nautilus_model/events/order/
any.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::fmt::Display;
17
18use nautilus_core::UnixNanos;
19use serde::{Deserialize, Serialize};
20use ustr::Ustr;
21
22use super::{OrderEvent, OrderEventType};
23use crate::{
24    events::{
25        OrderAccepted, OrderCancelRejected, OrderCanceled, OrderDenied, OrderEmulated,
26        OrderExpired, OrderFilled, OrderInitialized, OrderModifyRejected, OrderPendingCancel,
27        OrderPendingUpdate, OrderRejected, OrderReleased, OrderSubmitted, OrderTriggered,
28        OrderUpdated,
29    },
30    identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
31};
32
33/// Wraps an `OrderEvent` allowing polymorphism.
34#[allow(
35    clippy::large_enum_variant,
36    reason = "lint fires only with high-precision feature"
37)]
38#[derive(Clone, PartialEq, Eq, Debug, Serialize, Deserialize)]
39pub enum OrderEventAny {
40    Initialized(OrderInitialized),
41    Denied(OrderDenied),
42    Emulated(OrderEmulated),
43    Released(OrderReleased),
44    Submitted(OrderSubmitted),
45    Accepted(OrderAccepted),
46    Rejected(OrderRejected),
47    Canceled(OrderCanceled),
48    Expired(OrderExpired),
49    Triggered(OrderTriggered),
50    PendingUpdate(OrderPendingUpdate),
51    PendingCancel(OrderPendingCancel),
52    ModifyRejected(OrderModifyRejected),
53    CancelRejected(OrderCancelRejected),
54    Updated(OrderUpdated),
55    Filled(OrderFilled),
56}
57
58impl OrderEventAny {
59    #[must_use]
60    pub fn into_boxed(self) -> Box<dyn OrderEvent> {
61        match self {
62            Self::Initialized(event) => Box::new(event),
63            Self::Denied(event) => Box::new(event),
64            Self::Emulated(event) => Box::new(event),
65            Self::Released(event) => Box::new(event),
66            Self::Submitted(event) => Box::new(event),
67            Self::Accepted(event) => Box::new(event),
68            Self::Rejected(event) => Box::new(event),
69            Self::Canceled(event) => Box::new(event),
70            Self::Expired(event) => Box::new(event),
71            Self::Triggered(event) => Box::new(event),
72            Self::PendingUpdate(event) => Box::new(event),
73            Self::PendingCancel(event) => Box::new(event),
74            Self::ModifyRejected(event) => Box::new(event),
75            Self::CancelRejected(event) => Box::new(event),
76            Self::Updated(event) => Box::new(event),
77            Self::Filled(event) => Box::new(event),
78        }
79    }
80
81    #[must_use]
82    pub fn event_type(&self) -> OrderEventType {
83        match self {
84            Self::Initialized(_) => OrderEventType::Initialized,
85            Self::Denied(_) => OrderEventType::Denied,
86            Self::Emulated(_) => OrderEventType::Emulated,
87            Self::Released(_) => OrderEventType::Released,
88            Self::Submitted(_) => OrderEventType::Submitted,
89            Self::Accepted(_) => OrderEventType::Accepted,
90            Self::Rejected(_) => OrderEventType::Rejected,
91            Self::Canceled(_) => OrderEventType::Canceled,
92            Self::Expired(_) => OrderEventType::Expired,
93            Self::Triggered(_) => OrderEventType::Triggered,
94            Self::PendingUpdate(_) => OrderEventType::PendingUpdate,
95            Self::PendingCancel(_) => OrderEventType::PendingCancel,
96            Self::ModifyRejected(_) => OrderEventType::ModifyRejected,
97            Self::CancelRejected(_) => OrderEventType::CancelRejected,
98            Self::Updated(_) => OrderEventType::Updated,
99            Self::Filled(_) => OrderEventType::Filled,
100        }
101    }
102
103    #[must_use]
104    pub fn trader_id(&self) -> TraderId {
105        match self {
106            Self::Initialized(event) => event.trader_id,
107            Self::Denied(event) => event.trader_id,
108            Self::Emulated(event) => event.trader_id,
109            Self::Released(event) => event.trader_id,
110            Self::Submitted(event) => event.trader_id,
111            Self::Accepted(event) => event.trader_id,
112            Self::Rejected(event) => event.trader_id,
113            Self::Canceled(event) => event.trader_id,
114            Self::Expired(event) => event.trader_id,
115            Self::Triggered(event) => event.trader_id,
116            Self::PendingUpdate(event) => event.trader_id,
117            Self::PendingCancel(event) => event.trader_id,
118            Self::ModifyRejected(event) => event.trader_id,
119            Self::CancelRejected(event) => event.trader_id,
120            Self::Updated(event) => event.trader_id,
121            Self::Filled(event) => event.trader_id,
122        }
123    }
124
125    #[must_use]
126    pub fn client_order_id(&self) -> ClientOrderId {
127        match self {
128            Self::Initialized(event) => event.client_order_id,
129            Self::Denied(event) => event.client_order_id,
130            Self::Emulated(event) => event.client_order_id,
131            Self::Released(event) => event.client_order_id,
132            Self::Submitted(event) => event.client_order_id,
133            Self::Accepted(event) => event.client_order_id,
134            Self::Rejected(event) => event.client_order_id,
135            Self::Canceled(event) => event.client_order_id,
136            Self::Expired(event) => event.client_order_id,
137            Self::Triggered(event) => event.client_order_id,
138            Self::PendingUpdate(event) => event.client_order_id,
139            Self::PendingCancel(event) => event.client_order_id,
140            Self::ModifyRejected(event) => event.client_order_id,
141            Self::CancelRejected(event) => event.client_order_id,
142            Self::Updated(event) => event.client_order_id,
143            Self::Filled(event) => event.client_order_id,
144        }
145    }
146
147    #[must_use]
148    pub fn venue_order_id(&self) -> Option<VenueOrderId> {
149        match self {
150            Self::Initialized(event) => event.venue_order_id(),
151            Self::Denied(event) => event.venue_order_id(),
152            Self::Emulated(event) => event.venue_order_id(),
153            Self::Released(event) => event.venue_order_id(),
154            Self::Submitted(event) => event.venue_order_id(),
155            Self::Accepted(event) => event.venue_order_id(),
156            Self::Rejected(event) => event.venue_order_id(),
157            Self::Canceled(event) => event.venue_order_id(),
158            Self::Expired(event) => event.venue_order_id(),
159            Self::Triggered(event) => event.venue_order_id(),
160            Self::PendingUpdate(event) => event.venue_order_id(),
161            Self::PendingCancel(event) => event.venue_order_id(),
162            Self::ModifyRejected(event) => event.venue_order_id(),
163            Self::CancelRejected(event) => event.venue_order_id(),
164            Self::Updated(event) => event.venue_order_id(),
165            Self::Filled(event) => event.venue_order_id(),
166        }
167    }
168
169    #[must_use]
170    pub fn account_id(&self) -> Option<AccountId> {
171        match self {
172            Self::Initialized(event) => event.account_id(),
173            Self::Denied(event) => event.account_id(),
174            Self::Emulated(event) => event.account_id(),
175            Self::Released(event) => event.account_id(),
176            Self::Submitted(event) => event.account_id(),
177            Self::Accepted(event) => event.account_id(),
178            Self::Rejected(event) => event.account_id(),
179            Self::Canceled(event) => event.account_id(),
180            Self::Expired(event) => event.account_id(),
181            Self::Triggered(event) => event.account_id(),
182            Self::PendingUpdate(event) => event.account_id(),
183            Self::PendingCancel(event) => event.account_id(),
184            Self::ModifyRejected(event) => event.account_id(),
185            Self::CancelRejected(event) => event.account_id(),
186            Self::Updated(event) => event.account_id(),
187            Self::Filled(event) => event.account_id(),
188        }
189    }
190
191    #[must_use]
192    pub fn instrument_id(&self) -> InstrumentId {
193        match self {
194            Self::Initialized(event) => event.instrument_id(),
195            Self::Denied(event) => event.instrument_id(),
196            Self::Emulated(event) => event.instrument_id(),
197            Self::Released(event) => event.instrument_id(),
198            Self::Submitted(event) => event.instrument_id(),
199            Self::Accepted(event) => event.instrument_id(),
200            Self::Rejected(event) => event.instrument_id(),
201            Self::Canceled(event) => event.instrument_id(),
202            Self::Expired(event) => event.instrument_id(),
203            Self::Triggered(event) => event.instrument_id(),
204            Self::PendingUpdate(event) => event.instrument_id(),
205            Self::PendingCancel(event) => event.instrument_id(),
206            Self::ModifyRejected(event) => event.instrument_id(),
207            Self::CancelRejected(event) => event.instrument_id(),
208            Self::Updated(event) => event.instrument_id(),
209            Self::Filled(event) => event.instrument_id(),
210        }
211    }
212
213    #[must_use]
214    pub fn strategy_id(&self) -> StrategyId {
215        match self {
216            Self::Initialized(event) => event.strategy_id,
217            Self::Denied(event) => event.strategy_id,
218            Self::Emulated(event) => event.strategy_id,
219            Self::Released(event) => event.strategy_id,
220            Self::Submitted(event) => event.strategy_id,
221            Self::Accepted(event) => event.strategy_id,
222            Self::Rejected(event) => event.strategy_id,
223            Self::Canceled(event) => event.strategy_id,
224            Self::Expired(event) => event.strategy_id,
225            Self::Triggered(event) => event.strategy_id,
226            Self::PendingUpdate(event) => event.strategy_id,
227            Self::PendingCancel(event) => event.strategy_id,
228            Self::ModifyRejected(event) => event.strategy_id,
229            Self::CancelRejected(event) => event.strategy_id,
230            Self::Updated(event) => event.strategy_id,
231            Self::Filled(event) => event.strategy_id,
232        }
233    }
234
235    #[must_use]
236    pub fn ts_event(&self) -> UnixNanos {
237        match self {
238            Self::Initialized(event) => event.ts_event,
239            Self::Denied(event) => event.ts_event,
240            Self::Emulated(event) => event.ts_event,
241            Self::Released(event) => event.ts_event,
242            Self::Submitted(event) => event.ts_event,
243            Self::Accepted(event) => event.ts_event,
244            Self::Rejected(event) => event.ts_event,
245            Self::Canceled(event) => event.ts_event,
246            Self::Expired(event) => event.ts_event,
247            Self::Triggered(event) => event.ts_event,
248            Self::PendingUpdate(event) => event.ts_event,
249            Self::PendingCancel(event) => event.ts_event,
250            Self::ModifyRejected(event) => event.ts_event,
251            Self::CancelRejected(event) => event.ts_event,
252            Self::Updated(event) => event.ts_event,
253            Self::Filled(event) => event.ts_event,
254        }
255    }
256
257    #[must_use]
258    pub fn message(&self) -> Option<Ustr> {
259        match self {
260            Self::Initialized(_) => None,
261            Self::Denied(event) => Some(event.reason),
262            Self::Emulated(_) => None,
263            Self::Released(_) => None,
264            Self::Submitted(_) => None,
265            Self::Accepted(_) => None,
266            Self::Rejected(event) => Some(event.reason),
267            Self::Canceled(_) => None,
268            Self::Expired(_) => None,
269            Self::Triggered(_) => None,
270            Self::PendingUpdate(_) => None,
271            Self::PendingCancel(_) => None,
272            Self::ModifyRejected(event) => Some(event.reason),
273            Self::CancelRejected(event) => Some(event.reason),
274            Self::Updated(_) => None,
275            Self::Filled(_) => None,
276        }
277    }
278}
279
280/// Converts an `OrderEventAny` into an `OrderFilled`.
281///
282/// # Panics
283///
284/// Panics if `event` is not a `Filled` variant.
285impl From<OrderEventAny> for OrderFilled {
286    #[inline]
287    fn from(event: OrderEventAny) -> Self {
288        match event {
289            OrderEventAny::Filled(event) => event,
290            _ => panic!("Invalid `OrderEventAny` not `OrderFilled`, was {event:?}"),
291        }
292    }
293}
294
295impl Display for OrderEventAny {
296    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
297        match self {
298            Self::Initialized(e) => write!(f, "{e}"),
299            Self::Denied(e) => write!(f, "{e}"),
300            Self::Emulated(e) => write!(f, "{e}"),
301            Self::Released(e) => write!(f, "{e}"),
302            Self::Submitted(e) => write!(f, "{e}"),
303            Self::Accepted(e) => write!(f, "{e}"),
304            Self::Rejected(e) => write!(f, "{e}"),
305            Self::Canceled(e) => write!(f, "{e}"),
306            Self::Expired(e) => write!(f, "{e}"),
307            Self::Triggered(e) => write!(f, "{e}"),
308            Self::PendingUpdate(e) => write!(f, "{e}"),
309            Self::PendingCancel(e) => write!(f, "{e}"),
310            Self::ModifyRejected(e) => write!(f, "{e}"),
311            Self::CancelRejected(e) => write!(f, "{e}"),
312            Self::Updated(e) => write!(f, "{e}"),
313            Self::Filled(e) => write!(f, "{e}"),
314        }
315    }
316}
317
318#[cfg(test)]
319mod tests {
320    use rstest::rstest;
321
322    use super::OrderEventAny;
323    use crate::events::{OrderAccepted, OrderFilled, order::stubs::*};
324
325    #[rstest]
326    fn test_from_order_event_any_to_filled(order_filled: OrderFilled) {
327        let expected_trade_id = order_filled.trade_id;
328        let event = OrderEventAny::Filled(order_filled);
329        let filled: OrderFilled = event.into();
330        assert_eq!(filled.trade_id, expected_trade_id);
331    }
332
333    #[rstest]
334    #[should_panic(expected = "Invalid `OrderEventAny` not `OrderFilled`")]
335    fn test_from_order_event_any_to_filled_panics_on_wrong_variant(order_accepted: OrderAccepted) {
336        let event = OrderEventAny::Accepted(order_accepted);
337        let _filled: OrderFilled = event.into();
338    }
339
340    #[rstest]
341    fn test_display_delegates_to_inner(order_filled: OrderFilled) {
342        let inner_display = format!("{order_filled}");
343        let event = OrderEventAny::Filled(order_filled);
344        assert_eq!(format!("{event}"), inner_display);
345    }
346}
nautilus_model/events/order/any.rs

nautilus_model/events/order/
any.rs
