nautilus_model/orders/
limit.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::{
17    fmt::Display,
18    ops::{Deref, DerefMut},
19};
20
21use indexmap::IndexMap;
22use nautilus_core::{
23    UUID4, UnixNanos,
24    correctness::{CorrectnessError, FAILED},
25};
26use rust_decimal::Decimal;
27use serde::{Deserialize, Serialize};
28use ustr::Ustr;
29
30use super::{Order, OrderAny, OrderCore, check_display_qty, check_time_in_force};
31use crate::{
32    enums::{
33        ContingencyType, LiquiditySide, OrderSide, OrderStatus, OrderType, PositionSide,
34        TimeInForce, TrailingOffsetType, TriggerType,
35    },
36    events::{OrderEventAny, OrderInitialized, OrderUpdated},
37    identifiers::{
38        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
39        StrategyId, Symbol, TradeId, TraderId, Venue, VenueOrderId,
40    },
41    orders::OrderError,
42    types::{Currency, Money, Price, Quantity, quantity::check_positive_quantity},
43};
44
45#[derive(Clone, Debug, Serialize, Deserialize)]
46#[cfg_attr(
47    feature = "python",
48    pyo3::pyclass(module = "nautilus_trader.model", from_py_object)
49)]
50#[cfg_attr(
51    feature = "python",
52    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
53)]
54pub struct LimitOrder {
55    core: OrderCore,
56    pub price: Price,
57    pub expire_time: Option<UnixNanos>,
58    pub is_post_only: bool,
59    pub display_qty: Option<Quantity>,
60    pub trigger_instrument_id: Option<InstrumentId>,
61}
62
63impl LimitOrder {
64    /// Creates a new [`LimitOrder`] instance.
65    ///
66    /// # Errors
67    ///
68    /// Returns an error if:
69    /// - The `quantity` is not positive.
70    /// - The `display_qty` (when provided) exceeds `quantity`.
71    /// - The `time_in_force` is GTD and the `expire_time` is `None` or zero.
72    /// - The order metadata violates an [`OrderInitialized::new_checked`] invariant.
73    #[expect(clippy::too_many_arguments)]
74    pub fn new_checked(
75        trader_id: TraderId,
76        strategy_id: StrategyId,
77        instrument_id: InstrumentId,
78        client_order_id: ClientOrderId,
79        order_side: OrderSide,
80        quantity: Quantity,
81        price: Price,
82        time_in_force: TimeInForce,
83        expire_time: Option<UnixNanos>,
84        post_only: bool,
85        reduce_only: bool,
86        quote_quantity: bool,
87        display_qty: Option<Quantity>,
88        emulation_trigger: Option<TriggerType>,
89        trigger_instrument_id: Option<InstrumentId>,
90        contingency_type: Option<ContingencyType>,
91        order_list_id: Option<OrderListId>,
92        linked_order_ids: Option<Vec<ClientOrderId>>,
93        parent_order_id: Option<ClientOrderId>,
94        exec_algorithm_id: Option<ExecAlgorithmId>,
95        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
96        exec_spawn_id: Option<ClientOrderId>,
97        tags: Option<Vec<Ustr>>,
98        init_id: UUID4,
99        ts_init: UnixNanos,
100    ) -> Result<Self, OrderError> {
101        check_positive_quantity(quantity, stringify!(quantity))?;
102        check_display_qty(display_qty, quantity)?;
103        check_time_in_force(time_in_force, expire_time)?;
104
105        let init_order = OrderInitialized::new_checked(
106            trader_id,
107            strategy_id,
108            instrument_id,
109            client_order_id,
110            order_side,
111            OrderType::Limit,
112            quantity,
113            time_in_force,
114            post_only,
115            reduce_only,
116            quote_quantity,
117            false,
118            init_id,
119            ts_init, // ts_event timestamp identical to ts_init
120            ts_init,
121            Some(price),
122            None,
123            None,
124            None,
125            None,
126            None,
127            None,
128            expire_time,
129            display_qty,
130            emulation_trigger,
131            trigger_instrument_id,
132            contingency_type,
133            order_list_id,
134            linked_order_ids,
135            parent_order_id,
136            exec_algorithm_id,
137            exec_algorithm_params,
138            exec_spawn_id,
139            tags,
140        )?;
141
142        Ok(Self {
143            core: OrderCore::new(init_order),
144            price,
145            expire_time,
146            is_post_only: post_only,
147            display_qty,
148            trigger_instrument_id,
149        })
150    }
151
152    /// Creates a new [`LimitOrder`] instance.
153    ///
154    /// # Panics
155    ///
156    /// Panics if any order validation fails (see [`LimitOrder::new_checked`]).
157    #[expect(clippy::too_many_arguments)]
158    #[must_use]
159    pub fn new(
160        trader_id: TraderId,
161        strategy_id: StrategyId,
162        instrument_id: InstrumentId,
163        client_order_id: ClientOrderId,
164        order_side: OrderSide,
165        quantity: Quantity,
166        price: Price,
167        time_in_force: TimeInForce,
168        expire_time: Option<UnixNanos>,
169        post_only: bool,
170        reduce_only: bool,
171        quote_quantity: bool,
172        display_qty: Option<Quantity>,
173        emulation_trigger: Option<TriggerType>,
174        trigger_instrument_id: Option<InstrumentId>,
175        contingency_type: Option<ContingencyType>,
176        order_list_id: Option<OrderListId>,
177        linked_order_ids: Option<Vec<ClientOrderId>>,
178        parent_order_id: Option<ClientOrderId>,
179        exec_algorithm_id: Option<ExecAlgorithmId>,
180        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
181        exec_spawn_id: Option<ClientOrderId>,
182        tags: Option<Vec<Ustr>>,
183        init_id: UUID4,
184        ts_init: UnixNanos,
185    ) -> Self {
186        Self::new_checked(
187            trader_id,
188            strategy_id,
189            instrument_id,
190            client_order_id,
191            order_side,
192            quantity,
193            price,
194            time_in_force,
195            expire_time,
196            post_only,
197            reduce_only,
198            quote_quantity,
199            display_qty,
200            emulation_trigger,
201            trigger_instrument_id,
202            contingency_type,
203            order_list_id,
204            linked_order_ids,
205            parent_order_id,
206            exec_algorithm_id,
207            exec_algorithm_params,
208            exec_spawn_id,
209            tags,
210            init_id,
211            ts_init,
212        )
213        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
214    }
215}
216
217impl Deref for LimitOrder {
218    type Target = OrderCore;
219
220    fn deref(&self) -> &Self::Target {
221        &self.core
222    }
223}
224
225impl DerefMut for LimitOrder {
226    fn deref_mut(&mut self) -> &mut Self::Target {
227        &mut self.core
228    }
229}
230
231impl PartialEq for LimitOrder {
232    fn eq(&self, other: &Self) -> bool {
233        self.client_order_id == other.client_order_id
234    }
235}
236
237impl Order for LimitOrder {
238    fn into_any(self) -> OrderAny {
239        OrderAny::Limit(self)
240    }
241
242    fn status(&self) -> OrderStatus {
243        self.status
244    }
245
246    fn trader_id(&self) -> TraderId {
247        self.trader_id
248    }
249
250    fn strategy_id(&self) -> StrategyId {
251        self.strategy_id
252    }
253
254    fn instrument_id(&self) -> InstrumentId {
255        self.instrument_id
256    }
257
258    fn symbol(&self) -> Symbol {
259        self.instrument_id.symbol
260    }
261
262    fn venue(&self) -> Venue {
263        self.instrument_id.venue
264    }
265
266    fn client_order_id(&self) -> ClientOrderId {
267        self.client_order_id
268    }
269
270    fn venue_order_id(&self) -> Option<VenueOrderId> {
271        self.venue_order_id
272    }
273
274    fn position_id(&self) -> Option<PositionId> {
275        self.position_id
276    }
277
278    fn account_id(&self) -> Option<AccountId> {
279        self.account_id
280    }
281
282    fn last_trade_id(&self) -> Option<TradeId> {
283        self.last_trade_id
284    }
285
286    fn order_side(&self) -> OrderSide {
287        self.side
288    }
289
290    fn order_type(&self) -> OrderType {
291        self.order_type
292    }
293
294    fn quantity(&self) -> Quantity {
295        self.quantity
296    }
297
298    fn time_in_force(&self) -> TimeInForce {
299        self.time_in_force
300    }
301
302    fn expire_time(&self) -> Option<UnixNanos> {
303        self.expire_time
304    }
305
306    fn price(&self) -> Option<Price> {
307        Some(self.price)
308    }
309
310    fn trigger_price(&self) -> Option<Price> {
311        None
312    }
313
314    fn trigger_type(&self) -> Option<TriggerType> {
315        None
316    }
317
318    fn liquidity_side(&self) -> Option<LiquiditySide> {
319        self.liquidity_side
320    }
321
322    fn is_post_only(&self) -> bool {
323        self.is_post_only
324    }
325
326    fn is_reduce_only(&self) -> bool {
327        self.is_reduce_only
328    }
329
330    fn is_quote_quantity(&self) -> bool {
331        self.is_quote_quantity
332    }
333
334    fn has_price(&self) -> bool {
335        true
336    }
337
338    fn display_qty(&self) -> Option<Quantity> {
339        self.display_qty
340    }
341
342    fn limit_offset(&self) -> Option<Decimal> {
343        None
344    }
345
346    fn trailing_offset(&self) -> Option<Decimal> {
347        None
348    }
349
350    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
351        None
352    }
353
354    fn emulation_trigger(&self) -> Option<TriggerType> {
355        self.emulation_trigger
356    }
357
358    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
359        self.trigger_instrument_id
360    }
361
362    fn contingency_type(&self) -> Option<ContingencyType> {
363        self.contingency_type
364    }
365
366    fn order_list_id(&self) -> Option<OrderListId> {
367        self.order_list_id
368    }
369
370    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
371        self.linked_order_ids.as_deref()
372    }
373
374    fn parent_order_id(&self) -> Option<ClientOrderId> {
375        self.parent_order_id
376    }
377
378    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
379        self.exec_algorithm_id
380    }
381
382    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
383        self.exec_algorithm_params.as_ref()
384    }
385
386    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
387        self.exec_spawn_id
388    }
389
390    fn tags(&self) -> Option<&[Ustr]> {
391        self.tags.as_deref()
392    }
393
394    fn filled_qty(&self) -> Quantity {
395        self.filled_qty
396    }
397
398    fn voided_qty(&self) -> Quantity {
399        self.voided_qty
400    }
401
402    fn non_reopened_voided_qty(&self) -> Quantity {
403        self.non_reopened_voided_qty
404    }
405
406    fn leaves_qty(&self) -> Quantity {
407        self.leaves_qty
408    }
409
410    fn overfill_qty(&self) -> Quantity {
411        self.overfill_qty
412    }
413
414    fn avg_px(&self) -> Option<Decimal> {
415        self.avg_px
416    }
417
418    fn slippage(&self) -> Option<Decimal> {
419        self.slippage
420    }
421
422    fn init_id(&self) -> UUID4 {
423        self.init_id
424    }
425
426    fn ts_init(&self) -> UnixNanos {
427        self.ts_init
428    }
429
430    fn ts_submitted(&self) -> Option<UnixNanos> {
431        self.ts_submitted
432    }
433
434    fn ts_accepted(&self) -> Option<UnixNanos> {
435        self.ts_accepted
436    }
437
438    fn ts_closed(&self) -> Option<UnixNanos> {
439        self.ts_closed
440    }
441
442    fn ts_last(&self) -> UnixNanos {
443        self.ts_last
444    }
445
446    fn events(&self) -> Vec<&OrderEventAny> {
447        self.events.iter().collect()
448    }
449
450    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
451        self.venue_order_ids.iter().collect()
452    }
453
454    fn trade_ids(&self) -> Vec<&TradeId> {
455        self.trade_ids.iter().collect()
456    }
457
458    fn commissions(&self) -> &IndexMap<Currency, Money> {
459        &self.commissions
460    }
461
462    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
463        let updates_slippage = matches!(
464            event,
465            OrderEventAny::Filled(_) | OrderEventAny::FillVoided(_),
466        );
467
468        self.core.apply(event.clone())?;
469
470        if let OrderEventAny::Updated(ref event) = event {
471            self.update(event);
472        }
473
474        if updates_slippage {
475            self.core.set_slippage(self.price);
476        }
477
478        Ok(())
479    }
480
481    fn update(&mut self, event: &OrderUpdated) {
482        assert!(
483            event.trigger_price.is_none(),
484            "{}",
485            OrderError::InvalidOrderEvent
486        );
487
488        if let Some(price) = event.price {
489            self.price = price;
490        }
491
492        self.core.apply_updated_quantity(event.quantity);
493    }
494
495    fn is_triggered(&self) -> Option<bool> {
496        None
497    }
498
499    fn set_position_id(&mut self, position_id: Option<PositionId>) {
500        self.position_id = position_id;
501    }
502
503    fn set_quantity(&mut self, quantity: Quantity) {
504        self.quantity = quantity;
505    }
506
507    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
508        self.leaves_qty = leaves_qty;
509    }
510
511    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
512        self.emulation_trigger = emulation_trigger;
513    }
514
515    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
516        self.is_quote_quantity = is_quote_quantity;
517    }
518
519    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
520        self.liquidity_side = Some(liquidity_side);
521    }
522
523    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
524        self.core.would_reduce_only(side, position_qty)
525    }
526
527    fn previous_status(&self) -> Option<OrderStatus> {
528        self.core.previous_status
529    }
530}
531
532impl Display for LimitOrder {
533    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
534        write!(
535            f,
536            "LimitOrder(\
537            {} {} {} {} @ {} {}, \
538            status={}, \
539            client_order_id={}, \
540            venue_order_id={}, \
541            position_id={}, \
542            exec_algorithm_id={}, \
543            exec_spawn_id={}, \
544            tags={:?}\
545            )",
546            self.side,
547            self.quantity.to_formatted_string(),
548            self.instrument_id,
549            self.order_type,
550            self.price,
551            self.time_in_force,
552            self.status,
553            self.client_order_id,
554            self.venue_order_id.map_or_else(
555                || "None".to_string(),
556                |venue_order_id| format!("{venue_order_id}")
557            ),
558            self.position_id.map_or_else(
559                || "None".to_string(),
560                |position_id| format!("{position_id}")
561            ),
562            self.exec_algorithm_id
563                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
564            self.exec_spawn_id
565                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
566            self.tags
567        )
568    }
569}
570
571impl TryFrom<OrderInitialized> for LimitOrder {
572    type Error = OrderError;
573
574    fn try_from(event: OrderInitialized) -> Result<Self, Self::Error> {
575        let price = event
576            .price
577            .ok_or_else(|| CorrectnessError::PredicateViolation {
578                message: "`price` is required for `LimitOrder` initialization".to_string(),
579            })?;
580        Self::new_checked(
581            event.trader_id,
582            event.strategy_id,
583            event.instrument_id,
584            event.client_order_id,
585            event.order_side,
586            event.quantity,
587            price,
588            event.time_in_force,
589            event.expire_time,
590            event.post_only,
591            event.reduce_only,
592            event.quote_quantity,
593            event.display_qty,
594            event.emulation_trigger,
595            event.trigger_instrument_id,
596            event.contingency_type,
597            event.order_list_id,
598            event.linked_order_ids,
599            event.parent_order_id,
600            event.exec_algorithm_id,
601            event.exec_algorithm_params,
602            event.exec_spawn_id,
603            event.tags,
604            event.event_id,
605            event.ts_event,
606        )
607    }
608}
609
610#[cfg(test)]
611mod tests {
612    use nautilus_core::UnixNanos;
613    use rstest::rstest;
614
615    use crate::{
616        enums::{OrderSide, OrderType, TimeInForce},
617        events::{OrderEventAny, OrderUpdated},
618        identifiers::InstrumentId,
619        instruments::{CurrencyPair, stubs::*},
620        orders::{Order, OrderError, OrderTestBuilder, stubs::TestOrderStubs},
621        types::{Price, Quantity},
622    };
623
624    #[rstest]
625    fn test_initialize(audusd_sim: CurrencyPair) {
626        let order = OrderTestBuilder::new(OrderType::Limit)
627            .instrument_id(audusd_sim.id)
628            .side(OrderSide::Buy)
629            .price(Price::from("0.68000"))
630            .quantity(Quantity::from(1))
631            .build();
632
633        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
634
635        assert_eq!(order.filled_qty(), Quantity::from(0));
636        assert_eq!(order.leaves_qty(), Quantity::from(1));
637
638        assert_eq!(order.display_qty(), None);
639        assert_eq!(order.trigger_instrument_id(), None);
640        assert_eq!(order.order_list_id(), None);
641    }
642
643    #[rstest]
644    fn test_display(audusd_sim: CurrencyPair) {
645        let order = OrderTestBuilder::new(OrderType::Limit)
646            .instrument_id(audusd_sim.id)
647            .side(OrderSide::Buy)
648            .price(Price::from("1.00000"))
649            .quantity(Quantity::from(100_000))
650            .build();
651
652        assert_eq!(
653            order.to_string(),
654            "LimitOrder(BUY 100_000 AUD/USD.SIM LIMIT @ 1.00000 GTC, \
655            status=INITIALIZED, client_order_id=O-19700101-000000-001-001-1, \
656            venue_order_id=None, position_id=None, exec_algorithm_id=None, \
657            exec_spawn_id=None, tags=None)"
658        );
659    }
660
661    #[rstest]
662    #[should_panic(
663        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
664    )]
665    fn test_positive_quantity_condition(audusd_sim: CurrencyPair) {
666        let _ = OrderTestBuilder::new(OrderType::Limit)
667            .instrument_id(audusd_sim.id)
668            .side(OrderSide::Buy)
669            .price(Price::from("0.8"))
670            .quantity(Quantity::from(0))
671            .build();
672    }
673
674    #[rstest]
675    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
676    fn test_correct_expiration_with_time_in_force_gtd(audusd_sim: CurrencyPair) {
677        let _ = OrderTestBuilder::new(OrderType::Limit)
678            .instrument_id(audusd_sim.id)
679            .side(OrderSide::Buy)
680            .price(Price::from("0.8"))
681            .quantity(Quantity::from(1))
682            .time_in_force(TimeInForce::Gtd)
683            .build();
684    }
685
686    #[rstest]
687    fn test_limit_order_creation() {
688        let order = OrderTestBuilder::new(OrderType::Limit)
689            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
690            .quantity(Quantity::from(10))
691            .price(Price::new(100.0, 2))
692            .side(OrderSide::Buy)
693            .time_in_force(TimeInForce::Gtc)
694            .build();
695
696        assert_eq!(order.price(), Some(Price::new(100.0, 2)));
697        assert_eq!(order.quantity(), Quantity::from(10));
698        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
699        assert_eq!(order.order_side(), OrderSide::Buy);
700    }
701
702    #[rstest]
703    fn test_limit_order_with_expire_time() {
704        let expire_time = UnixNanos::from(1_700_000_000_000_000);
705        let order = OrderTestBuilder::new(OrderType::Limit)
706            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
707            .quantity(Quantity::from(10))
708            .price(Price::new(100.0, 2))
709            .time_in_force(TimeInForce::Gtd)
710            .expire_time(expire_time)
711            .build();
712
713        assert_eq!(order.expire_time(), Some(expire_time));
714        assert_eq!(order.time_in_force(), TimeInForce::Gtd);
715    }
716
717    #[rstest]
718    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
719    fn test_limit_order_missing_expire_time() {
720        let _ = OrderTestBuilder::new(OrderType::Limit)
721            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
722            .quantity(Quantity::from(10))
723            .price(Price::new(100.0, 2))
724            .time_in_force(TimeInForce::Gtd)
725            .build();
726    }
727
728    #[rstest]
729    fn test_limit_order_post_only() {
730        let order = OrderTestBuilder::new(OrderType::Limit)
731            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
732            .quantity(Quantity::from(10))
733            .price(Price::new(100.0, 2))
734            .post_only(true)
735            .build();
736
737        assert!(order.is_post_only());
738    }
739
740    #[rstest]
741    fn test_limit_order_display_quantity() {
742        let display_qty = Quantity::from(5);
743        let order = OrderTestBuilder::new(OrderType::Limit)
744            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
745            .quantity(Quantity::from(10))
746            .price(Price::new(100.0, 2))
747            .display_qty(display_qty)
748            .build();
749
750        assert_eq!(order.display_qty(), Some(display_qty));
751    }
752
753    #[rstest]
754    fn test_limit_order_update() {
755        let order = OrderTestBuilder::new(OrderType::Limit)
756            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
757            .quantity(Quantity::from(10))
758            .price(Price::new(100.0, 2))
759            .build();
760
761        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
762
763        let updated_price = Price::new(105.0, 2);
764        let updated_quantity = Quantity::from(5);
765
766        let event = OrderUpdated {
767            client_order_id: accepted_order.client_order_id(),
768            strategy_id: accepted_order.strategy_id(),
769            price: Some(updated_price),
770            quantity: updated_quantity,
771            ..Default::default()
772        };
773
774        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
775
776        assert_eq!(accepted_order.quantity(), updated_quantity);
777        assert_eq!(accepted_order.price(), Some(updated_price));
778    }
779
780    #[rstest]
781    fn test_limit_order_rejects_invalid_update_atomically() {
782        let order = OrderTestBuilder::new(OrderType::Limit)
783            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
784            .quantity(Quantity::from(10))
785            .price(Price::new(100.0, 2))
786            .build();
787        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
788        let state = (
789            accepted_order.status(),
790            accepted_order.previous_status(),
791            accepted_order.ts_last(),
792            accepted_order.events().len(),
793        );
794        let event = OrderUpdated {
795            client_order_id: accepted_order.client_order_id(),
796            strategy_id: accepted_order.strategy_id(),
797            trigger_price: Some(Price::new(95.0, 2)),
798            ..Default::default()
799        };
800
801        let result = accepted_order.apply(OrderEventAny::Updated(event));
802
803        assert!(matches!(result, Err(OrderError::InvalidOrderEvent)));
804        assert_eq!(accepted_order.status(), state.0);
805        assert_eq!(accepted_order.previous_status(), state.1);
806        assert_eq!(accepted_order.ts_last(), state.2);
807        assert_eq!(accepted_order.events().len(), state.3);
808    }
809
810    #[rstest]
811    fn test_limit_order_expire_time() {
812        let expire_time = UnixNanos::from(1_700_000_000_000_000);
813        let order = OrderTestBuilder::new(OrderType::Limit)
814            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
815            .quantity(Quantity::from(10))
816            .price(Price::new(100.0, 2))
817            .time_in_force(TimeInForce::Gtd)
818            .expire_time(expire_time)
819            .build();
820
821        assert_eq!(order.expire_time(), Some(expire_time));
822    }
823}
nautilus_model/orders/limit.rs

nautilus_model/orders/
limit.rs
