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 with_client_order_id(mut self, client_order_id: ClientOrderId) -> Self {
149        match &mut self {
150            Self::Initialized(event) => event.client_order_id = client_order_id,
151            Self::Denied(event) => event.client_order_id = client_order_id,
152            Self::Emulated(event) => event.client_order_id = client_order_id,
153            Self::Released(event) => event.client_order_id = client_order_id,
154            Self::Submitted(event) => event.client_order_id = client_order_id,
155            Self::Accepted(event) => event.client_order_id = client_order_id,
156            Self::Rejected(event) => event.client_order_id = client_order_id,
157            Self::Canceled(event) => event.client_order_id = client_order_id,
158            Self::Expired(event) => event.client_order_id = client_order_id,
159            Self::Triggered(event) => event.client_order_id = client_order_id,
160            Self::PendingUpdate(event) => event.client_order_id = client_order_id,
161            Self::PendingCancel(event) => event.client_order_id = client_order_id,
162            Self::ModifyRejected(event) => event.client_order_id = client_order_id,
163            Self::CancelRejected(event) => event.client_order_id = client_order_id,
164            Self::Updated(event) => event.client_order_id = client_order_id,
165            Self::Filled(event) => event.client_order_id = client_order_id,
166        }
167
168        self
169    }
170
171    #[must_use]
172    pub fn venue_order_id(&self) -> Option<VenueOrderId> {
173        match self {
174            Self::Initialized(event) => event.venue_order_id(),
175            Self::Denied(event) => event.venue_order_id(),
176            Self::Emulated(event) => event.venue_order_id(),
177            Self::Released(event) => event.venue_order_id(),
178            Self::Submitted(event) => event.venue_order_id(),
179            Self::Accepted(event) => event.venue_order_id(),
180            Self::Rejected(event) => event.venue_order_id(),
181            Self::Canceled(event) => event.venue_order_id(),
182            Self::Expired(event) => event.venue_order_id(),
183            Self::Triggered(event) => event.venue_order_id(),
184            Self::PendingUpdate(event) => event.venue_order_id(),
185            Self::PendingCancel(event) => event.venue_order_id(),
186            Self::ModifyRejected(event) => event.venue_order_id(),
187            Self::CancelRejected(event) => event.venue_order_id(),
188            Self::Updated(event) => event.venue_order_id(),
189            Self::Filled(event) => event.venue_order_id(),
190        }
191    }
192
193    #[must_use]
194    pub fn account_id(&self) -> Option<AccountId> {
195        match self {
196            Self::Initialized(event) => event.account_id(),
197            Self::Denied(event) => event.account_id(),
198            Self::Emulated(event) => event.account_id(),
199            Self::Released(event) => event.account_id(),
200            Self::Submitted(event) => event.account_id(),
201            Self::Accepted(event) => event.account_id(),
202            Self::Rejected(event) => event.account_id(),
203            Self::Canceled(event) => event.account_id(),
204            Self::Expired(event) => event.account_id(),
205            Self::Triggered(event) => event.account_id(),
206            Self::PendingUpdate(event) => event.account_id(),
207            Self::PendingCancel(event) => event.account_id(),
208            Self::ModifyRejected(event) => event.account_id(),
209            Self::CancelRejected(event) => event.account_id(),
210            Self::Updated(event) => event.account_id(),
211            Self::Filled(event) => event.account_id(),
212        }
213    }
214
215    #[must_use]
216    pub fn instrument_id(&self) -> InstrumentId {
217        match self {
218            Self::Initialized(event) => event.instrument_id(),
219            Self::Denied(event) => event.instrument_id(),
220            Self::Emulated(event) => event.instrument_id(),
221            Self::Released(event) => event.instrument_id(),
222            Self::Submitted(event) => event.instrument_id(),
223            Self::Accepted(event) => event.instrument_id(),
224            Self::Rejected(event) => event.instrument_id(),
225            Self::Canceled(event) => event.instrument_id(),
226            Self::Expired(event) => event.instrument_id(),
227            Self::Triggered(event) => event.instrument_id(),
228            Self::PendingUpdate(event) => event.instrument_id(),
229            Self::PendingCancel(event) => event.instrument_id(),
230            Self::ModifyRejected(event) => event.instrument_id(),
231            Self::CancelRejected(event) => event.instrument_id(),
232            Self::Updated(event) => event.instrument_id(),
233            Self::Filled(event) => event.instrument_id(),
234        }
235    }
236
237    #[must_use]
238    pub fn strategy_id(&self) -> StrategyId {
239        match self {
240            Self::Initialized(event) => event.strategy_id,
241            Self::Denied(event) => event.strategy_id,
242            Self::Emulated(event) => event.strategy_id,
243            Self::Released(event) => event.strategy_id,
244            Self::Submitted(event) => event.strategy_id,
245            Self::Accepted(event) => event.strategy_id,
246            Self::Rejected(event) => event.strategy_id,
247            Self::Canceled(event) => event.strategy_id,
248            Self::Expired(event) => event.strategy_id,
249            Self::Triggered(event) => event.strategy_id,
250            Self::PendingUpdate(event) => event.strategy_id,
251            Self::PendingCancel(event) => event.strategy_id,
252            Self::ModifyRejected(event) => event.strategy_id,
253            Self::CancelRejected(event) => event.strategy_id,
254            Self::Updated(event) => event.strategy_id,
255            Self::Filled(event) => event.strategy_id,
256        }
257    }
258
259    #[must_use]
260    pub fn ts_event(&self) -> UnixNanos {
261        match self {
262            Self::Initialized(event) => event.ts_event,
263            Self::Denied(event) => event.ts_event,
264            Self::Emulated(event) => event.ts_event,
265            Self::Released(event) => event.ts_event,
266            Self::Submitted(event) => event.ts_event,
267            Self::Accepted(event) => event.ts_event,
268            Self::Rejected(event) => event.ts_event,
269            Self::Canceled(event) => event.ts_event,
270            Self::Expired(event) => event.ts_event,
271            Self::Triggered(event) => event.ts_event,
272            Self::PendingUpdate(event) => event.ts_event,
273            Self::PendingCancel(event) => event.ts_event,
274            Self::ModifyRejected(event) => event.ts_event,
275            Self::CancelRejected(event) => event.ts_event,
276            Self::Updated(event) => event.ts_event,
277            Self::Filled(event) => event.ts_event,
278        }
279    }
280
281    #[must_use]
282    pub fn message(&self) -> Option<Ustr> {
283        match self {
284            Self::Initialized(_) => None,
285            Self::Denied(event) => Some(event.reason),
286            Self::Emulated(_) => None,
287            Self::Released(_) => None,
288            Self::Submitted(_) => None,
289            Self::Accepted(_) => None,
290            Self::Rejected(event) => Some(event.reason),
291            Self::Canceled(_) => None,
292            Self::Expired(_) => None,
293            Self::Triggered(_) => None,
294            Self::PendingUpdate(_) => None,
295            Self::PendingCancel(_) => None,
296            Self::ModifyRejected(event) => Some(event.reason),
297            Self::CancelRejected(event) => Some(event.reason),
298            Self::Updated(_) => None,
299            Self::Filled(_) => None,
300        }
301    }
302}
303
304/// Converts an `OrderEventAny` into an `OrderFilled`.
305///
306/// # Panics
307///
308/// Panics if `event` is not a `Filled` variant.
309impl From<OrderEventAny> for OrderFilled {
310    #[inline]
311    fn from(event: OrderEventAny) -> Self {
312        match event {
313            OrderEventAny::Filled(event) => event,
314            _ => panic!("Invalid `OrderEventAny` not `OrderFilled`, was {event:?}"),
315        }
316    }
317}
318
319impl Display for OrderEventAny {
320    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
321        match self {
322            Self::Initialized(e) => write!(f, "{e}"),
323            Self::Denied(e) => write!(f, "{e}"),
324            Self::Emulated(e) => write!(f, "{e}"),
325            Self::Released(e) => write!(f, "{e}"),
326            Self::Submitted(e) => write!(f, "{e}"),
327            Self::Accepted(e) => write!(f, "{e}"),
328            Self::Rejected(e) => write!(f, "{e}"),
329            Self::Canceled(e) => write!(f, "{e}"),
330            Self::Expired(e) => write!(f, "{e}"),
331            Self::Triggered(e) => write!(f, "{e}"),
332            Self::PendingUpdate(e) => write!(f, "{e}"),
333            Self::PendingCancel(e) => write!(f, "{e}"),
334            Self::ModifyRejected(e) => write!(f, "{e}"),
335            Self::CancelRejected(e) => write!(f, "{e}"),
336            Self::Updated(e) => write!(f, "{e}"),
337            Self::Filled(e) => write!(f, "{e}"),
338        }
339    }
340}
341
342#[cfg(test)]
343mod tests {
344    use rstest::rstest;
345
346    use super::OrderEventAny;
347    use crate::events::{OrderAccepted, OrderFilled, order::stubs::*};
348
349    #[rstest]
350    fn test_from_order_event_any_to_filled(order_filled: OrderFilled) {
351        let expected_trade_id = order_filled.trade_id;
352        let event = OrderEventAny::Filled(order_filled);
353        let filled: OrderFilled = event.into();
354        assert_eq!(filled.trade_id, expected_trade_id);
355    }
356
357    #[rstest]
358    #[should_panic(expected = "Invalid `OrderEventAny` not `OrderFilled`")]
359    fn test_from_order_event_any_to_filled_panics_on_wrong_variant(order_accepted: OrderAccepted) {
360        let event = OrderEventAny::Accepted(order_accepted);
361        let _filled: OrderFilled = event.into();
362    }
363
364    #[rstest]
365    fn test_display_delegates_to_inner(order_filled: OrderFilled) {
366        let inner_display = format!("{order_filled}");
367        let event = OrderEventAny::Filled(order_filled);
368        assert_eq!(format!("{event}"), inner_display);
369    }
370}
nautilus_model/events/order/any.rs

nautilus_model/events/order/
any.rs
