nautilus_model/events/order/
canceled.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::fmt::{Debug, Display};
17
18use nautilus_core::{UUID4, UnixNanos};
19use rust_decimal::Decimal;
20use serde::{Deserialize, Serialize};
21use ustr::Ustr;
22
23use crate::{
24    enums::{
25        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
26        TriggerType,
27    },
28    events::OrderEvent,
29    identifiers::{
30        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
31        StrategyId, TradeId, TraderId, VenueOrderId,
32    },
33    types::{Currency, Money, Price, Quantity},
34};
35
36/// Represents an event where an order has been canceled at the trading venue.
37#[repr(C)]
38#[derive(Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
39#[serde(tag = "type")]
40#[cfg_attr(
41    feature = "python",
42    pyo3::pyclass(module = "nautilus_trader.model", from_py_object)
43)]
44#[cfg_attr(
45    feature = "python",
46    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.model")
47)]
48pub struct OrderCanceled {
49    /// The trader ID associated with the event.
50    pub trader_id: TraderId,
51    /// The strategy ID associated with the event.
52    pub strategy_id: StrategyId,
53    /// The instrument ID associated with the event.
54    pub instrument_id: InstrumentId,
55    /// The client order ID associated with the event.
56    pub client_order_id: ClientOrderId,
57    /// The unique identifier for the event.
58    pub event_id: UUID4,
59    /// UNIX timestamp (nanoseconds) when the event occurred.
60    pub ts_event: UnixNanos,
61    /// UNIX timestamp (nanoseconds) when the event was initialized.
62    pub ts_init: UnixNanos,
63    /// If the event was generated during reconciliation.
64    pub reconciliation: bool,
65    /// The venue order ID associated with the event.
66    pub venue_order_id: Option<VenueOrderId>,
67    /// The account ID associated with the event.
68    pub account_id: Option<AccountId>,
69    /// The cancellation reason supplied by the venue.
70    #[serde(default, skip_serializing_if = "Option::is_none")]
71    pub reason: Option<Ustr>,
72    /// The causation ID associated with the event.
73    #[serde(default, skip_serializing_if = "Option::is_none")]
74    pub causation_id: Option<UUID4>,
75}
76
77impl OrderCanceled {
78    /// Creates a new [`OrderCanceled`] instance.
79    #[expect(clippy::too_many_arguments)]
80    #[must_use]
81    pub fn new(
82        trader_id: TraderId,
83        strategy_id: StrategyId,
84        instrument_id: InstrumentId,
85        client_order_id: ClientOrderId,
86        event_id: UUID4,
87        ts_event: UnixNanos,
88        ts_init: UnixNanos,
89        reconciliation: bool,
90        venue_order_id: Option<VenueOrderId>,
91        account_id: Option<AccountId>,
92        reason: Option<Ustr>,
93    ) -> Self {
94        Self {
95            trader_id,
96            strategy_id,
97            instrument_id,
98            client_order_id,
99            event_id,
100            ts_event,
101            ts_init,
102            reconciliation,
103            venue_order_id,
104            account_id,
105            reason,
106            causation_id: None,
107        }
108    }
109}
110
111impl Debug for OrderCanceled {
112    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
113        write!(
114            f,
115            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, event_id={}, ts_event={}, ts_init={})",
116            stringify!(OrderCanceled),
117            self.trader_id,
118            self.strategy_id,
119            self.instrument_id,
120            self.client_order_id,
121            self.venue_order_id.map_or_else(
122                || "None".to_string(),
123                |venue_order_id| format!("{venue_order_id}")
124            ),
125            self.account_id
126                .map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
127            self.event_id,
128            self.ts_event,
129            self.ts_init
130        )
131    }
132}
133
134impl Display for OrderCanceled {
135    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
136        write!(
137            f,
138            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, reason={}, ts_event={})",
139            stringify!(OrderCanceled),
140            self.instrument_id,
141            self.client_order_id,
142            self.venue_order_id
143                .map_or("None".to_string(), |venue_order_id| format!(
144                    "{venue_order_id}"
145                )),
146            self.account_id
147                .map_or("None".to_string(), |account_id| format!("{account_id}")),
148            self.reason.map_or("None", |reason| reason.as_str()),
149            self.ts_event
150        )
151    }
152}
153
154impl OrderEvent for OrderCanceled {
155    fn id(&self) -> UUID4 {
156        self.event_id
157    }
158
159    fn type_name(&self) -> &'static str {
160        stringify!(OrderCanceled)
161    }
162
163    fn order_type(&self) -> Option<OrderType> {
164        None
165    }
166
167    fn order_side(&self) -> Option<OrderSide> {
168        None
169    }
170
171    fn trader_id(&self) -> TraderId {
172        self.trader_id
173    }
174
175    fn strategy_id(&self) -> StrategyId {
176        self.strategy_id
177    }
178
179    fn instrument_id(&self) -> InstrumentId {
180        self.instrument_id
181    }
182
183    fn trade_id(&self) -> Option<TradeId> {
184        None
185    }
186
187    fn currency(&self) -> Option<Currency> {
188        None
189    }
190
191    fn client_order_id(&self) -> ClientOrderId {
192        self.client_order_id
193    }
194
195    fn reason(&self) -> Option<Ustr> {
196        self.reason
197    }
198
199    fn quantity(&self) -> Option<Quantity> {
200        None
201    }
202
203    fn time_in_force(&self) -> Option<TimeInForce> {
204        None
205    }
206
207    fn liquidity_side(&self) -> Option<LiquiditySide> {
208        None
209    }
210
211    fn post_only(&self) -> Option<bool> {
212        None
213    }
214
215    fn reduce_only(&self) -> Option<bool> {
216        None
217    }
218
219    fn quote_quantity(&self) -> Option<bool> {
220        None
221    }
222
223    fn reconciliation(&self) -> bool {
224        self.reconciliation
225    }
226
227    fn price(&self) -> Option<Price> {
228        None
229    }
230
231    fn last_px(&self) -> Option<Price> {
232        None
233    }
234
235    fn last_qty(&self) -> Option<Quantity> {
236        None
237    }
238
239    fn activation_price(&self) -> Option<Price> {
240        None
241    }
242
243    fn trigger_price(&self) -> Option<Price> {
244        None
245    }
246
247    fn trigger_type(&self) -> Option<TriggerType> {
248        None
249    }
250
251    fn limit_offset(&self) -> Option<Decimal> {
252        None
253    }
254
255    fn trailing_offset(&self) -> Option<Decimal> {
256        None
257    }
258
259    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
260        None
261    }
262
263    fn expire_time(&self) -> Option<UnixNanos> {
264        None
265    }
266
267    fn display_qty(&self) -> Option<Quantity> {
268        None
269    }
270
271    fn emulation_trigger(&self) -> Option<TriggerType> {
272        None
273    }
274
275    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
276        None
277    }
278
279    fn contingency_type(&self) -> Option<ContingencyType> {
280        None
281    }
282
283    fn order_list_id(&self) -> Option<OrderListId> {
284        None
285    }
286
287    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
288        None
289    }
290
291    fn parent_order_id(&self) -> Option<ClientOrderId> {
292        None
293    }
294
295    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
296        None
297    }
298
299    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
300        None
301    }
302
303    fn venue_order_id(&self) -> Option<VenueOrderId> {
304        self.venue_order_id
305    }
306
307    fn account_id(&self) -> Option<AccountId> {
308        self.account_id
309    }
310
311    fn position_id(&self) -> Option<PositionId> {
312        None
313    }
314
315    fn commission(&self) -> Option<Money> {
316        None
317    }
318
319    fn ts_event(&self) -> UnixNanos {
320        self.ts_event
321    }
322
323    fn ts_init(&self) -> UnixNanos {
324        self.ts_init
325    }
326    fn causation_id(&self) -> Option<UUID4> {
327        self.causation_id
328    }
329}
330
331#[cfg(test)]
332mod tests {
333    use rstest::rstest;
334
335    use super::*;
336
337    #[rstest]
338    fn test_serialization_roundtrip_with_reason() {
339        let original = OrderCanceled {
340            reason: Some(Ustr::from("not-enough-liquidity")),
341            ..OrderCanceled::default()
342        };
343        let json = serde_json::to_string(&original).unwrap();
344        let deserialized: OrderCanceled = serde_json::from_str(&json).unwrap();
345        assert_eq!(original, deserialized);
346        assert_eq!(
347            deserialized.reason(),
348            Some(Ustr::from("not-enough-liquidity"))
349        );
350    }
351
352    #[rstest]
353    fn test_deserialization_defaults_missing_reason_to_none() {
354        let payload = serde_json::to_value(OrderCanceled::default()).unwrap();
355        assert!(payload.get("reason").is_none());
356
357        let deserialized: OrderCanceled = serde_json::from_value(payload).unwrap();
358
359        assert_eq!(deserialized.reason(), None);
360    }
361}
nautilus_model/events/order/canceled.rs

nautilus_model/events/order/
canceled.rs
