nautilus-common 0.63.0

Common functionality and machinery for the Nautilus trading engine
Documentation
// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use std::fmt::Display;

use derive_builder::Builder;
use nautilus_core::{Params, UUID4, UnixNanos};
use nautilus_model::{
    enums::OrderSide,
    identifiers::{ClientId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
};
use serde::{Deserialize, Serialize};

#[derive(Clone, PartialEq, Eq, Debug, Serialize, Deserialize, Builder)]
#[serde(tag = "type")]
pub struct CancelOrder {
    pub trader_id: TraderId,
    pub client_id: Option<ClientId>,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub venue_order_id: Option<VenueOrderId>,
    pub command_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
    #[builder(default)]
    pub correlation_id: Option<UUID4>,
    #[builder(default)]
    #[serde(default, skip_serializing_if = "Option::is_none")]
    pub causation_id: Option<UUID4>,
}

impl CancelOrder {
    /// Creates a new [`CancelOrder`] instance.
    #[expect(clippy::too_many_arguments)]
    #[must_use]
    pub fn new(
        trader_id: TraderId,
        client_id: Option<ClientId>,
        strategy_id: StrategyId,
        instrument_id: InstrumentId,
        client_order_id: ClientOrderId,
        venue_order_id: Option<VenueOrderId>,
        command_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
        correlation_id: Option<UUID4>,
    ) -> Self {
        Self {
            trader_id,
            client_id,
            strategy_id,
            instrument_id,
            client_order_id,
            venue_order_id,
            command_id,
            ts_init,
            params,
            correlation_id,
            causation_id: None,
        }
    }
}

impl Display for CancelOrder {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(
            f,
            "CancelOrder(instrument_id={}, client_order_id={}, venue_order_id={:?})",
            self.instrument_id, self.client_order_id, self.venue_order_id,
        )
    }
}

#[derive(Clone, PartialEq, Eq, Debug, Serialize, Deserialize, Builder)]
#[serde(tag = "type")]
pub struct CancelAllOrders {
    pub trader_id: TraderId,
    pub client_id: Option<ClientId>,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    #[serde(with = "nautilus_model::enums::serde_option_order_side")]
    pub order_side: Option<OrderSide>,
    pub command_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
    #[builder(default)]
    pub correlation_id: Option<UUID4>,
    #[builder(default)]
    #[serde(default, skip_serializing_if = "Option::is_none")]
    pub causation_id: Option<UUID4>,
}

impl CancelAllOrders {
    /// Creates a new [`CancelAllOrders`] instance.
    #[expect(clippy::too_many_arguments)]
    #[must_use]
    pub fn new(
        trader_id: TraderId,
        client_id: Option<ClientId>,
        strategy_id: StrategyId,
        instrument_id: InstrumentId,
        order_side: Option<OrderSide>,
        command_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
        correlation_id: Option<UUID4>,
    ) -> Self {
        Self {
            trader_id,
            client_id,
            strategy_id,
            instrument_id,
            order_side,
            command_id,
            ts_init,
            params,
            correlation_id,
            causation_id: None,
        }
    }
}

impl Display for CancelAllOrders {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        let order_side = self
            .order_side
            .as_ref()
            .map_or("NO_ORDER_SIDE", AsRef::as_ref);
        write!(
            f,
            "CancelAllOrders(instrument_id={}, order_side={})",
            self.instrument_id, order_side,
        )
    }
}

#[derive(Clone, PartialEq, Eq, Debug, Serialize, Deserialize, Builder)]
#[serde(tag = "type")]
pub struct BatchCancelOrders {
    pub trader_id: TraderId,
    pub client_id: Option<ClientId>,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub cancels: Vec<CancelOrder>,
    pub command_id: UUID4,
    pub ts_init: UnixNanos,
    pub params: Option<Params>,
    #[builder(default)]
    pub correlation_id: Option<UUID4>,
    #[builder(default)]
    #[serde(default, skip_serializing_if = "Option::is_none")]
    pub causation_id: Option<UUID4>,
}

impl BatchCancelOrders {
    /// Creates a new [`BatchCancelOrders`] instance.
    #[expect(clippy::too_many_arguments)]
    #[must_use]
    pub fn new(
        trader_id: TraderId,
        client_id: Option<ClientId>,
        strategy_id: StrategyId,
        instrument_id: InstrumentId,
        cancels: Vec<CancelOrder>,
        command_id: UUID4,
        ts_init: UnixNanos,
        params: Option<Params>,
        correlation_id: Option<UUID4>,
    ) -> Self {
        Self {
            trader_id,
            client_id,
            strategy_id,
            instrument_id,
            cancels,
            command_id,
            ts_init,
            params,
            correlation_id,
            causation_id: None,
        }
    }
}

impl Display for BatchCancelOrders {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(
            f,
            "BatchCancelOrders(instrument_id={}, cancels=TBD)",
            self.instrument_id,
        )
    }
}

#[cfg(test)]
mod tests {
    use rstest::rstest;

    use super::*;

    #[rstest]
    #[case(Some(OrderSide::Buy), "BUY")]
    #[case(None, "NO_ORDER_SIDE")]
    fn test_cancel_all_orders_display(
        #[case] order_side: Option<OrderSide>,
        #[case] expected_order_side: &str,
    ) {
        let command = CancelAllOrders::new(
            TraderId::from("TRADER-001"),
            None,
            StrategyId::from("S-001"),
            InstrumentId::from("AUD/USD.SIM"),
            order_side,
            UUID4::new(),
            UnixNanos::default(),
            None,
            None,
        );

        assert_eq!(
            command.to_string(),
            format!("CancelAllOrders(instrument_id=AUD/USD.SIM, order_side={expected_order_side})")
        );
    }
}