nautilus_common/messages/execution/
mod.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
16//! Execution specific messages such as order commands.
17
18pub mod cancel;
19pub mod modify;
20pub mod query;
21pub mod report;
22pub mod submit;
23
24use nautilus_core::{Params, UnixNanos};
25use nautilus_model::{
26    identifiers::{ClientId, InstrumentId, StrategyId},
27    reports::{ExecutionMassStatus, FillReport, OrderStatusReport, PositionStatusReport},
28};
29use strum::Display;
30
31pub use self::{
32    cancel::{BatchCancelOrders, CancelAllOrders, CancelOrder},
33    modify::{BatchModifyOrders, ModifyOrder},
34    query::{QueryAccount, QueryOrder},
35    report::{
36        GenerateExecutionMassStatus, GenerateExecutionMassStatusBuilder, GenerateFillReports,
37        GenerateFillReportsBuilder, GenerateOrderStatusReport, GenerateOrderStatusReportBuilder,
38        GenerateOrderStatusReports, GenerateOrderStatusReportsBuilder,
39        GeneratePositionStatusReports, GeneratePositionStatusReportsBuilder,
40    },
41    submit::{SubmitOrder, SubmitOrderList},
42};
43
44/// Execution report variants for reconciliation.
45#[derive(Clone, Debug, Display)]
46pub enum ExecutionReport {
47    Order(Box<OrderStatusReport>),
48    Fill(Box<FillReport>),
49    OrderWithFills(Box<OrderStatusReport>, Vec<FillReport>),
50    Position(Box<PositionStatusReport>),
51    MassStatus(Box<ExecutionMassStatus>),
52}
53
54#[expect(clippy::large_enum_variant)]
55#[derive(Clone, Debug, Eq, PartialEq, Display)]
56pub enum TradingCommand {
57    SubmitOrder(SubmitOrder),
58    SubmitOrderList(SubmitOrderList),
59    ModifyOrder(ModifyOrder),
60    ModifyOrders(BatchModifyOrders),
61    CancelOrder(CancelOrder),
62    CancelOrders(BatchCancelOrders),
63    CancelAllOrders(CancelAllOrders),
64    QueryOrder(QueryOrder),
65    QueryAccount(QueryAccount),
66}
67
68impl TradingCommand {
69    #[must_use]
70    pub const fn client_id(&self) -> Option<ClientId> {
71        match self {
72            Self::SubmitOrder(command) => command.client_id,
73            Self::SubmitOrderList(command) => command.client_id,
74            Self::ModifyOrder(command) => command.client_id,
75            Self::ModifyOrders(command) => command.client_id,
76            Self::CancelOrder(command) => command.client_id,
77            Self::CancelOrders(command) => command.client_id,
78            Self::CancelAllOrders(command) => command.client_id,
79            Self::QueryOrder(command) => command.client_id,
80            Self::QueryAccount(command) => command.client_id,
81        }
82    }
83
84    /// Returns the instrument ID for the command.
85    ///
86    /// # Panics
87    ///
88    /// Panics if the command is `QueryAccount` which does not have an instrument ID.
89    #[must_use]
90    pub const fn instrument_id(&self) -> InstrumentId {
91        match self {
92            Self::SubmitOrder(command) => command.instrument_id,
93            Self::SubmitOrderList(command) => command.instrument_id,
94            Self::ModifyOrder(command) => command.instrument_id,
95            Self::ModifyOrders(command) => command.instrument_id,
96            Self::CancelOrder(command) => command.instrument_id,
97            Self::CancelOrders(command) => command.instrument_id,
98            Self::CancelAllOrders(command) => command.instrument_id,
99            Self::QueryOrder(command) => command.instrument_id,
100            Self::QueryAccount(_) => panic!("No instrument ID for command"),
101        }
102    }
103
104    #[must_use]
105    pub const fn ts_init(&self) -> UnixNanos {
106        match self {
107            Self::SubmitOrder(command) => command.ts_init,
108            Self::SubmitOrderList(command) => command.ts_init,
109            Self::ModifyOrder(command) => command.ts_init,
110            Self::ModifyOrders(command) => command.ts_init,
111            Self::CancelOrder(command) => command.ts_init,
112            Self::CancelOrders(command) => command.ts_init,
113            Self::CancelAllOrders(command) => command.ts_init,
114            Self::QueryOrder(command) => command.ts_init,
115            Self::QueryAccount(command) => command.ts_init,
116        }
117    }
118
119    #[must_use]
120    pub const fn strategy_id(&self) -> Option<StrategyId> {
121        match self {
122            Self::SubmitOrder(command) => Some(command.strategy_id),
123            Self::SubmitOrderList(command) => Some(command.strategy_id),
124            Self::ModifyOrder(command) => Some(command.strategy_id),
125            Self::ModifyOrders(command) => Some(command.strategy_id),
126            Self::CancelOrder(command) => Some(command.strategy_id),
127            Self::CancelOrders(command) => Some(command.strategy_id),
128            Self::CancelAllOrders(command) => Some(command.strategy_id),
129            Self::QueryOrder(command) => Some(command.strategy_id),
130            Self::QueryAccount(_) => None,
131        }
132    }
133
134    #[must_use]
135    pub const fn params(&self) -> Option<&Params> {
136        match self {
137            Self::SubmitOrder(command) => command.params.as_ref(),
138            Self::SubmitOrderList(command) => command.params.as_ref(),
139            Self::ModifyOrder(command) => command.params.as_ref(),
140            Self::ModifyOrders(command) => command.params.as_ref(),
141            Self::CancelOrder(command) => command.params.as_ref(),
142            Self::CancelOrders(command) => command.params.as_ref(),
143            Self::CancelAllOrders(command) => command.params.as_ref(),
144            Self::QueryOrder(command) => command.params.as_ref(),
145            Self::QueryAccount(command) => command.params.as_ref(),
146        }
147    }
148}
nautilus_common/messages/execution/mod.rs

nautilus_common/messages/execution/
mod.rs
