nautilus_model/orders/
market_if_touched.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, OrderError, 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    types::{Currency, Money, Price, Quantity, quantity::check_positive_quantity},
42};
43
44#[derive(Clone, Debug, Serialize, Deserialize)]
45#[cfg_attr(
46    feature = "python",
47    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
48)]
49#[cfg_attr(
50    feature = "python",
51    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
52)]
53pub struct MarketIfTouchedOrder {
54    pub trigger_price: Price,
55    pub trigger_type: TriggerType,
56    pub expire_time: Option<UnixNanos>,
57    pub trigger_instrument_id: Option<InstrumentId>,
58    pub is_triggered: bool,
59    pub ts_triggered: Option<UnixNanos>,
60    core: OrderCore,
61}
62
63impl MarketIfTouchedOrder {
64    /// Creates a new [`MarketIfTouchedOrder`] instance.
65    ///
66    /// # Errors
67    ///
68    /// Returns an error if:
69    /// - The `quantity` is not positive.
70    /// - The `time_in_force` is GTD and the `expire_time` is `None` or zero.
71    #[expect(clippy::too_many_arguments)]
72    pub fn new_checked(
73        trader_id: TraderId,
74        strategy_id: StrategyId,
75        instrument_id: InstrumentId,
76        client_order_id: ClientOrderId,
77        order_side: OrderSide,
78        quantity: Quantity,
79        trigger_price: Price,
80        trigger_type: TriggerType,
81        time_in_force: TimeInForce,
82        expire_time: Option<UnixNanos>,
83        reduce_only: bool,
84        quote_quantity: bool,
85        emulation_trigger: Option<TriggerType>,
86        trigger_instrument_id: Option<InstrumentId>,
87        contingency_type: Option<ContingencyType>,
88        order_list_id: Option<OrderListId>,
89        linked_order_ids: Option<Vec<ClientOrderId>>,
90        parent_order_id: Option<ClientOrderId>,
91        exec_algorithm_id: Option<ExecAlgorithmId>,
92        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
93        exec_spawn_id: Option<ClientOrderId>,
94        tags: Option<Vec<Ustr>>,
95        init_id: UUID4,
96        ts_init: UnixNanos,
97    ) -> Result<Self, OrderError> {
98        check_positive_quantity(quantity, stringify!(quantity))?;
99        check_time_in_force(time_in_force, expire_time)?;
100
101        let init_order = OrderInitialized::new(
102            trader_id,
103            strategy_id,
104            instrument_id,
105            client_order_id,
106            order_side,
107            OrderType::MarketIfTouched,
108            quantity,
109            time_in_force,
110            false,
111            reduce_only,
112            quote_quantity,
113            false,
114            init_id,
115            ts_init,
116            ts_init,
117            None,
118            Some(trigger_price),
119            Some(trigger_type),
120            None,
121            None,
122            None,
123            expire_time,
124            None,
125            emulation_trigger,
126            trigger_instrument_id,
127            contingency_type,
128            order_list_id,
129            linked_order_ids,
130            parent_order_id,
131            exec_algorithm_id,
132            exec_algorithm_params,
133            exec_spawn_id,
134            tags,
135        );
136
137        Ok(Self {
138            core: OrderCore::new(init_order),
139            trigger_price,
140            trigger_type,
141            expire_time,
142            trigger_instrument_id,
143            is_triggered: false,
144            ts_triggered: None,
145        })
146    }
147
148    /// Creates a new [`MarketIfTouchedOrder`] instance.
149    ///
150    /// # Panics
151    ///
152    /// Panics if any order validation fails (see [`MarketIfTouchedOrder::new_checked`]).
153    #[expect(clippy::too_many_arguments)]
154    #[must_use]
155    pub fn new(
156        trader_id: TraderId,
157        strategy_id: StrategyId,
158        instrument_id: InstrumentId,
159        client_order_id: ClientOrderId,
160        order_side: OrderSide,
161        quantity: Quantity,
162        trigger_price: Price,
163        trigger_type: TriggerType,
164        time_in_force: TimeInForce,
165        expire_time: Option<UnixNanos>,
166        reduce_only: bool,
167        quote_quantity: bool,
168        emulation_trigger: Option<TriggerType>,
169        trigger_instrument_id: Option<InstrumentId>,
170        contingency_type: Option<ContingencyType>,
171        order_list_id: Option<OrderListId>,
172        linked_order_ids: Option<Vec<ClientOrderId>>,
173        parent_order_id: Option<ClientOrderId>,
174        exec_algorithm_id: Option<ExecAlgorithmId>,
175        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
176        exec_spawn_id: Option<ClientOrderId>,
177        tags: Option<Vec<Ustr>>,
178        init_id: UUID4,
179        ts_init: UnixNanos,
180    ) -> Self {
181        Self::new_checked(
182            trader_id,
183            strategy_id,
184            instrument_id,
185            client_order_id,
186            order_side,
187            quantity,
188            trigger_price,
189            trigger_type,
190            time_in_force,
191            expire_time,
192            reduce_only,
193            quote_quantity,
194            emulation_trigger,
195            trigger_instrument_id,
196            contingency_type,
197            order_list_id,
198            linked_order_ids,
199            parent_order_id,
200            exec_algorithm_id,
201            exec_algorithm_params,
202            exec_spawn_id,
203            tags,
204            init_id,
205            ts_init,
206        )
207        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
208    }
209}
210
211impl PartialEq for MarketIfTouchedOrder {
212    fn eq(&self, other: &Self) -> bool {
213        self.client_order_id == other.client_order_id
214    }
215}
216
217impl Deref for MarketIfTouchedOrder {
218    type Target = OrderCore;
219
220    fn deref(&self) -> &Self::Target {
221        &self.core
222    }
223}
224
225impl DerefMut for MarketIfTouchedOrder {
226    fn deref_mut(&mut self) -> &mut Self::Target {
227        &mut self.core
228    }
229}
230
231impl Order for MarketIfTouchedOrder {
232    fn into_any(self) -> OrderAny {
233        OrderAny::MarketIfTouched(self)
234    }
235
236    fn status(&self) -> OrderStatus {
237        self.status
238    }
239
240    fn trader_id(&self) -> TraderId {
241        self.trader_id
242    }
243
244    fn strategy_id(&self) -> StrategyId {
245        self.strategy_id
246    }
247
248    fn instrument_id(&self) -> InstrumentId {
249        self.instrument_id
250    }
251
252    fn symbol(&self) -> Symbol {
253        self.instrument_id.symbol
254    }
255
256    fn venue(&self) -> Venue {
257        self.instrument_id.venue
258    }
259
260    fn client_order_id(&self) -> ClientOrderId {
261        self.client_order_id
262    }
263
264    fn venue_order_id(&self) -> Option<VenueOrderId> {
265        self.venue_order_id
266    }
267
268    fn position_id(&self) -> Option<PositionId> {
269        self.position_id
270    }
271
272    fn account_id(&self) -> Option<AccountId> {
273        self.account_id
274    }
275
276    fn last_trade_id(&self) -> Option<TradeId> {
277        self.last_trade_id
278    }
279
280    fn order_side(&self) -> OrderSide {
281        self.side
282    }
283
284    fn order_type(&self) -> OrderType {
285        self.order_type
286    }
287
288    fn quantity(&self) -> Quantity {
289        self.quantity
290    }
291
292    fn time_in_force(&self) -> TimeInForce {
293        self.time_in_force
294    }
295
296    fn expire_time(&self) -> Option<UnixNanos> {
297        self.expire_time
298    }
299
300    fn price(&self) -> Option<Price> {
301        None
302    }
303
304    fn trigger_price(&self) -> Option<Price> {
305        Some(self.trigger_price)
306    }
307
308    fn trigger_type(&self) -> Option<TriggerType> {
309        Some(self.trigger_type)
310    }
311
312    fn liquidity_side(&self) -> Option<LiquiditySide> {
313        self.liquidity_side
314    }
315
316    fn is_post_only(&self) -> bool {
317        false
318    }
319
320    fn is_reduce_only(&self) -> bool {
321        self.is_reduce_only
322    }
323
324    fn is_quote_quantity(&self) -> bool {
325        self.is_quote_quantity
326    }
327
328    fn has_price(&self) -> bool {
329        false
330    }
331
332    fn display_qty(&self) -> Option<Quantity> {
333        None
334    }
335
336    fn limit_offset(&self) -> Option<Decimal> {
337        None
338    }
339
340    fn trailing_offset(&self) -> Option<Decimal> {
341        None
342    }
343
344    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
345        None
346    }
347
348    fn emulation_trigger(&self) -> Option<TriggerType> {
349        self.emulation_trigger
350    }
351
352    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
353        self.trigger_instrument_id
354    }
355
356    fn contingency_type(&self) -> Option<ContingencyType> {
357        self.contingency_type
358    }
359
360    fn order_list_id(&self) -> Option<OrderListId> {
361        self.order_list_id
362    }
363
364    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
365        self.linked_order_ids.as_deref()
366    }
367
368    fn parent_order_id(&self) -> Option<ClientOrderId> {
369        self.parent_order_id
370    }
371
372    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
373        self.exec_algorithm_id
374    }
375
376    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
377        self.exec_algorithm_params.as_ref()
378    }
379
380    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
381        self.exec_spawn_id
382    }
383
384    fn tags(&self) -> Option<&[Ustr]> {
385        self.tags.as_deref()
386    }
387
388    fn filled_qty(&self) -> Quantity {
389        self.filled_qty
390    }
391
392    fn leaves_qty(&self) -> Quantity {
393        self.leaves_qty
394    }
395
396    fn overfill_qty(&self) -> Quantity {
397        self.overfill_qty
398    }
399
400    fn avg_px(&self) -> Option<f64> {
401        self.avg_px
402    }
403
404    fn slippage(&self) -> Option<f64> {
405        self.slippage
406    }
407
408    fn init_id(&self) -> UUID4 {
409        self.init_id
410    }
411
412    fn ts_init(&self) -> UnixNanos {
413        self.ts_init
414    }
415
416    fn ts_submitted(&self) -> Option<UnixNanos> {
417        self.ts_submitted
418    }
419
420    fn ts_accepted(&self) -> Option<UnixNanos> {
421        self.ts_accepted
422    }
423
424    fn ts_closed(&self) -> Option<UnixNanos> {
425        self.ts_closed
426    }
427
428    fn ts_last(&self) -> UnixNanos {
429        self.ts_last
430    }
431
432    fn events(&self) -> Vec<&OrderEventAny> {
433        self.events.iter().collect()
434    }
435
436    fn commissions(&self) -> &IndexMap<Currency, Money> {
437        &self.commissions
438    }
439
440    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
441        self.venue_order_ids.iter().collect()
442    }
443
444    fn trade_ids(&self) -> Vec<&TradeId> {
445        self.trade_ids.iter().collect()
446    }
447
448    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
449        let is_order_filled = matches!(event, OrderEventAny::Filled(_));
450        let is_order_triggered = matches!(event, OrderEventAny::Triggered(_));
451        let ts_event = if is_order_triggered {
452            Some(event.ts_event())
453        } else {
454            None
455        };
456
457        self.core.apply(event.clone())?;
458
459        if let OrderEventAny::Updated(ref event) = event {
460            self.update(event);
461        }
462
463        if is_order_triggered {
464            self.is_triggered = true;
465            self.ts_triggered = ts_event;
466        }
467
468        if is_order_filled {
469            self.core.set_slippage(self.trigger_price);
470        }
471
472        Ok(())
473    }
474
475    fn update(&mut self, event: &OrderUpdated) {
476        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
477
478        if let Some(trigger_price) = event.trigger_price {
479            self.trigger_price = trigger_price;
480        }
481
482        self.quantity = event.quantity;
483        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
484    }
485
486    fn is_triggered(&self) -> Option<bool> {
487        Some(self.is_triggered)
488    }
489
490    fn set_position_id(&mut self, position_id: Option<PositionId>) {
491        self.position_id = position_id;
492    }
493
494    fn set_quantity(&mut self, quantity: Quantity) {
495        self.quantity = quantity;
496    }
497
498    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
499        self.leaves_qty = leaves_qty;
500    }
501
502    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
503        self.emulation_trigger = emulation_trigger;
504    }
505
506    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
507        self.is_quote_quantity = is_quote_quantity;
508    }
509
510    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
511        self.liquidity_side = Some(liquidity_side);
512    }
513
514    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
515        self.core.would_reduce_only(side, position_qty)
516    }
517
518    fn previous_status(&self) -> Option<OrderStatus> {
519        self.core.previous_status
520    }
521}
522
523impl TryFrom<OrderInitialized> for MarketIfTouchedOrder {
524    type Error = OrderError;
525
526    fn try_from(event: OrderInitialized) -> Result<Self, Self::Error> {
527        let trigger_price =
528            event
529                .trigger_price
530                .ok_or_else(|| CorrectnessError::PredicateViolation {
531                    message:
532                        "`trigger_price` is required for `MarketIfTouchedOrder` initialization"
533                            .to_string(),
534                })?;
535        let trigger_type =
536            event
537                .trigger_type
538                .ok_or_else(|| CorrectnessError::PredicateViolation {
539                    message: "`trigger_type` is required for `MarketIfTouchedOrder` initialization"
540                        .to_string(),
541                })?;
542        Self::new_checked(
543            event.trader_id,
544            event.strategy_id,
545            event.instrument_id,
546            event.client_order_id,
547            event.order_side,
548            event.quantity,
549            trigger_price,
550            trigger_type,
551            event.time_in_force,
552            event.expire_time,
553            event.reduce_only,
554            event.quote_quantity,
555            event.emulation_trigger,
556            event.trigger_instrument_id,
557            event.contingency_type,
558            event.order_list_id,
559            event.linked_order_ids,
560            event.parent_order_id,
561            event.exec_algorithm_id,
562            event.exec_algorithm_params,
563            event.exec_spawn_id,
564            event.tags,
565            event.event_id,
566            event.ts_event,
567        )
568    }
569}
570
571impl Display for MarketIfTouchedOrder {
572    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
573        write!(
574            f,
575            "MarketIfTouchedOrder {{ \
576                side: {}, \
577                qty: {}, \
578                instrument: {}, \
579                tif: {}, \
580                trigger_price: {}, \
581                trigger_type: {}, \
582                status: {} \
583            }}",
584            self.side,
585            self.quantity,
586            self.instrument_id,
587            self.time_in_force,
588            self.trigger_price,
589            self.trigger_type,
590            self.status
591        )
592    }
593}
594
595#[cfg(test)]
596mod tests {
597    use rstest::rstest;
598
599    use super::*;
600    use crate::{
601        enums::{OrderSide, OrderType, TimeInForce, TriggerType},
602        events::order::spec::{OrderFilledSpec, OrderInitializedSpec},
603        identifiers::{InstrumentId, TradeId, VenueOrderId},
604        instruments::{CurrencyPair, stubs::*},
605        orders::{builder::OrderTestBuilder, stubs::TestOrderStubs},
606        types::{Price, Quantity},
607    };
608
609    #[rstest]
610    fn test_initialize(audusd_sim: CurrencyPair) {
611        let order = OrderTestBuilder::new(OrderType::MarketIfTouched)
612            .instrument_id(audusd_sim.id)
613            .side(OrderSide::Buy)
614            .trigger_price(Price::from("0.68000"))
615            .quantity(Quantity::from(1))
616            .build();
617
618        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
619        assert_eq!(order.price(), None);
620
621        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
622
623        assert_eq!(order.is_triggered(), Some(false));
624        assert_eq!(order.filled_qty(), Quantity::from(0));
625        assert_eq!(order.leaves_qty(), Quantity::from(1));
626
627        assert_eq!(order.display_qty(), None);
628        assert_eq!(order.trigger_instrument_id(), None);
629        assert_eq!(order.order_list_id(), None);
630    }
631
632    #[rstest]
633    fn test_display(audusd_sim: CurrencyPair) {
634        let order = OrderTestBuilder::new(OrderType::MarketIfTouched)
635            .instrument_id(audusd_sim.id)
636            .side(OrderSide::Buy)
637            .trigger_price(Price::from("30000"))
638            .trigger_type(TriggerType::LastPrice)
639            .quantity(Quantity::from(1))
640            .build();
641
642        assert_eq!(
643            order.to_string(),
644            "MarketIfTouchedOrder { \
645                side: BUY, \
646                qty: 1, \
647                instrument: AUD/USD.SIM, \
648                tif: GTC, \
649                trigger_price: 30000, \
650                trigger_type: LAST_PRICE, \
651                status: INITIALIZED \
652            }"
653        );
654    }
655
656    #[rstest]
657    #[should_panic(
658        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
659    )]
660    fn test_quantity_zero(audusd_sim: CurrencyPair) {
661        let _ = OrderTestBuilder::new(OrderType::MarketIfTouched)
662            .instrument_id(audusd_sim.id)
663            .side(OrderSide::Buy)
664            .trigger_price(Price::from("30000"))
665            .trigger_type(TriggerType::LastPrice)
666            .quantity(Quantity::from(0))
667            .build();
668    }
669
670    #[rstest]
671    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
672    fn test_gtd_without_expire(audusd_sim: CurrencyPair) {
673        let _ = OrderTestBuilder::new(OrderType::MarketIfTouched)
674            .instrument_id(audusd_sim.id)
675            .side(OrderSide::Buy)
676            .trigger_price(Price::from("30000"))
677            .trigger_type(TriggerType::LastPrice)
678            .quantity(Quantity::from(1))
679            .time_in_force(TimeInForce::Gtd)
680            .build();
681    }
682
683    #[rstest]
684    fn test_market_if_touched_order_update() {
685        // Create and accept a basic MarketIfTouchedOrder
686        let order = OrderTestBuilder::new(OrderType::MarketIfTouched)
687            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
688            .quantity(Quantity::from(10))
689            .trigger_price(Price::new(100.0, 2))
690            .build();
691
692        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
693
694        // Update with new values
695        let updated_trigger_price = Price::new(95.0, 2);
696        let updated_quantity = Quantity::from(5);
697
698        let event = OrderUpdated {
699            client_order_id: accepted_order.client_order_id(),
700            strategy_id: accepted_order.strategy_id(),
701            trigger_price: Some(updated_trigger_price),
702            quantity: updated_quantity,
703            ..Default::default()
704        };
705
706        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
707
708        // Verify updates were applied correctly
709        assert_eq!(accepted_order.quantity(), updated_quantity);
710        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
711    }
712
713    #[rstest]
714    fn test_market_if_touched_order_from_order_initialized() {
715        // Create an OrderInitialized event with all required fields for a MarketIfTouchedOrder
716        let order_initialized = OrderInitializedSpec::builder()
717            .trigger_price(Price::new(100.0, 2))
718            .trigger_type(TriggerType::Default)
719            .order_type(OrderType::MarketIfTouched)
720            .build();
721
722        // Convert the OrderInitialized event into a MarketIfTouchedOrder
723        let order: MarketIfTouchedOrder = order_initialized.clone().try_into().unwrap();
724
725        // Assert essential fields match the OrderInitialized fields
726        assert_eq!(order.trader_id(), order_initialized.trader_id);
727        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
728        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
729        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
730        assert_eq!(order.order_side(), order_initialized.order_side);
731        assert_eq!(order.quantity(), order_initialized.quantity);
732
733        // Assert specific fields for MarketIfTouchedOrder
734        assert_eq!(
735            order.trigger_price,
736            order_initialized.trigger_price.unwrap()
737        );
738        assert_eq!(order.trigger_type, order_initialized.trigger_type.unwrap());
739    }
740
741    #[rstest]
742    fn test_market_if_touched_order_sets_slippage_when_filled() {
743        // Create a MarketIfTouchedOrder
744        let order = OrderTestBuilder::new(OrderType::MarketIfTouched)
745            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
746            .quantity(Quantity::from(10))
747            .side(OrderSide::Buy) // Explicitly setting Buy side
748            .trigger_price(Price::new(90.0, 2)) // Trigger price LOWER than fill price
749            .build();
750
751        // Accept the order first
752        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
753
754        // Create a filled event with the correct quantity
755        let fill_quantity = accepted_order.quantity(); // Use the same quantity as the order
756        let fill_price = Price::new(98.50, 2); // Use a price HIGHER than trigger price
757
758        let order_filled_event = OrderFilledSpec::builder()
759            .client_order_id(accepted_order.client_order_id())
760            .strategy_id(accepted_order.strategy_id())
761            .instrument_id(accepted_order.instrument_id())
762            .order_side(accepted_order.order_side())
763            .last_qty(fill_quantity)
764            .last_px(fill_price)
765            .venue_order_id(VenueOrderId::from("TEST-001"))
766            .trade_id(TradeId::from("TRADE-001"))
767            .build();
768
769        // Apply the fill event
770        accepted_order
771            .apply(OrderEventAny::Filled(order_filled_event))
772            .unwrap();
773
774        // The slippage calculation should be triggered by the filled event
775        assert!(accepted_order.slippage().is_some());
776
777        // We can also check the actual slippage value
778        let expected_slippage = 98.50 - 90.0; // For buy order: execution price - trigger price
779        let actual_slippage = accepted_order.slippage().unwrap();
780
781        assert!(
782            (actual_slippage - expected_slippage).abs() < 0.001,
783            "Expected slippage around {expected_slippage}, was {actual_slippage}"
784        );
785    }
786}
nautilus_model/orders/market_if_touched.rs

nautilus_model/orders/
market_if_touched.rs
