// -------------------------------------------------------------------------------------------------
// 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 indexmap::IndexMap;
use nautilus_core::{
UUID4, UnixNanos,
python::{IntoPyObjectNautilusExt, serialization::from_dict_pyo3},
};
use pyo3::{
basic::CompareOp,
prelude::*,
types::{PyDict, PyList},
};
use rust_decimal::Decimal;
use ustr::Ustr;
use crate::{
enums::{ContingencyType, OrderSide, OrderType, TimeInForce, TrailingOffsetType, TriggerType},
events::OrderInitialized,
identifiers::{
ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, StrategyId, TraderId,
},
orders::str_indexmap_to_ustr,
types::{Price, Quantity},
};
#[pymethods]
#[pyo3_stub_gen::derive::gen_stub_pymethods]
impl OrderInitialized {
/// Represents an event where an order has been initialized.
///
/// This is a seed event which can instantiate any order through a creation
/// method. This event should contain enough information to be able to send it
/// 'over the wire' and have a valid order created with exactly the same
/// properties as if it had been instantiated locally.
#[allow(clippy::too_many_arguments)]
#[new]
#[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, order_side, order_type, quantity, time_in_force, post_only, reduce_only, quote_quantity, reconciliation, event_id, ts_event, ts_init, price=None, trigger_price=None, trigger_type=None, limit_offset=None, trailing_offset=None, trailing_offset_type=None, expire_time=None, display_qty=None, emulation_trigger=None, trigger_instrument_id=None, contingency_type=None, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None))]
fn py_new(
trader_id: TraderId,
strategy_id: StrategyId,
instrument_id: InstrumentId,
client_order_id: ClientOrderId,
order_side: OrderSide,
order_type: OrderType,
quantity: Quantity,
time_in_force: TimeInForce,
post_only: bool,
reduce_only: bool,
quote_quantity: bool,
reconciliation: bool,
event_id: UUID4,
ts_event: u64,
ts_init: u64,
price: Option<Price>,
trigger_price: Option<Price>,
trigger_type: Option<TriggerType>,
limit_offset: Option<Decimal>,
trailing_offset: Option<Decimal>,
trailing_offset_type: Option<TrailingOffsetType>,
expire_time: Option<u64>,
display_qty: Option<Quantity>,
emulation_trigger: Option<TriggerType>,
trigger_instrument_id: Option<InstrumentId>,
contingency_type: Option<ContingencyType>,
order_list_id: Option<OrderListId>,
linked_order_ids: Option<Vec<ClientOrderId>>,
parent_order_id: Option<ClientOrderId>,
exec_algorithm_id: Option<ExecAlgorithmId>,
exec_algorithm_params: Option<IndexMap<String, String>>,
exec_spawn_id: Option<ClientOrderId>,
tags: Option<Vec<String>>,
) -> Self {
Self::new(
trader_id,
strategy_id,
instrument_id,
client_order_id,
order_side,
order_type,
quantity,
time_in_force,
post_only,
reduce_only,
quote_quantity,
reconciliation,
event_id,
ts_event.into(),
ts_init.into(),
price,
trigger_price,
trigger_type,
limit_offset,
trailing_offset,
trailing_offset_type,
expire_time.map(UnixNanos::from),
display_qty,
emulation_trigger,
trigger_instrument_id,
contingency_type,
order_list_id,
linked_order_ids,
parent_order_id,
exec_algorithm_id,
exec_algorithm_params.map(str_indexmap_to_ustr),
exec_spawn_id,
tags.map(|vec| vec.iter().map(|s| Ustr::from(s)).collect()),
)
}
fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
match op {
CompareOp::Eq => self.eq(other).into_py_any_unwrap(py),
CompareOp::Ne => self.ne(other).into_py_any_unwrap(py),
_ => py.NotImplemented(),
}
}
fn __repr__(&self) -> String {
format!("{self:?}")
}
fn __str__(&self) -> String {
self.to_string()
}
#[getter]
#[pyo3(name = "order_type")]
fn py_order_type(&self) -> OrderType {
self.order_type
}
#[staticmethod]
#[pyo3(name = "from_dict")]
fn py_from_dict(py: Python<'_>, values: Py<PyDict>) -> PyResult<Self> {
from_dict_pyo3(py, values)
}
#[pyo3(name = "to_dict")]
fn py_to_dict(&self, py: Python<'_>) -> PyResult<Py<PyAny>> {
let dict = PyDict::new(py);
dict.set_item("type", stringify!(OrderInitialized))?;
dict.set_item("trader_id", self.trader_id.to_string())?;
dict.set_item("strategy_id", self.strategy_id.to_string())?;
dict.set_item("instrument_id", self.instrument_id.to_string())?;
dict.set_item("client_order_id", self.client_order_id.to_string())?;
dict.set_item("order_side", self.order_side.to_string())?;
dict.set_item("order_type", self.order_type.to_string())?;
dict.set_item("quantity", self.quantity.to_string())?;
dict.set_item("time_in_force", self.time_in_force.to_string())?;
dict.set_item("post_only", self.post_only)?;
dict.set_item("reduce_only", self.reduce_only)?;
dict.set_item("quote_quantity", self.quote_quantity)?;
dict.set_item("reconciliation", self.reconciliation)?;
// TODO remove options as in legacy cython only
let options = PyDict::new(py);
if self.order_type == OrderType::StopMarket {
options.set_item("trigger_type", self.trigger_type.map(|x| x.to_string()))?;
options.set_item("trigger_price", self.trigger_price.map(|x| x.to_string()))?;
options.set_item("expire_time_ns", self.expire_time.map(|x| x.to_string()))?;
}
dict.set_item("options", options)?;
dict.set_item("event_id", self.event_id.to_string())?;
dict.set_item("ts_event", self.ts_event.as_u64())?;
dict.set_item("ts_init", self.ts_init.as_u64())?;
match self.price {
Some(price) => dict.set_item("price", price.to_string())?,
None => dict.set_item("price", py.None())?,
}
match self.trigger_price {
Some(trigger_price) => dict.set_item("trigger_price", trigger_price.to_string())?,
None => dict.set_item("trigger_price", py.None())?,
}
match self.trigger_type {
Some(trigger_type) => dict.set_item("trigger_type", trigger_type.to_string())?,
None => dict.set_item("trigger_type", py.None())?,
}
match self.limit_offset {
Some(limit_offset) => dict.set_item("limit_offset", limit_offset.to_string())?,
None => dict.set_item("limit_offset", py.None())?,
}
match self.trailing_offset {
Some(trailing_offset) => {
dict.set_item("trailing_offset", trailing_offset.to_string())?;
}
None => dict.set_item("trailing_offset", py.None())?,
}
match self.trailing_offset_type {
Some(trailing_offset_type) => {
dict.set_item("trailing_offset_type", trailing_offset_type.to_string())?;
}
None => dict.set_item("trailing_offset_type", py.None())?,
}
match self.expire_time {
Some(expire_time) => dict.set_item("expire_time", expire_time.as_u64())?,
None => dict.set_item("expire_time", py.None())?,
}
match self.display_qty {
Some(display_qty) => dict.set_item("display_qty", display_qty.to_string())?,
None => dict.set_item("display_qty", py.None())?,
}
match self.emulation_trigger {
Some(emulation_trigger) => {
dict.set_item("emulation_trigger", emulation_trigger.to_string())?;
}
None => dict.set_item("emulation_trigger", py.None())?,
}
match self.trigger_instrument_id {
Some(trigger_instrument_id) => {
dict.set_item("trigger_instrument_id", trigger_instrument_id.to_string())?;
}
None => dict.set_item("trigger_instrument_id", py.None())?,
}
match self.contingency_type {
Some(contingency_type) => {
dict.set_item("contingency_type", contingency_type.to_string())?;
}
None => dict.set_item("contingency_type", py.None())?,
}
match self.order_list_id {
Some(order_list_id) => dict.set_item("order_list_id", order_list_id.to_string())?,
None => dict.set_item("order_list_id", py.None())?,
}
match &self.linked_order_ids {
Some(linked_order_ids) => {
let py_linked_order_ids = PyList::empty(py);
for linked_order_id in linked_order_ids {
py_linked_order_ids.append(linked_order_id.to_string())?;
}
dict.set_item("linked_order_ids", py_linked_order_ids)?;
}
None => dict.set_item("linked_order_ids", py.None())?,
}
match self.parent_order_id {
Some(parent_order_id) => {
dict.set_item("parent_order_id", parent_order_id.to_string())?;
}
None => dict.set_item("parent_order_id", py.None())?,
}
match self.exec_algorithm_id {
Some(exec_algorithm_id) => {
dict.set_item("exec_algorithm_id", exec_algorithm_id.to_string())?;
}
None => dict.set_item("exec_algorithm_id", py.None())?,
}
match &self.exec_algorithm_params {
Some(exec_algorithm_params) => {
let py_exec_algorithm_params = PyDict::new(py);
for (key, value) in exec_algorithm_params {
py_exec_algorithm_params.set_item(key.to_string(), value.to_string())?;
}
dict.set_item("exec_algorithm_params", py_exec_algorithm_params)?;
}
None => dict.set_item("exec_algorithm_params", py.None())?,
}
match self.exec_spawn_id {
Some(exec_spawn_id) => dict.set_item("exec_spawn_id", exec_spawn_id.to_string())?,
None => dict.set_item("exec_spawn_id", py.None())?,
}
match &self.tags {
Some(tags) => dict.set_item(
"tags",
tags.iter().map(|x| x.to_string()).collect::<Vec<String>>(),
)?,
None => dict.set_item("tags", py.None())?,
}
Ok(dict.into())
}
}