nautilus_model/events/order/
released.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 was released from the `OrderEmulated` by the Nautilus system.
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 OrderReleased {
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 price the order was released at.
58    pub released_price: Price,
59    /// The unique identifier for the event.
60    pub event_id: UUID4,
61    /// UNIX timestamp (nanoseconds) when the event occurred.
62    pub ts_event: UnixNanos,
63    /// UNIX timestamp (nanoseconds) when the event was initialized.
64    pub ts_init: UnixNanos,
65    /// The causation ID associated with the event.
66    #[serde(default, skip_serializing_if = "Option::is_none")]
67    pub causation_id: Option<UUID4>,
68}
69
70impl OrderReleased {
71    /// Creates a new [`OrderReleased`] instance.
72    #[expect(clippy::too_many_arguments)]
73    #[must_use]
74    pub fn new(
75        trader_id: TraderId,
76        strategy_id: StrategyId,
77        instrument_id: InstrumentId,
78        client_order_id: ClientOrderId,
79        released_price: Price,
80        event_id: UUID4,
81        ts_event: UnixNanos,
82        ts_init: UnixNanos,
83    ) -> Self {
84        Self {
85            trader_id,
86            strategy_id,
87            instrument_id,
88            client_order_id,
89            released_price,
90            event_id,
91            ts_event,
92            ts_init,
93            causation_id: None,
94        }
95    }
96}
97
98impl Debug for OrderReleased {
99    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
100        write!(
101            f,
102            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, released_price={}, event_id={}, ts_init={})",
103            stringify!(OrderReleased),
104            self.trader_id,
105            self.strategy_id,
106            self.instrument_id,
107            self.client_order_id,
108            self.released_price.to_formatted_string(),
109            self.event_id,
110            self.ts_init
111        )
112    }
113}
114
115impl Display for OrderReleased {
116    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
117        write!(
118            f,
119            "{}(instrument_id={}, client_order_id={}, released_price={})",
120            stringify!(OrderReleased),
121            self.instrument_id,
122            self.client_order_id,
123            self.released_price.to_formatted_string(),
124        )
125    }
126}
127
128impl OrderEvent for OrderReleased {
129    fn id(&self) -> UUID4 {
130        self.event_id
131    }
132
133    fn type_name(&self) -> &'static str {
134        stringify!(OrderReleased)
135    }
136
137    fn order_type(&self) -> Option<OrderType> {
138        None
139    }
140
141    fn order_side(&self) -> Option<OrderSide> {
142        None
143    }
144
145    fn trader_id(&self) -> TraderId {
146        self.trader_id
147    }
148
149    fn strategy_id(&self) -> StrategyId {
150        self.strategy_id
151    }
152
153    fn instrument_id(&self) -> InstrumentId {
154        self.instrument_id
155    }
156
157    fn trade_id(&self) -> Option<TradeId> {
158        None
159    }
160
161    fn currency(&self) -> Option<Currency> {
162        None
163    }
164
165    fn client_order_id(&self) -> ClientOrderId {
166        self.client_order_id
167    }
168
169    fn reason(&self) -> Option<Ustr> {
170        None
171    }
172
173    fn quantity(&self) -> Option<Quantity> {
174        None
175    }
176
177    fn time_in_force(&self) -> Option<TimeInForce> {
178        None
179    }
180
181    fn liquidity_side(&self) -> Option<LiquiditySide> {
182        None
183    }
184
185    fn post_only(&self) -> Option<bool> {
186        None
187    }
188
189    fn reduce_only(&self) -> Option<bool> {
190        None
191    }
192
193    fn quote_quantity(&self) -> Option<bool> {
194        None
195    }
196
197    fn reconciliation(&self) -> bool {
198        false
199    }
200
201    fn price(&self) -> Option<Price> {
202        None
203    }
204
205    fn last_px(&self) -> Option<Price> {
206        None
207    }
208
209    fn last_qty(&self) -> Option<Quantity> {
210        None
211    }
212
213    fn activation_price(&self) -> Option<Price> {
214        None
215    }
216
217    fn trigger_price(&self) -> Option<Price> {
218        None
219    }
220
221    fn trigger_type(&self) -> Option<TriggerType> {
222        None
223    }
224
225    fn limit_offset(&self) -> Option<Decimal> {
226        None
227    }
228
229    fn trailing_offset(&self) -> Option<Decimal> {
230        None
231    }
232
233    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
234        None
235    }
236
237    fn expire_time(&self) -> Option<UnixNanos> {
238        None
239    }
240
241    fn display_qty(&self) -> Option<Quantity> {
242        None
243    }
244
245    fn emulation_trigger(&self) -> Option<TriggerType> {
246        None
247    }
248
249    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
250        None
251    }
252
253    fn contingency_type(&self) -> Option<ContingencyType> {
254        None
255    }
256
257    fn order_list_id(&self) -> Option<OrderListId> {
258        None
259    }
260
261    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
262        None
263    }
264
265    fn parent_order_id(&self) -> Option<ClientOrderId> {
266        None
267    }
268
269    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
270        None
271    }
272
273    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
274        None
275    }
276
277    fn venue_order_id(&self) -> Option<VenueOrderId> {
278        None
279    }
280
281    fn account_id(&self) -> Option<AccountId> {
282        None
283    }
284
285    fn position_id(&self) -> Option<PositionId> {
286        None
287    }
288
289    fn commission(&self) -> Option<Money> {
290        None
291    }
292
293    fn ts_event(&self) -> UnixNanos {
294        self.ts_event
295    }
296
297    fn ts_init(&self) -> UnixNanos {
298        self.ts_init
299    }
300    fn causation_id(&self) -> Option<UUID4> {
301        self.causation_id
302    }
303
304    fn released_price(&self) -> Option<Price> {
305        Some(self.released_price)
306    }
307}
308
309#[cfg(test)]
310mod tests {
311    use nautilus_core::{UUID4, UnixNanos};
312    use rstest::rstest;
313
314    use crate::{
315        events::order::{released::OrderReleased, stubs::*},
316        identifiers::{ClientOrderId, InstrumentId, StrategyId, TraderId},
317        types::Price,
318    };
319
320    fn distinct_order_released() -> OrderReleased {
321        let mut event = OrderReleased::new(
322            TraderId::from("TRADER-001"),
323            StrategyId::from("S-002"),
324            InstrumentId::from("ETHUSDT-PERP.BINANCE"),
325            ClientOrderId::from("O-19700101-000000-001-001-3"),
326            Price::from("1234.56"),
327            UUID4::new(),
328            UnixNanos::from(111_222_333_444_555_666_u64),
329            UnixNanos::from(777_888_999_111_222_333_u64),
330        );
331        event.causation_id = Some(UUID4::new());
332        event
333    }
334
335    #[rstest]
336    fn test_order_released_display(order_released: OrderReleased) {
337        let display = format!("{order_released}");
338        assert_eq!(
339            display,
340            "OrderReleased(instrument_id=BTCUSDT.COINBASE, client_order_id=O-19700101-000000-001-001-1, released_price=22_000)"
341        );
342    }
343
344    #[rstest]
345    fn test_order_released_serialization() {
346        let original = distinct_order_released();
347
348        let json = serde_json::to_string(&original).unwrap();
349        let deserialized: OrderReleased = serde_json::from_str(&json).unwrap();
350
351        assert_eq!(deserialized.trader_id, original.trader_id);
352        assert_eq!(deserialized.strategy_id, original.strategy_id);
353        assert_eq!(deserialized.instrument_id, original.instrument_id);
354        assert_eq!(deserialized.client_order_id, original.client_order_id);
355        assert_eq!(deserialized.released_price, original.released_price);
356        assert_eq!(deserialized.event_id, original.event_id);
357        assert_eq!(deserialized.ts_event, original.ts_event);
358        assert_eq!(deserialized.ts_init, original.ts_init);
359        assert_eq!(deserialized.causation_id, original.causation_id);
360        assert_eq!(deserialized, original);
361    }
362}
nautilus_model/events/order/released.rs

nautilus_model/events/order/
released.rs
