nautilus-model 0.55.0

// -------------------------------------------------------------------------------------------------
//  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 enum_dispatch::enum_dispatch;
use serde::{Deserialize, Serialize};

use super::{
    Order, limit::LimitOrder, limit_if_touched::LimitIfTouchedOrder, market::MarketOrder,
    market_if_touched::MarketIfTouchedOrder, market_to_limit::MarketToLimitOrder,
    stop_limit::StopLimitOrder, stop_market::StopMarketOrder,
    trailing_stop_limit::TrailingStopLimitOrder, trailing_stop_market::TrailingStopMarketOrder,
};
use crate::{events::OrderEventAny, identifiers::OrderListId, types::Price};

#[derive(Clone, Debug, Serialize, Deserialize)]
#[enum_dispatch(Order)]
pub enum OrderAny {
    Limit(LimitOrder),
    LimitIfTouched(LimitIfTouchedOrder),
    Market(MarketOrder),
    MarketIfTouched(MarketIfTouchedOrder),
    MarketToLimit(MarketToLimitOrder),
    StopLimit(StopLimitOrder),
    StopMarket(StopMarketOrder),
    TrailingStopLimit(TrailingStopLimitOrder),
    TrailingStopMarket(TrailingStopMarketOrder),
}

impl OrderAny {
    /// Creates a new [`OrderAny`] instance from the given `events`.
    ///
    /// # Errors
    ///
    /// Returns an error if:
    /// - The `events` is empty.
    /// - The first event is not `OrderInitialized`.
    /// - Any event has an invalid state transition when applied to the order.
    ///
    #[allow(clippy::missing_panics_doc)] // Guarded by empty check above
    pub fn from_events(events: Vec<OrderEventAny>) -> anyhow::Result<Self> {
        if events.is_empty() {
            anyhow::bail!("No order events provided to create OrderAny");
        }

        // Pop the first event
        let init_event = events.first().unwrap();
        match init_event {
            OrderEventAny::Initialized(init) => {
                let mut order = Self::from(init.clone());
                // Apply the rest of the events
                for event in events.into_iter().skip(1) {
                    // Apply event to order
                    order.apply(event)?;
                }
                Ok(order)
            }
            _ => {
                anyhow::bail!("First event must be `OrderInitialized`");
            }
        }
    }

    /// Returns a reference to the [`crate::events::OrderInitialized`] event.
    ///
    /// This is always the first event in the order's event list (invariant).
    ///
    /// # Panics
    ///
    /// Panics if the first event is not `OrderInitialized` (violates invariant).
    #[must_use]
    pub fn init_event(&self) -> &crate::events::OrderInitialized {
        match self
            .events()
            .first()
            .expect("Order invariant violated: no events")
        {
            OrderEventAny::Initialized(init) => init,
            _ => panic!("Order invariant violated: first event must be OrderInitialized"),
        }
    }

    // TODO: Does not update the OrderInitialized event in the order's
    // event history. The init event will still carry the original
    // order_list_id (typically None). Address with fluent builder API.
    pub fn set_order_list_id(&mut self, id: OrderListId) {
        match self {
            Self::Limit(o) => o.order_list_id = Some(id),
            Self::LimitIfTouched(o) => o.order_list_id = Some(id),
            Self::Market(o) => o.order_list_id = Some(id),
            Self::MarketIfTouched(o) => o.order_list_id = Some(id),
            Self::MarketToLimit(o) => o.order_list_id = Some(id),
            Self::StopLimit(o) => o.order_list_id = Some(id),
            Self::StopMarket(o) => o.order_list_id = Some(id),
            Self::TrailingStopLimit(o) => o.order_list_id = Some(id),
            Self::TrailingStopMarket(o) => o.order_list_id = Some(id),
        }
    }
}

impl PartialEq for OrderAny {
    fn eq(&self, other: &Self) -> bool {
        self.client_order_id() == other.client_order_id()
    }
}

// TODO: fix equality
impl Eq for OrderAny {}

impl Display for OrderAny {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(
            f,
            "{}",
            match self {
                Self::Limit(order) => order.to_string(),
                Self::LimitIfTouched(order) => order.to_string(),
                Self::Market(order) => order.to_string(),
                Self::MarketIfTouched(order) => order.to_string(),
                Self::MarketToLimit(order) => order.to_string(),
                Self::StopLimit(order) => order.to_string(),
                Self::StopMarket(order) => order.to_string(),
                Self::TrailingStopLimit(order) => order.to_string(),
                Self::TrailingStopMarket(order) => order.to_string(),
            }
        )
    }
}

impl TryFrom<OrderAny> for PassiveOrderAny {
    type Error = String;

    fn try_from(order: OrderAny) -> Result<Self, Self::Error> {
        match order {
            OrderAny::Limit(_) => Ok(Self::Limit(LimitOrderAny::try_from(order)?)),
            OrderAny::LimitIfTouched(_) => Ok(Self::Stop(StopOrderAny::try_from(order)?)),
            OrderAny::MarketIfTouched(_) => Ok(Self::Stop(StopOrderAny::try_from(order)?)),
            OrderAny::StopLimit(_) => Ok(Self::Stop(StopOrderAny::try_from(order)?)),
            OrderAny::StopMarket(_) => Ok(Self::Stop(StopOrderAny::try_from(order)?)),
            OrderAny::TrailingStopLimit(_) => Ok(Self::Stop(StopOrderAny::try_from(order)?)),
            OrderAny::TrailingStopMarket(_) => Ok(Self::Stop(StopOrderAny::try_from(order)?)),
            OrderAny::MarketToLimit(_) => Ok(Self::Limit(LimitOrderAny::try_from(order)?)),
            OrderAny::Market(_) => Ok(Self::Limit(LimitOrderAny::try_from(order)?)),
        }
    }
}

impl From<PassiveOrderAny> for OrderAny {
    fn from(order: PassiveOrderAny) -> Self {
        match order {
            PassiveOrderAny::Limit(order) => order.into(),
            PassiveOrderAny::Stop(order) => order.into(),
        }
    }
}

impl TryFrom<OrderAny> for StopOrderAny {
    type Error = String;

    fn try_from(order: OrderAny) -> Result<Self, Self::Error> {
        match order {
            OrderAny::LimitIfTouched(order) => Ok(Self::LimitIfTouched(order)),
            OrderAny::MarketIfTouched(order) => Ok(Self::MarketIfTouched(order)),
            OrderAny::StopLimit(order) => Ok(Self::StopLimit(order)),
            OrderAny::StopMarket(order) => Ok(Self::StopMarket(order)),
            OrderAny::TrailingStopLimit(order) => Ok(Self::TrailingStopLimit(order)),
            OrderAny::TrailingStopMarket(order) => Ok(Self::TrailingStopMarket(order)),
            _ => Err(format!(
                "Cannot convert {:?} order to StopOrderAny: order type does not have a stop/trigger price",
                order.order_type()
            )),
        }
    }
}

impl From<StopOrderAny> for OrderAny {
    fn from(order: StopOrderAny) -> Self {
        match order {
            StopOrderAny::LimitIfTouched(order) => Self::LimitIfTouched(order),
            StopOrderAny::MarketIfTouched(order) => Self::MarketIfTouched(order),
            StopOrderAny::StopLimit(order) => Self::StopLimit(order),
            StopOrderAny::StopMarket(order) => Self::StopMarket(order),
            StopOrderAny::TrailingStopLimit(order) => Self::TrailingStopLimit(order),
            StopOrderAny::TrailingStopMarket(order) => Self::TrailingStopMarket(order),
        }
    }
}

impl TryFrom<OrderAny> for LimitOrderAny {
    type Error = String;

    fn try_from(order: OrderAny) -> Result<Self, Self::Error> {
        match order {
            OrderAny::Limit(order) => Ok(Self::Limit(order)),
            OrderAny::MarketToLimit(order) => Ok(Self::MarketToLimit(order)),
            OrderAny::StopLimit(order) => Ok(Self::StopLimit(order)),
            OrderAny::TrailingStopLimit(order) => Ok(Self::TrailingStopLimit(order)),
            OrderAny::Market(order) => Ok(Self::MarketOrderWithProtection(order)),
            _ => Err(format!(
                "Cannot convert {:?} order to LimitOrderAny: order type does not have a limit price",
                order.order_type()
            )),
        }
    }
}

impl From<LimitOrderAny> for OrderAny {
    fn from(order: LimitOrderAny) -> Self {
        match order {
            LimitOrderAny::Limit(order) => Self::Limit(order),
            LimitOrderAny::MarketToLimit(order) => Self::MarketToLimit(order),
            LimitOrderAny::StopLimit(order) => Self::StopLimit(order),
            LimitOrderAny::TrailingStopLimit(order) => Self::TrailingStopLimit(order),
            LimitOrderAny::MarketOrderWithProtection(order) => Self::Market(order),
        }
    }
}

#[derive(Clone, Debug)]
#[enum_dispatch(Order)]
pub enum PassiveOrderAny {
    Limit(LimitOrderAny),
    Stop(StopOrderAny),
}

impl PassiveOrderAny {
    #[must_use]
    pub fn to_any(&self) -> OrderAny {
        match self {
            Self::Limit(order) => order.clone().into(),
            Self::Stop(order) => order.clone().into(),
        }
    }
}

// TODO: Derive equality
impl PartialEq for PassiveOrderAny {
    fn eq(&self, rhs: &Self) -> bool {
        match self {
            Self::Limit(order) => order.client_order_id() == rhs.client_order_id(),
            Self::Stop(order) => order.client_order_id() == rhs.client_order_id(),
        }
    }
}

#[derive(Clone, Debug)]
#[enum_dispatch(Order)]
pub enum LimitOrderAny {
    Limit(LimitOrder),
    MarketToLimit(MarketToLimitOrder),
    StopLimit(StopLimitOrder),
    TrailingStopLimit(TrailingStopLimitOrder),
    MarketOrderWithProtection(MarketOrder),
}

impl LimitOrderAny {
    /// Returns the limit price for this order.
    ///
    /// # Panics
    ///
    /// Panics if the MarketToLimit order price is not set.
    #[must_use]
    pub fn limit_px(&self) -> Price {
        match self {
            Self::Limit(order) => order.price,
            Self::MarketToLimit(order) => order.price.expect("MarketToLimit order price not set"),
            Self::StopLimit(order) => order.price,
            Self::TrailingStopLimit(order) => order.price,
            Self::MarketOrderWithProtection(order) => {
                order.protection_price.expect("No price for order")
            }
        }
    }
}

impl PartialEq for LimitOrderAny {
    fn eq(&self, rhs: &Self) -> bool {
        match self {
            Self::Limit(order) => order.client_order_id == rhs.client_order_id(),
            Self::MarketToLimit(order) => order.client_order_id == rhs.client_order_id(),
            Self::StopLimit(order) => order.client_order_id == rhs.client_order_id(),
            Self::TrailingStopLimit(order) => order.client_order_id == rhs.client_order_id(),
            Self::MarketOrderWithProtection(order) => {
                order.client_order_id == rhs.client_order_id()
            }
        }
    }
}

#[derive(Clone, Debug)]
#[enum_dispatch(Order)]
pub enum StopOrderAny {
    LimitIfTouched(LimitIfTouchedOrder),
    MarketIfTouched(MarketIfTouchedOrder),
    StopLimit(StopLimitOrder),
    StopMarket(StopMarketOrder),
    TrailingStopLimit(TrailingStopLimitOrder),
    TrailingStopMarket(TrailingStopMarketOrder),
}

impl StopOrderAny {
    #[must_use]
    pub fn stop_px(&self) -> Price {
        match self {
            Self::LimitIfTouched(o) => o.trigger_price,
            Self::MarketIfTouched(o) => o.trigger_price,
            Self::StopLimit(o) => o.trigger_price,
            Self::StopMarket(o) => o.trigger_price,
            Self::TrailingStopLimit(o) => o.activation_price.unwrap_or(o.trigger_price),
            Self::TrailingStopMarket(o) => o.activation_price.unwrap_or(o.trigger_price),
        }
    }
}

// TODO: Derive equality
impl PartialEq for StopOrderAny {
    fn eq(&self, rhs: &Self) -> bool {
        match self {
            Self::LimitIfTouched(order) => order.client_order_id == rhs.client_order_id(),
            Self::StopLimit(order) => order.client_order_id == rhs.client_order_id(),
            Self::StopMarket(order) => order.client_order_id == rhs.client_order_id(),
            Self::MarketIfTouched(order) => order.client_order_id == rhs.client_order_id(),
            Self::TrailingStopLimit(order) => order.client_order_id == rhs.client_order_id(),
            Self::TrailingStopMarket(order) => order.client_order_id == rhs.client_order_id(),
        }
    }
}

#[cfg(test)]
mod tests {
    use rstest::rstest;
    use rust_decimal::Decimal;
    use rust_decimal_macros::dec;

    use super::*;
    use crate::{
        enums::{OrderType, TrailingOffsetType},
        events::{OrderEventAny, OrderUpdated, order::initialized::OrderInitializedBuilder},
        identifiers::{ClientOrderId, InstrumentId, StrategyId},
        orders::builder::OrderTestBuilder,
        types::{Price, Quantity},
    };

    #[rstest]
    fn test_order_any_equality() {
        // Create two orders with different types but same client_order_id
        let client_order_id = ClientOrderId::from("ORDER-001");

        let market_order = OrderTestBuilder::new(OrderType::Market)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .client_order_id(client_order_id)
            .build();

        let limit_order = OrderTestBuilder::new(OrderType::Limit)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .price(Price::new(100.0, 2))
            .client_order_id(client_order_id)
            .build();

        // They should be equal because they have the same client_order_id
        assert_eq!(market_order, limit_order);
    }

    #[rstest]
    fn test_order_any_conversion_from_events() {
        // Create an OrderInitialized event
        let init_event = OrderInitializedBuilder::default()
            .order_type(OrderType::Market)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .build()
            .unwrap();

        // Create a vector of events
        let events = vec![OrderEventAny::Initialized(init_event.clone())];

        // Create OrderAny from events
        let order = OrderAny::from_events(events).unwrap();

        // Verify the order was created properly
        assert_eq!(order.order_type(), OrderType::Market);
        assert_eq!(order.instrument_id(), init_event.instrument_id);
        assert_eq!(order.quantity(), init_event.quantity);
    }

    #[rstest]
    fn test_order_any_from_events_empty_error() {
        let events: Vec<OrderEventAny> = vec![];
        let result = OrderAny::from_events(events);

        assert!(result.is_err());
        assert_eq!(
            result.unwrap_err().to_string(),
            "No order events provided to create OrderAny"
        );
    }

    #[rstest]
    fn test_order_any_from_events_wrong_first_event() {
        // Create an event that is not OrderInitialized
        let client_order_id = ClientOrderId::from("ORDER-001");
        let strategy_id = StrategyId::from("STRATEGY-001");

        let update_event = OrderUpdated {
            client_order_id,
            strategy_id,
            quantity: Quantity::from(20),
            ..Default::default()
        };

        // Create a vector with a non-initialization event first
        let events = vec![OrderEventAny::Updated(update_event)];

        // Attempt to create order should fail
        let result = OrderAny::from_events(events);
        assert!(result.is_err());
        assert_eq!(
            result.unwrap_err().to_string(),
            "First event must be `OrderInitialized`"
        );
    }

    #[rstest]
    fn test_passive_order_any_conversion() {
        // Create a limit order
        let limit_order = OrderTestBuilder::new(OrderType::Limit)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .price(Price::new(100.0, 2))
            .build();

        // Convert to PassiveOrderAny and back
        let passive_order = PassiveOrderAny::try_from(limit_order).unwrap();
        let order_any: OrderAny = passive_order.into();

        // Verify it maintained its properties
        assert_eq!(order_any.order_type(), OrderType::Limit);
        assert_eq!(order_any.quantity(), Quantity::from(10));
    }

    #[rstest]
    fn test_stop_order_any_conversion() {
        // Create a stop market order
        let stop_order = OrderTestBuilder::new(OrderType::StopMarket)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .trigger_price(Price::new(100.0, 2))
            .build();

        // Convert to StopOrderAny and back
        let stop_order_any = StopOrderAny::try_from(stop_order).unwrap();
        let order_any: OrderAny = stop_order_any.into();

        // Verify it maintained its properties
        assert_eq!(order_any.order_type(), OrderType::StopMarket);
        assert_eq!(order_any.quantity(), Quantity::from(10));
        assert_eq!(order_any.trigger_price(), Some(Price::new(100.0, 2)));
    }

    #[rstest]
    fn test_limit_order_any_conversion() {
        // Create a limit order
        let limit_order = OrderTestBuilder::new(OrderType::Limit)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .price(Price::new(100.0, 2))
            .build();

        // Convert to LimitOrderAny and back
        let limit_order_any = LimitOrderAny::try_from(limit_order).unwrap();
        let order_any: OrderAny = limit_order_any.into();

        // Verify it maintained its properties
        assert_eq!(order_any.order_type(), OrderType::Limit);
        assert_eq!(order_any.quantity(), Quantity::from(10));
    }

    #[rstest]
    fn test_limit_order_any_limit_price() {
        // Create a limit order
        let limit_order = OrderTestBuilder::new(OrderType::Limit)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .price(Price::new(100.0, 2))
            .build();

        // Convert to LimitOrderAny
        let limit_order_any = LimitOrderAny::try_from(limit_order).unwrap();

        // Check limit price accessor
        let limit_px = limit_order_any.limit_px();
        assert_eq!(limit_px, Price::new(100.0, 2));
    }

    #[rstest]
    fn test_stop_order_any_stop_price() {
        // Create a stop market order
        let stop_order = OrderTestBuilder::new(OrderType::StopMarket)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .trigger_price(Price::new(100.0, 2))
            .build();

        // Convert to StopOrderAny
        let stop_order_any = StopOrderAny::try_from(stop_order).unwrap();

        // Check stop price accessor
        let stop_px = stop_order_any.stop_px();
        assert_eq!(stop_px, Price::new(100.0, 2));
    }

    #[rstest]
    fn test_trailing_stop_market_order_conversion() {
        // Create a trailing stop market order
        let trailing_stop_order = OrderTestBuilder::new(OrderType::TrailingStopMarket)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .trigger_price(Price::new(100.0, 2))
            .trailing_offset(Decimal::new(5, 1)) // 0.5
            .trailing_offset_type(TrailingOffsetType::NoTrailingOffset)
            .build();

        // Convert to StopOrderAny
        let stop_order_any = StopOrderAny::try_from(trailing_stop_order).unwrap();

        // And back to OrderAny
        let order_any: OrderAny = stop_order_any.into();

        // Verify properties are preserved
        assert_eq!(order_any.order_type(), OrderType::TrailingStopMarket);
        assert_eq!(order_any.quantity(), Quantity::from(10));
        assert_eq!(order_any.trigger_price(), Some(Price::new(100.0, 2)));
        assert_eq!(order_any.trailing_offset(), Some(dec!(0.5)));
        assert_eq!(
            order_any.trailing_offset_type(),
            Some(TrailingOffsetType::NoTrailingOffset)
        );
    }

    #[rstest]
    fn test_trailing_stop_limit_order_conversion() {
        // Create a trailing stop limit order
        let trailing_stop_limit = OrderTestBuilder::new(OrderType::TrailingStopLimit)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .price(Price::new(99.0, 2))
            .trigger_price(Price::new(100.0, 2))
            .limit_offset(Decimal::new(10, 1)) // 1.0
            .trailing_offset(Decimal::new(5, 1)) // 0.5
            .trailing_offset_type(TrailingOffsetType::NoTrailingOffset)
            .build();

        // Convert to LimitOrderAny
        let limit_order_any = LimitOrderAny::try_from(trailing_stop_limit).unwrap();

        // Check limit price
        assert_eq!(limit_order_any.limit_px(), Price::new(99.0, 2));

        // Convert back to OrderAny
        let order_any: OrderAny = limit_order_any.into();

        // Verify properties are preserved
        assert_eq!(order_any.order_type(), OrderType::TrailingStopLimit);
        assert_eq!(order_any.quantity(), Quantity::from(10));
        assert_eq!(order_any.price(), Some(Price::new(99.0, 2)));
        assert_eq!(order_any.trigger_price(), Some(Price::new(100.0, 2)));
        assert_eq!(order_any.trailing_offset(), Some(dec!(0.5)));
    }

    #[rstest]
    fn test_passive_order_any_to_any() {
        // Create a limit order
        let limit_order = OrderTestBuilder::new(OrderType::Limit)
            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
            .quantity(Quantity::from(10))
            .price(Price::new(100.0, 2))
            .build();

        // Convert to PassiveOrderAny
        let passive_order = PassiveOrderAny::try_from(limit_order).unwrap();

        // Use to_any method
        let order_any = passive_order.to_any();

        // Verify it maintained its properties
        assert_eq!(order_any.order_type(), OrderType::Limit);
        assert_eq!(order_any.quantity(), Quantity::from(10));
        assert_eq!(order_any.price(), Some(Price::new(100.0, 2)));
    }
}