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::{UUID4, UnixNanos, correctness::FAILED};
23use rust_decimal::Decimal;
24use serde::{Deserialize, Serialize};
25use ustr::Ustr;
26
27use super::{Order, OrderAny, OrderCore};
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, check_display_qty, check_time_in_force},
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 StopMarketOrder {
52    pub trigger_price: Price,
53    pub trigger_type: TriggerType,
54    pub expire_time: Option<UnixNanos>,
55    pub display_qty: Option<Quantity>,
56    pub trigger_instrument_id: Option<InstrumentId>,
57    pub is_triggered: bool,
58    pub ts_triggered: Option<UnixNanos>,
59    pub protection_price: Option<Price>,
60    core: OrderCore,
61}
62
63impl StopMarketOrder {
64    /// Creates a new [`StopMarketOrder`] instance.
65    ///
66    /// # Errors
67    ///
68    /// Returns an error if:
69    /// - The `quantity` is not positive.
70    /// - The `display_qty` (when provided) exceeds `quantity`.
71    /// - The `time_in_force` is `GTD` **and** `expire_time` is `None` or zero.
72    #[expect(clippy::too_many_arguments)]
73    pub fn new_checked(
74        trader_id: TraderId,
75        strategy_id: StrategyId,
76        instrument_id: InstrumentId,
77        client_order_id: ClientOrderId,
78        order_side: OrderSide,
79        quantity: Quantity,
80        trigger_price: Price,
81        trigger_type: TriggerType,
82        time_in_force: TimeInForce,
83        expire_time: Option<UnixNanos>,
84        reduce_only: bool,
85        quote_quantity: bool,
86        display_qty: Option<Quantity>,
87        emulation_trigger: Option<TriggerType>,
88        trigger_instrument_id: Option<InstrumentId>,
89        contingency_type: Option<ContingencyType>,
90        order_list_id: Option<OrderListId>,
91        linked_order_ids: Option<Vec<ClientOrderId>>,
92        parent_order_id: Option<ClientOrderId>,
93        exec_algorithm_id: Option<ExecAlgorithmId>,
94        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
95        exec_spawn_id: Option<ClientOrderId>,
96        tags: Option<Vec<Ustr>>,
97        init_id: UUID4,
98        ts_init: UnixNanos,
99    ) -> Result<Self, OrderError> {
100        check_positive_quantity(quantity, stringify!(quantity))?;
101        check_display_qty(display_qty, quantity)?;
102        check_time_in_force(time_in_force, expire_time)?;
103
104        let init_order = OrderInitialized::new(
105            trader_id,
106            strategy_id,
107            instrument_id,
108            client_order_id,
109            order_side,
110            OrderType::StopMarket,
111            quantity,
112            time_in_force,
113            false,
114            reduce_only,
115            quote_quantity,
116            false,
117            init_id,
118            ts_init,
119            ts_init,
120            None,
121            Some(trigger_price),
122            Some(trigger_type),
123            None,
124            None,
125            None,
126            expire_time,
127            display_qty,
128            emulation_trigger,
129            trigger_instrument_id,
130            contingency_type,
131            order_list_id,
132            linked_order_ids,
133            parent_order_id,
134            exec_algorithm_id,
135            exec_algorithm_params,
136            exec_spawn_id,
137            tags,
138        );
139
140        Ok(Self {
141            core: OrderCore::new(init_order),
142            trigger_price,
143            trigger_type,
144            expire_time,
145            display_qty,
146            trigger_instrument_id,
147            is_triggered: false,
148            ts_triggered: None,
149            protection_price: None,
150        })
151    }
152
153    /// Creates a new [`StopMarketOrder`] instance.
154    ///
155    /// # Panics
156    ///
157    /// Panics if any order validation fails (see [`StopMarketOrder::new_checked`]).
158    #[expect(clippy::too_many_arguments)]
159    #[must_use]
160    pub fn new(
161        trader_id: TraderId,
162        strategy_id: StrategyId,
163        instrument_id: InstrumentId,
164        client_order_id: ClientOrderId,
165        order_side: OrderSide,
166        quantity: Quantity,
167        trigger_price: Price,
168        trigger_type: TriggerType,
169        time_in_force: TimeInForce,
170        expire_time: Option<UnixNanos>,
171        reduce_only: bool,
172        quote_quantity: bool,
173        display_qty: Option<Quantity>,
174        emulation_trigger: Option<TriggerType>,
175        trigger_instrument_id: Option<InstrumentId>,
176        contingency_type: Option<ContingencyType>,
177        order_list_id: Option<OrderListId>,
178        linked_order_ids: Option<Vec<ClientOrderId>>,
179        parent_order_id: Option<ClientOrderId>,
180        exec_algorithm_id: Option<ExecAlgorithmId>,
181        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
182        exec_spawn_id: Option<ClientOrderId>,
183        tags: Option<Vec<Ustr>>,
184        init_id: UUID4,
185        ts_init: UnixNanos,
186    ) -> Self {
187        Self::new_checked(
188            trader_id,
189            strategy_id,
190            instrument_id,
191            client_order_id,
192            order_side,
193            quantity,
194            trigger_price,
195            trigger_type,
196            time_in_force,
197            expire_time,
198            reduce_only,
199            quote_quantity,
200            display_qty,
201            emulation_trigger,
202            trigger_instrument_id,
203            contingency_type,
204            order_list_id,
205            linked_order_ids,
206            parent_order_id,
207            exec_algorithm_id,
208            exec_algorithm_params,
209            exec_spawn_id,
210            tags,
211            init_id,
212            ts_init,
213        )
214        .unwrap_or_else(|e| panic!("{FAILED}: {e}"))
215    }
216}
217
218impl PartialEq for StopMarketOrder {
219    fn eq(&self, other: &Self) -> bool {
220        self.client_order_id == other.client_order_id
221    }
222}
223
224impl Deref for StopMarketOrder {
225    type Target = OrderCore;
226
227    fn deref(&self) -> &Self::Target {
228        &self.core
229    }
230}
231
232impl DerefMut for StopMarketOrder {
233    fn deref_mut(&mut self) -> &mut Self::Target {
234        &mut self.core
235    }
236}
237
238impl Order for StopMarketOrder {
239    fn into_any(self) -> OrderAny {
240        OrderAny::StopMarket(self)
241    }
242
243    fn status(&self) -> OrderStatus {
244        self.status
245    }
246
247    fn trader_id(&self) -> TraderId {
248        self.trader_id
249    }
250
251    fn strategy_id(&self) -> StrategyId {
252        self.strategy_id
253    }
254
255    fn instrument_id(&self) -> InstrumentId {
256        self.instrument_id
257    }
258
259    fn symbol(&self) -> Symbol {
260        self.instrument_id.symbol
261    }
262
263    fn venue(&self) -> Venue {
264        self.instrument_id.venue
265    }
266
267    fn client_order_id(&self) -> ClientOrderId {
268        self.client_order_id
269    }
270
271    fn venue_order_id(&self) -> Option<VenueOrderId> {
272        self.venue_order_id
273    }
274
275    fn position_id(&self) -> Option<PositionId> {
276        self.position_id
277    }
278
279    fn account_id(&self) -> Option<AccountId> {
280        self.account_id
281    }
282
283    fn last_trade_id(&self) -> Option<TradeId> {
284        self.last_trade_id
285    }
286
287    fn order_side(&self) -> OrderSide {
288        self.side
289    }
290
291    fn order_type(&self) -> OrderType {
292        self.order_type
293    }
294
295    fn quantity(&self) -> Quantity {
296        self.quantity
297    }
298
299    fn time_in_force(&self) -> TimeInForce {
300        self.time_in_force
301    }
302
303    fn expire_time(&self) -> Option<UnixNanos> {
304        self.expire_time
305    }
306
307    fn price(&self) -> Option<Price> {
308        self.protection_price
309    }
310
311    fn trigger_price(&self) -> Option<Price> {
312        Some(self.trigger_price)
313    }
314
315    fn trigger_type(&self) -> Option<TriggerType> {
316        Some(self.trigger_type)
317    }
318
319    fn liquidity_side(&self) -> Option<LiquiditySide> {
320        self.liquidity_side
321    }
322
323    fn is_post_only(&self) -> bool {
324        false
325    }
326
327    fn is_reduce_only(&self) -> bool {
328        self.is_reduce_only
329    }
330
331    fn is_quote_quantity(&self) -> bool {
332        self.is_quote_quantity
333    }
334
335    fn has_price(&self) -> bool {
336        self.protection_price.is_some()
337    }
338
339    fn display_qty(&self) -> Option<Quantity> {
340        self.display_qty
341    }
342
343    fn limit_offset(&self) -> Option<Decimal> {
344        None
345    }
346
347    fn trailing_offset(&self) -> Option<Decimal> {
348        None
349    }
350
351    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
352        None
353    }
354
355    fn emulation_trigger(&self) -> Option<TriggerType> {
356        self.emulation_trigger
357    }
358
359    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
360        self.trigger_instrument_id
361    }
362
363    fn contingency_type(&self) -> Option<ContingencyType> {
364        self.contingency_type
365    }
366
367    fn order_list_id(&self) -> Option<OrderListId> {
368        self.order_list_id
369    }
370
371    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
372        self.linked_order_ids.as_deref()
373    }
374
375    fn parent_order_id(&self) -> Option<ClientOrderId> {
376        self.parent_order_id
377    }
378
379    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
380        self.exec_algorithm_id
381    }
382
383    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
384        self.exec_algorithm_params.as_ref()
385    }
386
387    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
388        self.exec_spawn_id
389    }
390
391    fn tags(&self) -> Option<&[Ustr]> {
392        self.tags.as_deref()
393    }
394
395    fn filled_qty(&self) -> Quantity {
396        self.filled_qty
397    }
398
399    fn leaves_qty(&self) -> Quantity {
400        self.leaves_qty
401    }
402
403    fn overfill_qty(&self) -> Quantity {
404        self.overfill_qty
405    }
406
407    fn avg_px(&self) -> Option<f64> {
408        self.avg_px
409    }
410
411    fn slippage(&self) -> Option<f64> {
412        self.slippage
413    }
414
415    fn init_id(&self) -> UUID4 {
416        self.init_id
417    }
418
419    fn ts_init(&self) -> UnixNanos {
420        self.ts_init
421    }
422
423    fn ts_submitted(&self) -> Option<UnixNanos> {
424        self.ts_submitted
425    }
426
427    fn ts_accepted(&self) -> Option<UnixNanos> {
428        self.ts_accepted
429    }
430
431    fn ts_closed(&self) -> Option<UnixNanos> {
432        self.ts_closed
433    }
434
435    fn ts_last(&self) -> UnixNanos {
436        self.ts_last
437    }
438
439    fn events(&self) -> Vec<&OrderEventAny> {
440        self.events.iter().collect()
441    }
442
443    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
444        self.venue_order_ids.iter().collect()
445    }
446
447    fn trade_ids(&self) -> Vec<&TradeId> {
448        self.trade_ids.iter().collect()
449    }
450
451    fn commissions(&self) -> &IndexMap<Currency, Money> {
452        &self.commissions
453    }
454
455    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
456        let is_order_filled = matches!(event, OrderEventAny::Filled(_));
457        let is_order_triggered = matches!(event, OrderEventAny::Triggered(_));
458        let ts_event = if is_order_triggered {
459            Some(event.ts_event())
460        } else {
461            None
462        };
463
464        self.core.apply(event.clone())?;
465
466        if let OrderEventAny::Updated(ref event) = event {
467            self.update(event);
468        }
469
470        if is_order_triggered {
471            self.is_triggered = true;
472            self.ts_triggered = ts_event;
473        }
474
475        if is_order_filled {
476            self.core.set_slippage(self.trigger_price);
477        }
478
479        Ok(())
480    }
481
482    fn update(&mut self, event: &OrderUpdated) {
483        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
484
485        if let Some(trigger_price) = event.trigger_price {
486            self.trigger_price = trigger_price;
487        }
488
489        self.protection_price = event.protection_price;
490        self.quantity = event.quantity;
491        self.leaves_qty = self.quantity.saturating_sub(self.filled_qty);
492    }
493
494    fn is_triggered(&self) -> Option<bool> {
495        Some(self.is_triggered)
496    }
497
498    fn set_position_id(&mut self, position_id: Option<PositionId>) {
499        self.position_id = position_id;
500    }
501
502    fn set_quantity(&mut self, quantity: Quantity) {
503        self.quantity = quantity;
504    }
505
506    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
507        self.leaves_qty = leaves_qty;
508    }
509
510    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
511        self.emulation_trigger = emulation_trigger;
512    }
513
514    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
515        self.is_quote_quantity = is_quote_quantity;
516    }
517
518    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
519        self.liquidity_side = Some(liquidity_side);
520    }
521
522    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
523        self.core.would_reduce_only(side, position_qty)
524    }
525
526    fn previous_status(&self) -> Option<OrderStatus> {
527        self.core.previous_status
528    }
529}
530
531impl Display for StopMarketOrder {
532    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
533        write!(
534            f,
535            "StopMarketOrder(\
536            {} {} {} {} {}, \
537            status={}, \
538            client_order_id={}, \
539            venue_order_id={}, \
540            position_id={}, \
541            exec_algorithm_id={}, \
542            exec_spawn_id={}, \
543            tags={:?}\
544            )",
545            self.side,
546            self.quantity.to_formatted_string(),
547            self.instrument_id,
548            self.order_type,
549            self.time_in_force,
550            self.status,
551            self.client_order_id,
552            self.venue_order_id.map_or_else(
553                || "None".to_string(),
554                |venue_order_id| format!("{venue_order_id}")
555            ),
556            self.position_id.map_or_else(
557                || "None".to_string(),
558                |position_id| format!("{position_id}")
559            ),
560            self.exec_algorithm_id
561                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
562            self.exec_spawn_id
563                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
564            self.tags
565        )
566    }
567}
568
569impl From<OrderInitialized> for StopMarketOrder {
570    fn from(event: OrderInitialized) -> Self {
571        Self::new(
572            event.trader_id,
573            event.strategy_id,
574            event.instrument_id,
575            event.client_order_id,
576            event.order_side,
577            event.quantity,
578            event.trigger_price.expect(
579                "Error initializing order: `trigger_price` was `None` for `StopMarketOrder`",
580            ),
581            event.trigger_type.expect(
582                "Error initializing order: `trigger_type` was `None` for `StopMarketOrder`",
583            ),
584            event.time_in_force,
585            event.expire_time,
586            event.reduce_only,
587            event.quote_quantity,
588            event.display_qty,
589            event.emulation_trigger,
590            event.trigger_instrument_id,
591            event.contingency_type,
592            event.order_list_id,
593            event.linked_order_ids,
594            event.parent_order_id,
595            event.exec_algorithm_id,
596            event.exec_algorithm_params,
597            event.exec_spawn_id,
598            event.tags,
599            event.event_id,
600            event.ts_event,
601        )
602    }
603}
604
605////////////////////////////////////////////////////////////////////////////////
606//  Tests
607////////////////////////////////////////////////////////////////////////////////
608#[cfg(test)]
609mod tests {
610    use rstest::rstest;
611
612    use super::*;
613    use crate::{
614        enums::{TimeInForce, TriggerType},
615        events::order::spec::OrderInitializedSpec,
616        identifiers::InstrumentId,
617        instruments::{CurrencyPair, stubs::*},
618        orders::{builder::OrderTestBuilder, stubs::TestOrderStubs},
619        types::{Price, Quantity},
620    };
621
622    #[rstest]
623    fn test_initialize(audusd_sim: CurrencyPair) {
624        let order = OrderTestBuilder::new(OrderType::StopMarket)
625            .instrument_id(audusd_sim.id)
626            .side(OrderSide::Buy)
627            .trigger_price(Price::from("0.68000"))
628            .trigger_type(TriggerType::LastPrice)
629            .quantity(Quantity::from(1))
630            .build();
631
632        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
633        assert_eq!(order.price(), None);
634
635        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
636
637        assert_eq!(order.is_triggered(), Some(false));
638        assert_eq!(order.filled_qty(), Quantity::from(0));
639        assert_eq!(order.leaves_qty(), Quantity::from(1));
640
641        assert_eq!(order.display_qty(), None);
642        assert_eq!(order.trigger_instrument_id(), None);
643        assert_eq!(order.order_list_id(), None);
644    }
645
646    #[rstest]
647    fn test_display(audusd_sim: CurrencyPair) {
648        let order = OrderTestBuilder::new(OrderType::StopMarket)
649            .instrument_id(audusd_sim.id)
650            .side(OrderSide::Buy)
651            .trigger_price(Price::from("0.68000"))
652            .trigger_type(TriggerType::LastPrice)
653            .quantity(Quantity::from(1))
654            .build();
655
656        assert_eq!(
657            order.to_string(),
658            "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)"
659        );
660    }
661
662    #[rstest]
663    #[should_panic(expected = "Condition failed: `display_qty` may not exceed `quantity`")]
664    fn test_display_qty_gt_quantity_err(audusd_sim: CurrencyPair) {
665        let _ = OrderTestBuilder::new(OrderType::StopMarket)
666            .instrument_id(audusd_sim.id)
667            .side(OrderSide::Buy)
668            .trigger_price(Price::from("0.68000"))
669            .trigger_type(TriggerType::LastPrice)
670            .quantity(Quantity::from(1))
671            .display_qty(Quantity::from(2))
672            .build();
673    }
674
675    #[rstest]
676    #[should_panic(
677        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
678    )]
679    fn test_quantity_zero_err(audusd_sim: CurrencyPair) {
680        let _ = OrderTestBuilder::new(OrderType::StopMarket)
681            .instrument_id(audusd_sim.id)
682            .side(OrderSide::Buy)
683            .trigger_price(Price::from("0.68000"))
684            .trigger_type(TriggerType::LastPrice)
685            .quantity(Quantity::from(0))
686            .build();
687    }
688
689    #[rstest]
690    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
691    fn test_gtd_without_expire_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            .time_in_force(TimeInForce::Gtd)
698            .quantity(Quantity::from(1))
699            .build();
700    }
701
702    #[rstest]
703    fn test_stop_market_order_update() {
704        // Create and accept a basic stop market order
705        let order = OrderTestBuilder::new(OrderType::StopMarket)
706            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
707            .quantity(Quantity::from(10))
708            .trigger_price(Price::new(100.0, 2))
709            .build();
710
711        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
712
713        // Update with new values
714        let updated_trigger_price = Price::new(95.0, 2);
715        let updated_quantity = Quantity::from(5);
716
717        let event = OrderUpdated {
718            client_order_id: accepted_order.client_order_id(),
719            strategy_id: accepted_order.strategy_id(),
720            trigger_price: Some(updated_trigger_price),
721            quantity: updated_quantity,
722            ..Default::default()
723        };
724
725        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
726
727        // Verify updates were applied correctly
728        assert_eq!(accepted_order.quantity(), updated_quantity);
729        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
730    }
731
732    #[rstest]
733    fn test_stop_market_order_expire_time() {
734        // Create a stop market order with an expire time
735        let expire_time = UnixNanos::from(1_234_567_890);
736        let order = OrderTestBuilder::new(OrderType::StopMarket)
737            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
738            .quantity(Quantity::from(10))
739            .trigger_price(Price::new(100.0, 2))
740            .expire_time(expire_time)
741            .build();
742
743        // Assert that the expire time is set correctly
744        assert_eq!(order.expire_time(), Some(expire_time));
745    }
746
747    #[rstest]
748    fn test_stop_market_order_trigger_instrument_id() {
749        // Create a stop market order with a trigger instrument ID
750        let trigger_instrument_id = InstrumentId::from("ETH-USDT.BINANCE");
751        let order = OrderTestBuilder::new(OrderType::StopMarket)
752            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
753            .quantity(Quantity::from(10))
754            .trigger_price(Price::new(100.0, 2))
755            .trigger_instrument_id(trigger_instrument_id)
756            .build();
757
758        // Assert that the trigger instrument ID is set correctly
759        assert_eq!(order.trigger_instrument_id(), Some(trigger_instrument_id));
760    }
761
762    #[rstest]
763    fn test_stop_market_order_from_order_initialized() {
764        // Create an OrderInitialized event with required fields
765        let order_initialized = OrderInitializedSpec::builder()
766            .order_type(OrderType::StopMarket)
767            .quantity(Quantity::from(10))
768            .trigger_price(Price::new(100.0, 2))
769            .trigger_type(TriggerType::Default)
770            .build();
771
772        // Convert the OrderInitialized event into a StopMarketOrder
773        let order: StopMarketOrder = order_initialized.clone().into();
774
775        // Assert fields match the OrderInitialized event
776        assert_eq!(order.trader_id(), order_initialized.trader_id);
777        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
778        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
779        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
780        assert_eq!(order.quantity(), order_initialized.quantity);
781        assert_eq!(order.trigger_price(), order_initialized.trigger_price);
782        assert_eq!(order.trigger_type(), order_initialized.trigger_type);
783    }
784
785    #[rstest]
786    fn test_stop_market_order_is_triggered() {
787        // Create a stop market order
788        let order = OrderTestBuilder::new(OrderType::StopMarket)
789            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
790            .quantity(Quantity::from(10))
791            .trigger_price(Price::new(100.0, 2))
792            .build();
793
794        // Assert that the is_triggered flag is initially false
795        assert_eq!(order.is_triggered(), Some(false));
796    }
797
798    #[rstest]
799    fn test_stop_market_order_protection_price_update() {
800        // Create and accept a basic stop market order
801        let order = OrderTestBuilder::new(OrderType::StopMarket)
802            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
803            .quantity(Quantity::from(10))
804            .trigger_price(Price::new(100.0, 2))
805            .build();
806
807        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
808
809        // Update with new values
810        let calculated_protection_price = Price::new(95.0, 2);
811
812        let event = OrderUpdated {
813            client_order_id: accepted_order.client_order_id(),
814            strategy_id: accepted_order.strategy_id(),
815            protection_price: Some(calculated_protection_price),
816            ..Default::default()
817        };
818
819        assert_eq!(accepted_order.price(), None);
820        assert!(!accepted_order.has_price());
821
822        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
823
824        // Verify updates were applied correctly
825        assert_eq!(accepted_order.price(), Some(calculated_protection_price));
826        assert!(accepted_order.has_price());
827    }
828}
nautilus_model/orders/stop_market.rs

nautilus_model/orders/
stop_market.rs
