nautilus_model/events/order/spec/
filled.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};
17
18use crate::{
19    enums::{LiquiditySide, OrderSide, OrderType},
20    events::OrderFilled,
21    identifiers::{
22        AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TradeId, TraderId,
23        VenueOrderId,
24    },
25    stubs::{TestDefault, test_uuid},
26    types::{Currency, Money, Price, Quantity},
27};
28
29/// Test-only fluent spec for [`OrderFilled`].
30///
31/// All fields carry sensible defaults so callers only set what differs.
32/// `build()` constructs the event through [`OrderFilled::new`] so any future invariants
33/// added to the production constructor are exercised by tests built on this spec.
34#[derive(Debug, Clone, bon::Builder)]
35#[builder(finish_fn = into_spec)]
36pub struct OrderFilledSpec {
37    #[builder(default = TraderId::test_default())]
38    pub trader_id: TraderId,
39    #[builder(default = StrategyId::test_default())]
40    pub strategy_id: StrategyId,
41    #[builder(default = InstrumentId::test_default())]
42    pub instrument_id: InstrumentId,
43    #[builder(default = ClientOrderId::test_default())]
44    pub client_order_id: ClientOrderId,
45    #[builder(default = VenueOrderId::test_default())]
46    pub venue_order_id: VenueOrderId,
47    #[builder(default = AccountId::test_default())]
48    pub account_id: AccountId,
49    #[builder(default = TradeId::test_default())]
50    pub trade_id: TradeId,
51    #[builder(default = OrderSide::Buy)]
52    pub order_side: OrderSide,
53    #[builder(default = OrderType::Market)]
54    pub order_type: OrderType,
55    #[builder(default = Quantity::new(100_000.0, 0))]
56    pub last_qty: Quantity,
57    #[builder(default = Price::from("1.00000"))]
58    pub last_px: Price,
59    #[builder(default = Currency::USD())]
60    pub currency: Currency,
61    #[builder(default = LiquiditySide::Taker)]
62    pub liquidity_side: LiquiditySide,
63    #[builder(default = test_uuid())]
64    pub event_id: UUID4,
65    #[builder(default = UnixNanos::default())]
66    pub ts_event: UnixNanos,
67    #[builder(default = UnixNanos::default())]
68    pub ts_init: UnixNanos,
69    #[builder(default = false)]
70    pub reconciliation: bool,
71    pub position_id: Option<PositionId>,
72    pub commission: Option<Money>,
73}
74
75impl<S: order_filled_spec_builder::IsComplete> OrderFilledSpecBuilder<S> {
76    /// Builds the spec and constructs an [`OrderFilled`] through its production constructor.
77    #[must_use]
78    pub fn build(self) -> OrderFilled {
79        let spec = self.into_spec();
80        OrderFilled::new(
81            spec.trader_id,
82            spec.strategy_id,
83            spec.instrument_id,
84            spec.client_order_id,
85            spec.venue_order_id,
86            spec.account_id,
87            spec.trade_id,
88            spec.order_side,
89            spec.order_type,
90            spec.last_qty,
91            spec.last_px,
92            spec.currency,
93            spec.liquidity_side,
94            spec.event_id,
95            spec.ts_event,
96            spec.ts_init,
97            spec.reconciliation,
98            spec.position_id,
99            spec.commission,
100        )
101    }
102}
103
104#[cfg(test)]
105mod tests {
106    use rstest::rstest;
107
108    use super::*;
109    use crate::stubs::reset_test_uuid_rng;
110
111    #[rstest]
112    fn defaults_are_sensible() {
113        // Pin the spec's no-arg defaults so accidental drift in any individual default surfaces here,
114        // rather than as silent behavior change in downstream tests.
115        let order = OrderFilledSpec::builder().build();
116        assert_eq!(order.trader_id, TraderId::test_default());
117        assert_eq!(order.strategy_id, StrategyId::test_default());
118        assert_eq!(order.instrument_id, InstrumentId::test_default());
119        assert_eq!(order.client_order_id, ClientOrderId::test_default());
120        assert_eq!(order.venue_order_id, VenueOrderId::test_default());
121        assert_eq!(order.account_id, AccountId::test_default());
122        assert_eq!(order.trade_id, TradeId::test_default());
123        assert_eq!(order.order_side, OrderSide::Buy);
124        assert_eq!(order.order_type, OrderType::Market);
125        assert_eq!(order.last_qty, Quantity::new(100_000.0, 0));
126        assert_eq!(order.last_px, Price::from("1.00000"));
127        assert_eq!(order.currency, Currency::USD());
128        assert_eq!(order.liquidity_side, LiquiditySide::Taker);
129        assert_eq!(order.ts_event, UnixNanos::default());
130        assert_eq!(order.ts_init, UnixNanos::default());
131        assert!(!order.reconciliation);
132        assert_eq!(order.position_id, None);
133        assert_eq!(order.commission, None);
134    }
135
136    #[rstest]
137    fn overrides_apply_through_constructor() {
138        let order = OrderFilledSpec::builder()
139            .order_side(OrderSide::Sell)
140            .last_qty(Quantity::from("50"))
141            .last_px(Price::from("1.25000"))
142            .commission(Money::from("0.5 USD"))
143            .build();
144
145        assert_eq!(order.order_side, OrderSide::Sell);
146        assert_eq!(order.last_qty, Quantity::from("50"));
147        assert_eq!(order.last_px, Price::from("1.25000"));
148        assert_eq!(order.commission, Some(Money::from("0.5 USD")));
149        assert_eq!(order.trader_id, TraderId::test_default());
150    }
151
152    #[rstest]
153    fn event_ids_are_unique_within_a_run() {
154        reset_test_uuid_rng();
155        let a = OrderFilledSpec::builder().build();
156        let b = OrderFilledSpec::builder().build();
157        let c = OrderFilledSpec::builder().build();
158        assert_ne!(a.event_id, b.event_id);
159        assert_ne!(b.event_id, c.event_id);
160        assert_ne!(a.event_id, c.event_id);
161    }
162
163    #[rstest]
164    fn event_id_sequence_is_reproducible() {
165        // Reset before each draw so the comparison is run-order independent.
166        reset_test_uuid_rng();
167        let first_run: Vec<_> = (0..3)
168            .map(|_| OrderFilledSpec::builder().build().event_id)
169            .collect();
170
171        reset_test_uuid_rng();
172        let second_run: Vec<_> = (0..3)
173            .map(|_| OrderFilledSpec::builder().build().event_id)
174            .collect();
175
176        assert_eq!(first_run, second_run);
177    }
178}
nautilus_model/events/order/spec/filled.rs

nautilus_model/events/order/spec/
filled.rs
