nautilus_model/orders/
stop_market.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};
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, check_display_qty, check_time_in_force},
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.core.nautilus_pyo3.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 StopMarketOrder {
55    pub trigger_price: Price,
56    pub trigger_type: TriggerType,
57    pub expire_time: Option<UnixNanos>,
58    pub display_qty: Option<Quantity>,
59    pub trigger_instrument_id: Option<InstrumentId>,
60    pub is_triggered: bool,
61    pub ts_triggered: Option<UnixNanos>,
62    pub protection_price: Option<Price>,
63    core: OrderCore,
64}
65
66impl StopMarketOrder {
67    /// Creates a new [`StopMarketOrder`] 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        trigger_price: Price,
84        trigger_type: TriggerType,
85        time_in_force: TimeInForce,
86        expire_time: Option<UnixNanos>,
87        reduce_only: bool,
88        quote_quantity: bool,
89        display_qty: Option<Quantity>,
90        emulation_trigger: Option<TriggerType>,
91        trigger_instrument_id: Option<InstrumentId>,
92        contingency_type: Option<ContingencyType>,
93        order_list_id: Option<OrderListId>,
94        linked_order_ids: Option<Vec<ClientOrderId>>,
95        parent_order_id: Option<ClientOrderId>,
96        exec_algorithm_id: Option<ExecAlgorithmId>,
97        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
98        exec_spawn_id: Option<ClientOrderId>,
99        tags: Option<Vec<Ustr>>,
100        init_id: UUID4,
101        ts_init: UnixNanos,
102    ) -> Result<Self, OrderError> {
103        check_positive_quantity(quantity, stringify!(quantity))?;
104        check_display_qty(display_qty, quantity)?;
105        check_time_in_force(time_in_force, expire_time)?;
106
107        let init_order = OrderInitialized::new(
108            trader_id,
109            strategy_id,
110            instrument_id,
111            client_order_id,
112            order_side,
113            OrderType::StopMarket,
114            quantity,
115            time_in_force,
116            false,
117            reduce_only,
118            quote_quantity,
119            false,
120            init_id,
121            ts_init,
122            ts_init,
123            None,
124            Some(trigger_price),
125            Some(trigger_type),
126            None,
127            None,
128            None,
129            expire_time,
130            display_qty,
131            emulation_trigger,
132            trigger_instrument_id,
133            contingency_type,
134            order_list_id,
135            linked_order_ids,
136            parent_order_id,
137            exec_algorithm_id,
138            exec_algorithm_params,
139            exec_spawn_id,
140            tags,
141        );
142
143        Ok(Self {
144            core: OrderCore::new(init_order),
145            trigger_price,
146            trigger_type,
147            expire_time,
148            display_qty,
149            trigger_instrument_id,
150            is_triggered: false,
151            ts_triggered: None,
152            protection_price: None,
153        })
154    }
155
156    /// Creates a new [`StopMarketOrder`] instance.
157    ///
158    /// # Panics
159    ///
160    /// Panics if any order validation fails (see [`StopMarketOrder::new_checked`]).
161    #[expect(clippy::too_many_arguments)]
162    #[must_use]
163    pub fn new(
164        trader_id: TraderId,
165        strategy_id: StrategyId,
166        instrument_id: InstrumentId,
167        client_order_id: ClientOrderId,
168        order_side: OrderSide,
169        quantity: Quantity,
170        trigger_price: Price,
171        trigger_type: TriggerType,
172        time_in_force: TimeInForce,
173        expire_time: Option<UnixNanos>,
174        reduce_only: bool,
175        quote_quantity: bool,
176        display_qty: Option<Quantity>,
177        emulation_trigger: Option<TriggerType>,
178        trigger_instrument_id: Option<InstrumentId>,
179        contingency_type: Option<ContingencyType>,
180        order_list_id: Option<OrderListId>,
181        linked_order_ids: Option<Vec<ClientOrderId>>,
182        parent_order_id: Option<ClientOrderId>,
183        exec_algorithm_id: Option<ExecAlgorithmId>,
184        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
185        exec_spawn_id: Option<ClientOrderId>,
186        tags: Option<Vec<Ustr>>,
187        init_id: UUID4,
188        ts_init: UnixNanos,
189    ) -> Self {
190        Self::new_checked(
191            trader_id,
192            strategy_id,
193            instrument_id,
194            client_order_id,
195            order_side,
196            quantity,
197            trigger_price,
198            trigger_type,
199            time_in_force,
200            expire_time,
201            reduce_only,
202            quote_quantity,
203            display_qty,
204            emulation_trigger,
205            trigger_instrument_id,
206            contingency_type,
207            order_list_id,
208            linked_order_ids,
209            parent_order_id,
210            exec_algorithm_id,
211            exec_algorithm_params,
212            exec_spawn_id,
213            tags,
214            init_id,
215            ts_init,
216        )
217        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
218    }
219}
220
221impl PartialEq for StopMarketOrder {
222    fn eq(&self, other: &Self) -> bool {
223        self.client_order_id == other.client_order_id
224    }
225}
226
227impl Deref for StopMarketOrder {
228    type Target = OrderCore;
229
230    fn deref(&self) -> &Self::Target {
231        &self.core
232    }
233}
234
235impl DerefMut for StopMarketOrder {
236    fn deref_mut(&mut self) -> &mut Self::Target {
237        &mut self.core
238    }
239}
240
241impl Order for StopMarketOrder {
242    fn into_any(self) -> OrderAny {
243        OrderAny::StopMarket(self)
244    }
245
246    fn status(&self) -> OrderStatus {
247        self.status
248    }
249
250    fn trader_id(&self) -> TraderId {
251        self.trader_id
252    }
253
254    fn strategy_id(&self) -> StrategyId {
255        self.strategy_id
256    }
257
258    fn instrument_id(&self) -> InstrumentId {
259        self.instrument_id
260    }
261
262    fn symbol(&self) -> Symbol {
263        self.instrument_id.symbol
264    }
265
266    fn venue(&self) -> Venue {
267        self.instrument_id.venue
268    }
269
270    fn client_order_id(&self) -> ClientOrderId {
271        self.client_order_id
272    }
273
274    fn venue_order_id(&self) -> Option<VenueOrderId> {
275        self.venue_order_id
276    }
277
278    fn position_id(&self) -> Option<PositionId> {
279        self.position_id
280    }
281
282    fn account_id(&self) -> Option<AccountId> {
283        self.account_id
284    }
285
286    fn last_trade_id(&self) -> Option<TradeId> {
287        self.last_trade_id
288    }
289
290    fn order_side(&self) -> OrderSide {
291        self.side
292    }
293
294    fn order_type(&self) -> OrderType {
295        self.order_type
296    }
297
298    fn quantity(&self) -> Quantity {
299        self.quantity
300    }
301
302    fn time_in_force(&self) -> TimeInForce {
303        self.time_in_force
304    }
305
306    fn expire_time(&self) -> Option<UnixNanos> {
307        self.expire_time
308    }
309
310    fn price(&self) -> Option<Price> {
311        self.protection_price
312    }
313
314    fn trigger_price(&self) -> Option<Price> {
315        Some(self.trigger_price)
316    }
317
318    fn trigger_type(&self) -> Option<TriggerType> {
319        Some(self.trigger_type)
320    }
321
322    fn liquidity_side(&self) -> Option<LiquiditySide> {
323        self.liquidity_side
324    }
325
326    fn is_post_only(&self) -> bool {
327        false
328    }
329
330    fn is_reduce_only(&self) -> bool {
331        self.is_reduce_only
332    }
333
334    fn is_quote_quantity(&self) -> bool {
335        self.is_quote_quantity
336    }
337
338    fn has_price(&self) -> bool {
339        self.protection_price.is_some()
340    }
341
342    fn display_qty(&self) -> Option<Quantity> {
343        self.display_qty
344    }
345
346    fn limit_offset(&self) -> Option<Decimal> {
347        None
348    }
349
350    fn trailing_offset(&self) -> Option<Decimal> {
351        None
352    }
353
354    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
355        None
356    }
357
358    fn emulation_trigger(&self) -> Option<TriggerType> {
359        self.emulation_trigger
360    }
361
362    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
363        self.trigger_instrument_id
364    }
365
366    fn contingency_type(&self) -> Option<ContingencyType> {
367        self.contingency_type
368    }
369
370    fn order_list_id(&self) -> Option<OrderListId> {
371        self.order_list_id
372    }
373
374    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
375        self.linked_order_ids.as_deref()
376    }
377
378    fn parent_order_id(&self) -> Option<ClientOrderId> {
379        self.parent_order_id
380    }
381
382    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
383        self.exec_algorithm_id
384    }
385
386    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
387        self.exec_algorithm_params.as_ref()
388    }
389
390    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
391        self.exec_spawn_id
392    }
393
394    fn tags(&self) -> Option<&[Ustr]> {
395        self.tags.as_deref()
396    }
397
398    fn filled_qty(&self) -> Quantity {
399        self.filled_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<f64> {
411        self.avg_px
412    }
413
414    fn slippage(&self) -> Option<f64> {
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 is_order_filled = matches!(event, OrderEventAny::Filled(_));
460        let is_order_triggered = matches!(event, OrderEventAny::Triggered(_));
461        let ts_event = if is_order_triggered {
462            Some(event.ts_event())
463        } else {
464            None
465        };
466
467        self.core.apply(event.clone())?;
468
469        if let OrderEventAny::Updated(ref event) = event {
470            self.update(event);
471        }
472
473        if is_order_triggered {
474            self.is_triggered = true;
475            self.ts_triggered = ts_event;
476        }
477
478        if is_order_filled {
479            self.core.set_slippage(self.trigger_price);
480        }
481
482        Ok(())
483    }
484
485    fn update(&mut self, event: &OrderUpdated) {
486        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
487
488        if let Some(trigger_price) = event.trigger_price {
489            self.trigger_price = trigger_price;
490        }
491
492        self.protection_price = event.protection_price;
493        self.quantity = event.quantity;
494        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
495    }
496
497    fn is_triggered(&self) -> Option<bool> {
498        Some(self.is_triggered)
499    }
500
501    fn set_position_id(&mut self, position_id: Option<PositionId>) {
502        self.position_id = position_id;
503    }
504
505    fn set_quantity(&mut self, quantity: Quantity) {
506        self.quantity = quantity;
507    }
508
509    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
510        self.leaves_qty = leaves_qty;
511    }
512
513    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
514        self.emulation_trigger = emulation_trigger;
515    }
516
517    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
518        self.is_quote_quantity = is_quote_quantity;
519    }
520
521    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
522        self.liquidity_side = Some(liquidity_side);
523    }
524
525    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
526        self.core.would_reduce_only(side, position_qty)
527    }
528
529    fn previous_status(&self) -> Option<OrderStatus> {
530        self.core.previous_status
531    }
532}
533
534impl Display for StopMarketOrder {
535    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
536        write!(
537            f,
538            "StopMarketOrder(\
539            {} {} {} {} {}, \
540            status={}, \
541            client_order_id={}, \
542            venue_order_id={}, \
543            position_id={}, \
544            exec_algorithm_id={}, \
545            exec_spawn_id={}, \
546            tags={:?}\
547            )",
548            self.side,
549            self.quantity.to_formatted_string(),
550            self.instrument_id,
551            self.order_type,
552            self.time_in_force,
553            self.status,
554            self.client_order_id,
555            self.venue_order_id.map_or_else(
556                || "None".to_string(),
557                |venue_order_id| format!("{venue_order_id}")
558            ),
559            self.position_id.map_or_else(
560                || "None".to_string(),
561                |position_id| format!("{position_id}")
562            ),
563            self.exec_algorithm_id
564                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
565            self.exec_spawn_id
566                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
567            self.tags
568        )
569    }
570}
571
572impl TryFrom<OrderInitialized> for StopMarketOrder {
573    type Error = OrderError;
574
575    fn try_from(event: OrderInitialized) -> Result<Self, Self::Error> {
576        let trigger_price =
577            event
578                .trigger_price
579                .ok_or_else(|| CorrectnessError::PredicateViolation {
580                    message: "`trigger_price` is required for `StopMarketOrder` initialization"
581                        .to_string(),
582                })?;
583        let trigger_type =
584            event
585                .trigger_type
586                .ok_or_else(|| CorrectnessError::PredicateViolation {
587                    message: "`trigger_type` is required for `StopMarketOrder` initialization"
588                        .to_string(),
589                })?;
590        Self::new_checked(
591            event.trader_id,
592            event.strategy_id,
593            event.instrument_id,
594            event.client_order_id,
595            event.order_side,
596            event.quantity,
597            trigger_price,
598            trigger_type,
599            event.time_in_force,
600            event.expire_time,
601            event.reduce_only,
602            event.quote_quantity,
603            event.display_qty,
604            event.emulation_trigger,
605            event.trigger_instrument_id,
606            event.contingency_type,
607            event.order_list_id,
608            event.linked_order_ids,
609            event.parent_order_id,
610            event.exec_algorithm_id,
611            event.exec_algorithm_params,
612            event.exec_spawn_id,
613            event.tags,
614            event.event_id,
615            event.ts_event,
616        )
617    }
618}
619
620#[cfg(test)]
621mod tests {
622    use rstest::rstest;
623
624    use super::*;
625    use crate::{
626        enums::{TimeInForce, TriggerType},
627        events::order::spec::OrderInitializedSpec,
628        identifiers::InstrumentId,
629        instruments::{CurrencyPair, stubs::*},
630        orders::{builder::OrderTestBuilder, stubs::TestOrderStubs},
631        types::{Price, Quantity},
632    };
633
634    #[rstest]
635    fn test_initialize(audusd_sim: CurrencyPair) {
636        let order = OrderTestBuilder::new(OrderType::StopMarket)
637            .instrument_id(audusd_sim.id)
638            .side(OrderSide::Buy)
639            .trigger_price(Price::from("0.68000"))
640            .trigger_type(TriggerType::LastPrice)
641            .quantity(Quantity::from(1))
642            .build();
643
644        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
645        assert_eq!(order.price(), None);
646
647        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
648
649        assert_eq!(order.is_triggered(), Some(false));
650        assert_eq!(order.filled_qty(), Quantity::from(0));
651        assert_eq!(order.leaves_qty(), Quantity::from(1));
652
653        assert_eq!(order.display_qty(), None);
654        assert_eq!(order.trigger_instrument_id(), None);
655        assert_eq!(order.order_list_id(), None);
656    }
657
658    #[rstest]
659    fn test_display(audusd_sim: CurrencyPair) {
660        let order = OrderTestBuilder::new(OrderType::StopMarket)
661            .instrument_id(audusd_sim.id)
662            .side(OrderSide::Buy)
663            .trigger_price(Price::from("0.68000"))
664            .trigger_type(TriggerType::LastPrice)
665            .quantity(Quantity::from(1))
666            .build();
667
668        assert_eq!(
669            order.to_string(),
670            "StopMarketOrder(BUY 1 AUD/USD.SIM STOP_MARKET 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)"
671        );
672    }
673
674    #[rstest]
675    #[should_panic(expected = "Condition failed: `display_qty` may not exceed `quantity`")]
676    fn test_display_qty_gt_quantity_err(audusd_sim: CurrencyPair) {
677        let _ = OrderTestBuilder::new(OrderType::StopMarket)
678            .instrument_id(audusd_sim.id)
679            .side(OrderSide::Buy)
680            .trigger_price(Price::from("0.68000"))
681            .trigger_type(TriggerType::LastPrice)
682            .quantity(Quantity::from(1))
683            .display_qty(Quantity::from(2))
684            .build();
685    }
686
687    #[rstest]
688    #[should_panic(
689        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
690    )]
691    fn test_quantity_zero_err(audusd_sim: CurrencyPair) {
692        let _ = OrderTestBuilder::new(OrderType::StopMarket)
693            .instrument_id(audusd_sim.id)
694            .side(OrderSide::Buy)
695            .trigger_price(Price::from("0.68000"))
696            .trigger_type(TriggerType::LastPrice)
697            .quantity(Quantity::from(0))
698            .build();
699    }
700
701    #[rstest]
702    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
703    fn test_gtd_without_expire_err(audusd_sim: CurrencyPair) {
704        let _ = OrderTestBuilder::new(OrderType::StopMarket)
705            .instrument_id(audusd_sim.id)
706            .side(OrderSide::Buy)
707            .trigger_price(Price::from("0.68000"))
708            .trigger_type(TriggerType::LastPrice)
709            .time_in_force(TimeInForce::Gtd)
710            .quantity(Quantity::from(1))
711            .build();
712    }
713
714    #[rstest]
715    fn test_stop_market_order_update() {
716        // Create and accept a basic stop market order
717        let order = OrderTestBuilder::new(OrderType::StopMarket)
718            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
719            .quantity(Quantity::from(10))
720            .trigger_price(Price::new(100.0, 2))
721            .build();
722
723        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
724
725        // Update with new values
726        let updated_trigger_price = Price::new(95.0, 2);
727        let updated_quantity = Quantity::from(5);
728
729        let event = OrderUpdated {
730            client_order_id: accepted_order.client_order_id(),
731            strategy_id: accepted_order.strategy_id(),
732            trigger_price: Some(updated_trigger_price),
733            quantity: updated_quantity,
734            ..Default::default()
735        };
736
737        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
738
739        // Verify updates were applied correctly
740        assert_eq!(accepted_order.quantity(), updated_quantity);
741        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
742    }
743
744    #[rstest]
745    fn test_stop_market_order_expire_time() {
746        // Create a stop market order with an expire time
747        let expire_time = UnixNanos::from(1_234_567_890);
748        let order = OrderTestBuilder::new(OrderType::StopMarket)
749            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
750            .quantity(Quantity::from(10))
751            .trigger_price(Price::new(100.0, 2))
752            .expire_time(expire_time)
753            .build();
754
755        // Assert that the expire time is set correctly
756        assert_eq!(order.expire_time(), Some(expire_time));
757    }
758
759    #[rstest]
760    fn test_stop_market_order_trigger_instrument_id() {
761        // Create a stop market order with a trigger instrument ID
762        let trigger_instrument_id = InstrumentId::from("ETH-USDT.BINANCE");
763        let order = OrderTestBuilder::new(OrderType::StopMarket)
764            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
765            .quantity(Quantity::from(10))
766            .trigger_price(Price::new(100.0, 2))
767            .trigger_instrument_id(trigger_instrument_id)
768            .build();
769
770        // Assert that the trigger instrument ID is set correctly
771        assert_eq!(order.trigger_instrument_id(), Some(trigger_instrument_id));
772    }
773
774    #[rstest]
775    fn test_stop_market_order_from_order_initialized() {
776        // Create an OrderInitialized event with required fields
777        let order_initialized = OrderInitializedSpec::builder()
778            .order_type(OrderType::StopMarket)
779            .quantity(Quantity::from(10))
780            .trigger_price(Price::new(100.0, 2))
781            .trigger_type(TriggerType::Default)
782            .build();
783
784        // Convert the OrderInitialized event into a StopMarketOrder
785        let order: StopMarketOrder = order_initialized.clone().try_into().unwrap();
786
787        // Assert fields match the OrderInitialized event
788        assert_eq!(order.trader_id(), order_initialized.trader_id);
789        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
790        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
791        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
792        assert_eq!(order.quantity(), order_initialized.quantity);
793        assert_eq!(order.trigger_price(), order_initialized.trigger_price);
794        assert_eq!(order.trigger_type(), order_initialized.trigger_type);
795    }
796
797    #[rstest]
798    fn test_stop_market_order_is_triggered() {
799        // Create a stop market order
800        let order = OrderTestBuilder::new(OrderType::StopMarket)
801            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
802            .quantity(Quantity::from(10))
803            .trigger_price(Price::new(100.0, 2))
804            .build();
805
806        // Assert that the is_triggered flag is initially false
807        assert_eq!(order.is_triggered(), Some(false));
808    }
809
810    #[rstest]
811    fn test_stop_market_order_protection_price_update() {
812        // Create and accept a basic stop market order
813        let order = OrderTestBuilder::new(OrderType::StopMarket)
814            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
815            .quantity(Quantity::from(10))
816            .trigger_price(Price::new(100.0, 2))
817            .build();
818
819        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
820
821        // Update with new values
822        let calculated_protection_price = Price::new(95.0, 2);
823
824        let event = OrderUpdated {
825            client_order_id: accepted_order.client_order_id(),
826            strategy_id: accepted_order.strategy_id(),
827            protection_price: Some(calculated_protection_price),
828            ..Default::default()
829        };
830
831        assert_eq!(accepted_order.price(), None);
832        assert!(!accepted_order.has_price());
833
834        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
835
836        // Verify updates were applied correctly
837        assert_eq!(accepted_order.price(), Some(calculated_protection_price));
838        assert!(accepted_order.has_price());
839    }
840}
nautilus_model/orders/stop_market.rs

nautilus_model/orders/
stop_market.rs
