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 leaves_qty(&self) -> Quantity {
403        self.leaves_qty
404    }
405
406    fn overfill_qty(&self) -> Quantity {
407        self.overfill_qty
408    }
409
410    fn avg_px(&self) -> Option<Decimal> {
411        self.avg_px
412    }
413
414    fn slippage(&self) -> Option<Decimal> {
415        self.slippage
416    }
417
418    fn init_id(&self) -> UUID4 {
419        self.init_id
420    }
421
422    fn ts_init(&self) -> UnixNanos {
423        self.ts_init
424    }
425
426    fn ts_submitted(&self) -> Option<UnixNanos> {
427        self.ts_submitted
428    }
429
430    fn ts_accepted(&self) -> Option<UnixNanos> {
431        self.ts_accepted
432    }
433
434    fn ts_closed(&self) -> Option<UnixNanos> {
435        self.ts_closed
436    }
437
438    fn ts_last(&self) -> UnixNanos {
439        self.ts_last
440    }
441
442    fn events(&self) -> Vec<&OrderEventAny> {
443        self.events.iter().collect()
444    }
445
446    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
447        self.venue_order_ids.iter().collect()
448    }
449
450    fn trade_ids(&self) -> Vec<&TradeId> {
451        self.trade_ids.iter().collect()
452    }
453
454    fn commissions(&self) -> &IndexMap<Currency, Money> {
455        &self.commissions
456    }
457
458    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
459        let updates_slippage = matches!(
460            event,
461            OrderEventAny::Filled(_) | OrderEventAny::FillVoided(_),
462        );
463
464        self.core.apply(event.clone())?;
465
466        if let OrderEventAny::Updated(ref event) = event {
467            self.update(event);
468        }
469
470        if updates_slippage {
471            self.core.set_slippage(self.price);
472        }
473
474        Ok(())
475    }
476
477    fn update(&mut self, event: &OrderUpdated) {
478        assert!(
479            event.trigger_price.is_none(),
480            "{}",
481            OrderError::InvalidOrderEvent
482        );
483
484        if let Some(price) = event.price {
485            self.price = price;
486        }
487
488        self.quantity = event.quantity;
489        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
490    }
491
492    fn is_triggered(&self) -> Option<bool> {
493        None
494    }
495
496    fn set_position_id(&mut self, position_id: Option<PositionId>) {
497        self.position_id = position_id;
498    }
499
500    fn set_quantity(&mut self, quantity: Quantity) {
501        self.quantity = quantity;
502    }
503
504    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
505        self.leaves_qty = leaves_qty;
506    }
507
508    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
509        self.emulation_trigger = emulation_trigger;
510    }
511
512    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
513        self.is_quote_quantity = is_quote_quantity;
514    }
515
516    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
517        self.liquidity_side = Some(liquidity_side);
518    }
519
520    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
521        self.core.would_reduce_only(side, position_qty)
522    }
523
524    fn previous_status(&self) -> Option<OrderStatus> {
525        self.core.previous_status
526    }
527}
528
529impl Display for LimitOrder {
530    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
531        write!(
532            f,
533            "LimitOrder(\
534            {} {} {} {} @ {} {}, \
535            status={}, \
536            client_order_id={}, \
537            venue_order_id={}, \
538            position_id={}, \
539            exec_algorithm_id={}, \
540            exec_spawn_id={}, \
541            tags={:?}\
542            )",
543            self.side,
544            self.quantity.to_formatted_string(),
545            self.instrument_id,
546            self.order_type,
547            self.price,
548            self.time_in_force,
549            self.status,
550            self.client_order_id,
551            self.venue_order_id.map_or_else(
552                || "None".to_string(),
553                |venue_order_id| format!("{venue_order_id}")
554            ),
555            self.position_id.map_or_else(
556                || "None".to_string(),
557                |position_id| format!("{position_id}")
558            ),
559            self.exec_algorithm_id
560                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
561            self.exec_spawn_id
562                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
563            self.tags
564        )
565    }
566}
567
568impl TryFrom<OrderInitialized> for LimitOrder {
569    type Error = OrderError;
570
571    fn try_from(event: OrderInitialized) -> Result<Self, Self::Error> {
572        let price = event
573            .price
574            .ok_or_else(|| CorrectnessError::PredicateViolation {
575                message: "`price` is required for `LimitOrder` initialization".to_string(),
576            })?;
577        Self::new_checked(
578            event.trader_id,
579            event.strategy_id,
580            event.instrument_id,
581            event.client_order_id,
582            event.order_side,
583            event.quantity,
584            price,
585            event.time_in_force,
586            event.expire_time,
587            event.post_only,
588            event.reduce_only,
589            event.quote_quantity,
590            event.display_qty,
591            event.emulation_trigger,
592            event.trigger_instrument_id,
593            event.contingency_type,
594            event.order_list_id,
595            event.linked_order_ids,
596            event.parent_order_id,
597            event.exec_algorithm_id,
598            event.exec_algorithm_params,
599            event.exec_spawn_id,
600            event.tags,
601            event.event_id,
602            event.ts_event,
603        )
604    }
605}
606
607#[cfg(test)]
608mod tests {
609    use nautilus_core::UnixNanos;
610    use rstest::rstest;
611
612    use crate::{
613        enums::{OrderSide, OrderType, TimeInForce},
614        events::{OrderEventAny, OrderUpdated},
615        identifiers::InstrumentId,
616        instruments::{CurrencyPair, stubs::*},
617        orders::{Order, OrderError, OrderTestBuilder, stubs::TestOrderStubs},
618        types::{Price, Quantity},
619    };
620
621    #[rstest]
622    fn test_initialize(audusd_sim: CurrencyPair) {
623        let order = OrderTestBuilder::new(OrderType::Limit)
624            .instrument_id(audusd_sim.id)
625            .side(OrderSide::Buy)
626            .price(Price::from("0.68000"))
627            .quantity(Quantity::from(1))
628            .build();
629
630        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
631
632        assert_eq!(order.filled_qty(), Quantity::from(0));
633        assert_eq!(order.leaves_qty(), Quantity::from(1));
634
635        assert_eq!(order.display_qty(), None);
636        assert_eq!(order.trigger_instrument_id(), None);
637        assert_eq!(order.order_list_id(), None);
638    }
639
640    #[rstest]
641    fn test_display(audusd_sim: CurrencyPair) {
642        let order = OrderTestBuilder::new(OrderType::Limit)
643            .instrument_id(audusd_sim.id)
644            .side(OrderSide::Buy)
645            .price(Price::from("1.00000"))
646            .quantity(Quantity::from(100_000))
647            .build();
648
649        assert_eq!(
650            order.to_string(),
651            "LimitOrder(BUY 100_000 AUD/USD.SIM LIMIT @ 1.00000 GTC, \
652            status=INITIALIZED, client_order_id=O-19700101-000000-001-001-1, \
653            venue_order_id=None, position_id=None, exec_algorithm_id=None, \
654            exec_spawn_id=None, tags=None)"
655        );
656    }
657
658    #[rstest]
659    #[should_panic(
660        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
661    )]
662    fn test_positive_quantity_condition(audusd_sim: CurrencyPair) {
663        let _ = OrderTestBuilder::new(OrderType::Limit)
664            .instrument_id(audusd_sim.id)
665            .side(OrderSide::Buy)
666            .price(Price::from("0.8"))
667            .quantity(Quantity::from(0))
668            .build();
669    }
670
671    #[rstest]
672    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
673    fn test_correct_expiration_with_time_in_force_gtd(audusd_sim: CurrencyPair) {
674        let _ = OrderTestBuilder::new(OrderType::Limit)
675            .instrument_id(audusd_sim.id)
676            .side(OrderSide::Buy)
677            .price(Price::from("0.8"))
678            .quantity(Quantity::from(1))
679            .time_in_force(TimeInForce::Gtd)
680            .build();
681    }
682
683    #[rstest]
684    fn test_limit_order_creation() {
685        let order = OrderTestBuilder::new(OrderType::Limit)
686            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
687            .quantity(Quantity::from(10))
688            .price(Price::new(100.0, 2))
689            .side(OrderSide::Buy)
690            .time_in_force(TimeInForce::Gtc)
691            .build();
692
693        assert_eq!(order.price(), Some(Price::new(100.0, 2)));
694        assert_eq!(order.quantity(), Quantity::from(10));
695        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
696        assert_eq!(order.order_side(), OrderSide::Buy);
697    }
698
699    #[rstest]
700    fn test_limit_order_with_expire_time() {
701        let expire_time = UnixNanos::from(1_700_000_000_000_000);
702        let order = OrderTestBuilder::new(OrderType::Limit)
703            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
704            .quantity(Quantity::from(10))
705            .price(Price::new(100.0, 2))
706            .time_in_force(TimeInForce::Gtd)
707            .expire_time(expire_time)
708            .build();
709
710        assert_eq!(order.expire_time(), Some(expire_time));
711        assert_eq!(order.time_in_force(), TimeInForce::Gtd);
712    }
713
714    #[rstest]
715    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
716    fn test_limit_order_missing_expire_time() {
717        let _ = OrderTestBuilder::new(OrderType::Limit)
718            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
719            .quantity(Quantity::from(10))
720            .price(Price::new(100.0, 2))
721            .time_in_force(TimeInForce::Gtd)
722            .build();
723    }
724
725    #[rstest]
726    fn test_limit_order_post_only() {
727        let order = OrderTestBuilder::new(OrderType::Limit)
728            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
729            .quantity(Quantity::from(10))
730            .price(Price::new(100.0, 2))
731            .post_only(true)
732            .build();
733
734        assert!(order.is_post_only());
735    }
736
737    #[rstest]
738    fn test_limit_order_display_quantity() {
739        let display_qty = Quantity::from(5);
740        let order = OrderTestBuilder::new(OrderType::Limit)
741            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
742            .quantity(Quantity::from(10))
743            .price(Price::new(100.0, 2))
744            .display_qty(display_qty)
745            .build();
746
747        assert_eq!(order.display_qty(), Some(display_qty));
748    }
749
750    #[rstest]
751    fn test_limit_order_update() {
752        let order = OrderTestBuilder::new(OrderType::Limit)
753            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
754            .quantity(Quantity::from(10))
755            .price(Price::new(100.0, 2))
756            .build();
757
758        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
759
760        let updated_price = Price::new(105.0, 2);
761        let updated_quantity = Quantity::from(5);
762
763        let event = OrderUpdated {
764            client_order_id: accepted_order.client_order_id(),
765            strategy_id: accepted_order.strategy_id(),
766            price: Some(updated_price),
767            quantity: updated_quantity,
768            ..Default::default()
769        };
770
771        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
772
773        assert_eq!(accepted_order.quantity(), updated_quantity);
774        assert_eq!(accepted_order.price(), Some(updated_price));
775    }
776
777    #[rstest]
778    fn test_limit_order_rejects_invalid_update_atomically() {
779        let order = OrderTestBuilder::new(OrderType::Limit)
780            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
781            .quantity(Quantity::from(10))
782            .price(Price::new(100.0, 2))
783            .build();
784        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
785        let state = (
786            accepted_order.status(),
787            accepted_order.previous_status(),
788            accepted_order.ts_last(),
789            accepted_order.events().len(),
790        );
791        let event = OrderUpdated {
792            client_order_id: accepted_order.client_order_id(),
793            strategy_id: accepted_order.strategy_id(),
794            trigger_price: Some(Price::new(95.0, 2)),
795            ..Default::default()
796        };
797
798        let result = accepted_order.apply(OrderEventAny::Updated(event));
799
800        assert!(matches!(result, Err(OrderError::InvalidOrderEvent)));
801        assert_eq!(accepted_order.status(), state.0);
802        assert_eq!(accepted_order.previous_status(), state.1);
803        assert_eq!(accepted_order.ts_last(), state.2);
804        assert_eq!(accepted_order.events().len(), state.3);
805    }
806
807    #[rstest]
808    fn test_limit_order_expire_time() {
809        let expire_time = UnixNanos::from(1_700_000_000_000_000);
810        let order = OrderTestBuilder::new(OrderType::Limit)
811            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
812            .quantity(Quantity::from(10))
813            .price(Price::new(100.0, 2))
814            .time_in_force(TimeInForce::Gtd)
815            .expire_time(expire_time)
816            .build();
817
818        assert_eq!(order.expire_time(), Some(expire_time));
819    }
820}
nautilus_model/orders/limit.rs

nautilus_model/orders/
limit.rs
