nautilus_model/python/events/order/
updated.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 nautilus_core::{
17    UUID4,
18    python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3},
19};
20use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
21
22use crate::{
23    events::OrderUpdated,
24    identifiers::{AccountId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
25    types::{Price, Quantity},
26};
27
28#[pymethods]
29#[pyo3_stub_gen::derive::gen_stub_pymethods]
30impl OrderUpdated {
31    /// Creates a new `OrderUpdated` instance.
32    #[expect(clippy::too_many_arguments)]
33    #[new]
34    #[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, quantity, event_id, ts_event, ts_init, reconciliation, venue_order_id=None, account_id=None, price=None, trigger_price=None, protection_price=None, is_quote_quantity=false))]
35    fn py_new(
36        trader_id: TraderId,
37        strategy_id: StrategyId,
38        instrument_id: InstrumentId,
39        client_order_id: ClientOrderId,
40        quantity: Quantity,
41        event_id: UUID4,
42        ts_event: u64,
43        ts_init: u64,
44        reconciliation: bool,
45        venue_order_id: Option<VenueOrderId>,
46        account_id: Option<AccountId>,
47        price: Option<Price>,
48        trigger_price: Option<Price>,
49        protection_price: Option<Price>,
50        is_quote_quantity: bool,
51    ) -> Self {
52        Self::new(
53            trader_id,
54            strategy_id,
55            instrument_id,
56            client_order_id,
57            quantity,
58            event_id,
59            ts_event.into(),
60            ts_init.into(),
61            reconciliation,
62            venue_order_id,
63            account_id,
64            price,
65            trigger_price,
66            protection_price,
67            is_quote_quantity,
68        )
69    }
70
71    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
72        match op {
73            CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
74            CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
75            _ => py.NotImplemented(),
76        }
77    }
78
79    fn __repr__(&self) -> String {
80        format!("{self:?}")
81    }
82
83    fn __str__(&self) -> String {
84        self.to_string()
85    }
86
87    #[getter]
88    #[pyo3(name = "causation_id")]
89    fn py_causation_id(&self) -> Option<UUID4> {
90        self.causation_id
91    }
92
93    #[staticmethod]
94    #[pyo3(name = "from_dict")]
95    fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
96        from_dict_pyo3(py, values)
97    }
98
99    #[getter]
100    #[pyo3(name = "trader_id")]
101    fn py_trader_id(&self) -> TraderId {
102        self.trader_id
103    }
104
105    #[getter]
106    #[pyo3(name = "strategy_id")]
107    fn py_strategy_id(&self) -> StrategyId {
108        self.strategy_id
109    }
110
111    #[getter]
112    #[pyo3(name = "instrument_id")]
113    fn py_instrument_id(&self) -> InstrumentId {
114        self.instrument_id
115    }
116
117    #[getter]
118    #[pyo3(name = "client_order_id")]
119    fn py_client_order_id(&self) -> ClientOrderId {
120        self.client_order_id
121    }
122
123    #[getter]
124    #[pyo3(name = "venue_order_id")]
125    fn py_venue_order_id(&self) -> Option<VenueOrderId> {
126        self.venue_order_id
127    }
128
129    #[getter]
130    #[pyo3(name = "account_id")]
131    fn py_account_id(&self) -> Option<AccountId> {
132        self.account_id
133    }
134
135    #[getter]
136    #[pyo3(name = "quantity")]
137    fn py_quantity(&self) -> Quantity {
138        self.quantity
139    }
140
141    #[getter]
142    #[pyo3(name = "price")]
143    fn py_price(&self) -> Option<Price> {
144        self.price
145    }
146
147    #[getter]
148    #[pyo3(name = "trigger_price")]
149    fn py_trigger_price(&self) -> Option<Price> {
150        self.trigger_price
151    }
152
153    #[getter]
154    #[pyo3(name = "protection_price")]
155    fn py_protection_price(&self) -> Option<Price> {
156        self.protection_price
157    }
158
159    #[getter]
160    #[pyo3(name = "event_id")]
161    fn py_event_id(&self) -> UUID4 {
162        self.event_id
163    }
164
165    #[getter]
166    #[pyo3(name = "ts_event")]
167    fn py_ts_event(&self) -> u64 {
168        self.ts_event.as_u64()
169    }
170
171    #[getter]
172    #[pyo3(name = "ts_init")]
173    fn py_ts_init(&self) -> u64 {
174        self.ts_init.as_u64()
175    }
176
177    #[getter]
178    #[pyo3(name = "is_quote_quantity")]
179    fn py_is_quote_quantity(&self) -> bool {
180        self.is_quote_quantity
181    }
182
183    #[getter]
184    #[pyo3(name = "reconciliation")]
185    fn py_reconciliation(&self) -> bool {
186        self.reconciliation
187    }
188
189    #[pyo3(name = "to_dict")]
190    fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
191        let dict = PyDict::new(py);
192        dict.set_item("type", stringify!(OrderUpdated))?;
193        dict.set_item("trader_id", self.trader_id.to_string())?;
194        dict.set_item("strategy_id", self.strategy_id.to_string())?;
195        dict.set_item("instrument_id", self.instrument_id.to_string())?;
196        dict.set_item("client_order_id", self.client_order_id.to_string())?;
197        dict.set_item("quantity", self.quantity.to_string())?;
198        dict.set_item("event_id", self.event_id.to_string())?;
199        dict.set_item("ts_event", self.ts_event.as_u64())?;
200        dict.set_item("ts_init", self.ts_init.as_u64())?;
201        dict.set_item("reconciliation", self.reconciliation)?;
202        match self.venue_order_id {
203            Some(venue_order_id) => dict.set_item("venue_order_id", venue_order_id.to_string())?,
204            None => dict.set_item("venue_order_id", py.None())?,
205        }
206
207        match self.account_id {
208            Some(account_id) => dict.set_item("account_id", account_id.to_string())?,
209            None => dict.set_item("account_id", py.None())?,
210        }
211
212        match self.price {
213            Some(price) => dict.set_item("price", price.to_string())?,
214            None => dict.set_item("price", py.None())?,
215        }
216
217        match self.trigger_price {
218            Some(trigger_price) => dict.set_item("trigger_price", trigger_price.to_string())?,
219            None => dict.set_item("trigger_price", py.None())?,
220        }
221
222        match self.protection_price {
223            Some(protection_price) => {
224                dict.set_item("protection_price", protection_price.to_string())?;
225            }
226            None => dict.set_item("protection_price", py.None())?,
227        }
228        dict.set_item("is_quote_quantity", self.is_quote_quantity)?;
229        match self.causation_id {
230            Some(causation_id) => dict.set_item("causation_id", causation_id.to_string())?,
231            None => dict.set_item("causation_id", py.None())?,
232        }
233        Ok(dict.into())
234    }
235}
nautilus_model/python/events/order/updated.rs

nautilus_model/python/events/order/
updated.rs
