nautilus_model/orders/
stop_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, OrderError, 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    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 StopLimitOrder {
54    pub price: Price,
55    pub trigger_price: Price,
56    pub trigger_type: TriggerType,
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    pub is_triggered: bool,
62    pub ts_triggered: Option<UnixNanos>,
63    core: OrderCore,
64}
65
66impl StopLimitOrder {
67    /// Creates a new [`StopLimitOrder`] instance.
68    ///
69    /// # Errors
70    ///
71    /// Returns an error if:
72    /// - The `quantity` is not positive.
73    /// - The `display_qty` (when provided) exceeds `quantity`.
74    /// - The `time_in_force` is `GTD` **and** `expire_time` is `None` or zero.
75    #[expect(clippy::too_many_arguments)]
76    pub fn new_checked(
77        trader_id: TraderId,
78        strategy_id: StrategyId,
79        instrument_id: InstrumentId,
80        client_order_id: ClientOrderId,
81        order_side: OrderSide,
82        quantity: Quantity,
83        price: Price,
84        trigger_price: Price,
85        trigger_type: TriggerType,
86        time_in_force: TimeInForce,
87        expire_time: Option<UnixNanos>,
88        post_only: bool,
89        reduce_only: bool,
90        quote_quantity: bool,
91        display_qty: Option<Quantity>,
92        emulation_trigger: Option<TriggerType>,
93        trigger_instrument_id: Option<InstrumentId>,
94        contingency_type: Option<ContingencyType>,
95        order_list_id: Option<OrderListId>,
96        linked_order_ids: Option<Vec<ClientOrderId>>,
97        parent_order_id: Option<ClientOrderId>,
98        exec_algorithm_id: Option<ExecAlgorithmId>,
99        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
100        exec_spawn_id: Option<ClientOrderId>,
101        tags: Option<Vec<Ustr>>,
102        init_id: UUID4,
103        ts_init: UnixNanos,
104    ) -> Result<Self, OrderError> {
105        check_positive_quantity(quantity, stringify!(quantity))?;
106        check_display_qty(display_qty, quantity)?;
107        check_time_in_force(time_in_force, expire_time)?;
108
109        let init_order = OrderInitialized::new(
110            trader_id,
111            strategy_id,
112            instrument_id,
113            client_order_id,
114            order_side,
115            OrderType::StopLimit,
116            quantity,
117            time_in_force,
118            post_only,
119            reduce_only,
120            quote_quantity,
121            false,
122            init_id,
123            ts_init,
124            ts_init,
125            Some(price),
126            Some(trigger_price),
127            Some(trigger_type),
128            None,
129            None,
130            None,
131            expire_time,
132            display_qty,
133            emulation_trigger,
134            trigger_instrument_id,
135            contingency_type,
136            order_list_id,
137            linked_order_ids,
138            parent_order_id,
139            exec_algorithm_id,
140            exec_algorithm_params,
141            exec_spawn_id,
142            tags,
143        );
144
145        Ok(Self {
146            core: OrderCore::new(init_order),
147            price,
148            trigger_price,
149            trigger_type,
150            expire_time,
151            is_post_only: post_only,
152            display_qty,
153            trigger_instrument_id,
154            is_triggered: false,
155            ts_triggered: None,
156        })
157    }
158
159    /// Creates a new [`StopLimitOrder`] instance.
160    ///
161    /// # Panics
162    ///
163    /// Panics if any order validation fails (see [`StopLimitOrder::new_checked`]).
164    #[expect(clippy::too_many_arguments)]
165    #[must_use]
166    pub fn new(
167        trader_id: TraderId,
168        strategy_id: StrategyId,
169        instrument_id: InstrumentId,
170        client_order_id: ClientOrderId,
171        order_side: OrderSide,
172        quantity: Quantity,
173        price: Price,
174        trigger_price: Price,
175        trigger_type: TriggerType,
176        time_in_force: TimeInForce,
177        expire_time: Option<UnixNanos>,
178        post_only: bool,
179        reduce_only: bool,
180        quote_quantity: bool,
181        display_qty: Option<Quantity>,
182        emulation_trigger: Option<TriggerType>,
183        trigger_instrument_id: Option<InstrumentId>,
184        contingency_type: Option<ContingencyType>,
185        order_list_id: Option<OrderListId>,
186        linked_order_ids: Option<Vec<ClientOrderId>>,
187        parent_order_id: Option<ClientOrderId>,
188        exec_algorithm_id: Option<ExecAlgorithmId>,
189        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
190        exec_spawn_id: Option<ClientOrderId>,
191        tags: Option<Vec<Ustr>>,
192        init_id: UUID4,
193        ts_init: UnixNanos,
194    ) -> Self {
195        Self::new_checked(
196            trader_id,
197            strategy_id,
198            instrument_id,
199            client_order_id,
200            order_side,
201            quantity,
202            price,
203            trigger_price,
204            trigger_type,
205            time_in_force,
206            expire_time,
207            post_only,
208            reduce_only,
209            quote_quantity,
210            display_qty,
211            emulation_trigger,
212            trigger_instrument_id,
213            contingency_type,
214            order_list_id,
215            linked_order_ids,
216            parent_order_id,
217            exec_algorithm_id,
218            exec_algorithm_params,
219            exec_spawn_id,
220            tags,
221            init_id,
222            ts_init,
223        )
224        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
225    }
226}
227
228impl Deref for StopLimitOrder {
229    type Target = OrderCore;
230    fn deref(&self) -> &Self::Target {
231        &self.core
232    }
233}
234
235impl DerefMut for StopLimitOrder {
236    fn deref_mut(&mut self) -> &mut Self::Target {
237        &mut self.core
238    }
239}
240
241impl PartialEq for StopLimitOrder {
242    fn eq(&self, other: &Self) -> bool {
243        self.client_order_id == other.client_order_id
244    }
245}
246
247impl Order for StopLimitOrder {
248    fn into_any(self) -> OrderAny {
249        OrderAny::StopLimit(self)
250    }
251
252    fn status(&self) -> OrderStatus {
253        self.status
254    }
255
256    fn trader_id(&self) -> TraderId {
257        self.trader_id
258    }
259
260    fn strategy_id(&self) -> StrategyId {
261        self.strategy_id
262    }
263
264    fn instrument_id(&self) -> InstrumentId {
265        self.instrument_id
266    }
267
268    fn symbol(&self) -> Symbol {
269        self.instrument_id.symbol
270    }
271
272    fn venue(&self) -> Venue {
273        self.instrument_id.venue
274    }
275
276    fn client_order_id(&self) -> ClientOrderId {
277        self.client_order_id
278    }
279
280    fn venue_order_id(&self) -> Option<VenueOrderId> {
281        self.venue_order_id
282    }
283
284    fn position_id(&self) -> Option<PositionId> {
285        self.position_id
286    }
287
288    fn account_id(&self) -> Option<AccountId> {
289        self.account_id
290    }
291
292    fn last_trade_id(&self) -> Option<TradeId> {
293        self.last_trade_id
294    }
295
296    fn order_side(&self) -> OrderSide {
297        self.side
298    }
299
300    fn order_type(&self) -> OrderType {
301        self.order_type
302    }
303
304    fn quantity(&self) -> Quantity {
305        self.quantity
306    }
307
308    fn time_in_force(&self) -> TimeInForce {
309        self.time_in_force
310    }
311
312    fn expire_time(&self) -> Option<UnixNanos> {
313        self.expire_time
314    }
315
316    fn price(&self) -> Option<Price> {
317        Some(self.price)
318    }
319
320    fn trigger_price(&self) -> Option<Price> {
321        Some(self.trigger_price)
322    }
323
324    fn trigger_type(&self) -> Option<TriggerType> {
325        Some(self.trigger_type)
326    }
327
328    fn liquidity_side(&self) -> Option<LiquiditySide> {
329        self.liquidity_side
330    }
331
332    fn is_post_only(&self) -> bool {
333        self.is_post_only
334    }
335
336    fn is_reduce_only(&self) -> bool {
337        self.is_reduce_only
338    }
339
340    fn is_quote_quantity(&self) -> bool {
341        self.is_quote_quantity
342    }
343
344    fn has_price(&self) -> bool {
345        true
346    }
347
348    fn display_qty(&self) -> Option<Quantity> {
349        self.display_qty
350    }
351
352    fn limit_offset(&self) -> Option<Decimal> {
353        None
354    }
355
356    fn trailing_offset(&self) -> Option<Decimal> {
357        None
358    }
359
360    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
361        None
362    }
363
364    fn emulation_trigger(&self) -> Option<TriggerType> {
365        self.emulation_trigger
366    }
367
368    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
369        self.trigger_instrument_id
370    }
371
372    fn contingency_type(&self) -> Option<ContingencyType> {
373        self.contingency_type
374    }
375
376    fn order_list_id(&self) -> Option<OrderListId> {
377        self.order_list_id
378    }
379
380    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
381        self.linked_order_ids.as_deref()
382    }
383
384    fn parent_order_id(&self) -> Option<ClientOrderId> {
385        self.parent_order_id
386    }
387
388    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
389        self.exec_algorithm_id
390    }
391
392    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
393        self.exec_algorithm_params.as_ref()
394    }
395
396    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
397        self.exec_spawn_id
398    }
399
400    fn tags(&self) -> Option<&[Ustr]> {
401        self.tags.as_deref()
402    }
403
404    fn filled_qty(&self) -> Quantity {
405        self.filled_qty
406    }
407
408    fn leaves_qty(&self) -> Quantity {
409        self.leaves_qty
410    }
411
412    fn overfill_qty(&self) -> Quantity {
413        self.overfill_qty
414    }
415
416    fn avg_px(&self) -> Option<f64> {
417        self.avg_px
418    }
419
420    fn slippage(&self) -> Option<f64> {
421        self.slippage
422    }
423
424    fn init_id(&self) -> UUID4 {
425        self.init_id
426    }
427
428    fn ts_init(&self) -> UnixNanos {
429        self.ts_init
430    }
431
432    fn ts_submitted(&self) -> Option<UnixNanos> {
433        self.ts_submitted
434    }
435
436    fn ts_accepted(&self) -> Option<UnixNanos> {
437        self.ts_accepted
438    }
439
440    fn ts_closed(&self) -> Option<UnixNanos> {
441        self.ts_closed
442    }
443
444    fn ts_last(&self) -> UnixNanos {
445        self.ts_last
446    }
447
448    fn events(&self) -> Vec<&OrderEventAny> {
449        self.events.iter().collect()
450    }
451
452    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
453        self.venue_order_ids.iter().collect()
454    }
455
456    fn commissions(&self) -> &IndexMap<Currency, Money> {
457        &self.commissions
458    }
459
460    fn trade_ids(&self) -> Vec<&TradeId> {
461        self.trade_ids.iter().collect()
462    }
463
464    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
465        let is_order_filled = matches!(event, OrderEventAny::Filled(_));
466        let is_order_triggered = matches!(event, OrderEventAny::Triggered(_));
467        let ts_event = if is_order_triggered {
468            Some(event.ts_event())
469        } else {
470            None
471        };
472
473        self.core.apply(event.clone())?;
474
475        if let OrderEventAny::Updated(ref event) = event {
476            self.update(event);
477        }
478
479        if is_order_triggered {
480            self.is_triggered = true;
481            self.ts_triggered = ts_event;
482        }
483
484        if is_order_filled {
485            self.core.set_slippage(self.price);
486        }
487
488        Ok(())
489    }
490
491    fn update(&mut self, event: &OrderUpdated) {
492        if let Some(price) = event.price {
493            self.price = price;
494        }
495
496        if let Some(trigger_price) = event.trigger_price {
497            self.trigger_price = trigger_price;
498        }
499
500        self.quantity = event.quantity;
501        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
502    }
503
504    fn is_triggered(&self) -> Option<bool> {
505        Some(self.is_triggered)
506    }
507
508    fn set_position_id(&mut self, position_id: Option<PositionId>) {
509        self.position_id = position_id;
510    }
511
512    fn set_quantity(&mut self, quantity: Quantity) {
513        self.quantity = quantity;
514    }
515
516    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
517        self.leaves_qty = leaves_qty;
518    }
519
520    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
521        self.emulation_trigger = emulation_trigger;
522    }
523
524    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
525        self.is_quote_quantity = is_quote_quantity;
526    }
527
528    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
529        self.liquidity_side = Some(liquidity_side);
530    }
531
532    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
533        self.core.would_reduce_only(side, position_qty)
534    }
535
536    fn previous_status(&self) -> Option<OrderStatus> {
537        self.core.previous_status
538    }
539}
540
541impl TryFrom<OrderInitialized> for StopLimitOrder {
542    type Error = OrderError;
543
544    fn try_from(event: OrderInitialized) -> Result<Self, Self::Error> {
545        let price = event
546            .price
547            .ok_or_else(|| CorrectnessError::PredicateViolation {
548                message: "`price` is required for `StopLimitOrder` initialization".to_string(),
549            })?;
550        let trigger_price =
551            event
552                .trigger_price
553                .ok_or_else(|| CorrectnessError::PredicateViolation {
554                    message: "`trigger_price` is required for `StopLimitOrder` initialization"
555                        .to_string(),
556                })?;
557        let trigger_type =
558            event
559                .trigger_type
560                .ok_or_else(|| CorrectnessError::PredicateViolation {
561                    message: "`trigger_type` is required for `StopLimitOrder` initialization"
562                        .to_string(),
563                })?;
564        Self::new_checked(
565            event.trader_id,
566            event.strategy_id,
567            event.instrument_id,
568            event.client_order_id,
569            event.order_side,
570            event.quantity,
571            price,
572            trigger_price,
573            trigger_type,
574            event.time_in_force,
575            event.expire_time,
576            event.post_only,
577            event.reduce_only,
578            event.quote_quantity,
579            event.display_qty,
580            event.emulation_trigger,
581            event.trigger_instrument_id,
582            event.contingency_type,
583            event.order_list_id,
584            event.linked_order_ids,
585            event.parent_order_id,
586            event.exec_algorithm_id,
587            event.exec_algorithm_params,
588            event.exec_spawn_id,
589            event.tags,
590            event.event_id,
591            event.ts_event,
592        )
593    }
594}
595
596impl Display for StopLimitOrder {
597    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
598        write!(
599            f,
600            "StopLimitOrder({} {} {} {} @ {}-STOP[{}] {}-LIMIT {}, status={}, client_order_id={}, venue_order_id={}, position_id={}, tags={})",
601            self.side,
602            self.quantity.to_formatted_string(),
603            self.instrument_id,
604            self.order_type,
605            self.trigger_price,
606            self.trigger_type,
607            self.price,
608            self.time_in_force,
609            self.status,
610            self.client_order_id,
611            self.venue_order_id
612                .map_or("None".to_string(), |venue_order_id| format!(
613                    "{venue_order_id}"
614                )),
615            self.position_id
616                .map_or("None".to_string(), |position_id| format!("{position_id}")),
617            self.tags.clone().map_or("None".to_string(), |tags| tags
618                .iter()
619                .map(|s| s.to_string())
620                .collect::<Vec<String>>()
621                .join(", ")),
622        )
623    }
624}
625
626#[cfg(test)]
627mod tests {
628    use nautilus_core::UnixNanos;
629    use rstest::rstest;
630
631    use super::*;
632    use crate::{
633        enums::{OrderSide, TimeInForce, TriggerType},
634        events::order::spec::OrderInitializedSpec,
635        identifiers::InstrumentId,
636        instruments::{CurrencyPair, stubs::*},
637        orders::{OrderTestBuilder, stubs::TestOrderStubs},
638        types::{Price, Quantity},
639    };
640
641    #[rstest]
642    fn test_initialize(audusd_sim: CurrencyPair) {
643        // ---------------------------------------------------------------------
644        let order = OrderTestBuilder::new(OrderType::StopLimit)
645            .instrument_id(audusd_sim.id)
646            .side(OrderSide::Buy)
647            .trigger_price(Price::from("0.68000"))
648            .price(Price::from("0.68100"))
649            .trigger_type(TriggerType::LastPrice)
650            .quantity(Quantity::from(1))
651            .build();
652
653        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
654        assert_eq!(order.price(), Some(Price::from("0.68100")));
655
656        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
657
658        assert_eq!(order.is_triggered(), Some(false));
659        assert_eq!(order.filled_qty(), Quantity::from(0));
660        assert_eq!(order.leaves_qty(), Quantity::from(1));
661
662        assert_eq!(order.display_qty(), None);
663        assert_eq!(order.trigger_instrument_id(), None);
664        assert_eq!(order.order_list_id(), None);
665    }
666
667    #[rstest]
668    fn test_display(audusd_sim: CurrencyPair) {
669        let order = OrderTestBuilder::new(OrderType::MarketToLimit)
670            .instrument_id(audusd_sim.id)
671            .side(OrderSide::Buy)
672            .quantity(Quantity::from(1))
673            .build();
674
675        assert_eq!(
676            order.to_string(),
677            "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)"
678        );
679    }
680
681    #[rstest]
682    #[should_panic(expected = "display_qty` may not exceed `quantity")]
683    fn test_display_qty_gt_quantity_err(audusd_sim: CurrencyPair) {
684        let _ = OrderTestBuilder::new(OrderType::StopLimit)
685            .instrument_id(audusd_sim.id)
686            .side(OrderSide::Buy)
687            .trigger_price(Price::from("30300"))
688            .price(Price::from("30100"))
689            .trigger_type(TriggerType::LastPrice)
690            .quantity(Quantity::from(1))
691            .display_qty(Quantity::from(2))
692            .build();
693    }
694
695    #[rstest]
696    #[should_panic(expected = "Quantity must be non-negative")]
697    fn test_display_qty_negative_err(audusd_sim: CurrencyPair) {
698        let _ = OrderTestBuilder::new(OrderType::StopLimit)
699            .instrument_id(audusd_sim.id)
700            .side(OrderSide::Buy)
701            .trigger_price(Price::from("30300"))
702            .price(Price::from("30100"))
703            .trigger_type(TriggerType::LastPrice)
704            .quantity(Quantity::from(1))
705            .display_qty(Quantity::from("-1"))
706            .build();
707    }
708
709    #[rstest]
710    #[should_panic(expected = "expire_time` is required for `GTD` order")]
711    fn test_gtd_without_expire_time_err(audusd_sim: CurrencyPair) {
712        let _ = OrderTestBuilder::new(OrderType::StopLimit)
713            .instrument_id(audusd_sim.id)
714            .side(OrderSide::Buy)
715            .trigger_price(Price::from("30300"))
716            .price(Price::from("30100"))
717            .trigger_type(TriggerType::LastPrice)
718            .time_in_force(TimeInForce::Gtd)
719            .quantity(Quantity::from(1))
720            .build();
721    }
722    #[rstest]
723    fn test_stop_limit_order_update() {
724        // Create and accept a basic stop limit order
725        let order = OrderTestBuilder::new(OrderType::StopLimit)
726            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
727            .quantity(Quantity::from(10))
728            .price(Price::new(100.0, 2))
729            .trigger_price(Price::new(95.0, 2))
730            .build();
731
732        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
733
734        // Update with new values
735        let updated_price = Price::new(105.0, 2);
736        let updated_trigger_price = Price::new(90.0, 2);
737        let updated_quantity = Quantity::from(5);
738
739        let event = OrderUpdated {
740            client_order_id: accepted_order.client_order_id(),
741            strategy_id: accepted_order.strategy_id(),
742            price: Some(updated_price),
743            trigger_price: Some(updated_trigger_price),
744            quantity: updated_quantity,
745            ..Default::default()
746        };
747
748        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
749
750        // Verify updates were applied correctly
751        assert_eq!(accepted_order.quantity(), updated_quantity);
752        assert_eq!(accepted_order.price(), Some(updated_price));
753        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
754    }
755
756    #[rstest]
757    fn test_stop_limit_order_expire_time() {
758        // Create a stop limit order with an expire time
759        let expire_time = UnixNanos::from(1_234_567_890);
760        let order = OrderTestBuilder::new(OrderType::StopLimit)
761            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
762            .quantity(Quantity::from(10))
763            .price(Price::new(100.0, 2))
764            .trigger_price(Price::new(95.0, 2))
765            .expire_time(expire_time)
766            .build();
767
768        // Assert that the expire time is set correctly
769        assert_eq!(order.expire_time(), Some(expire_time));
770    }
771
772    #[rstest]
773    fn test_stop_limit_order_post_only() {
774        // Create a stop limit order with post_only flag set to true
775        let order = OrderTestBuilder::new(OrderType::StopLimit)
776            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
777            .quantity(Quantity::from(10))
778            .price(Price::new(100.0, 2))
779            .trigger_price(Price::new(95.0, 2))
780            .post_only(true)
781            .build();
782
783        // Assert that post_only is set correctly
784        assert!(order.is_post_only());
785    }
786
787    #[rstest]
788    fn test_stop_limit_order_reduce_only() {
789        // Create a stop limit order with reduce_only flag set to true
790        let order = OrderTestBuilder::new(OrderType::StopLimit)
791            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
792            .quantity(Quantity::from(10))
793            .price(Price::new(100.0, 2))
794            .trigger_price(Price::new(95.0, 2))
795            .reduce_only(true)
796            .build();
797
798        // Assert that reduce_only is set correctly
799        assert!(order.is_reduce_only());
800    }
801
802    #[rstest]
803    fn test_stop_limit_order_trigger_instrument_id() {
804        // Create a stop limit order with a trigger instrument ID
805        let trigger_instrument_id = InstrumentId::from("ETH-USDT.BINANCE");
806        let order = OrderTestBuilder::new(OrderType::StopLimit)
807            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
808            .quantity(Quantity::from(10))
809            .price(Price::new(100.0, 2))
810            .trigger_price(Price::new(95.0, 2))
811            .trigger_instrument_id(trigger_instrument_id)
812            .build();
813
814        // Assert that the trigger instrument ID is set correctly
815        assert_eq!(order.trigger_instrument_id(), Some(trigger_instrument_id));
816    }
817
818    #[rstest]
819    fn test_stop_limit_order_would_reduce_only() {
820        // Create a stop limit order with a sell side
821        let order = OrderTestBuilder::new(OrderType::StopLimit)
822            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
823            .side(OrderSide::Sell)
824            .quantity(Quantity::from(10))
825            .price(Price::new(100.0, 2))
826            .trigger_price(Price::new(95.0, 2))
827            .build();
828
829        // Test would_reduce_only functionality
830        assert!(order.would_reduce_only(PositionSide::Long, Quantity::from(15)));
831        assert!(!order.would_reduce_only(PositionSide::Short, Quantity::from(15)));
832        assert!(!order.would_reduce_only(PositionSide::Long, Quantity::from(5)));
833    }
834
835    #[rstest]
836    fn test_stop_limit_order_display_string() {
837        // Create a stop limit order
838        let order = OrderTestBuilder::new(OrderType::StopLimit)
839            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
840            .side(OrderSide::Buy)
841            .quantity(Quantity::from(10))
842            .price(Price::new(100.0, 2))
843            .trigger_price(Price::new(95.0, 2))
844            .client_order_id(ClientOrderId::from("ORDER-001"))
845            .build();
846
847        // Expected string representation - updated to match the actual format
848        let expected = "StopLimitOrder(BUY 10 BTC-USDT.BINANCE STOP_LIMIT @ 95.00-STOP[DEFAULT] 100.00-LIMIT GTC, status=INITIALIZED, client_order_id=ORDER-001, venue_order_id=None, position_id=None, tags=None)";
849
850        // Assert string representations match
851        assert_eq!(order.to_string(), expected);
852        assert_eq!(format!("{order}"), expected);
853    }
854
855    #[rstest]
856    fn test_stop_limit_order_from_order_initialized() {
857        // Create an OrderInitialized event with all required fields for a StopLimitOrder
858        let order_initialized = OrderInitializedSpec::builder()
859            .order_type(OrderType::StopLimit)
860            .quantity(Quantity::from(10))
861            .price(Price::new(100.0, 2))
862            .trigger_price(Price::new(95.0, 2))
863            .trigger_type(TriggerType::Default)
864            .post_only(true)
865            .reduce_only(true)
866            .expire_time(UnixNanos::from(1_234_567_890))
867            .display_qty(Quantity::from(5))
868            .build();
869
870        // Convert the OrderInitialized event into a StopLimitOrder
871        let order: StopLimitOrder = order_initialized.clone().try_into().unwrap();
872
873        // Assert essential fields match the OrderInitialized fields
874        assert_eq!(order.trader_id(), order_initialized.trader_id);
875        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
876        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
877        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
878        assert_eq!(order.order_side(), order_initialized.order_side);
879        assert_eq!(order.quantity(), order_initialized.quantity);
880
881        // Assert specific fields for StopLimitOrder
882        assert_eq!(order.price, order_initialized.price.unwrap());
883        assert_eq!(
884            order.trigger_price,
885            order_initialized.trigger_price.unwrap()
886        );
887        assert_eq!(order.trigger_type, order_initialized.trigger_type.unwrap());
888        assert_eq!(order.expire_time(), order_initialized.expire_time);
889        assert_eq!(order.is_post_only(), order_initialized.post_only);
890        assert_eq!(order.is_reduce_only(), order_initialized.reduce_only);
891        assert_eq!(order.display_qty(), order_initialized.display_qty);
892
893        // Verify order type
894        assert_eq!(order.order_type(), OrderType::StopLimit);
895
896        // Verify not triggered by default
897        assert_eq!(order.is_triggered(), Some(false));
898    }
899}
nautilus_model/orders/stop_limit.rs

nautilus_model/orders/
stop_limit.rs
