nautilus_model/python/events/order/
filled.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 indexmap::IndexMap;
17use nautilus_core::{
18    UUID4,
19    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3},
20};
21use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
22
23use crate::{
24    enums::{LiquiditySide, OrderSide, OrderType},
25    events::OrderFilled,
26    identifiers::{
27        AccountId, ClientOrderId, InstrumentId, PositionId, StrategyId, TradeId, TraderId,
28        VenueOrderId,
29    },
30    orders::str_indexmap_to_ustr,
31    types::{Currency, Money, Price, Quantity},
32};
33
34#[pymethods]
35#[pyo3_stub_gen::derive::gen_stub_pymethods]
36impl OrderFilled {
37    /// Creates a new `OrderFilled` instance.
38    #[expect(clippy::too_many_arguments)]
39    #[new]
40    #[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, venue_order_id, account_id, trade_id, order_side, order_type, last_qty, last_px, currency, liquidity_side, event_id, ts_event, ts_init, reconciliation, position_id=None, commission=None, info=None))]
41    fn py_new(
42        trader_id: TraderId,
43        strategy_id: StrategyId,
44        instrument_id: InstrumentId,
45        client_order_id: ClientOrderId,
46        venue_order_id: VenueOrderId,
47        account_id: AccountId,
48        trade_id: TradeId,
49        order_side: OrderSide,
50        order_type: OrderType,
51        last_qty: Quantity,
52        last_px: Price,
53        currency: Currency,
54        liquidity_side: LiquiditySide,
55        event_id: UUID4,
56        ts_event: u64,
57        ts_init: u64,
58        reconciliation: bool,
59        position_id: Option<PositionId>,
60        commission: Option<Money>,
61        info: Option<IndexMap<String, String>>,
62    ) -> Self {
63        Self::new(
64            trader_id,
65            strategy_id,
66            instrument_id,
67            client_order_id,
68            venue_order_id,
69            account_id,
70            trade_id,
71            order_side,
72            order_type,
73            last_qty,
74            last_px,
75            currency,
76            liquidity_side,
77            event_id,
78            ts_event.into(),
79            ts_init.into(),
80            reconciliation,
81            position_id,
82            commission,
83            info.map(str_indexmap_to_ustr),
84        )
85    }
86
87    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
88        match op {
89            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
90            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
91            _ => py.NotImplemented(),
92        }
93    }
94
95    fn __repr__(&self) -> String {
96        format!("{self:?}")
97    }
98
99    fn __str__(&self) -> String {
100        self.to_string()
101    }
102
103    #[getter]
104    #[pyo3(name = "is_buy")]
105    fn py_is_buy(&self) -> bool {
106        self.is_buy()
107    }
108
109    #[getter]
110    #[pyo3(name = "is_sell")]
111    fn py_is_sell(&self) -> bool {
112        self.is_sell()
113    }
114
115    #[getter]
116    #[pyo3(name = "trader_id")]
117    fn py_trader_id(&self) -> TraderId {
118        self.trader_id
119    }
120
121    #[getter]
122    #[pyo3(name = "instrument_id")]
123    fn py_instrument_id(&self) -> InstrumentId {
124        self.instrument_id
125    }
126
127    #[getter]
128    #[pyo3(name = "strategy_id")]
129    fn py_strategy_id(&self) -> StrategyId {
130        self.strategy_id
131    }
132
133    #[getter]
134    #[pyo3(name = "client_order_id")]
135    fn py_client_order_id(&self) -> ClientOrderId {
136        self.client_order_id
137    }
138
139    #[getter]
140    #[pyo3(name = "venue_order_id")]
141    fn py_venue_order_id(&self) -> VenueOrderId {
142        self.venue_order_id
143    }
144
145    #[getter]
146    #[pyo3(name = "account_id")]
147    fn py_account_id(&self) -> AccountId {
148        self.account_id
149    }
150
151    #[getter]
152    #[pyo3(name = "trade_id")]
153    fn py_trade_id(&self) -> TradeId {
154        self.trade_id
155    }
156
157    #[getter]
158    #[pyo3(name = "order_side")]
159    fn py_order_side(&self) -> OrderSide {
160        self.order_side
161    }
162
163    #[getter]
164    #[pyo3(name = "last_qty")]
165    fn py_last_qty(&self) -> Quantity {
166        self.last_qty
167    }
168
169    #[getter]
170    #[pyo3(name = "last_px")]
171    fn py_last_px(&self) -> Price {
172        self.last_px
173    }
174
175    #[getter]
176    #[pyo3(name = "currency")]
177    fn py_currency(&self) -> Currency {
178        self.currency
179    }
180
181    #[getter]
182    #[pyo3(name = "liquidity_side")]
183    fn py_liquidity_side(&self) -> LiquiditySide {
184        self.liquidity_side
185    }
186
187    #[getter]
188    #[pyo3(name = "event_id")]
189    fn py_event_id(&self) -> UUID4 {
190        self.event_id
191    }
192
193    #[getter]
194    #[pyo3(name = "ts_event")]
195    fn py_ts_event(&self) -> u64 {
196        self.ts_event.as_u64()
197    }
198
199    #[getter]
200    #[pyo3(name = "ts_init")]
201    fn py_ts_init(&self) -> u64 {
202        self.ts_init.as_u64()
203    }
204
205    #[getter]
206    #[pyo3(name = "reconciliation")]
207    fn py_reconciliation(&self) -> bool {
208        self.reconciliation
209    }
210
211    #[getter]
212    #[pyo3(name = "position_id")]
213    fn py_position_id(&self) -> Option<PositionId> {
214        self.position_id
215    }
216
217    #[getter]
218    #[pyo3(name = "commission")]
219    fn py_commission(&self) -> Option<Money> {
220        self.commission
221    }
222
223    #[getter]
224    #[pyo3(name = "info")]
225    fn py_info(&self) -> Option<IndexMap<&str, &str>> {
226        self.info
227            .as_ref()
228            .map(|x| x.iter().map(|(k, v)| (k.as_str(), v.as_str())).collect())
229    }
230
231    #[getter]
232    #[pyo3(name = "order_type")]
233    fn py_order_type(&self) -> OrderType {
234        self.order_type
235    }
236
237    /// Constructs an [`OrderFilled`] from a Python dict.
238    ///
239    /// # Errors
240    ///
241    /// Returns a `PyErr` if deserialization from the Python dict fails.
242    #[staticmethod]
243    #[pyo3(name = "from_dict")]
244    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
245        from_dict_pyo3(py, values)
246    }
247
248    /// Converts this [`OrderFilled`] into a Python dict.
249    ///
250    /// # Errors
251    ///
252    /// Returns a `PyErr` if serialization into a Python dict fails.
253    #[pyo3(name = "to_dict")]
254    pub fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
255        let dict = PyDict::new(py);
256        dict.set_item("type", stringify!(OrderFilled))?;
257        dict.set_item("trader_id", self.trader_id.to_string())?;
258        dict.set_item("strategy_id", self.strategy_id.to_string())?;
259        dict.set_item("instrument_id", self.instrument_id.to_string())?;
260        dict.set_item("client_order_id", self.client_order_id.to_string())?;
261        dict.set_item("venue_order_id", self.venue_order_id.to_string())?;
262        dict.set_item("account_id", self.account_id.to_string())?;
263        dict.set_item("trade_id", self.trade_id.to_string())?;
264        dict.set_item("order_side", self.order_side.to_string())?;
265        dict.set_item("order_type", self.order_type.to_string())?;
266        dict.set_item("last_qty", self.last_qty.to_string())?;
267        dict.set_item("last_px", self.last_px.to_string())?;
268        dict.set_item("currency", self.currency.code.to_string())?;
269        dict.set_item("liquidity_side", self.liquidity_side.to_string())?;
270        dict.set_item("event_id", self.event_id.to_string())?;
271        dict.set_item("ts_event", self.ts_event.as_u64())?;
272        dict.set_item("ts_init", self.ts_init.as_u64())?;
273        dict.set_item("reconciliation", self.reconciliation)?;
274
275        match &self.info {
276            Some(info) => {
277                let py_info = PyDict::new(py);
278                for (key, value) in info {
279                    py_info.set_item(key.to_string(), value.to_string())?;
280                }
281                dict.set_item("info", py_info)?;
282            }
283            None => dict.set_item("info", py.None())?,
284        }
285
286        match self.position_id {
287            Some(position_id) => dict.set_item("position_id", position_id.to_string())?,
288            None => dict.set_item("position_id", py.None())?,
289        }
290
291        match self.commission {
292            Some(commission) => dict.set_item("commission", commission.to_string())?,
293            None => dict.set_item("commission", py.None())?,
294        }
295
296        match self.causation_id {
297            Some(causation_id) => dict.set_item("causation_id", causation_id.to_string())?,
298            None => dict.set_item("causation_id", py.None())?,
299        }
300        Ok(dict.into())
301    }
302}
nautilus_model/python/events/order/filled.rs

nautilus_model/python/events/order/
filled.rs
