nautilus-model 0.55.0

Domain model for the Nautilus trading engine
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// -------------------------------------------------------------------------------------------------
//  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.
// -------------------------------------------------------------------------------------------------

//! Errors associated with order book operations and integrity.

use nautilus_core::UnixNanos;

use super::ladder::BookPrice;
use crate::{
    enums::{BookType, OrderSide},
    identifiers::InstrumentId,
};

#[derive(thiserror::Error, Debug, PartialEq)]
pub enum InvalidBookOperation {
    #[error("Invalid book operation: cannot pre-process order for {0} book")]
    PreProcessOrder(BookType),
    #[error("Invalid book operation: cannot add order for {0} book")]
    Add(BookType),
    #[error("Invalid book operation: cannot update with tick for {0} book")]
    Update(BookType),
}

#[derive(thiserror::Error, Debug, PartialEq)]
pub enum BookIntegrityError {
    #[error("Integrity error: order not found: order_id={0}, sequence={1}, ts_event={2}")]
    OrderNotFound(u64, u64, UnixNanos),
    #[error("Integrity error: invalid `NoOrderSide` in book")]
    NoOrderSide,
    #[error("Integrity error: order_id={0} not found in book for side resolution")]
    OrderNotFoundForSideResolution(u64),
    #[error("Integrity error: orders in cross [{0} {1}]")]
    OrdersCrossed(BookPrice, BookPrice),
    #[error("Integrity error: number of {0} orders at level > 1 for L2_MBP book, was {1}")]
    TooManyOrders(OrderSide, usize),
    #[error("Integrity error: number of {0} levels > 1 for L1_MBP book, was {1}")]
    TooManyLevels(OrderSide, usize),
    #[error("Integrity error: instrument ID mismatch: book={0}, delta={1}")]
    InstrumentMismatch(InstrumentId, InstrumentId),
}

#[derive(thiserror::Error, Debug, PartialEq)]
pub enum BookViewError {
    #[error("Instrument ID mismatch: book={0}, own_book={1}")]
    InstrumentMismatch(InstrumentId, InstrumentId),

    #[error("Opposite own book must have different instrument ID: book={0}, opposite={1}")]
    OppositeInstrumentMatch(InstrumentId, InstrumentId),
}