nautilus_model/events/order/
updated.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::{Debug, Display};
17
18use nautilus_core::{UUID4, UnixNanos};
19use rust_decimal::Decimal;
20use serde::{Deserialize, Serialize};
21use ustr::Ustr;
22
23use crate::{
24    enums::{
25        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
26        TriggerType,
27    },
28    events::OrderEvent,
29    identifiers::{
30        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
31        StrategyId, TradeId, TraderId, VenueOrderId,
32    },
33    types::{Currency, Money, Price, Quantity},
34};
35
36#[repr(C)]
37#[derive(Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
38#[serde(tag = "type")]
39#[cfg_attr(
40    feature = "python",
41    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
42)]
43#[cfg_attr(
44    feature = "python",
45    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
46)]
47pub struct OrderUpdated {
48    /// The trader ID associated with the event.
49    pub trader_id: TraderId,
50    /// The strategy ID associated with the event.
51    pub strategy_id: StrategyId,
52    /// The instrument ID associated with the event.
53    pub instrument_id: InstrumentId,
54    /// The client order ID associated with the event.
55    pub client_order_id: ClientOrderId,
56    /// The venue order ID associated with the event.
57    pub venue_order_id: Option<VenueOrderId>,
58    /// The account ID associated with the event.
59    pub account_id: Option<AccountId>,
60    /// The order quantity.
61    pub quantity: Quantity,
62    /// The order price (LIMIT).
63    pub price: Option<Price>,
64    /// The order trigger price (STOP).
65    pub trigger_price: Option<Price>,
66    /// The order calculated protection price.
67    pub protection_price: Option<Price>,
68    /// If the order quantity is denominated in the quote currency.
69    #[serde(default)]
70    pub is_quote_quantity: bool,
71    /// The unique identifier for the event.
72    pub event_id: UUID4,
73    /// UNIX timestamp (nanoseconds) when the event occurred.
74    pub ts_event: UnixNanos,
75    /// UNIX timestamp (nanoseconds) when the event was initialized.
76    pub ts_init: UnixNanos,
77    /// If the event was generated during reconciliation.
78    pub reconciliation: bool,
79    /// The causation ID associated with the event.
80    #[serde(default, skip_serializing_if = "Option::is_none")]
81    pub causation_id: Option<UUID4>,
82}
83
84impl OrderUpdated {
85    /// Creates a new [`OrderUpdated`] instance.
86    #[expect(clippy::too_many_arguments)]
87    #[must_use]
88    pub fn new(
89        trader_id: TraderId,
90        strategy_id: StrategyId,
91        instrument_id: InstrumentId,
92        client_order_id: ClientOrderId,
93        quantity: Quantity,
94        event_id: UUID4,
95        ts_event: UnixNanos,
96        ts_init: UnixNanos,
97        reconciliation: bool,
98        venue_order_id: Option<VenueOrderId>,
99        account_id: Option<AccountId>,
100        price: Option<Price>,
101        trigger_price: Option<Price>,
102        protection_price: Option<Price>,
103        is_quote_quantity: bool,
104    ) -> Self {
105        Self {
106            trader_id,
107            strategy_id,
108            instrument_id,
109            client_order_id,
110            quantity,
111            event_id,
112            ts_event,
113            ts_init,
114            reconciliation,
115            venue_order_id,
116            account_id,
117            price,
118            trigger_price,
119            protection_price,
120            is_quote_quantity,
121            causation_id: None,
122        }
123    }
124}
125
126impl Debug for OrderUpdated {
127    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
128        write!(
129            f,
130            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, \
131            venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, protection_price={}, event_id={}, ts_event={}, ts_init={})",
132            stringify!(OrderUpdated),
133            self.trader_id,
134            self.strategy_id,
135            self.instrument_id,
136            self.client_order_id,
137            self.venue_order_id
138                .map_or("None".to_string(), |venue_order_id| format!(
139                    "{venue_order_id}"
140                )),
141            self.account_id
142                .map_or("None".to_string(), |account_id| format!("{account_id}")),
143            self.quantity,
144            self.price
145                .map_or("None".to_string(), |price| price.to_formatted_string()),
146            self.trigger_price
147                .map_or("None".to_string(), |trigger_price| trigger_price
148                    .to_formatted_string()),
149            self.protection_price
150                .map_or("None".to_string(), |protection_price| protection_price
151                    .to_formatted_string()),
152            self.event_id,
153            self.ts_event,
154            self.ts_init
155        )
156    }
157}
158
159impl Display for OrderUpdated {
160    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
161        write!(
162            f,
163            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, protection_price={}, ts_event={})",
164            stringify!(OrderUpdated),
165            self.instrument_id,
166            self.client_order_id,
167            self.venue_order_id
168                .map_or("None".to_string(), |venue_order_id| format!(
169                    "{venue_order_id}"
170                )),
171            self.account_id
172                .map_or("None".to_string(), |account_id| format!("{account_id}")),
173            self.quantity.to_formatted_string(),
174            self.price
175                .map_or("None".to_string(), |price| price.to_formatted_string()),
176            self.trigger_price
177                .map_or("None".to_string(), |trigger_price| trigger_price
178                    .to_formatted_string()),
179            self.protection_price
180                .map_or("None".to_string(), |protection_price| protection_price
181                    .to_formatted_string()),
182            self.ts_event
183        )
184    }
185}
186
187impl OrderEvent for OrderUpdated {
188    fn id(&self) -> UUID4 {
189        self.event_id
190    }
191
192    fn type_name(&self) -> &'static str {
193        stringify!(OrderUpdated)
194    }
195
196    fn order_type(&self) -> Option<OrderType> {
197        None
198    }
199
200    fn order_side(&self) -> Option<OrderSide> {
201        None
202    }
203
204    fn trader_id(&self) -> TraderId {
205        self.trader_id
206    }
207
208    fn strategy_id(&self) -> StrategyId {
209        self.strategy_id
210    }
211
212    fn instrument_id(&self) -> InstrumentId {
213        self.instrument_id
214    }
215
216    fn trade_id(&self) -> Option<TradeId> {
217        None
218    }
219
220    fn currency(&self) -> Option<Currency> {
221        None
222    }
223
224    fn client_order_id(&self) -> ClientOrderId {
225        self.client_order_id
226    }
227
228    fn reason(&self) -> Option<Ustr> {
229        None
230    }
231
232    fn quantity(&self) -> Option<Quantity> {
233        Some(self.quantity)
234    }
235
236    fn time_in_force(&self) -> Option<TimeInForce> {
237        None
238    }
239
240    fn liquidity_side(&self) -> Option<LiquiditySide> {
241        None
242    }
243
244    fn post_only(&self) -> Option<bool> {
245        None
246    }
247
248    fn reduce_only(&self) -> Option<bool> {
249        None
250    }
251
252    fn quote_quantity(&self) -> Option<bool> {
253        Some(self.is_quote_quantity)
254    }
255
256    fn reconciliation(&self) -> bool {
257        self.reconciliation
258    }
259
260    fn price(&self) -> Option<Price> {
261        self.price
262    }
263
264    fn last_px(&self) -> Option<Price> {
265        None
266    }
267
268    fn last_qty(&self) -> Option<Quantity> {
269        None
270    }
271
272    fn trigger_price(&self) -> Option<Price> {
273        self.trigger_price
274    }
275
276    fn trigger_type(&self) -> Option<TriggerType> {
277        None
278    }
279
280    fn limit_offset(&self) -> Option<Decimal> {
281        None
282    }
283
284    fn trailing_offset(&self) -> Option<Decimal> {
285        None
286    }
287
288    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
289        None
290    }
291
292    fn expire_time(&self) -> Option<UnixNanos> {
293        None
294    }
295
296    fn display_qty(&self) -> Option<Quantity> {
297        None
298    }
299
300    fn emulation_trigger(&self) -> Option<TriggerType> {
301        None
302    }
303
304    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
305        None
306    }
307
308    fn contingency_type(&self) -> Option<ContingencyType> {
309        None
310    }
311
312    fn order_list_id(&self) -> Option<OrderListId> {
313        None
314    }
315
316    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
317        None
318    }
319
320    fn parent_order_id(&self) -> Option<ClientOrderId> {
321        None
322    }
323
324    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
325        None
326    }
327
328    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
329        None
330    }
331
332    fn venue_order_id(&self) -> Option<VenueOrderId> {
333        self.venue_order_id
334    }
335
336    fn account_id(&self) -> Option<AccountId> {
337        self.account_id
338    }
339
340    fn position_id(&self) -> Option<PositionId> {
341        None
342    }
343
344    fn commission(&self) -> Option<Money> {
345        None
346    }
347
348    fn ts_event(&self) -> UnixNanos {
349        self.ts_event
350    }
351
352    fn ts_init(&self) -> UnixNanos {
353        self.ts_init
354    }
355}
356
357#[cfg(test)]
358mod tests {
359    use rstest::rstest;
360
361    use crate::events::order::{stubs::*, updated::OrderUpdated};
362
363    #[rstest]
364    fn test_order_updated_display(order_updated: OrderUpdated) {
365        let display = format!("{order_updated}");
366        assert_eq!(
367            display,
368            "OrderUpdated(instrument_id=BTCUSDT.COINBASE, client_order_id=O-19700101-000000-001-001-1, venue_order_id=001, account_id=SIM-001, quantity=100, price=22_000, trigger_price=None, protection_price=None, ts_event=0)"
369        );
370    }
371
372    #[rstest]
373    fn test_order_updated_serialization() {
374        let original = OrderUpdated::default();
375        let json = serde_json::to_string(&original).unwrap();
376        let deserialized: OrderUpdated = serde_json::from_str(&json).unwrap();
377        assert_eq!(original, deserialized);
378    }
379}
nautilus_model/events/order/updated.rs

nautilus_model/events/order/
updated.rs
