nautilus_model/ffi/events/
order.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::ffi::c_char;
17
18use nautilus_core::{UUID4, UnixNanos, ffi::string::cstr_to_ustr};
19use ustr::Ustr;
20
21use crate::{
22    identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
23    types::Price,
24};
25
26/// Represents an event where an order has been denied by the Nautilus system.
27///
28/// This could be due an unsupported feature, a risk limit exceedance, or for
29/// any other reason that an otherwise valid order is not able to be submitted.
30#[repr(C)]
31#[derive(Clone, Copy, Debug)]
32pub struct OrderDeniedFfi {
33    /// The trader ID associated with the event.
34    pub trader_id: TraderId,
35    /// The strategy ID associated with the event.
36    pub strategy_id: StrategyId,
37    /// The instrument ID associated with the event.
38    pub instrument_id: InstrumentId,
39    /// The client order ID associated with the event.
40    pub client_order_id: ClientOrderId,
41    /// The reason the order was denied.
42    pub reason: Ustr,
43    /// The unique identifier for the event.
44    pub event_id: UUID4,
45    /// UNIX timestamp (nanoseconds) when the event occurred.
46    pub ts_event: UnixNanos,
47    /// UNIX timestamp (nanoseconds) when the event was initialized.
48    pub ts_init: UnixNanos,
49}
50
51/// Represents an event where an order has become emulated by the Nautilus system.
52#[repr(C)]
53#[derive(Clone, Copy, Debug)]
54pub struct OrderEmulatedFfi {
55    /// The trader ID associated with the event.
56    pub trader_id: TraderId,
57    /// The strategy ID associated with the event.
58    pub strategy_id: StrategyId,
59    /// The instrument ID associated with the event.
60    pub instrument_id: InstrumentId,
61    /// The client order ID associated with the event.
62    pub client_order_id: ClientOrderId,
63    /// The unique identifier for the event.
64    pub event_id: UUID4,
65    /// UNIX timestamp (nanoseconds) when the event occurred.
66    pub ts_event: UnixNanos,
67    /// UNIX timestamp (nanoseconds) when the event was initialized.
68    pub ts_init: UnixNanos,
69}
70
71/// Represents an event where an order was released from the `OrderEmulated` by the Nautilus system.
72#[repr(C)]
73#[derive(Clone, Copy, Debug)]
74pub struct OrderReleasedFfi {
75    /// The trader ID associated with the event.
76    pub trader_id: TraderId,
77    /// The strategy ID associated with the event.
78    pub strategy_id: StrategyId,
79    /// The instrument ID associated with the event.
80    pub instrument_id: InstrumentId,
81    /// The client order ID associated with the event.
82    pub client_order_id: ClientOrderId,
83    pub released_price: Price,
84    /// The unique identifier for the event.
85    pub event_id: UUID4,
86    /// UNIX timestamp (nanoseconds) when the event occurred.
87    pub ts_event: UnixNanos,
88    /// UNIX timestamp (nanoseconds) when the event was initialized.
89    pub ts_init: UnixNanos,
90}
91
92/// Represents an event where an order has been submitted by the system to the
93/// trading venue.
94#[repr(C)]
95#[derive(Clone, Copy, Debug)]
96pub struct OrderSubmittedFfi {
97    /// The trader ID associated with the event.
98    pub trader_id: TraderId,
99    /// The strategy ID associated with the event.
100    pub strategy_id: StrategyId,
101    /// The instrument ID associated with the event.
102    pub instrument_id: InstrumentId,
103    /// The client order ID associated with the event.
104    pub client_order_id: ClientOrderId,
105    /// The account ID associated with the event.
106    pub account_id: AccountId,
107    /// The unique identifier for the event.
108    pub event_id: UUID4,
109    /// UNIX timestamp (nanoseconds) when the event occurred.
110    pub ts_event: UnixNanos,
111    /// UNIX timestamp (nanoseconds) when the event was initialized.
112    pub ts_init: UnixNanos,
113}
114
115/// Represents an event where an order has been accepted by the trading venue.
116///
117/// This event often corresponds to a `NEW` `OrdStatus` <39> field in FIX execution reports.
118#[repr(C)]
119#[derive(Clone, Copy, Debug)]
120pub struct OrderAcceptedFfi {
121    /// The trader ID associated with the event.
122    pub trader_id: TraderId,
123    /// The strategy ID associated with the event.
124    pub strategy_id: StrategyId,
125    /// The instrument ID associated with the event.
126    pub instrument_id: InstrumentId,
127    /// The client order ID associated with the event.
128    pub client_order_id: ClientOrderId,
129    /// The venue order ID associated with the event.
130    pub venue_order_id: VenueOrderId,
131    /// The account ID associated with the event.
132    pub account_id: AccountId,
133    /// The unique identifier for the event.
134    pub event_id: UUID4,
135    /// UNIX timestamp (nanoseconds) when the event occurred.
136    pub ts_event: UnixNanos,
137    /// UNIX timestamp (nanoseconds) when the event was initialized.
138    pub ts_init: UnixNanos,
139    /// If the event was generated during reconciliation.
140    pub reconciliation: u8,
141}
142
143/// Represents an event where an order has been rejected by the trading venue.
144#[repr(C)]
145#[derive(Clone, Copy, Debug)]
146pub struct OrderRejectedFfi {
147    /// The trader ID associated with the event.
148    pub trader_id: TraderId,
149    /// The strategy ID associated with the event.
150    pub strategy_id: StrategyId,
151    /// The instrument ID associated with the event.
152    pub instrument_id: InstrumentId,
153    /// The client order ID associated with the event.
154    pub client_order_id: ClientOrderId,
155    /// The account ID associated with the event.
156    pub account_id: AccountId,
157    /// The reason the order was rejected.
158    pub reason: Ustr,
159    /// The unique identifier for the event.
160    pub event_id: UUID4,
161    /// UNIX timestamp (nanoseconds) when the event occurred.
162    pub ts_event: UnixNanos,
163    /// UNIX timestamp (nanoseconds) when the event was initialized.
164    pub ts_init: UnixNanos,
165    /// If the event was generated during reconciliation.
166    pub reconciliation: u8,
167    /// If the order was rejected because it was post-only and would execute immediately as a taker.
168    pub due_post_only: u8,
169}
170
171/// # Safety
172///
173/// Assumes `reason_ptr` is a valid C string pointer.
174#[unsafe(no_mangle)]
175pub unsafe extern "C" fn order_denied_new(
176    trader_id: TraderId,
177    strategy_id: StrategyId,
178    instrument_id: InstrumentId,
179    client_order_id: ClientOrderId,
180    reason_ptr: *const c_char,
181    event_id: UUID4,
182    ts_event: UnixNanos,
183    ts_init: UnixNanos,
184) -> OrderDeniedFfi {
185    OrderDeniedFfi {
186        trader_id,
187        strategy_id,
188        instrument_id,
189        client_order_id,
190        reason: unsafe { cstr_to_ustr(reason_ptr) },
191        event_id,
192        ts_event,
193        ts_init,
194    }
195}
196
197#[unsafe(no_mangle)]
198pub extern "C" fn order_emulated_new(
199    trader_id: TraderId,
200    strategy_id: StrategyId,
201    instrument_id: InstrumentId,
202    client_order_id: ClientOrderId,
203    event_id: UUID4,
204    ts_event: UnixNanos,
205    ts_init: UnixNanos,
206) -> OrderEmulatedFfi {
207    OrderEmulatedFfi {
208        trader_id,
209        strategy_id,
210        instrument_id,
211        client_order_id,
212        event_id,
213        ts_event,
214        ts_init,
215    }
216}
217
218#[unsafe(no_mangle)]
219pub extern "C" fn order_released_new(
220    trader_id: TraderId,
221    strategy_id: StrategyId,
222    instrument_id: InstrumentId,
223    client_order_id: ClientOrderId,
224    released_price: Price,
225    event_id: UUID4,
226    ts_event: UnixNanos,
227    ts_init: UnixNanos,
228) -> OrderReleasedFfi {
229    OrderReleasedFfi {
230        trader_id,
231        strategy_id,
232        instrument_id,
233        client_order_id,
234        released_price,
235        event_id,
236        ts_event,
237        ts_init,
238    }
239}
240
241#[unsafe(no_mangle)]
242pub extern "C" fn order_submitted_new(
243    trader_id: TraderId,
244    strategy_id: StrategyId,
245    instrument_id: InstrumentId,
246    client_order_id: ClientOrderId,
247    account_id: AccountId,
248    event_id: UUID4,
249    ts_event: UnixNanos,
250    ts_init: UnixNanos,
251) -> OrderSubmittedFfi {
252    OrderSubmittedFfi {
253        trader_id,
254        strategy_id,
255        instrument_id,
256        client_order_id,
257        account_id,
258        event_id,
259        ts_event,
260        ts_init,
261    }
262}
263
264#[unsafe(no_mangle)]
265pub extern "C" fn order_accepted_new(
266    trader_id: TraderId,
267    strategy_id: StrategyId,
268    instrument_id: InstrumentId,
269    client_order_id: ClientOrderId,
270    venue_order_id: VenueOrderId,
271    account_id: AccountId,
272    event_id: UUID4,
273    ts_event: UnixNanos,
274    ts_init: UnixNanos,
275    reconciliation: u8,
276) -> OrderAcceptedFfi {
277    OrderAcceptedFfi {
278        trader_id,
279        strategy_id,
280        instrument_id,
281        client_order_id,
282        venue_order_id,
283        account_id,
284        event_id,
285        ts_event,
286        ts_init,
287        reconciliation,
288    }
289}
290
291/// # Safety
292///
293/// Assumes `reason_ptr` is a valid C string pointer.
294#[unsafe(no_mangle)]
295pub unsafe extern "C" fn order_rejected_new(
296    trader_id: TraderId,
297    strategy_id: StrategyId,
298    instrument_id: InstrumentId,
299    client_order_id: ClientOrderId,
300    account_id: AccountId,
301    reason_ptr: *const c_char,
302    event_id: UUID4,
303    ts_event: UnixNanos,
304    ts_init: UnixNanos,
305    reconciliation: u8,
306    due_post_only: u8,
307) -> OrderRejectedFfi {
308    OrderRejectedFfi {
309        trader_id,
310        strategy_id,
311        instrument_id,
312        client_order_id,
313        account_id,
314        reason: unsafe { cstr_to_ustr(reason_ptr) },
315        event_id,
316        ts_event,
317        ts_init,
318        reconciliation,
319        due_post_only,
320    }
321}
nautilus_model/ffi/events/order.rs

nautilus_model/ffi/events/
order.rs
