nautilus-testkit 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::{cell::RefCell, rc::Rc};

use nautilus_common::{
    actor::DataActor,
    cache::Cache,
    clock::{Clock, TestClock},
};
use nautilus_core::{Params, UnixNanos};
use nautilus_model::{
    data::{
        IndexPriceUpdate, MarkPriceUpdate, OrderBookDeltas, QuoteTick, TradeTick,
        stubs::{OrderBookDeltaTestBuilder, stub_bar},
    },
    enums::{
        AggressorSide, BookType, ContingencyType, OrderSide, OrderStatus, OrderType, TimeInForce,
        TrailingOffsetType, TriggerType,
    },
    identifiers::{ClientId, InstrumentId, StrategyId, TradeId, TraderId},
    instruments::{InstrumentAny, stubs::crypto_perpetual_ethusdt},
    orderbook::OrderBook,
    orders::{LimitOrder, Order, OrderAny},
    stubs::TestDefault,
    types::{Price, Quantity},
};
use nautilus_portfolio::portfolio::Portfolio;
use rstest::*;
use rust_decimal::Decimal;

use super::*;

/// Register an ExecTester with all required components.
/// This gives the tester access to OrderFactory for actual order creation.
fn register_exec_tester(tester: &mut ExecTester, cache: Rc<RefCell<Cache>>) {
    let trader_id = TraderId::from("TRADER-001");
    let clock: Rc<RefCell<dyn Clock>> = Rc::new(RefCell::new(TestClock::new()));
    let portfolio = Rc::new(RefCell::new(Portfolio::new(
        cache.clone(),
        clock.clone(),
        None,
    )));

    tester
        .core
        .register(trader_id, clock, cache, portfolio)
        .unwrap();
}

/// Create a cache with the test instrument pre-loaded.
fn create_cache_with_instrument(instrument: &InstrumentAny) -> Rc<RefCell<Cache>> {
    let cache = Rc::new(RefCell::new(Cache::default()));
    let _ = cache.borrow_mut().add_instrument(instrument.clone());
    cache
}

#[fixture]
fn config() -> ExecTesterConfig {
    ExecTesterConfig::new(
        StrategyId::from("EXEC_TESTER-001"),
        InstrumentId::from("ETHUSDT-PERP.BINANCE"),
        ClientId::new("BINANCE"),
        Quantity::from("0.001"),
    )
}

#[fixture]
fn instrument() -> InstrumentAny {
    InstrumentAny::CryptoPerpetual(crypto_perpetual_ethusdt())
}

fn create_initialized_limit_order() -> OrderAny {
    OrderAny::Limit(LimitOrder::test_default())
}

#[rstest]
fn test_config_creation(config: ExecTesterConfig) {
    assert_eq!(
        config.base.strategy_id,
        Some(StrategyId::from("EXEC_TESTER-001"))
    );
    assert_eq!(
        config.instrument_id,
        InstrumentId::from("ETHUSDT-PERP.BINANCE")
    );
    assert_eq!(config.client_id, Some(ClientId::new("BINANCE")));
    assert_eq!(config.order_qty, Quantity::from("0.001"));
    assert!(config.subscribe_quotes);
    assert!(config.subscribe_trades);
    assert!(!config.subscribe_book);
    assert!(config.enable_limit_buys);
    assert!(config.enable_limit_sells);
    assert!(!config.enable_stop_buys);
    assert!(!config.enable_stop_sells);
    assert_eq!(config.tob_offset_ticks, 500);
}

#[rstest]
fn test_config_default() {
    let config = ExecTesterConfig::default();

    assert!(config.base.strategy_id.is_none());
    assert!(config.subscribe_quotes);
    assert!(config.subscribe_trades);
    assert!(config.enable_limit_buys);
    assert!(config.enable_limit_sells);
    assert!(config.cancel_orders_on_stop);
    assert!(config.close_positions_on_stop);
    assert!(config.close_positions_time_in_force.is_none());
    assert!(!config.use_batch_cancel_on_stop);
}

#[rstest]
fn test_config_with_stop_orders(mut config: ExecTesterConfig) {
    config.enable_stop_buys = true;
    config.enable_stop_sells = true;
    config.stop_order_type = OrderType::StopLimit;
    config.stop_offset_ticks = 200;
    config.stop_limit_offset_ticks = Some(50);

    let tester = ExecTester::new(config);

    assert!(tester.config.enable_stop_buys);
    assert!(tester.config.enable_stop_sells);
    assert_eq!(tester.config.stop_order_type, OrderType::StopLimit);
    assert_eq!(tester.config.stop_offset_ticks, 200);
    assert_eq!(tester.config.stop_limit_offset_ticks, Some(50));
}

#[rstest]
fn test_config_with_batch_cancel() {
    let config = ExecTesterConfig::builder()
        .use_batch_cancel_on_stop(true)
        .build();
    assert!(config.use_batch_cancel_on_stop);
}

#[rstest]
fn test_config_with_order_maintenance(mut config: ExecTesterConfig) {
    config.modify_orders_to_maintain_tob_offset = true;
    config.cancel_replace_orders_to_maintain_tob_offset = false;

    let tester = ExecTester::new(config);

    assert!(tester.config.modify_orders_to_maintain_tob_offset);
    assert!(!tester.config.cancel_replace_orders_to_maintain_tob_offset);
}

#[rstest]
fn test_config_with_dry_run(mut config: ExecTesterConfig) {
    config.dry_run = true;

    let tester = ExecTester::new(config);

    assert!(tester.config.dry_run);
}

#[rstest]
fn test_config_with_position_opening(mut config: ExecTesterConfig) {
    config.open_position_on_start_qty = Some(Decimal::from(1));
    config.open_position_time_in_force = TimeInForce::Ioc;

    let tester = ExecTester::new(config);

    assert_eq!(
        tester.config.open_position_on_start_qty,
        Some(Decimal::from(1))
    );
    assert_eq!(tester.config.open_position_time_in_force, TimeInForce::Ioc);
}

#[rstest]
fn test_config_with_close_positions_time_in_force_builder() {
    let config = ExecTesterConfig::builder()
        .close_positions_time_in_force(TimeInForce::Ioc)
        .build();

    assert_eq!(config.close_positions_time_in_force, Some(TimeInForce::Ioc));
}

#[rstest]
fn test_config_with_all_stop_order_types(mut config: ExecTesterConfig) {
    // Test STOP_MARKET
    config.stop_order_type = OrderType::StopMarket;
    assert_eq!(config.stop_order_type, OrderType::StopMarket);

    // Test STOP_LIMIT
    config.stop_order_type = OrderType::StopLimit;
    assert_eq!(config.stop_order_type, OrderType::StopLimit);

    // Test MARKET_IF_TOUCHED
    config.stop_order_type = OrderType::MarketIfTouched;
    assert_eq!(config.stop_order_type, OrderType::MarketIfTouched);

    // Test LIMIT_IF_TOUCHED
    config.stop_order_type = OrderType::LimitIfTouched;
    assert_eq!(config.stop_order_type, OrderType::LimitIfTouched);
}

#[rstest]
fn test_exec_tester_creation(config: ExecTesterConfig) {
    let tester = ExecTester::new(config);

    assert!(tester.instrument.is_none());
    assert!(tester.price_offset.is_none());
    assert!(tester.buy_order.is_none());
    assert!(tester.sell_order.is_none());
    assert!(tester.buy_stop_order.is_none());
    assert!(tester.sell_stop_order.is_none());
}

#[rstest]
fn test_get_price_offset(config: ExecTesterConfig, instrument: InstrumentAny) {
    let tester = ExecTester::new(config);

    // price_increment = 0.01, tob_offset_ticks = 500
    // Expected: 0.01 * 500 = 5.0
    let offset = tester.get_price_offset(&instrument);

    assert!((offset - 5.0).abs() < 1e-10);
}

#[rstest]
fn test_get_price_offset_different_ticks(instrument: InstrumentAny) {
    let config = ExecTesterConfig {
        tob_offset_ticks: 100,
        ..Default::default()
    };

    let tester = ExecTester::new(config);

    // price_increment = 0.01, tob_offset_ticks = 100
    let offset = tester.get_price_offset(&instrument);

    assert!((offset - 1.0).abs() < 1e-10);
}

#[rstest]
fn test_get_price_offset_single_tick(instrument: InstrumentAny) {
    let config = ExecTesterConfig {
        tob_offset_ticks: 1,
        ..Default::default()
    };

    let tester = ExecTester::new(config);

    // price_increment = 0.01, tob_offset_ticks = 1
    let offset = tester.get_price_offset(&instrument);

    assert!((offset - 0.01).abs() < 1e-10);
}

#[rstest]
fn test_is_order_active_initialized(config: ExecTesterConfig) {
    let tester = ExecTester::new(config);
    let order = create_initialized_limit_order();

    assert!(tester.is_order_active(&order));
    assert_eq!(order.status(), OrderStatus::Initialized);
}

#[rstest]
fn test_get_order_trigger_price_limit_order_returns_none(config: ExecTesterConfig) {
    let tester = ExecTester::new(config);
    let order = create_initialized_limit_order();

    assert!(tester.get_order_trigger_price(&order).is_none());
}

#[rstest]
fn test_on_quote_with_logging(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let quote = QuoteTick::new(
        InstrumentId::from("BTCUSDT-PERP.BINANCE"),
        Price::from("50000.0"),
        Price::from("50001.0"),
        Quantity::from("1.0"),
        Quantity::from("1.0"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_quote(&quote);
    assert!(result.is_ok());
}

#[rstest]
fn test_on_quote_without_logging(mut config: ExecTesterConfig) {
    config.log_data = false;
    let mut tester = ExecTester::new(config);

    let quote = QuoteTick::new(
        InstrumentId::from("BTCUSDT-PERP.BINANCE"),
        Price::from("50000.0"),
        Price::from("50001.0"),
        Quantity::from("1.0"),
        Quantity::from("1.0"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_quote(&quote);
    assert!(result.is_ok());
}

#[rstest]
fn test_on_trade_with_logging(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let trade = TradeTick::new(
        InstrumentId::from("BTCUSDT-PERP.BINANCE"),
        Price::from("50000.0"),
        Quantity::from("0.1"),
        AggressorSide::Buyer,
        TradeId::new("12345"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_trade(&trade);
    assert!(result.is_ok());
}

#[rstest]
fn test_on_trade_without_logging(mut config: ExecTesterConfig) {
    config.log_data = false;
    let mut tester = ExecTester::new(config);

    let trade = TradeTick::new(
        InstrumentId::from("BTCUSDT-PERP.BINANCE"),
        Price::from("50000.0"),
        Quantity::from("0.1"),
        AggressorSide::Buyer,
        TradeId::new("12345"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_trade(&trade);
    assert!(result.is_ok());
}

#[rstest]
fn test_on_book_without_bids_or_asks(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let book = OrderBook::new(InstrumentId::from("BTCUSDT-PERP.BINANCE"), BookType::L2_MBP);

    let result = tester.on_book(&book);
    assert!(result.is_ok());
}

#[rstest]
fn test_on_book_deltas_with_logging(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);
    let instrument_id = InstrumentId::from("BTCUSDT-PERP.BINANCE");
    let delta = OrderBookDeltaTestBuilder::new(instrument_id).build();
    let deltas = OrderBookDeltas::new(instrument_id, vec![delta]);

    let result = tester.on_book_deltas(&deltas);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_book_deltas_without_logging(mut config: ExecTesterConfig) {
    config.log_data = false;
    let mut tester = ExecTester::new(config);
    let instrument_id = InstrumentId::from("BTCUSDT-PERP.BINANCE");
    let delta = OrderBookDeltaTestBuilder::new(instrument_id).build();
    let deltas = OrderBookDeltas::new(instrument_id, vec![delta]);

    let result = tester.on_book_deltas(&deltas);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_bar_with_logging(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);
    let bar = stub_bar();

    let result = tester.on_bar(&bar);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_bar_without_logging(mut config: ExecTesterConfig) {
    config.log_data = false;
    let mut tester = ExecTester::new(config);
    let bar = stub_bar();

    let result = tester.on_bar(&bar);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_mark_price_with_logging(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);
    let instrument_id = InstrumentId::from("BTCUSDT-PERP.BINANCE");
    let mark_price = MarkPriceUpdate::new(
        instrument_id,
        Price::from("50000.0"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_mark_price(&mark_price);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_mark_price_without_logging(mut config: ExecTesterConfig) {
    config.log_data = false;
    let mut tester = ExecTester::new(config);
    let instrument_id = InstrumentId::from("BTCUSDT-PERP.BINANCE");
    let mark_price = MarkPriceUpdate::new(
        instrument_id,
        Price::from("50000.0"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_mark_price(&mark_price);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_index_price_with_logging(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);
    let instrument_id = InstrumentId::from("BTCUSDT-PERP.BINANCE");
    let index_price = IndexPriceUpdate::new(
        instrument_id,
        Price::from("49999.0"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_index_price(&index_price);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_index_price_without_logging(mut config: ExecTesterConfig) {
    config.log_data = false;
    let mut tester = ExecTester::new(config);
    let instrument_id = InstrumentId::from("BTCUSDT-PERP.BINANCE");
    let index_price = IndexPriceUpdate::new(
        instrument_id,
        Price::from("49999.0"),
        UnixNanos::default(),
        UnixNanos::default(),
    );

    let result = tester.on_index_price(&index_price);

    assert!(result.is_ok());
}

#[rstest]
fn test_on_stop_dry_run(mut config: ExecTesterConfig) {
    config.dry_run = true;
    let mut tester = ExecTester::new(config);

    let result = tester.on_stop();

    assert!(result.is_ok());
}

#[rstest]
fn test_maintain_orders_dry_run_does_nothing(mut config: ExecTesterConfig) {
    config.dry_run = true;
    config.enable_limit_buys = true;
    config.enable_limit_sells = true;
    let mut tester = ExecTester::new(config);

    let best_bid = Price::from("50000.0");
    let best_ask = Price::from("50001.0");

    tester.maintain_orders(best_bid, best_ask);

    assert!(tester.buy_order.is_none());
    assert!(tester.sell_order.is_none());
}

#[rstest]
fn test_maintain_orders_no_instrument_does_nothing(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let best_bid = Price::from("50000.0");
    let best_ask = Price::from("50001.0");

    tester.maintain_orders(best_bid, best_ask);

    assert!(tester.buy_order.is_none());
    assert!(tester.sell_order.is_none());
}

#[rstest]
fn test_submit_limit_order_no_instrument_returns_error(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_err());
    assert!(result.unwrap_err().to_string().contains("No instrument"));
}

#[rstest]
fn test_submit_limit_order_dry_run_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.dry_run = true;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_none());
}

#[rstest]
fn test_submit_limit_order_buys_disabled_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_limit_buys = false;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_none());
}

#[rstest]
fn test_submit_limit_order_sells_disabled_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_limit_sells = false;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Sell, Price::from("50000.0"));

    assert!(result.is_ok());
    assert!(tester.sell_order.is_none());
}

#[rstest]
fn test_submit_stop_order_no_instrument_returns_error(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("51000.0"), None);

    assert!(result.is_err());
    assert!(result.unwrap_err().to_string().contains("No instrument"));
}

#[rstest]
fn test_submit_stop_order_dry_run_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.dry_run = true;
    config.enable_stop_buys = true;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("51000.0"), None);

    assert!(result.is_ok());
    assert!(tester.buy_stop_order.is_none());
}

#[rstest]
fn test_submit_stop_order_buys_disabled_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = false;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("51000.0"), None);

    assert!(result.is_ok());
    assert!(tester.buy_stop_order.is_none());
}

#[rstest]
fn test_submit_stop_limit_without_limit_price_returns_error(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_order_type = OrderType::StopLimit;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    // Cannot actually submit without a registered OrderFactory
}

#[rstest]
fn test_open_position_no_instrument_returns_error(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let result = tester.open_position(Decimal::from(1));

    assert!(result.is_err());
    assert!(result.unwrap_err().to_string().contains("No instrument"));
}

#[rstest]
fn test_open_position_zero_quantity_returns_ok(
    config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.open_position(Decimal::ZERO);

    assert!(result.is_ok());
}

#[rstest]
fn test_config_with_enable_brackets() {
    let config = ExecTesterConfig::builder().enable_brackets(true).build();
    assert!(config.enable_brackets);
}

#[rstest]
fn test_config_with_bracket_offset_ticks() {
    let config = ExecTesterConfig::builder()
        .bracket_offset_ticks(1000)
        .build();
    assert_eq!(config.bracket_offset_ticks, 1000);
}

#[rstest]
fn test_config_with_test_reject_post_only() {
    let config = ExecTesterConfig::builder()
        .test_reject_post_only(true)
        .build();
    assert!(config.test_reject_post_only);
}

#[rstest]
fn test_config_with_test_reject_reduce_only() {
    let config = ExecTesterConfig::builder()
        .test_reject_reduce_only(true)
        .build();
    assert!(config.test_reject_reduce_only);
}

#[rstest]
fn test_config_with_emulation_trigger() {
    let config = ExecTesterConfig::builder()
        .emulation_trigger(TriggerType::LastPrice)
        .build();
    assert_eq!(config.emulation_trigger, Some(TriggerType::LastPrice));
}

#[rstest]
fn test_config_with_use_quote_quantity() {
    let config = ExecTesterConfig::builder().use_quote_quantity(true).build();
    assert!(config.use_quote_quantity);
}

#[rstest]
fn test_config_with_order_params() {
    use serde_json::Value;
    let mut params = Params::new();
    params.insert("key".to_string(), Value::String("value".to_string()));
    let config = ExecTesterConfig::builder()
        .order_params(params.clone())
        .build();
    assert_eq!(config.order_params, Some(params));
}

#[rstest]
fn test_submit_bracket_order_no_instrument_returns_error(config: ExecTesterConfig) {
    let mut tester = ExecTester::new(config);

    let result = tester.submit_bracket_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_err());
    assert!(result.unwrap_err().to_string().contains("No instrument"));
}

#[rstest]
fn test_submit_bracket_order_dry_run_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.dry_run = true;
    config.enable_brackets = true;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_bracket_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_none());
}

#[rstest]
fn test_submit_bracket_order_unsupported_entry_type_returns_error(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_brackets = true;
    config.bracket_entry_order_type = OrderType::Market;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_bracket_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_err());
    assert!(
        result
            .unwrap_err()
            .to_string()
            .contains("Only Limit entry orders are supported")
    );
}

#[rstest]
fn test_submit_bracket_order_buys_disabled_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_brackets = true;
    config.enable_limit_buys = false;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_bracket_order(OrderSide::Buy, Price::from("50000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_none());
}

#[rstest]
fn test_submit_bracket_order_sells_disabled_returns_ok(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_brackets = true;
    config.enable_limit_sells = false;
    let mut tester = ExecTester::new(config);
    tester.instrument = Some(instrument);

    let result = tester.submit_bracket_order(OrderSide::Sell, Price::from("50000.0"));

    assert!(result.is_ok());
    assert!(tester.sell_order.is_none());
}

#[rstest]
fn test_submit_limit_order_creates_buy_order(config: ExecTesterConfig, instrument: InstrumentAny) {
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_some());
    let order = tester.buy_order.unwrap();
    assert_eq!(order.order_side(), OrderSide::Buy);
    assert_eq!(order.order_type(), OrderType::Limit);
}

#[rstest]
fn test_submit_limit_order_creates_sell_order(config: ExecTesterConfig, instrument: InstrumentAny) {
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Sell, Price::from("3000.0"));

    assert!(result.is_ok());
    assert!(tester.sell_order.is_some());
    let order = tester.sell_order.unwrap();
    assert_eq!(order.order_side(), OrderSide::Sell);
    assert_eq!(order.order_type(), OrderType::Limit);
}

#[rstest]
fn test_submit_limit_order_with_post_only(mut config: ExecTesterConfig, instrument: InstrumentAny) {
    config.use_post_only = true;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    let order = tester.buy_order.unwrap();
    assert!(order.is_post_only());
}

#[rstest]
fn test_submit_limit_order_with_test_reject_post_only_implies_post_only(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.test_reject_post_only = true;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    let order = tester.buy_order.unwrap();
    assert!(order.is_post_only());
}

#[rstest]
fn test_submit_limit_order_with_expire_time(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.order_expire_time_delta_mins = Some(30);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    let order = tester.buy_order.unwrap();
    assert_eq!(order.time_in_force(), TimeInForce::Gtd);
    assert!(order.expire_time().is_some());
}

#[rstest]
fn test_submit_limit_order_with_order_params(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    use serde_json::Value;
    let mut params = Params::new();
    params.insert("tdMode".to_string(), Value::String("cross".to_string()));
    config.order_params = Some(params);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_some());
}

#[rstest]
fn test_submit_stop_market_order_creates_order(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_order_type = OrderType::StopMarket;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("3500.0"), None);

    assert!(result.is_ok());
    assert!(tester.buy_stop_order.is_some());
    let order = tester.buy_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::StopMarket);
    assert_eq!(order.trigger_price(), Some(Price::from("3500.0")));
}

#[rstest]
fn test_submit_stop_limit_order_creates_order(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_sells = true;
    config.stop_order_type = OrderType::StopLimit;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(
        OrderSide::Sell,
        Price::from("2500.0"),
        Some(Price::from("2490.0")),
    );

    assert!(result.is_ok());
    assert!(tester.sell_stop_order.is_some());
    let order = tester.sell_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::StopLimit);
    assert_eq!(order.trigger_price(), Some(Price::from("2500.0")));
    assert_eq!(order.price(), Some(Price::from("2490.0")));
}

#[rstest]
fn test_submit_market_if_touched_order_creates_order(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_order_type = OrderType::MarketIfTouched;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("2800.0"), None);

    assert!(result.is_ok());
    assert!(tester.buy_stop_order.is_some());
    let order = tester.buy_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::MarketIfTouched);
}

#[rstest]
fn test_submit_limit_if_touched_order_creates_order(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_sells = true;
    config.stop_order_type = OrderType::LimitIfTouched;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(
        OrderSide::Sell,
        Price::from("3200.0"),
        Some(Price::from("3190.0")),
    );

    assert!(result.is_ok());
    assert!(tester.sell_stop_order.is_some());
    let order = tester.sell_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::LimitIfTouched);
}

#[rstest]
fn test_submit_trailing_stop_market_order_creates_order_with_activation_price(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_sells = true;
    config.stop_order_type = OrderType::TrailingStopMarket;
    config.trailing_offset = Some(Decimal::from(25));
    config.trailing_offset_type = TrailingOffsetType::BasisPoints;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Sell, Price::from("3200.0"), None);

    assert!(result.is_ok());
    assert!(tester.sell_stop_order.is_some());
    let order = tester.sell_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::TrailingStopMarket);
    assert_eq!(order.trigger_price(), Some(Price::from("3200.0")));
    assert_eq!(order.activation_price(), Some(Price::from("3200.0")));
}

#[rstest]
fn test_maintain_stop_buy_orders_trailing_stop_places_activation_below_market(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_limit_buys = false;
    config.enable_limit_sells = false;
    config.enable_stop_buys = true;
    config.stop_order_type = OrderType::TrailingStopMarket;
    config.trailing_offset = Some(Decimal::from(25));
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    tester.maintain_orders(Price::from("3000.0"), Price::from("3000.5"));

    let order = tester.buy_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::TrailingStopMarket);
    assert_eq!(order.trigger_price(), Some(Price::from("2999.0")));
    assert_eq!(order.activation_price(), Some(Price::from("2999.0")));
}

#[rstest]
fn test_maintain_stop_sell_orders_trailing_stop_places_activation_above_market(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_limit_buys = false;
    config.enable_limit_sells = false;
    config.enable_stop_sells = true;
    config.stop_order_type = OrderType::TrailingStopMarket;
    config.trailing_offset = Some(Decimal::from(25));
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    tester.maintain_orders(Price::from("3000.0"), Price::from("3000.5"));

    let order = tester.sell_stop_order.unwrap();
    assert_eq!(order.order_type(), OrderType::TrailingStopMarket);
    assert_eq!(order.trigger_price(), Some(Price::from("3001.5")));
    assert_eq!(order.activation_price(), Some(Price::from("3001.5")));
}

#[rstest]
fn test_submit_stop_order_with_emulation_trigger(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_order_type = OrderType::StopMarket;
    config.emulation_trigger = Some(TriggerType::LastPrice);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("3500.0"), None);

    assert!(result.is_ok());
    let order = tester.buy_stop_order.unwrap();
    assert_eq!(order.emulation_trigger(), Some(TriggerType::LastPrice));
}

#[rstest]
fn test_submit_bracket_order_creates_order_list(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_brackets = true;
    config.bracket_offset_ticks = 100;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_bracket_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    assert!(tester.buy_order.is_some());
    let order = tester.buy_order.unwrap();
    assert_eq!(order.order_side(), OrderSide::Buy);
    assert_eq!(order.order_type(), OrderType::Limit);
    assert_eq!(order.contingency_type(), Some(ContingencyType::Oto));
}

#[rstest]
fn test_submit_bracket_order_sell_creates_order_list(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_brackets = true;
    config.bracket_offset_ticks = 100;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_bracket_order(OrderSide::Sell, Price::from("3000.0"));

    assert!(result.is_ok());
    assert!(tester.sell_order.is_some());
    let order = tester.sell_order.unwrap();
    assert_eq!(order.order_side(), OrderSide::Sell);
    assert_eq!(order.contingency_type(), Some(ContingencyType::Oto));
}

#[rstest]
fn test_open_position_creates_market_order(config: ExecTesterConfig, instrument: InstrumentAny) {
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.open_position(Decimal::from(1));

    assert!(result.is_ok());
}

#[rstest]
fn test_open_position_with_reduce_only_rejection(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.test_reject_reduce_only = true;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    // Should succeed in creating order (rejection happens at exchange)
    let result = tester.open_position(Decimal::from(1));

    assert!(result.is_ok());
}

#[rstest]
fn test_submit_stop_limit_without_limit_price_fails(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_order_type = OrderType::StopLimit;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("3500.0"), None);

    assert!(result.is_err());
    assert!(
        result
            .unwrap_err()
            .to_string()
            .contains("requires limit_price")
    );
}

#[rstest]
fn test_submit_limit_if_touched_without_limit_price_fails(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_sells = true;
    config.stop_order_type = OrderType::LimitIfTouched;
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Sell, Price::from("3200.0"), None);

    assert!(result.is_err());
    assert!(
        result
            .unwrap_err()
            .to_string()
            .contains("requires limit_price")
    );
}

#[rstest]
fn test_config_new_fields_default_values(config: ExecTesterConfig) {
    assert!(config.limit_time_in_force.is_none());
    assert!(config.stop_time_in_force.is_none());
}

#[rstest]
fn test_config_with_limit_time_in_force_builder() {
    let config = ExecTesterConfig::builder()
        .limit_time_in_force(TimeInForce::Ioc)
        .build();
    assert_eq!(config.limit_time_in_force, Some(TimeInForce::Ioc));
}

#[rstest]
fn test_config_with_stop_time_in_force_builder() {
    let config = ExecTesterConfig::builder()
        .stop_time_in_force(TimeInForce::Day)
        .build();
    assert_eq!(config.stop_time_in_force, Some(TimeInForce::Day));
}

#[rstest]
fn test_submit_limit_order_with_limit_time_in_force(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.limit_time_in_force = Some(TimeInForce::Ioc);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    let order = tester.buy_order.unwrap();
    assert_eq!(order.time_in_force(), TimeInForce::Ioc);
    assert!(order.expire_time().is_none());
}

#[rstest]
fn test_submit_limit_order_limit_time_in_force_overrides_expire(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    // limit_time_in_force takes priority over order_expire_time_delta_mins
    config.limit_time_in_force = Some(TimeInForce::Day);
    config.order_expire_time_delta_mins = Some(30);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_limit_order(OrderSide::Buy, Price::from("3000.0"));

    assert!(result.is_ok());
    let order = tester.buy_order.unwrap();
    assert_eq!(order.time_in_force(), TimeInForce::Day);
    assert!(order.expire_time().is_none());
}

#[rstest]
fn test_submit_stop_order_with_stop_time_in_force(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_time_in_force = Some(TimeInForce::Day);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("3200.0"), None);

    assert!(result.is_ok());
    let order = tester.buy_stop_order.unwrap();
    assert_eq!(order.time_in_force(), TimeInForce::Day);
    assert!(order.expire_time().is_none());
}

#[rstest]
fn test_submit_stop_order_stop_time_in_force_overrides_expire(
    mut config: ExecTesterConfig,
    instrument: InstrumentAny,
) {
    config.enable_stop_buys = true;
    config.stop_time_in_force = Some(TimeInForce::Ioc);
    config.order_expire_time_delta_mins = Some(30);
    let cache = create_cache_with_instrument(&instrument);
    let mut tester = ExecTester::new(config);
    register_exec_tester(&mut tester, cache);
    tester.instrument = Some(instrument);

    let result = tester.submit_stop_order(OrderSide::Buy, Price::from("3200.0"), None);

    assert!(result.is_ok());
    let order = tester.buy_stop_order.unwrap();
    assert_eq!(order.time_in_force(), TimeInForce::Ioc);
    assert!(order.expire_time().is_none());
}