event.emulation_trigger,
599            event.trigger_instrument_id,
600            event.contingency_type,
601            event.order_list_id,
602            event.linked_order_ids,
603            event.parent_order_id,
604            event.exec_algorithm_id,
605            event.exec_algorithm_params,
606            event.exec_spawn_id,
607            event.tags,
608            event.event_id,
609            event.ts_event,
610        )
611    }
612}
613
614impl Display for StopLimitOrder {
615    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
616        write!(
617            f,
618            "StopLimitOrder({} {} {} {} @ {}-STOP[{}] {}-LIMIT {}, status={}, client_order_id={}, venue_order_id={}, position_id={}, tags={})",
619            self.side,
620            self.quantity.to_formatted_string(),
621            self.instrument_id,
622            self.order_type,
623            self.trigger_price,
624            self.trigger_type,
625            self.price,
626            self.time_in_force,
627            self.status,
628            self.client_order_id,
629            self.venue_order_id
630                .map_or("None".to_string(), |venue_order_id| format!(
631                    "{venue_order_id}"
632                )),
633            self.position_id
634                .map_or("None".to_string(), |position_id| format!("{position_id}")),
635            self.tags.clone().map_or("None".to_string(), |tags| tags
636                .iter()
637                .map(ToString::to_string)
638                .collect::<Vec<String>>()
639                .join(", ")),
640        )
641    }
642}
643
644#[cfg(test)]
645mod tests {
646    use nautilus_core::UnixNanos;
647    use rstest::rstest;
648
649    use super::*;
650    use crate::{
651        enums::{OrderSide, PositionSide, TimeInForce, TriggerType},
652        events::order::spec::OrderInitializedSpec,
653        identifiers::InstrumentId,
654        instruments::{CurrencyPair, stubs::*},
655        orders::{OrderTestBuilder, stubs::TestOrderStubs},
656        types::{Price, Quantity},
657    };
658
659    #[rstest]
660    fn test_initialize(audusd_sim: CurrencyPair) {
661        // ---------------------------------------------------------------------
662        let order = OrderTestBuilder::new(OrderType::StopLimit)
663            .instrument_id(audusd_sim.id)
664            .side(OrderSide::Buy)
665            .trigger_price(Price::from("0.68000"))
666            .price(Price::from("0.68100"))
667            .trigger_type(TriggerType::LastPrice)
668            .quantity(Quantity::from(1))
669            .build();
670
671        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
672        assert_eq!(order.price(), Some(Price::from("0.68100")));
673
674        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
675
676        assert_eq!(order.is_triggered(), Some(false));
677        assert_eq!(order.filled_qty(), Quantity::from(0));
678        assert_eq!(order.leaves_qty(), Quantity::from(1));
679
680        assert_eq!(order.display_qty(), None);
681        assert_eq!(order.trigger_instrument_id(), None);
682        assert_eq!(order.order_list_id(), None);
683    }
684
685    #[rstest]
686    fn test_display(audusd_sim: CurrencyPair) {
687        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
688            .instrument_id(audusd_sim.id)
689            .side(OrderSide::Buy)
690            .quantity(Quantity::from(1))
691            .build();
692
693        assert_eq!(
694            order.to_string(),
695            "MarketToLimitOrder(BUY 1 AUD/USD.SIM MARKET_TO_LIMIT 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)"
696        );
697    }
698
699    #[rstest]
700    #[should_panic(expected = "display_qty` may not exceed `quantity")]
701    fn test_display_qty_gt_quantity_err(audusd_sim: CurrencyPair) {
702        let _ = OrderTestBuilder::new(OrderType::StopLimit)
703            .instrument_id(audusd_sim.id)
704            .side(OrderSide::Buy)
705            .trigger_price(Price::from("30300"))
706            .price(Price::from("30100"))
707            .trigger_type(TriggerType::LastPrice)
708            .quantity(Quantity::from(1))
709            .display_qty(Quantity::from(2))
710            .build();
711    }
712
713    #[rstest]
714    #[should_panic(expected = "Quantity must be non-negative")]
715    fn test_display_qty_negative_err(audusd_sim: CurrencyPair) {
716        let _ = OrderTestBuilder::new(OrderType::StopLimit)
717            .instrument_id(audusd_sim.id)
718            .side(OrderSide::Buy)
719            .trigger_price(Price::from("30300"))
720            .price(Price::from("30100"))
721            .trigger_type(TriggerType::LastPrice)
722            .quantity(Quantity::from(1))
723            .display_qty(Quantity::from("-1"))
724            .build();
725    }
726
727    #[rstest]
728    #[should_panic(expected = "expire_time` is required for `GTD` order")]
729    fn test_gtd_without_expire_time_err(audusd_sim: CurrencyPair) {
730        let _ = OrderTestBuilder::new(OrderType::StopLimit)
731            .instrument_id(audusd_sim.id)
732            .side(OrderSide::Buy)
733            .trigger_price(Price::from("30300"))
734            .price(Price::from("30100"))
735            .trigger_type(TriggerType::LastPrice)
736            .time_in_force(TimeInForce::Gtd)
737            .quantity(Quantity::from(1))
738            .build();
739    }
740    #[rstest]
741    fn test_stop_limit_order_update() {
742        // Create and accept a basic stop limit order
743        let order = OrderTestBuilder::new(OrderType::StopLimit)
744            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
745            .quantity(Quantity::from(10))
746            .price(Price::new(100.0, 2))
747            .trigger_price(Price::new(95.0, 2))
748            .build();
749
750        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
751
752        // Update with new values
753        let updated_price = Price::new(105.0, 2);
754        let updated_trigger_price = Price::new(90.0, 2);
755        let updated_quantity = Quantity::from(5);
756
757        let event = OrderUpdated {
758            client_order_id: accepted_order.client_order_id(),
759            strategy_id: accepted_order.strategy_id(),
760            price: Some(updated_price),
761            trigger_price: Some(updated_trigger_price),
762            quantity: updated_quantity,
763            ..Default::default()
764        };
765
766        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
767
768        // Verify updates were applied correctly
769        assert_eq!(accepted_order.quantity(), updated_quantity);
770        assert_eq!(accepted_order.price(), Some(updated_price));
771        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
772    }
773
774    #[rstest]
775    fn test_stop_limit_order_expire_time() {
776        // Create a stop limit order with an expire time
777        let expire_time = UnixNanos::from(1_234_567_890);
778        let order = OrderTestBuilder::new(OrderType::StopLimit)
779            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
780            .quantity(Quantity::from(10))
781            .price(Price::new(100.0, 2))
782            .trigger_price(Price::new(95.0, 2))
783            .expire_time(expire_time)
784            .build();
785
786        // Assert that the expire time is set correctly
787        assert_eq!(order.expire_time(), Some(expire_time));
788    }
789
790    #[rstest]
791    fn test_stop_limit_order_post_only() {
792        // Create a stop limit order with post_only flag set to true
793        let order = OrderTestBuilder::new(OrderType::StopLimit)
794            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
795            .quantity(Quantity::from(10))
796            .price(Price::new(100.0, 2))
797            .trigger_price(Price::new(95.0, 2))
798            .post_only(true)
799            .build();
800
801        // Assert that post_only is set correctly
802        assert!(order.is_post_only());
803    }
804
805    #[rstest]
806    fn test_stop_limit_order_reduce_only() {
807        // Create a stop limit order with reduce_only flag set to true
808        let order = OrderTestBuilder::new(OrderType::StopLimit)
809            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
810            .quantity(Quantity::from(10))
811            .price(Price::new(100.0, 2))
812            .trigger_price(Price::new(95.0, 2))
813            .reduce_only(true)
814            .build();
815
816        // Assert that reduce_only is set correctly
817        assert!(order.is_reduce_only());
818    }
819
820    #[rstest]
821    fn test_stop_limit_order_trigger_instrument_id() {
822        // Create a stop limit order with a trigger instrument ID
823        let trigger_instrument_id = InstrumentId::from("ETH-USDT.BINANCE");
824        let order = OrderTestBuilder::new(OrderType::StopLimit)
825            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
826            .quantity(Quantity::from(10))
827            .price(Price::new(100.0, 2))
828            .trigger_price(Price::new(95.0, 2))
829            .trigger_instrument_id(trigger_instrument_id)
830            .build();
831
832        // Assert that the trigger instrument ID is set correctly
833        assert_eq!(order.trigger_instrument_id(), Some(trigger_instrument_id));
834    }
835
836    #[rstest]
837    fn test_stop_limit_order_would_reduce_only() {
838        // Create a stop limit order with a sell side
839        let order = OrderTestBuilder::new(OrderType::StopLimit)
840            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
841            .side(OrderSide::Sell)
842            .quantity(Quantity::from(10))
843            .price(Price::new(100.0, 2))
844            .trigger_price(Price::new(95.0, 2))
845            .build();
846
847        // Test would_reduce_only functionality
848        assert!(order.would_reduce_only(PositionSide::Long, Quantity::from(15)));
849        assert!(!order.would_reduce_only(PositionSide::Short, Quantity::from(15)));
850        assert!(!order.would_reduce_only(PositionSide::Long, Quantity::from(5)));
851    }
852
853    #[rstest]
854    fn test_stop_limit_order_display_string() {
855        // Create a stop limit order
856        let order = OrderTestBuilder::new(OrderType::StopLimit)
857            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
858            .side(OrderSide::Buy)
859            .quantity(Quantity::from(10))
860            .price(Price::new(100.0, 2))
861            .trigger_price(Price::new(95.0, 2))
862            .client_order_id(ClientOrderId::from("ORDER-001"))
863            .build();
864
865        // Expected string representation - updated to match the actual format
866        let expected = "StopLimitOrder(BUY 10 BTC-USDT.BINANCE STOP_LIMIT @ 95.00-STOP[DEFAULT] 100.00-LIMIT GTC, status=INITIALIZED, client_order_id=ORDER-001, venue_order_id=None, position_id=None, tags=None)";
867
868        // Assert string representations match
869        assert_eq!(order.to_string(), expected);
870        assert_eq!(format!("{order}"), expected);
871    }
872
873    #[rstest]
874    fn test_stop_limit_order_from_order_initialized() {
875        // Create an OrderInitialized event with all required fields for a StopLimitOrder
876        let order_initialized = OrderInitializedSpec::builder()
877            .order_type(OrderType::StopLimit)
878            .quantity(Quantity::from(10))
879            .price(Price::new(100.0, 2))
880            .trigger_price(Price::new(95.0, 2))
881            .trigger_type(TriggerType::Default)
882            .post_only(true)
883            .reduce_only(true)
884            .expire_time(UnixNanos::from(1_234_567_890))
885            .display_qty(Quantity::from(5))
886            .build();
887
888        // Convert the OrderInitialized event into a StopLimitOrder
889        let order: StopLimitOrder = order_initialized.clone().try_into().unwrap();
890
891        // Assert essential fields match the OrderInitialized fields
892        assert_eq!(order.trader_id(), order_initialized.trader_id);
893        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
894        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
895        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
896        assert_eq!(order.order_side(), order_initialized.order_side);
897        assert_eq!(order.quantity(), order_initialized.quantity);
898
899        // Assert specific fields for StopLimitOrder
900        assert_eq!(order.price, order_initialized.price.unwrap());
901        assert_eq!(
902            order.trigger_price,
903            order_initialized.trigger_price.unwrap()
904        );
905        assert_eq!(order.trigger_type, order_initialized.trigger_type.unwrap());
906        assert_eq!(order.expire_time(), order_initialized.expire_time);
907        assert_eq!(order.is_post_only(), order_initialized.post_only);
908        assert_eq!(order.is_reduce_only(), order_initialized.reduce_only);
909        assert_eq!(order.display_qty(), order_initialized.display_qty);
910
911        // Verify order type
912        assert_eq!(order.order_type(), OrderType::StopLimit);
913
914        // Verify not triggered by default
915        assert_eq!(order.is_triggered(), Some(false));
916    }
917}
nautilus_model/orders/stop_limit.rs

nautilus_model/orders/
stop_limit.rs
