nautilus_model/events/order/
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
16use nautilus_core::{UUID4, UnixNanos};
17use rust_decimal::Decimal;
18use ustr::Ustr;
19
20use crate::{
21    enums::{
22        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
23        TriggerType,
24    },
25    identifiers::{
26        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
27        StrategyId, TradeId, TraderId, VenueOrderId,
28    },
29    types::{Currency, Money, Price, Quantity},
30};
31
32pub mod accepted;
33pub mod accepted_batch;
34pub mod any;
35pub mod cancel_rejected;
36pub mod canceled;
37pub mod canceled_batch;
38pub mod denied;
39pub mod denied_reason;
40pub mod emulated;
41pub mod expired;
42pub mod filled;
43pub mod initialized;
44pub mod modify_rejected;
45pub mod pending_cancel;
46pub mod pending_update;
47pub mod rejected;
48pub mod released;
49pub mod snapshot;
50pub mod submitted;
51pub mod submitted_batch;
52pub mod triggered;
53pub mod updated;
54
55#[cfg(any(test, feature = "stubs"))]
56pub mod spec;
57#[cfg(any(test, feature = "stubs"))]
58pub mod stubs;
59
60/// Represents a type of [`OrderEvent`].
61#[derive(Debug, PartialEq, Eq)]
62pub enum OrderEventType {
63    Initialized,
64    Denied,
65    Emulated,
66    Released,
67    Submitted,
68    Accepted,
69    Rejected,
70    Canceled,
71    Expired,
72    Triggered,
73    PendingUpdate,
74    PendingCancel,
75    ModifyRejected,
76    CancelRejected,
77    Updated,
78    PartiallyFilled,
79    Filled,
80}
81
82pub trait OrderEvent: 'static + Send {
83    fn id(&self) -> UUID4;
84    fn type_name(&self) -> &'static str;
85    fn order_type(&self) -> Option<OrderType>;
86    fn order_side(&self) -> Option<OrderSide>;
87    fn trader_id(&self) -> TraderId;
88    fn strategy_id(&self) -> StrategyId;
89    fn instrument_id(&self) -> InstrumentId;
90    fn trade_id(&self) -> Option<TradeId>;
91    fn currency(&self) -> Option<Currency>;
92    fn client_order_id(&self) -> ClientOrderId;
93    fn reason(&self) -> Option<Ustr>;
94    fn quantity(&self) -> Option<Quantity>;
95    fn time_in_force(&self) -> Option<TimeInForce>;
96    fn liquidity_side(&self) -> Option<LiquiditySide>;
97    fn post_only(&self) -> Option<bool>;
98    fn reduce_only(&self) -> Option<bool>;
99    fn quote_quantity(&self) -> Option<bool>;
100    fn reconciliation(&self) -> bool;
101    fn price(&self) -> Option<Price>;
102    fn last_px(&self) -> Option<Price>;
103    fn last_qty(&self) -> Option<Quantity>;
104    fn trigger_price(&self) -> Option<Price>;
105    fn trigger_type(&self) -> Option<TriggerType>;
106    fn limit_offset(&self) -> Option<Decimal>;
107    fn trailing_offset(&self) -> Option<Decimal>;
108    fn trailing_offset_type(&self) -> Option<TrailingOffsetType>;
109    fn expire_time(&self) -> Option<UnixNanos>;
110    fn display_qty(&self) -> Option<Quantity>;
111    fn emulation_trigger(&self) -> Option<TriggerType>;
112    fn trigger_instrument_id(&self) -> Option<InstrumentId>;
113    fn contingency_type(&self) -> Option<ContingencyType>;
114    fn order_list_id(&self) -> Option<OrderListId>;
115    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>>;
116    fn parent_order_id(&self) -> Option<ClientOrderId>;
117    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId>;
118    fn exec_spawn_id(&self) -> Option<ClientOrderId>;
119    fn venue_order_id(&self) -> Option<VenueOrderId>;
120    fn account_id(&self) -> Option<AccountId>;
121    fn position_id(&self) -> Option<PositionId>;
122    fn commission(&self) -> Option<Money>;
123    fn ts_event(&self) -> UnixNanos;
124    fn ts_init(&self) -> UnixNanos;
125}
nautilus_model/events/order/mod.rs

nautilus_model/events/order/
mod.rs
