nautilus_common/messages/
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//! Message types for system communication.
17//!
18//! This module provides message types used for communication between different
19//! parts of the NautilusTrader system, including data requests, execution commands,
20//! and system control messages.
21
22use nautilus_model::{
23    data::{Data, FundingRateUpdate, InstrumentStatus, option_chain::OptionGreeks},
24    events::{
25        AccountState, OrderAcceptedBatch, OrderCanceledBatch, OrderEventAny, OrderSubmittedBatch,
26    },
27    instruments::InstrumentAny,
28};
29use strum::Display;
30
31pub mod data;
32pub mod execution;
33pub mod system;
34
35#[cfg(feature = "defi")]
36pub mod defi;
37
38// Re-exports
39pub use data::{DataResponse, SubscribeCommand, UnsubscribeCommand};
40pub use execution::ExecutionReport;
41
42// TODO: Refine this to reduce disparity between enum sizes
43#[allow(clippy::large_enum_variant)]
44#[derive(Debug, Display)]
45pub enum DataEvent {
46    Response(DataResponse),
47    Data(Data),
48    Instrument(InstrumentAny), // TODO: Eventually this can be `Data` once Cython is gone
49    FundingRate(FundingRateUpdate),
50    InstrumentStatus(InstrumentStatus),
51    OptionGreeks(OptionGreeks),
52    // nautilus-import-ok: conditional compilation import
53    #[cfg(feature = "defi")]
54    DeFi(nautilus_model::defi::data::DefiData),
55}
56
57/// Execution event variants for order events and reports.
58#[expect(clippy::large_enum_variant)]
59#[derive(Debug, Display)]
60pub enum ExecutionEvent {
61    Order(OrderEventAny),
62    OrderSubmittedBatch(OrderSubmittedBatch),
63    OrderAcceptedBatch(OrderAcceptedBatch),
64    OrderCanceledBatch(OrderCanceledBatch),
65    Report(ExecutionReport),
66    Account(AccountState),
67}
nautilus_common/messages/mod.rs

nautilus_common/messages/
mod.rs
