nautilus_model/events/order/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use nautilus_core::{UUID4, UnixNanos};
17use rust_decimal::Decimal;
18use ustr::Ustr;
19
20use crate::{
21    enums::{
22        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
23        TriggerType,
24    },
25    identifiers::{
26        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
27        StrategyId, TradeId, TraderId, VenueOrderId,
28    },
29    types::{Currency, Money, Price, Quantity},
30};
31
32pub mod accepted;
33pub mod accepted_batch;
34pub mod any;
35pub mod cancel_rejected;
36pub mod canceled;
37pub mod canceled_batch;
38pub mod denied;
39pub mod emulated;
40pub mod expired;
41pub mod filled;
42pub mod initialized;
43pub mod modify_rejected;
44pub mod pending_cancel;
45pub mod pending_update;
46pub mod rejected;
47pub mod released;
48pub mod snapshot;
49pub mod submitted;
50pub mod submitted_batch;
51pub mod triggered;
52pub mod updated;
53
54#[cfg(any(test, feature = "stubs"))]
55pub mod spec;
56#[cfg(any(test, feature = "stubs"))]
57pub mod stubs;
58
59/// Represents a type of [`OrderEvent`].
60#[derive(Debug, PartialEq, Eq)]
61pub enum OrderEventType {
62    Initialized,
63    Denied,
64    Emulated,
65    Released,
66    Submitted,
67    Accepted,
68    Rejected,
69    Canceled,
70    Expired,
71    Triggered,
72    PendingUpdate,
73    PendingCancel,
74    ModifyRejected,
75    CancelRejected,
76    Updated,
77    PartiallyFilled,
78    Filled,
79}
80
81pub trait OrderEvent: 'static + Send {
82    fn id(&self) -> UUID4;
83    fn type_name(&self) -> &'static str;
84    fn order_type(&self) -> Option<OrderType>;
85    fn order_side(&self) -> Option<OrderSide>;
86    fn trader_id(&self) -> TraderId;
87    fn strategy_id(&self) -> StrategyId;
88    fn instrument_id(&self) -> InstrumentId;
89    fn trade_id(&self) -> Option<TradeId>;
90    fn currency(&self) -> Option<Currency>;
91    fn client_order_id(&self) -> ClientOrderId;
92    fn reason(&self) -> Option<Ustr>;
93    fn quantity(&self) -> Option<Quantity>;
94    fn time_in_force(&self) -> Option<TimeInForce>;
95    fn liquidity_side(&self) -> Option<LiquiditySide>;
96    fn post_only(&self) -> Option<bool>;
97    fn reduce_only(&self) -> Option<bool>;
98    fn quote_quantity(&self) -> Option<bool>;
99    fn reconciliation(&self) -> bool;
100    fn price(&self) -> Option<Price>;
101    fn last_px(&self) -> Option<Price>;
102    fn last_qty(&self) -> Option<Quantity>;
103    fn trigger_price(&self) -> Option<Price>;
104    fn trigger_type(&self) -> Option<TriggerType>;
105    fn limit_offset(&self) -> Option<Decimal>;
106    fn trailing_offset(&self) -> Option<Decimal>;
107    fn trailing_offset_type(&self) -> Option<TrailingOffsetType>;
108    fn expire_time(&self) -> Option<UnixNanos>;
109    fn display_qty(&self) -> Option<Quantity>;
110    fn emulation_trigger(&self) -> Option<TriggerType>;
111    fn trigger_instrument_id(&self) -> Option<InstrumentId>;
112    fn contingency_type(&self) -> Option<ContingencyType>;
113    fn order_list_id(&self) -> Option<OrderListId>;
114    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>>;
115    fn parent_order_id(&self) -> Option<ClientOrderId>;
116    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId>;
117    fn exec_spawn_id(&self) -> Option<ClientOrderId>;
118    fn venue_order_id(&self) -> Option<VenueOrderId>;
119    fn account_id(&self) -> Option<AccountId>;
120    fn position_id(&self) -> Option<PositionId>;
121    fn commission(&self) -> Option<Money>;
122    fn ts_event(&self) -> UnixNanos;
123    fn ts_init(&self) -> UnixNanos;
124}
nautilus_model/events/order/mod.rs

nautilus_model/events/order/
mod.rs
