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, serialization::from_bool_as_u8};
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    #[serde(deserialize_with = "from_bool_as_u8")]
79    pub reconciliation: u8, // TODO: Change to bool once Cython removed
80}
81
82impl OrderUpdated {
83    /// Creates a new [`OrderUpdated`] instance.
84    #[expect(clippy::too_many_arguments)]
85    #[must_use]
86    pub fn new(
87        trader_id: TraderId,
88        strategy_id: StrategyId,
89        instrument_id: InstrumentId,
90        client_order_id: ClientOrderId,
91        quantity: Quantity,
92        event_id: UUID4,
93        ts_event: UnixNanos,
94        ts_init: UnixNanos,
95        reconciliation: bool,
96        venue_order_id: Option<VenueOrderId>,
97        account_id: Option<AccountId>,
98        price: Option<Price>,
99        trigger_price: Option<Price>,
100        protection_price: Option<Price>,
101        is_quote_quantity: bool,
102    ) -> Self {
103        Self {
104            trader_id,
105            strategy_id,
106            instrument_id,
107            client_order_id,
108            quantity,
109            event_id,
110            ts_event,
111            ts_init,
112            reconciliation: u8::from(reconciliation),
113            venue_order_id,
114            account_id,
115            price,
116            trigger_price,
117            protection_price,
118            is_quote_quantity,
119        }
120    }
121}
122
123impl Debug for OrderUpdated {
124    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
125        write!(
126            f,
127            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, \
128            venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, protection_price={}, event_id={}, ts_event={}, ts_init={})",
129            stringify!(OrderUpdated),
130            self.trader_id,
131            self.strategy_id,
132            self.instrument_id,
133            self.client_order_id,
134            self.venue_order_id
135                .map_or("None".to_string(), |venue_order_id| format!(
136                    "{venue_order_id}"
137                )),
138            self.account_id
139                .map_or("None".to_string(), |account_id| format!("{account_id}")),
140            self.quantity,
141            self.price
142                .map_or("None".to_string(), |price| price.to_formatted_string()),
143            self.trigger_price
144                .map_or("None".to_string(), |trigger_price| trigger_price
145                    .to_formatted_string()),
146            self.protection_price
147                .map_or("None".to_string(), |protection_price| protection_price
148                    .to_formatted_string()),
149            self.event_id,
150            self.ts_event,
151            self.ts_init
152        )
153    }
154}
155
156impl Display for OrderUpdated {
157    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
158        write!(
159            f,
160            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, protection_price={}, ts_event={})",
161            stringify!(OrderUpdated),
162            self.instrument_id,
163            self.client_order_id,
164            self.venue_order_id
165                .map_or("None".to_string(), |venue_order_id| format!(
166                    "{venue_order_id}"
167                )),
168            self.account_id
169                .map_or("None".to_string(), |account_id| format!("{account_id}")),
170            self.quantity.to_formatted_string(),
171            self.price
172                .map_or("None".to_string(), |price| price.to_formatted_string()),
173            self.trigger_price
174                .map_or("None".to_string(), |trigger_price| trigger_price
175                    .to_formatted_string()),
176            self.protection_price
177                .map_or("None".to_string(), |protection_price| protection_price
178                    .to_formatted_string()),
179            self.ts_event
180        )
181    }
182}
183
184impl OrderEvent for OrderUpdated {
185    fn id(&self) -> UUID4 {
186        self.event_id
187    }
188
189    fn type_name(&self) -> &'static str {
190        stringify!(OrderUpdated)
191    }
192
193    fn order_type(&self) -> Option<OrderType> {
194        None
195    }
196
197    fn order_side(&self) -> Option<OrderSide> {
198        None
199    }
200
201    fn trader_id(&self) -> TraderId {
202        self.trader_id
203    }
204
205    fn strategy_id(&self) -> StrategyId {
206        self.strategy_id
207    }
208
209    fn instrument_id(&self) -> InstrumentId {
210        self.instrument_id
211    }
212
213    fn trade_id(&self) -> Option<TradeId> {
214        None
215    }
216
217    fn currency(&self) -> Option<Currency> {
218        None
219    }
220
221    fn client_order_id(&self) -> ClientOrderId {
222        self.client_order_id
223    }
224
225    fn reason(&self) -> Option<Ustr> {
226        None
227    }
228
229    fn quantity(&self) -> Option<Quantity> {
230        Some(self.quantity)
231    }
232
233    fn time_in_force(&self) -> Option<TimeInForce> {
234        None
235    }
236
237    fn liquidity_side(&self) -> Option<LiquiditySide> {
238        None
239    }
240
241    fn post_only(&self) -> Option<bool> {
242        None
243    }
244
245    fn reduce_only(&self) -> Option<bool> {
246        None
247    }
248
249    fn quote_quantity(&self) -> Option<bool> {
250        Some(self.is_quote_quantity)
251    }
252
253    fn reconciliation(&self) -> bool {
254        self.reconciliation != 0
255    }
256
257    fn price(&self) -> Option<Price> {
258        self.price
259    }
260
261    fn last_px(&self) -> Option<Price> {
262        None
263    }
264
265    fn last_qty(&self) -> Option<Quantity> {
266        None
267    }
268
269    fn trigger_price(&self) -> Option<Price> {
270        self.trigger_price
271    }
272
273    fn trigger_type(&self) -> Option<TriggerType> {
274        None
275    }
276
277    fn limit_offset(&self) -> Option<Decimal> {
278        None
279    }
280
281    fn trailing_offset(&self) -> Option<Decimal> {
282        None
283    }
284
285    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
286        None
287    }
288
289    fn expire_time(&self) -> Option<UnixNanos> {
290        None
291    }
292
293    fn display_qty(&self) -> Option<Quantity> {
294        None
295    }
296
297    fn emulation_trigger(&self) -> Option<TriggerType> {
298        None
299    }
300
301    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
302        None
303    }
304
305    fn contingency_type(&self) -> Option<ContingencyType> {
306        None
307    }
308
309    fn order_list_id(&self) -> Option<OrderListId> {
310        None
311    }
312
313    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
314        None
315    }
316
317    fn parent_order_id(&self) -> Option<ClientOrderId> {
318        None
319    }
320
321    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
322        None
323    }
324
325    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
326        None
327    }
328
329    fn venue_order_id(&self) -> Option<VenueOrderId> {
330        self.venue_order_id
331    }
332
333    fn account_id(&self) -> Option<AccountId> {
334        self.account_id
335    }
336
337    fn position_id(&self) -> Option<PositionId> {
338        None
339    }
340
341    fn commission(&self) -> Option<Money> {
342        None
343    }
344
345    fn ts_event(&self) -> UnixNanos {
346        self.ts_event
347    }
348
349    fn ts_init(&self) -> UnixNanos {
350        self.ts_init
351    }
352}
353
354#[cfg(test)]
355mod tests {
356    use rstest::rstest;
357
358    use crate::events::order::{stubs::*, updated::OrderUpdated};
359
360    #[rstest]
361    fn test_order_updated_display(order_updated: OrderUpdated) {
362        let display = format!("{order_updated}");
363        assert_eq!(
364            display,
365            "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)"
366        );
367    }
368
369    #[rstest]
370    fn test_order_updated_serialization() {
371        let original = OrderUpdated::default();
372        let json = serde_json::to_string(&original).unwrap();
373        let deserialized: OrderUpdated = serde_json::from_str(&json).unwrap();
374        assert_eq!(original, deserialized);
375    }
376}
nautilus_model/events/order/updated.rs

nautilus_model/events/order/
updated.rs
