nautilus_serialization/arrow/
order_event.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::collections::HashMap;
17
18use arrow::{datatypes::Schema, error::ArrowError, record_batch::RecordBatch};
19use nautilus_model::events::{
20    OrderAccepted, OrderCancelRejected, OrderCanceled, OrderDenied, OrderEmulated, OrderExpired,
21    OrderFillVoided, OrderFilled, OrderInitialized, OrderModifyRejected, OrderPendingCancel,
22    OrderPendingUpdate, OrderRejected, OrderReleased, OrderSubmitted, OrderTriggered, OrderUpdated,
23};
24
25use super::{
26    ArrowSchemaProvider, DecodeTypedFromRecordBatch, EncodeToRecordBatch, EncodingError,
27    KEY_INSTRUMENT_ID,
28    json::{JsonFieldSpec, decode_batch, encode_batch, metadata_for_type, schema_for_type},
29};
30
31const ORDER_INITIALIZED_FIELDS: &[JsonFieldSpec] = &[
32    JsonFieldSpec::utf8("trader_id", false),
33    JsonFieldSpec::utf8("strategy_id", false),
34    JsonFieldSpec::utf8("instrument_id", false),
35    JsonFieldSpec::utf8("client_order_id", false),
36    JsonFieldSpec::utf8("order_side", false),
37    JsonFieldSpec::utf8("order_type", false),
38    JsonFieldSpec::utf8("quantity", false),
39    JsonFieldSpec::utf8("time_in_force", false),
40    JsonFieldSpec::boolean("post_only", false),
41    JsonFieldSpec::boolean("reduce_only", false),
42    JsonFieldSpec::boolean("quote_quantity", false),
43    JsonFieldSpec::boolean("reconciliation", false),
44    JsonFieldSpec::utf8("event_id", false),
45    JsonFieldSpec::timestamp("ts_event", false),
46    JsonFieldSpec::timestamp("ts_init", false),
47    JsonFieldSpec::utf8("price", true),
48    JsonFieldSpec::utf8("trigger_price", true),
49    JsonFieldSpec::utf8("trigger_type", true),
50    JsonFieldSpec::utf8("limit_offset", true),
51    JsonFieldSpec::utf8("trailing_offset", true),
52    JsonFieldSpec::utf8("trailing_offset_type", true),
53    JsonFieldSpec::timestamp("expire_time", true),
54    JsonFieldSpec::utf8("display_qty", true),
55    JsonFieldSpec::utf8("emulation_trigger", true),
56    JsonFieldSpec::utf8("trigger_instrument_id", true),
57    JsonFieldSpec::utf8("contingency_type", true),
58    JsonFieldSpec::utf8("order_list_id", true),
59    JsonFieldSpec::utf8_json("linked_order_ids", true),
60    JsonFieldSpec::utf8("parent_order_id", true),
61    JsonFieldSpec::utf8("exec_algorithm_id", true),
62    JsonFieldSpec::utf8_json("exec_algorithm_params", true),
63    JsonFieldSpec::utf8("exec_spawn_id", true),
64    JsonFieldSpec::utf8_json("tags", true),
65    // Appended (not inserted) so older batches without this column fail with a clean
66    // `MissingColumn` error rather than silently reading a shifted column.
67    JsonFieldSpec::utf8("activation_price", true),
68];
69
70const ORDER_DENIED_FIELDS: &[JsonFieldSpec] = &[
71    JsonFieldSpec::utf8("trader_id", false),
72    JsonFieldSpec::utf8("strategy_id", false),
73    JsonFieldSpec::utf8("instrument_id", false),
74    JsonFieldSpec::utf8("client_order_id", false),
75    JsonFieldSpec::utf8("reason", false),
76    JsonFieldSpec::utf8("event_id", false),
77    JsonFieldSpec::timestamp("ts_event", false),
78    JsonFieldSpec::timestamp("ts_init", false),
79];
80
81const ORDER_EMULATED_FIELDS: &[JsonFieldSpec] = &[
82    JsonFieldSpec::utf8("trader_id", false),
83    JsonFieldSpec::utf8("strategy_id", false),
84    JsonFieldSpec::utf8("instrument_id", false),
85    JsonFieldSpec::utf8("client_order_id", false),
86    JsonFieldSpec::utf8("event_id", false),
87    JsonFieldSpec::timestamp("ts_event", false),
88    JsonFieldSpec::timestamp("ts_init", false),
89];
90
91const ORDER_SUBMITTED_FIELDS: &[JsonFieldSpec] = &[
92    JsonFieldSpec::utf8("trader_id", false),
93    JsonFieldSpec::utf8("strategy_id", false),
94    JsonFieldSpec::utf8("instrument_id", false),
95    JsonFieldSpec::utf8("client_order_id", false),
96    JsonFieldSpec::utf8("account_id", false),
97    JsonFieldSpec::utf8("event_id", false),
98    JsonFieldSpec::timestamp("ts_event", false),
99    JsonFieldSpec::timestamp("ts_init", false),
100];
101
102const ORDER_ACCEPTED_FIELDS: &[JsonFieldSpec] = &[
103    JsonFieldSpec::utf8("trader_id", false),
104    JsonFieldSpec::utf8("strategy_id", false),
105    JsonFieldSpec::utf8("instrument_id", false),
106    JsonFieldSpec::utf8("client_order_id", false),
107    JsonFieldSpec::utf8("venue_order_id", false),
108    JsonFieldSpec::utf8("account_id", false),
109    JsonFieldSpec::utf8("event_id", false),
110    JsonFieldSpec::timestamp("ts_event", false),
111    JsonFieldSpec::timestamp("ts_init", false),
112    JsonFieldSpec::boolean("reconciliation", false),
113];
114
115const ORDER_REJECTED_FIELDS: &[JsonFieldSpec] = &[
116    JsonFieldSpec::utf8("trader_id", false),
117    JsonFieldSpec::utf8("strategy_id", false),
118    JsonFieldSpec::utf8("instrument_id", false),
119    JsonFieldSpec::utf8("client_order_id", false),
120    JsonFieldSpec::utf8("account_id", false),
121    JsonFieldSpec::utf8("reason", false),
122    JsonFieldSpec::utf8("event_id", false),
123    JsonFieldSpec::timestamp("ts_event", false),
124    JsonFieldSpec::timestamp("ts_init", false),
125    JsonFieldSpec::boolean("reconciliation", false),
126    JsonFieldSpec::boolean("due_post_only", false),
127];
128
129const ORDER_PENDING_CANCEL_FIELDS: &[JsonFieldSpec] = &[
130    JsonFieldSpec::utf8("trader_id", false),
131    JsonFieldSpec::utf8("strategy_id", false),
132    JsonFieldSpec::utf8("instrument_id", false),
133    JsonFieldSpec::utf8("client_order_id", false),
134    JsonFieldSpec::utf8("account_id", true),
135    JsonFieldSpec::utf8("event_id", false),
136    JsonFieldSpec::timestamp("ts_event", false),
137    JsonFieldSpec::timestamp("ts_init", false),
138    JsonFieldSpec::boolean("reconciliation", false),
139    JsonFieldSpec::utf8("venue_order_id", true),
140];
141
142const ORDER_CANCELED_FIELDS: &[JsonFieldSpec] = &[
143    JsonFieldSpec::utf8("trader_id", false),
144    JsonFieldSpec::utf8("strategy_id", false),
145    JsonFieldSpec::utf8("instrument_id", false),
146    JsonFieldSpec::utf8("client_order_id", false),
147    JsonFieldSpec::utf8("event_id", false),
148    JsonFieldSpec::timestamp("ts_event", false),
149    JsonFieldSpec::timestamp("ts_init", false),
150    JsonFieldSpec::boolean("reconciliation", false),
151    JsonFieldSpec::utf8("venue_order_id", true),
152    JsonFieldSpec::utf8("account_id", true),
153];
154
155const ORDER_CANCEL_REJECTED_FIELDS: &[JsonFieldSpec] = &[
156    JsonFieldSpec::utf8("trader_id", false),
157    JsonFieldSpec::utf8("strategy_id", false),
158    JsonFieldSpec::utf8("instrument_id", false),
159    JsonFieldSpec::utf8("client_order_id", false),
160    JsonFieldSpec::utf8("reason", false),
161    JsonFieldSpec::utf8("event_id", false),
162    JsonFieldSpec::timestamp("ts_event", false),
163    JsonFieldSpec::timestamp("ts_init", false),
164    JsonFieldSpec::boolean("reconciliation", false),
165    JsonFieldSpec::utf8("venue_order_id", true),
166    JsonFieldSpec::utf8("account_id", true),
167];
168
169const ORDER_EXPIRED_FIELDS: &[JsonFieldSpec] = &[
170    JsonFieldSpec::utf8("trader_id", false),
171    JsonFieldSpec::utf8("strategy_id", false),
172    JsonFieldSpec::utf8("instrument_id", false),
173    JsonFieldSpec::utf8("client_order_id", false),
174    JsonFieldSpec::utf8("event_id", false),
175    JsonFieldSpec::timestamp("ts_event", false),
176    JsonFieldSpec::timestamp("ts_init", false),
177    JsonFieldSpec::boolean("reconciliation", false),
178    JsonFieldSpec::utf8("venue_order_id", true),
179    JsonFieldSpec::utf8("account_id", true),
180];
181
182const ORDER_TRIGGERED_FIELDS: &[JsonFieldSpec] = &[
183    JsonFieldSpec::utf8("trader_id", false),
184    JsonFieldSpec::utf8("strategy_id", false),
185    JsonFieldSpec::utf8("instrument_id", false),
186    JsonFieldSpec::utf8("client_order_id", false),
187    JsonFieldSpec::utf8("event_id", false),
188    JsonFieldSpec::timestamp("ts_event", false),
189    JsonFieldSpec::timestamp("ts_init", false),
190    JsonFieldSpec::boolean("reconciliation", false),
191    JsonFieldSpec::utf8("venue_order_id", true),
192    JsonFieldSpec::utf8("account_id", true),
193];
194
195const ORDER_PENDING_UPDATE_FIELDS: &[JsonFieldSpec] = &[
196    JsonFieldSpec::utf8("trader_id", false),
197    JsonFieldSpec::utf8("strategy_id", false),
198    JsonFieldSpec::utf8("instrument_id", false),
199    JsonFieldSpec::utf8("client_order_id", false),
200    JsonFieldSpec::utf8("account_id", true),
201    JsonFieldSpec::utf8("event_id", false),
202    JsonFieldSpec::timestamp("ts_event", false),
203    JsonFieldSpec::timestamp("ts_init", false),
204    JsonFieldSpec::boolean("reconciliation", false),
205    JsonFieldSpec::utf8("venue_order_id", true),
206];
207
208const ORDER_RELEASED_FIELDS: &[JsonFieldSpec] = &[
209    JsonFieldSpec::utf8("trader_id", false),
210    JsonFieldSpec::utf8("strategy_id", false),
211    JsonFieldSpec::utf8("instrument_id", false),
212    JsonFieldSpec::utf8("client_order_id", false),
213    JsonFieldSpec::utf8("released_price", false),
214    JsonFieldSpec::utf8("event_id", false),
215    JsonFieldSpec::timestamp("ts_event", false),
216    JsonFieldSpec::timestamp("ts_init", false),
217];
218
219const ORDER_MODIFY_REJECTED_FIELDS: &[JsonFieldSpec] = &[
220    JsonFieldSpec::utf8("trader_id", false),
221    JsonFieldSpec::utf8("strategy_id", false),
222    JsonFieldSpec::utf8("instrument_id", false),
223    JsonFieldSpec::utf8("client_order_id", false),
224    JsonFieldSpec::utf8("reason", false),
225    JsonFieldSpec::utf8("event_id", false),
226    JsonFieldSpec::timestamp("ts_event", false),
227    JsonFieldSpec::timestamp("ts_init", false),
228    JsonFieldSpec::boolean("reconciliation", false),
229    JsonFieldSpec::utf8("venue_order_id", true),
230    JsonFieldSpec::utf8("account_id", true),
231];
232
233const ORDER_UPDATED_FIELDS: &[JsonFieldSpec] = &[
234    JsonFieldSpec::utf8("trader_id", false),
235    JsonFieldSpec::utf8("strategy_id", false),
236    JsonFieldSpec::utf8("instrument_id", false),
237    JsonFieldSpec::utf8("client_order_id", false),
238    JsonFieldSpec::utf8("venue_order_id", true),
239    JsonFieldSpec::utf8("account_id", true),
240    JsonFieldSpec::utf8("quantity", false),
241    JsonFieldSpec::utf8("price", true),
242    JsonFieldSpec::utf8("trigger_price", true),
243    JsonFieldSpec::utf8("protection_price", true),
244    JsonFieldSpec::boolean("is_quote_quantity", false),
245    JsonFieldSpec::utf8("event_id", false),
246    JsonFieldSpec::timestamp("ts_event", false),
247    JsonFieldSpec::timestamp("ts_init", false),
248    JsonFieldSpec::boolean("reconciliation", false),
249];
250
251const ORDER_FILLED_FIELDS: &[JsonFieldSpec] = &[
252    JsonFieldSpec::utf8("trader_id", false),
253    JsonFieldSpec::utf8("strategy_id", false),
254    JsonFieldSpec::utf8("instrument_id", false),
255    JsonFieldSpec::utf8("client_order_id", false),
256    JsonFieldSpec::utf8("venue_order_id", false),
257    JsonFieldSpec::utf8("account_id", false),
258    JsonFieldSpec::utf8("trade_id", false),
259    JsonFieldSpec::utf8("order_side", false),
260    JsonFieldSpec::utf8("order_type", false),
261    JsonFieldSpec::utf8("last_qty", false),
262    JsonFieldSpec::utf8("last_px", false),
263    JsonFieldSpec::utf8("currency", false),
264    JsonFieldSpec::utf8("liquidity_side", false),
265    JsonFieldSpec::utf8("event_id", false),
266    JsonFieldSpec::timestamp("ts_event", false),
267    JsonFieldSpec::timestamp("ts_init", false),
268    JsonFieldSpec::boolean("reconciliation", false),
269    JsonFieldSpec::utf8("position_id", true),
270    JsonFieldSpec::utf8("commission", true),
271    JsonFieldSpec::utf8_json("info", true),
272];
273
274const ORDER_FILL_VOIDED_FIELDS: &[JsonFieldSpec] = &[
275    JsonFieldSpec::utf8("trader_id", false),
276    JsonFieldSpec::utf8("strategy_id", false),
277    JsonFieldSpec::utf8("instrument_id", false),
278    JsonFieldSpec::utf8("client_order_id", false),
279    JsonFieldSpec::utf8("venue_order_id", false),
280    JsonFieldSpec::utf8("account_id", false),
281    JsonFieldSpec::utf8("correction_id", false),
282    JsonFieldSpec::utf8("trade_id", false),
283    JsonFieldSpec::utf8("voided_qty", false),
284    JsonFieldSpec::utf8("commission_voided", true),
285    JsonFieldSpec::utf8("order_side", false),
286    JsonFieldSpec::utf8("order_type", false),
287    JsonFieldSpec::utf8("last_px", false),
288    JsonFieldSpec::utf8("currency", false),
289    JsonFieldSpec::utf8("liquidity_side", false),
290    JsonFieldSpec::utf8("position_id", true),
291    JsonFieldSpec::utf8("reason", true),
292    JsonFieldSpec::utf8_json("info", true),
293    JsonFieldSpec::utf8("event_id", false),
294    JsonFieldSpec::timestamp("ts_event", false),
295    JsonFieldSpec::timestamp("ts_init", false),
296    JsonFieldSpec::boolean("reconciliation", false),
297    JsonFieldSpec::boolean("is_reopened", false),
298    JsonFieldSpec::utf8("causation_id", true),
299];
300
301fn instrument_metadata(type_name: &'static str, instrument_id: &str) -> HashMap<String, String> {
302    let mut metadata = metadata_for_type(type_name);
303    metadata.insert(KEY_INSTRUMENT_ID.to_string(), instrument_id.to_string());
304    metadata
305}
306
307macro_rules! impl_order_event_arrow {
308    ($type:ty, $type_name:expr, $fields:expr) => {
309        impl ArrowSchemaProvider for $type {
310            fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
311                schema_for_type($type_name, metadata, $fields)
312            }
313        }
314
315        impl EncodeToRecordBatch for $type {
316            fn encode_batch<T>(
317                metadata: &HashMap<String, String>,
318                data: &[T],
319            ) -> Result<RecordBatch, ArrowError>
320            where
321                T: std::borrow::Borrow<Self>,
322            {
323                encode_batch(
324                    $type_name,
325                    metadata,
326                    data.iter().map(std::borrow::Borrow::borrow),
327                    $fields,
328                )
329            }
330
331            fn metadata(&self) -> HashMap<String, String> {
332                instrument_metadata($type_name, &self.instrument_id.to_string())
333            }
334        }
335
336        impl DecodeTypedFromRecordBatch for $type {
337            fn decode_typed_batch(
338                metadata: &HashMap<String, String>,
339                record_batch: RecordBatch,
340            ) -> Result<Vec<Self>, EncodingError> {
341                decode_batch(metadata, &record_batch, $fields, Some($type_name))
342            }
343        }
344    };
345}
346
347impl_order_event_arrow!(
348    OrderInitialized,
349    "OrderInitialized",
350    ORDER_INITIALIZED_FIELDS
351);
352impl_order_event_arrow!(OrderDenied, "OrderDenied", ORDER_DENIED_FIELDS);
353impl_order_event_arrow!(OrderEmulated, "OrderEmulated", ORDER_EMULATED_FIELDS);
354impl_order_event_arrow!(OrderSubmitted, "OrderSubmitted", ORDER_SUBMITTED_FIELDS);
355impl_order_event_arrow!(OrderAccepted, "OrderAccepted", ORDER_ACCEPTED_FIELDS);
356impl_order_event_arrow!(OrderRejected, "OrderRejected", ORDER_REJECTED_FIELDS);
357impl_order_event_arrow!(
358    OrderPendingCancel,
359    "OrderPendingCancel",
360    ORDER_PENDING_CANCEL_FIELDS
361);
362impl_order_event_arrow!(OrderCanceled, "OrderCanceled", ORDER_CANCELED_FIELDS);
363impl_order_event_arrow!(
364    OrderCancelRejected,
365    "OrderCancelRejected",
366    ORDER_CANCEL_REJECTED_FIELDS
367);
368impl_order_event_arrow!(OrderExpired, "OrderExpired", ORDER_EXPIRED_FIELDS);
369impl_order_event_arrow!(OrderTriggered, "OrderTriggered", ORDER_TRIGGERED_FIELDS);
370impl_order_event_arrow!(
371    OrderPendingUpdate,
372    "OrderPendingUpdate",
373    ORDER_PENDING_UPDATE_FIELDS
374);
375impl_order_event_arrow!(OrderReleased, "OrderReleased", ORDER_RELEASED_FIELDS);
376impl_order_event_arrow!(
377    OrderModifyRejected,
378    "OrderModifyRejected",
379    ORDER_MODIFY_REJECTED_FIELDS
380);
381impl_order_event_arrow!(OrderUpdated, "OrderUpdated", ORDER_UPDATED_FIELDS);
382impl_order_event_arrow!(OrderFilled, "OrderFilled", ORDER_FILLED_FIELDS);
383impl_order_event_arrow!(OrderFillVoided, "OrderFillVoided", ORDER_FILL_VOIDED_FIELDS);
384
385#[cfg(test)]
386mod tests {
387    use std::str::FromStr;
388
389    use indexmap::IndexMap;
390    use nautilus_core::UUID4;
391    use nautilus_model::{
392        events::order::{
393            spec::OrderFillVoidedSpec,
394            stubs::{
395                order_accepted, order_cancel_rejected, order_denied_max_submitted_rate,
396                order_emulated, order_expired, order_filled, order_initialized_buy_limit,
397                order_modify_rejected, order_pending_cancel, order_pending_update,
398                order_rejected_insufficient_margin, order_released, order_submitted,
399                order_triggered, order_updated,
400            },
401        },
402        identifiers::PositionId,
403        types::{Money, Quantity},
404    };
405    use rstest::rstest;
406    use rust_decimal::Decimal;
407    use ustr::Ustr;
408
409    use super::*;
410
411    #[rstest]
412    fn test_order_initialized_round_trip(order_initialized_buy_limit: OrderInitialized) {
413        let event = OrderInitialized {
414            limit_offset: Some(Decimal::from_str("0.123456789123456789").unwrap()),
415            trailing_offset: Some(Decimal::from_str("0.987654321987654321").unwrap()),
416            ..order_initialized_buy_limit
417        };
418        let metadata = event.metadata();
419        let batch =
420            OrderInitialized::encode_batch(&metadata, std::slice::from_ref(&event)).unwrap();
421        let decoded =
422            OrderInitialized::decode_typed_batch(batch.schema().metadata(), batch).unwrap();
423
424        assert_eq!(decoded, vec![event]);
425    }
426
427    #[rstest]
428    fn test_order_filled_round_trip(order_filled: OrderFilled) {
429        let event = order_filled;
430        let metadata = event.metadata();
431        let batch = OrderFilled::encode_batch(&metadata, std::slice::from_ref(&event)).unwrap();
432        let decoded = OrderFilled::decode_typed_batch(batch.schema().metadata(), batch).unwrap();
433
434        assert_eq!(decoded, vec![event]);
435    }
436
437    #[rstest]
438    fn test_order_fill_voided_round_trip() {
439        roundtrip(OrderFillVoidedSpec::builder().is_reopened(true).build());
440    }
441
442    #[rstest]
443    fn test_order_fill_voided_populated_optionals_round_trip() {
444        let mut event = OrderFillVoidedSpec::builder()
445            .voided_qty(Quantity::from("0.561000"))
446            .commission_voided(Money::from("12.20000000 USDT"))
447            .position_id(PositionId::from("P-001"))
448            .reason(Ustr::from("VENUE_VOID"))
449            .info(IndexMap::from([(Ustr::from("source"), Ustr::from("test"))]))
450            .is_reopened(true)
451            .build();
452        event.causation_id = Some(UUID4::new());
453
454        roundtrip(event);
455    }
456
457    fn roundtrip<T>(event: T)
458    where
459        T: ArrowSchemaProvider
460            + EncodeToRecordBatch
461            + DecodeTypedFromRecordBatch
462            + Clone
463            + PartialEq
464            + std::fmt::Debug,
465    {
466        let metadata = event.metadata();
467        let batch = T::encode_batch(&metadata, std::slice::from_ref(&event)).unwrap();
468        let decoded = T::decode_typed_batch(batch.schema().metadata(), batch).unwrap();
469        assert_eq!(decoded, vec![event]);
470    }
471
472    #[rstest]
473    fn test_order_denied_round_trip(order_denied_max_submitted_rate: OrderDenied) {
474        roundtrip(order_denied_max_submitted_rate);
475    }
476
477    #[rstest]
478    fn test_order_submitted_round_trip(order_submitted: OrderSubmitted) {
479        roundtrip(order_submitted);
480    }
481
482    #[rstest]
483    fn test_order_accepted_round_trip(order_accepted: OrderAccepted) {
484        roundtrip(order_accepted);
485    }
486
487    #[rstest]
488    fn test_order_rejected_round_trip(order_rejected_insufficient_margin: OrderRejected) {
489        roundtrip(order_rejected_insufficient_margin);
490    }
491
492    #[rstest]
493    fn test_order_canceled_round_trip() {
494        use nautilus_model::events::OrderCanceled;
495        roundtrip(OrderCanceled::default());
496    }
497
498    #[rstest]
499    fn test_order_updated_round_trip(order_updated: OrderUpdated) {
500        roundtrip(order_updated);
501    }
502
503    #[rstest]
504    fn test_order_triggered_round_trip(order_triggered: OrderTriggered) {
505        roundtrip(order_triggered);
506    }
507
508    #[rstest]
509    fn test_order_expired_round_trip(order_expired: OrderExpired) {
510        roundtrip(order_expired);
511    }
512
513    #[rstest]
514    fn test_order_pending_update_round_trip(order_pending_update: OrderPendingUpdate) {
515        roundtrip(order_pending_update);
516    }
517
518    #[rstest]
519    fn test_order_pending_update_none_account_round_trip(order_pending_update: OrderPendingUpdate) {
520        roundtrip(OrderPendingUpdate {
521            account_id: None,
522            ..order_pending_update
523        });
524    }
525
526    #[rstest]
527    fn test_order_pending_cancel_round_trip(order_pending_cancel: OrderPendingCancel) {
528        roundtrip(order_pending_cancel);
529    }
530
531    #[rstest]
532    fn test_order_pending_cancel_none_account_round_trip(order_pending_cancel: OrderPendingCancel) {
533        roundtrip(OrderPendingCancel {
534            account_id: None,
535            ..order_pending_cancel
536        });
537    }
538
539    #[rstest]
540    fn test_order_cancel_rejected_round_trip(order_cancel_rejected: OrderCancelRejected) {
541        roundtrip(order_cancel_rejected);
542    }
543
544    #[rstest]
545    fn test_order_modify_rejected_round_trip(order_modify_rejected: OrderModifyRejected) {
546        roundtrip(order_modify_rejected);
547    }
548
549    #[rstest]
550    fn test_order_emulated_round_trip(order_emulated: OrderEmulated) {
551        roundtrip(order_emulated);
552    }
553
554    #[rstest]
555    fn test_order_released_round_trip(order_released: OrderReleased) {
556        roundtrip(order_released);
557    }
558}
nautilus_serialization/arrow/order_event.rs

nautilus_serialization/arrow/
order_event.rs
