nautilus_model/orders/
market_to_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::{UUID4, UnixNanos, correctness::FAILED};
23use rust_decimal::Decimal;
24use serde::{Deserialize, Serialize};
25use ustr::Ustr;
26
27use super::{Order, OrderAny, OrderCore, check_display_qty, check_time_in_force};
28use crate::{
29    enums::{
30        ContingencyType, LiquiditySide, OrderSide, OrderStatus, OrderType, PositionSide,
31        TimeInForce, TrailingOffsetType, TriggerType,
32    },
33    events::{OrderEventAny, OrderInitialized, OrderUpdated},
34    identifiers::{
35        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
36        StrategyId, Symbol, TradeId, TraderId, Venue, VenueOrderId,
37    },
38    orders::OrderError,
39    types::{Currency, Money, Price, Quantity, quantity::check_positive_quantity},
40};
41
42#[derive(Clone, Debug, Serialize, Deserialize)]
43#[cfg_attr(
44    feature = "python",
45    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model", from_py_object)
46)]
47#[cfg_attr(
48    feature = "python",
49    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
50)]
51pub struct MarketToLimitOrder {
52    core: OrderCore,
53    pub price: Option<Price>,
54    pub expire_time: Option<UnixNanos>,
55    pub is_post_only: bool,
56    pub display_qty: Option<Quantity>,
57}
58
59impl MarketToLimitOrder {
60    /// Creates a new [`MarketToLimitOrder`] instance.
61    ///
62    /// # Errors
63    ///
64    /// Returns an error if:
65    /// - The `quantity` is not positive.
66    /// - The `display_qty` (when provided) exceeds `quantity`.
67    /// - The `time_in_force` is `GTD` **and** `expire_time` is `None` or zero.
68    #[expect(clippy::too_many_arguments)]
69    pub fn new_checked(
70        trader_id: TraderId,
71        strategy_id: StrategyId,
72        instrument_id: InstrumentId,
73        client_order_id: ClientOrderId,
74        order_side: OrderSide,
75        quantity: Quantity,
76        time_in_force: TimeInForce,
77        expire_time: Option<UnixNanos>,
78        post_only: bool,
79        reduce_only: bool,
80        quote_quantity: bool,
81        display_qty: Option<Quantity>,
82        contingency_type: Option<ContingencyType>,
83        order_list_id: Option<OrderListId>,
84        linked_order_ids: Option<Vec<ClientOrderId>>,
85        parent_order_id: Option<ClientOrderId>,
86        exec_algorithm_id: Option<ExecAlgorithmId>,
87        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
88        exec_spawn_id: Option<ClientOrderId>,
89        tags: Option<Vec<Ustr>>,
90        init_id: UUID4,
91        ts_init: UnixNanos,
92    ) -> Result<Self, OrderError> {
93        check_positive_quantity(quantity, stringify!(quantity))?;
94        check_display_qty(display_qty, quantity)?;
95        check_time_in_force(time_in_force, expire_time)?;
96
97        let init_order = OrderInitialized::new(
98            trader_id,
99            strategy_id,
100            instrument_id,
101            client_order_id,
102            order_side,
103            OrderType::MarketToLimit,
104            quantity,
105            time_in_force,
106            post_only,
107            reduce_only,
108            quote_quantity,
109            false,
110            init_id,
111            ts_init,
112            ts_init,
113            None,
114            None,
115            None,
116            None,
117            None,
118            None,
119            expire_time,
120            display_qty,
121            Some(TriggerType::NoTrigger),
122            None,
123            contingency_type,
124            order_list_id,
125            linked_order_ids,
126            parent_order_id,
127            exec_algorithm_id,
128            exec_algorithm_params,
129            exec_spawn_id,
130            tags,
131        );
132
133        Ok(Self {
134            core: OrderCore::new(init_order),
135            price: None, // Price will be determined on fill
136            expire_time,
137            is_post_only: post_only,
138            display_qty,
139        })
140    }
141
142    /// Creates a new [`MarketToLimitOrder`] instance.
143    ///
144    /// # Panics
145    ///
146    /// Panics if any order validation fails (see [`MarketToLimitOrder::new_checked`]).
147    #[expect(clippy::too_many_arguments)]
148    #[must_use]
149    pub fn new(
150        trader_id: TraderId,
151        strategy_id: StrategyId,
152        instrument_id: InstrumentId,
153        client_order_id: ClientOrderId,
154        order_side: OrderSide,
155        quantity: Quantity,
156        time_in_force: TimeInForce,
157        expire_time: Option<UnixNanos>,
158        post_only: bool,
159        reduce_only: bool,
160        quote_quantity: bool,
161        display_qty: Option<Quantity>,
162        contingency_type: Option<ContingencyType>,
163        order_list_id: Option<OrderListId>,
164        linked_order_ids: Option<Vec<ClientOrderId>>,
165        parent_order_id: Option<ClientOrderId>,
166        exec_algorithm_id: Option<ExecAlgorithmId>,
167        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
168        exec_spawn_id: Option<ClientOrderId>,
169        tags: Option<Vec<Ustr>>,
170        init_id: UUID4,
171        ts_init: UnixNanos,
172    ) -> Self {
173        Self::new_checked(
174            trader_id,
175            strategy_id,
176            instrument_id,
177            client_order_id,
178            order_side,
179            quantity,
180            time_in_force,
181            expire_time,
182            post_only,
183            reduce_only,
184            quote_quantity,
185            display_qty,
186            contingency_type,
187            order_list_id,
188            linked_order_ids,
189            parent_order_id,
190            exec_algorithm_id,
191            exec_algorithm_params,
192            exec_spawn_id,
193            tags,
194            init_id,
195            ts_init,
196        )
197        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
198    }
199}
200
201impl PartialEq for MarketToLimitOrder {
202    fn eq(&self, other: &Self) -> bool {
203        self.client_order_id == other.client_order_id
204    }
205}
206
207impl Deref for MarketToLimitOrder {
208    type Target = OrderCore;
209
210    fn deref(&self) -> &Self::Target {
211        &self.core
212    }
213}
214
215impl DerefMut for MarketToLimitOrder {
216    fn deref_mut(&mut self) -> &mut Self::Target {
217        &mut self.core
218    }
219}
220
221impl Order for MarketToLimitOrder {
222    fn into_any(self) -> OrderAny {
223        OrderAny::MarketToLimit(self)
224    }
225
226    fn status(&self) -> OrderStatus {
227        self.status
228    }
229
230    fn trader_id(&self) -> TraderId {
231        self.trader_id
232    }
233
234    fn strategy_id(&self) -> StrategyId {
235        self.strategy_id
236    }
237
238    fn instrument_id(&self) -> InstrumentId {
239        self.instrument_id
240    }
241
242    fn symbol(&self) -> Symbol {
243        self.instrument_id.symbol
244    }
245
246    fn venue(&self) -> Venue {
247        self.instrument_id.venue
248    }
249
250    fn client_order_id(&self) -> ClientOrderId {
251        self.client_order_id
252    }
253
254    fn venue_order_id(&self) -> Option<VenueOrderId> {
255        self.venue_order_id
256    }
257
258    fn position_id(&self) -> Option<PositionId> {
259        self.position_id
260    }
261
262    fn account_id(&self) -> Option<AccountId> {
263        self.account_id
264    }
265
266    fn last_trade_id(&self) -> Option<TradeId> {
267        self.last_trade_id
268    }
269
270    fn order_side(&self) -> OrderSide {
271        self.side
272    }
273
274    fn order_type(&self) -> OrderType {
275        self.order_type
276    }
277
278    fn quantity(&self) -> Quantity {
279        self.quantity
280    }
281
282    fn time_in_force(&self) -> TimeInForce {
283        self.time_in_force
284    }
285
286    fn expire_time(&self) -> Option<UnixNanos> {
287        self.expire_time
288    }
289
290    fn price(&self) -> Option<Price> {
291        self.price
292    }
293
294    fn trigger_price(&self) -> Option<Price> {
295        None
296    }
297
298    fn trigger_type(&self) -> Option<TriggerType> {
299        None
300    }
301
302    fn liquidity_side(&self) -> Option<LiquiditySide> {
303        self.liquidity_side
304    }
305
306    fn is_post_only(&self) -> bool {
307        self.is_post_only
308    }
309
310    fn is_reduce_only(&self) -> bool {
311        self.is_reduce_only
312    }
313
314    fn is_quote_quantity(&self) -> bool {
315        self.is_quote_quantity
316    }
317
318    fn has_price(&self) -> bool {
319        self.price.is_some()
320    }
321
322    fn display_qty(&self) -> Option<Quantity> {
323        self.display_qty
324    }
325
326    fn limit_offset(&self) -> Option<Decimal> {
327        None
328    }
329
330    fn trailing_offset(&self) -> Option<Decimal> {
331        None
332    }
333
334    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
335        None
336    }
337
338    fn emulation_trigger(&self) -> Option<TriggerType> {
339        None
340    }
341
342    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
343        None
344    }
345
346    fn contingency_type(&self) -> Option<ContingencyType> {
347        self.contingency_type
348    }
349
350    fn order_list_id(&self) -> Option<OrderListId> {
351        self.order_list_id
352    }
353
354    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
355        self.linked_order_ids.as_deref()
356    }
357
358    fn parent_order_id(&self) -> Option<ClientOrderId> {
359        self.parent_order_id
360    }
361
362    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
363        self.exec_algorithm_id
364    }
365
366    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
367        self.exec_algorithm_params.as_ref()
368    }
369
370    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
371        self.exec_spawn_id
372    }
373
374    fn tags(&self) -> Option<&[Ustr]> {
375        self.tags.as_deref()
376    }
377
378    fn filled_qty(&self) -> Quantity {
379        self.filled_qty
380    }
381
382    fn leaves_qty(&self) -> Quantity {
383        self.leaves_qty
384    }
385
386    fn overfill_qty(&self) -> Quantity {
387        self.overfill_qty
388    }
389
390    fn avg_px(&self) -> Option<f64> {
391        self.avg_px
392    }
393
394    fn slippage(&self) -> Option<f64> {
395        self.slippage
396    }
397
398    fn init_id(&self) -> UUID4 {
399        self.init_id
400    }
401
402    fn ts_init(&self) -> UnixNanos {
403        self.ts_init
404    }
405
406    fn ts_submitted(&self) -> Option<UnixNanos> {
407        self.ts_submitted
408    }
409
410    fn ts_accepted(&self) -> Option<UnixNanos> {
411        self.ts_accepted
412    }
413
414    fn ts_closed(&self) -> Option<UnixNanos> {
415        self.ts_closed
416    }
417
418    fn ts_last(&self) -> UnixNanos {
419        self.ts_last
420    }
421
422    fn events(&self) -> Vec<&OrderEventAny> {
423        self.events.iter().collect()
424    }
425
426    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
427        self.venue_order_ids.iter().collect()
428    }
429
430    fn trade_ids(&self) -> Vec<&TradeId> {
431        self.trade_ids.iter().collect()
432    }
433
434    fn commissions(&self) -> &IndexMap<Currency, Money> {
435        &self.commissions
436    }
437
438    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
439        let is_order_filled = matches!(event, OrderEventAny::Filled(_));
440
441        self.core.apply(event.clone())?;
442
443        if let OrderEventAny::Updated(ref event) = event {
444            self.update(event);
445        }
446
447        if is_order_filled && let Some(price) = self.price {
448            self.core.set_slippage(price);
449        }
450
451        Ok(())
452    }
453
454    fn update(&mut self, event: &OrderUpdated) {
455        assert!(
456            event.trigger_price.is_none(),
457            "{}",
458            OrderError::InvalidOrderEvent
459        );
460
461        if let Some(price) = event.price {
462            self.price = Some(price);
463        }
464
465        self.quantity = event.quantity;
466        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
467    }
468
469    fn is_triggered(&self) -> Option<bool> {
470        None
471    }
472
473    fn set_position_id(&mut self, position_id: Option<PositionId>) {
474        self.position_id = position_id;
475    }
476
477    fn set_quantity(&mut self, quantity: Quantity) {
478        self.quantity = quantity;
479    }
480
481    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
482        self.leaves_qty = leaves_qty;
483    }
484
485    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
486        self.emulation_trigger = emulation_trigger;
487    }
488
489    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
490        self.is_quote_quantity = is_quote_quantity;
491    }
492
493    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
494        self.liquidity_side = Some(liquidity_side);
495    }
496
497    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
498        self.core.would_reduce_only(side, position_qty)
499    }
500
501    fn previous_status(&self) -> Option<OrderStatus> {
502        self.core.previous_status
503    }
504}
505
506impl Display for MarketToLimitOrder {
507    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
508        write!(
509            f,
510            "MarketToLimitOrder(\
511            {} {} {} {} {}, \
512            status={}, \
513            client_order_id={}, \
514            venue_order_id={}, \
515            position_id={}, \
516            exec_algorithm_id={}, \
517            exec_spawn_id={}, \
518            tags={:?}\
519            )",
520            self.side,
521            self.quantity.to_formatted_string(),
522            self.instrument_id,
523            self.order_type,
524            self.time_in_force,
525            self.status,
526            self.client_order_id,
527            self.venue_order_id.map_or_else(
528                || "None".to_string(),
529                |venue_order_id| format!("{venue_order_id}")
530            ),
531            self.position_id.map_or_else(
532                || "None".to_string(),
533                |position_id| format!("{position_id}")
534            ),
535            self.exec_algorithm_id
536                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
537            self.exec_spawn_id
538                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
539            self.tags
540        )
541    }
542}
543
544impl From<OrderInitialized> for MarketToLimitOrder {
545    fn from(event: OrderInitialized) -> Self {
546        Self::new(
547            event.trader_id,
548            event.strategy_id,
549            event.instrument_id,
550            event.client_order_id,
551            event.order_side,
552            event.quantity,
553            event.time_in_force,
554            event.expire_time,
555            event.post_only,
556            event.reduce_only,
557            event.quote_quantity,
558            event.display_qty,
559            event.contingency_type,
560            event.order_list_id,
561            event.linked_order_ids,
562            event.parent_order_id,
563            event.exec_algorithm_id,
564            event.exec_algorithm_params,
565            event.exec_spawn_id,
566            event.tags,
567            event.event_id,
568            event.ts_event,
569        )
570    }
571}
572
573#[cfg(test)]
574mod tests {
575    use rstest::rstest;
576
577    use super::*;
578    use crate::{
579        enums::{OrderSide, OrderType, TimeInForce},
580        events::order::spec::{OrderFilledSpec, OrderInitializedSpec},
581        identifiers::{InstrumentId, TradeId, VenueOrderId},
582        instruments::{CurrencyPair, stubs::*},
583        orders::{builder::OrderTestBuilder, stubs::TestOrderStubs},
584        types::{Price, Quantity},
585    };
586
587    #[rstest]
588    fn test_initialize(audusd_sim: CurrencyPair) {
589        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
590            .instrument_id(audusd_sim.id)
591            .side(OrderSide::Buy)
592            .price(Price::from("0.68000"))
593            .quantity(Quantity::from(1))
594            .build();
595
596        assert_eq!(order.price(), None);
597        assert_eq!(order.is_triggered(), None);
598        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
599        assert_eq!(order.is_triggered(), None);
600        assert_eq!(order.filled_qty(), Quantity::from(0));
601        assert_eq!(order.leaves_qty(), Quantity::from(1));
602        assert_eq!(order.trigger_instrument_id(), None);
603        assert_eq!(order.order_list_id(), None);
604    }
605
606    #[rstest]
607    fn test_display(audusd_sim: CurrencyPair) {
608        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
609            .instrument_id(audusd_sim.id)
610            .side(OrderSide::Buy)
611            .quantity(Quantity::from(1))
612            .build();
613
614        assert_eq!(
615            order.to_string(),
616            "MarketToLimitOrder(BUY 1 AUD/USD.SIM MARKET_TO_LIMIT GTC, status=INITIALIZED, client_order_id=O-19700101-000000-001-001-1, venue_order_id=None, position_id=None, exec_algorithm_id=None, exec_spawn_id=None, tags=None)"
617        );
618    }
619
620    #[rstest]
621    #[should_panic(
622        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
623    )]
624    fn test_quantity_zero(audusd_sim: CurrencyPair) {
625        let _ = OrderTestBuilder::new(OrderType::MarketToLimit)
626            .instrument_id(audusd_sim.id)
627            .side(OrderSide::Buy)
628            .quantity(Quantity::from(0))
629            .build();
630    }
631
632    #[rstest]
633    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
634    fn test_gtd_without_expire(audusd_sim: CurrencyPair) {
635        let _ = OrderTestBuilder::new(OrderType::MarketToLimit)
636            .instrument_id(audusd_sim.id)
637            .side(OrderSide::Buy)
638            .quantity(Quantity::from(1))
639            .time_in_force(TimeInForce::Gtd) // Missing expire_time
640            .build();
641    }
642
643    #[rstest]
644    #[should_panic(expected = "`display_qty` may not exceed `quantity`")]
645    fn test_display_qty_gt_quantity(audusd_sim: CurrencyPair) {
646        let _ = OrderTestBuilder::new(OrderType::MarketToLimit)
647            .instrument_id(audusd_sim.id)
648            .side(OrderSide::Buy)
649            .quantity(Quantity::from(1))
650            .display_qty(Quantity::from(2)) // Invalid: display > quantity
651            .build();
652    }
653
654    #[rstest]
655    fn test_market_to_limit_order_update() {
656        // Create and accept a basic MarketToLimitOrder
657        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
658            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
659            .quantity(Quantity::from(10))
660            .build();
661
662        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
663
664        // Update with new values
665        let updated_price = Price::new(95.0, 2);
666        let updated_quantity = Quantity::from(5);
667
668        let event = OrderUpdated {
669            client_order_id: accepted_order.client_order_id(),
670            strategy_id: accepted_order.strategy_id(),
671            price: Some(updated_price),
672            quantity: updated_quantity,
673            ..Default::default()
674        };
675
676        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
677
678        // Verify updates were applied correctly
679        assert_eq!(accepted_order.quantity(), updated_quantity);
680        assert_eq!(accepted_order.price(), Some(updated_price));
681    }
682
683    #[rstest]
684    fn test_market_to_limit_order_expire_time() {
685        // Create a new MarketToLimitOrder with an expire time
686        let expire_time = UnixNanos::from(1_234_567_890);
687        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
688            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
689            .quantity(Quantity::from(10))
690            .expire_time(expire_time)
691            .build();
692
693        // Assert that the expire time is set correctly
694        assert_eq!(order.expire_time(), Some(expire_time));
695    }
696
697    #[rstest]
698    fn test_market_to_limit_order_from_order_initialized() {
699        // Create an OrderInitialized event with all required fields for a MarketToLimitOrder
700        let order_initialized = OrderInitializedSpec::builder()
701            .order_type(OrderType::MarketToLimit)
702            .build();
703
704        // Convert the OrderInitialized event into a MarketToLimitOrder
705        let order: MarketToLimitOrder = order_initialized.clone().into();
706
707        // Assert essential fields match the OrderInitialized fields
708        assert_eq!(order.trader_id(), order_initialized.trader_id);
709        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
710        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
711        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
712        assert_eq!(order.order_side(), order_initialized.order_side);
713        assert_eq!(order.quantity(), order_initialized.quantity);
714    }
715
716    #[rstest]
717    fn test_market_to_limit_order_sets_slippage_when_filled() {
718        // Create a MarketToLimitOrder
719        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
720            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
721            .quantity(Quantity::from(10))
722            .side(OrderSide::Buy)
723            .build();
724
725        // Accept the order first
726        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
727
728        // Update the order with a price
729        let price = Price::new(90.0, 2);
730        let update_event = OrderUpdated {
731            client_order_id: accepted_order.client_order_id(),
732            strategy_id: accepted_order.strategy_id(),
733            price: Some(price),
734            quantity: accepted_order.quantity(),
735            ..Default::default()
736        };
737
738        // Apply the update event to set the price
739        accepted_order
740            .apply(OrderEventAny::Updated(update_event))
741            .unwrap();
742
743        // Verify the price was set correctly
744        assert_eq!(accepted_order.price(), Some(price));
745
746        // Create a filled event with the correct quantity
747        let fill_quantity = accepted_order.quantity();
748        let fill_price = Price::new(98.50, 2);
749
750        let order_filled_event = OrderFilledSpec::builder()
751            .client_order_id(accepted_order.client_order_id())
752            .strategy_id(accepted_order.strategy_id())
753            .instrument_id(accepted_order.instrument_id())
754            .order_side(accepted_order.order_side())
755            .last_qty(fill_quantity)
756            .last_px(fill_price)
757            .venue_order_id(VenueOrderId::from("TEST-001"))
758            .trade_id(TradeId::from("TRADE-001"))
759            .build();
760
761        // Apply the fill event
762        accepted_order
763            .apply(OrderEventAny::Filled(order_filled_event))
764            .unwrap();
765
766        // The slippage calculation should be triggered by the filled event
767        assert!(accepted_order.slippage().is_some());
768
769        // Additionally, verify the actual slippage value is correct
770        // The slippage would be 98.50 - 90.0 = 8.50 for a Buy order
771        assert_eq!(accepted_order.slippage().unwrap(), 8.50);
772    }
773}
nautilus_model/orders/market_to_limit.rs

nautilus_model/orders/
market_to_limit.rs
