nautilus_common/messages/
mod.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
16//! Message types for system communication.
17//!
18//! This module provides message types used for communication between different
19//! parts of the NautilusTrader system, including data requests, execution commands,
20//! and system control messages.
21
22use nautilus_model::{
23    data::{Data, FundingRateUpdate, InstrumentStatus, option_chain::OptionGreeks},
24    events::{
25        AccountState, OrderAcceptedBatch, OrderCanceledBatch, OrderEventAny, OrderSubmittedBatch,
26    },
27    instruments::InstrumentAny,
28};
29use strum::Display;
30
31pub mod data;
32pub mod execution;
33pub mod system;
34
35#[cfg(feature = "defi")]
36pub mod defi;
37
38// Re-exports
39pub use data::{DataResponse, SubscribeCommand, UnsubscribeCommand};
40pub use execution::ExecutionReport;
41
42// TODO: Refine this to reduce disparity between enum sizes
43#[allow(
44    clippy::large_enum_variant,
45    reason = "event enum keeps all data variants in one routing type"
46)]
47#[derive(Debug, Display)]
48pub enum DataEvent {
49    Response(DataResponse),
50    Data(Data),
51    // Kept separate from `Data` pending the decision on generic dispatch versus this routing enum
52    Instrument(InstrumentAny),
53    FundingRate(FundingRateUpdate),
54    InstrumentStatus(InstrumentStatus),
55    OptionGreeks(OptionGreeks),
56    // nautilus-import-ok: conditional compilation import
57    #[cfg(feature = "defi")]
58    DeFi(nautilus_model::defi::data::DefiData),
59}
60
61/// System command variants routed to a live node.
62#[derive(Debug, Clone, Copy, PartialEq, Eq, Display)]
63pub enum SystemCommand {
64    #[strum(transparent)]
65    ReconnectSocket(system::ReconnectSocket),
66}
67
68/// System event variants routed to a live node.
69#[derive(Debug, Clone, Copy, PartialEq, Eq, Display)]
70pub enum SystemEvent {
71    #[strum(transparent)]
72    SocketState(system::SocketStateChange),
73}
74
75/// Execution event variants for order events and reports.
76#[allow(clippy::large_enum_variant)]
77#[derive(Debug, Display)]
78pub enum ExecutionEvent {
79    #[strum(transparent)]
80    Order(OrderEventAny),
81    #[strum(transparent)]
82    OrderSubmittedBatch(OrderSubmittedBatch),
83    #[strum(transparent)]
84    OrderAcceptedBatch(OrderAcceptedBatch),
85    #[strum(transparent)]
86    OrderCanceledBatch(OrderCanceledBatch),
87    #[strum(transparent)]
88    Report(ExecutionReport),
89    #[strum(transparent)]
90    Account(AccountState),
91}
92
93#[cfg(test)]
94mod tests {
95    use nautilus_core::{UUID4, UnixNanos};
96    use nautilus_model::{
97        enums::AccountType,
98        events::OrderInitialized,
99        identifiers::{AccountId, ClientId, TraderId, Venue},
100        reports::ExecutionMassStatus,
101    };
102    use rstest::rstest;
103    use ustr::Ustr;
104
105    use super::*;
106    use crate::messages::system::{ReconnectSocket, SocketState, SocketStateChange};
107
108    #[rstest]
109    fn system_messages_delegate_display_to_inner() {
110        let command = ReconnectSocket::new(
111            TraderId::from("TRADER-001"),
112            ClientId::from("BINANCE"),
113            Ustr::from("orders"),
114            UnixNanos::from(1),
115        );
116        let event = SocketStateChange::new(
117            ClientId::from("BINANCE"),
118            Some(Venue::from("BINANCE")),
119            Ustr::from("orders"),
120            SocketState::Connected,
121        );
122        let command_expected = command.to_string();
123        let event_expected = event.to_string();
124
125        assert_eq!(
126            SystemCommand::ReconnectSocket(command).to_string(),
127            command_expected
128        );
129        assert_eq!(SystemEvent::SocketState(event).to_string(), event_expected);
130    }
131
132    #[rstest]
133    fn execution_events_delegate_display_to_inner() {
134        let order = OrderEventAny::Initialized(OrderInitialized::default());
135        let submitted_batch = OrderSubmittedBatch::new(Vec::new());
136        let accepted_batch = OrderAcceptedBatch::new(Vec::new());
137        let canceled_batch = OrderCanceledBatch::new(Vec::new());
138        let report = ExecutionReport::MassStatus(Box::new(ExecutionMassStatus::new(
139            ClientId::from("BINANCE"),
140            AccountId::from("BINANCE-001"),
141            Venue::from("BINANCE"),
142            UnixNanos::from(2),
143            Some(UUID4::from("00000000-0000-4000-8000-000000000001")),
144        )));
145        let account = AccountState::new(
146            AccountId::from("BINANCE-001"),
147            AccountType::Cash,
148            Vec::new(),
149            Vec::new(),
150            true,
151            UUID4::from("00000000-0000-4000-8000-000000000002"),
152            UnixNanos::from(3),
153            UnixNanos::from(4),
154            None,
155        );
156        let cases = [
157            (ExecutionEvent::Order(order.clone()), order.to_string()),
158            (
159                ExecutionEvent::OrderSubmittedBatch(submitted_batch.clone()),
160                submitted_batch.to_string(),
161            ),
162            (
163                ExecutionEvent::OrderAcceptedBatch(accepted_batch.clone()),
164                accepted_batch.to_string(),
165            ),
166            (
167                ExecutionEvent::OrderCanceledBatch(canceled_batch.clone()),
168                canceled_batch.to_string(),
169            ),
170            (ExecutionEvent::Report(report.clone()), report.to_string()),
171            (
172                ExecutionEvent::Account(account.clone()),
173                account.to_string(),
174            ),
175        ];
176
177        for (event, expected) in cases {
178            assert_eq!(event.to_string(), expected);
179        }
180    }
181}
nautilus_common/messages/mod.rs

nautilus_common/messages/
mod.rs
