nautilus_serialization/arrow/
order_event.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 std::collections::HashMap;
17
18use arrow::{datatypes::Schema, error::ArrowError, record_batch::RecordBatch};
19use nautilus_model::events::{
20    OrderAccepted, OrderCancelRejected, OrderCanceled, OrderDenied, OrderEmulated, OrderExpired,
21    OrderFillVoided, OrderFilled, OrderInitialized, OrderModifyRejected, OrderPendingCancel,
22    OrderPendingUpdate, OrderRejected, OrderReleased, OrderSubmitted, OrderTriggered, OrderUpdated,
23};
24
25use super::{
26    ArrowSchemaProvider, DecodeTypedFromRecordBatch, EncodeToRecordBatch, EncodingError,
27    KEY_INSTRUMENT_ID,
28    json::{JsonFieldSpec, decode_batch, encode_batch, metadata_for_type, schema_for_type},
29};
30
31const ORDER_INITIALIZED_FIELDS: &[JsonFieldSpec] = &[
32    JsonFieldSpec::utf8("trader_id", false),
33    JsonFieldSpec::utf8("strategy_id", false),
34    JsonFieldSpec::utf8("instrument_id", false),
35    JsonFieldSpec::utf8("client_order_id", false),
36    JsonFieldSpec::utf8("order_side", false),
37    JsonFieldSpec::utf8("order_type", false),
38    JsonFieldSpec::utf8("quantity", false),
39    JsonFieldSpec::utf8("time_in_force", false),
40    JsonFieldSpec::boolean("post_only", false),
41    JsonFieldSpec::boolean("reduce_only", false),
42    JsonFieldSpec::boolean("quote_quantity", false),
43    JsonFieldSpec::boolean("reconciliation", false),
44    JsonFieldSpec::utf8("event_id", false),
45    JsonFieldSpec::u64("ts_event", false),
46    JsonFieldSpec::u64("ts_init", false),
47    JsonFieldSpec::utf8("price", true),
48    JsonFieldSpec::utf8("trigger_price", true),
49    JsonFieldSpec::utf8("trigger_type", true),
50    JsonFieldSpec::utf8("limit_offset", true),
51    JsonFieldSpec::utf8("trailing_offset", true),
52    JsonFieldSpec::utf8("trailing_offset_type", true),
53    JsonFieldSpec::u64("expire_time", true),
54    JsonFieldSpec::utf8("display_qty", true),
55    JsonFieldSpec::utf8("emulation_trigger", true),
56    JsonFieldSpec::utf8("trigger_instrument_id", true),
57    JsonFieldSpec::utf8("contingency_type", true),
58    JsonFieldSpec::utf8("order_list_id", true),
59    JsonFieldSpec::utf8_json("linked_order_ids", true),
60    JsonFieldSpec::utf8("parent_order_id", true),
61    JsonFieldSpec::utf8("exec_algorithm_id", true),
62    JsonFieldSpec::utf8_json("exec_algorithm_params", true),
63    JsonFieldSpec::utf8("exec_spawn_id", true),
64    JsonFieldSpec::utf8_json("tags", true),
65    // Appended (not inserted) so older batches without this column fail with a clean
66    // `MissingColumn` error rather than silently reading a shifted column.
67    JsonFieldSpec::utf8("activation_price", true),
68];
69
70const ORDER_DENIED_FIELDS: &[JsonFieldSpec] = &[
71    JsonFieldSpec::utf8("trader_id", false),
72    JsonFieldSpec::utf8("strategy_id", false),
73    JsonFieldSpec::utf8("instrument_id", false),
74    JsonFieldSpec::utf8("client_order_id", false),
75    JsonFieldSpec::utf8("reason", false),
76    JsonFieldSpec::utf8("event_id", false),
77    JsonFieldSpec::u64("ts_event", false),
78    JsonFieldSpec::u64("ts_init", false),
79];
80
81const ORDER_EMULATED_FIELDS: &[JsonFieldSpec] = &[
82    JsonFieldSpec::utf8("trader_id", false),
83    JsonFieldSpec::utf8("strategy_id", false),
84    JsonFieldSpec::utf8("instrument_id", false),
85    JsonFieldSpec::utf8("client_order_id", false),
86    JsonFieldSpec::utf8("event_id", false),
87    JsonFieldSpec::u64("ts_event", false),
88    JsonFieldSpec::u64("ts_init", false),
89];
90
91const ORDER_SUBMITTED_FIELDS: &[JsonFieldSpec] = &[
92    JsonFieldSpec::utf8("trader_id", false),
93    JsonFieldSpec::utf8("strategy_id", false),
94    JsonFieldSpec::utf8("instrument_id", false),
95    JsonFieldSpec::utf8("client_order_id", false),
96    JsonFieldSpec::utf8("account_id", false),
97    JsonFieldSpec::utf8("event_id", false),
98    JsonFieldSpec::u64("ts_event", false),
99    JsonFieldSpec::u64("ts_init", false),
100];
101
102const ORDER_ACCEPTED_FIELDS: &[JsonFieldSpec] = &[
103    JsonFieldSpec::utf8("trader_id", false),
104    JsonFieldSpec::utf8("strategy_id", false),
105    JsonFieldSpec::utf8("instrument_id", false),
106    JsonFieldSpec::utf8("client_order_id", false),
107    JsonFieldSpec::utf8("venue_order_id", false),
108    JsonFieldSpec::utf8("account_id", false),
109    JsonFieldSpec::utf8("event_id", false),
110    JsonFieldSpec::u64("ts_event", false),
111    JsonFieldSpec::u64("ts_init", false),
112    JsonFieldSpec::boolean("reconciliation", false),
113];
114
115const ORDER_REJECTED_FIELDS: &[JsonFieldSpec] = &[
116    JsonFieldSpec::utf8("trader_id", false),
117    JsonFieldSpec::utf8("strategy_id", false),
118    JsonFieldSpec::utf8("instrument_id", false),
119    JsonFieldSpec::utf8("client_order_id", false),
120    JsonFieldSpec::utf8("account_id", false),
121    JsonFieldSpec::utf8("reason", false),
122    JsonFieldSpec::utf8("event_id", false),
123    JsonFieldSpec::u64("ts_event", false),
124    JsonFieldSpec::u64("ts_init", false),
125    JsonFieldSpec::boolean("reconciliation", false),
126    JsonFieldSpec::boolean("due_post_only", false),
127];
128
129const ORDER_PENDING_CANCEL_FIELDS: &[JsonFieldSpec] = &[
130    JsonFieldSpec::utf8("trader_id", false),
131    JsonFieldSpec::utf8("strategy_id", false),
132    JsonFieldSpec::utf8("instrument_id", false),
133    JsonFieldSpec::utf8("client_order_id", false),
134    JsonFieldSpec::utf8("account_id", true),
135    JsonFieldSpec::utf8("event_id", false),
136    JsonFieldSpec::u64("ts_event", false),
137    JsonFieldSpec::u64("ts_init", false),
138    JsonFieldSpec::boolean("reconciliation", false),
139    JsonFieldSpec::utf8("venue_order_id", true),
140];
141
142const ORDER_CANCELED_FIELDS: &[JsonFieldSpec] = &[
143    JsonFieldSpec::utf8("trader_id", false),
144    JsonFieldSpec::utf8("strategy_id", false),
145    JsonFieldSpec::utf8("instrument_id", false),
146    JsonFieldSpec::utf8("client_order_id", false),
147    JsonFieldSpec::utf8("event_id", false),
148    JsonFieldSpec::u64("ts_event", false),
149    JsonFieldSpec::u64("ts_init", false),
150    JsonFieldSpec::boolean("reconciliation", false),
151    JsonFieldSpec::utf8("venue_order_id", true),
152    JsonFieldSpec::utf8("account_id", true),
153];
154
155const ORDER_CANCEL_REJECTED_FIELDS: &[JsonFieldSpec] = &[
156    JsonFieldSpec::utf8("trader_id", false),
157    JsonFieldSpec::utf8("strategy_id", false),
158    JsonFieldSpec::utf8("instrument_id", false),
159    JsonFieldSpec::utf8("client_order_id", false),
160    JsonFieldSpec::utf8("reason", false),
161    JsonFieldSpec::utf8("event_id", false),
162    JsonFieldSpec::u64("ts_event", false),
163    JsonFieldSpec::u64("ts_init", false),
164    JsonFieldSpec::boolean("reconciliation", false),
165    JsonFieldSpec::utf8("venue_order_id", true),
166    JsonFieldSpec::utf8("account_id", true),
167];
168
169const ORDER_EXPIRED_FIELDS: &[JsonFieldSpec] = &[
170    JsonFieldSpec::utf8("trader_id", false),
171    JsonFieldSpec::utf8("strategy_id", false),
172    JsonFieldSpec::utf8("instrument_id", false),
173    JsonFieldSpec::utf8("client_order_id", false),
174    JsonFieldSpec::utf8("event_id", false),
175    JsonFieldSpec::u64("ts_event", false),
176    JsonFieldSpec::u64("ts_init", false),
177    JsonFieldSpec::boolean("reconciliation", false),
178    JsonFieldSpec::utf8("venue_order_id", true),
179    JsonFieldSpec::utf8("account_id", true),
180];
181
182const ORDER_TRIGGERED_FIELDS: &[JsonFieldSpec] = &[
183    JsonFieldSpec::utf8("trader_id", false),
184    JsonFieldSpec::utf8("strategy_id", false),
185    JsonFieldSpec::utf8("instrument_id", false),
186    JsonFieldSpec::utf8("client_order_id", false),
187    JsonFieldSpec::utf8("event_id", false),
188    JsonFieldSpec::u64("ts_event", false),
189    JsonFieldSpec::u64("ts_init", false),
190    JsonFieldSpec::boolean("reconciliation", false),
191    JsonFieldSpec::utf8("venue_order_id", true),
192    JsonFieldSpec::utf8("account_id", true),
193];
194
195const ORDER_PENDING_UPDATE_FIELDS: &[JsonFieldSpec] = &[
196    JsonFieldSpec::utf8("trader_id", false),
197    JsonFieldSpec::utf8("strategy_id", false),
198    JsonFieldSpec::utf8("instrument_id", false),
199    JsonFieldSpec::utf8("client_order_id", false),
200    JsonFieldSpec::utf8("account_id", true),
201    JsonFieldSpec::utf8("event_id", false),
202    JsonFieldSpec::u64("ts_event", false),
203    JsonFieldSpec::u64("ts_init", false),
204    JsonFieldSpec::boolean("reconciliation", false),
205    JsonFieldSpec::utf8("venue_order_id", true),
206];
207
208const ORDER_RELEASED_FIELDS: &[JsonFieldSpec] = &[
209    JsonFieldSpec::utf8("trader_id", false),
210    JsonFieldSpec::utf8("strategy_id", false),
211    JsonFieldSpec::utf8("instrument_id", false),
212    JsonFieldSpec::utf8("client_order_id", false),
213    JsonFieldSpec::utf8("released_price", false),
214    JsonFieldSpec::utf8("event_id", false),
215    JsonFieldSpec::u64("ts_event", false),
216    JsonFieldSpec::u64("ts_init", false),
217];
218
219const ORDER_MODIFY_REJECTED_FIELDS: &[JsonFieldSpec] = &[
220    JsonFieldSpec::utf8("trader_id", false),
221    JsonFieldSpec::utf8("strategy_id", false),
222    JsonFieldSpec::utf8("instrument_id", false),
223    JsonFieldSpec::utf8("client_order_id", false),
224    JsonFieldSpec::utf8("reason", false),
225    JsonFieldSpec::utf8("event_id", false),
226    JsonFieldSpec::u64("ts_event", false),
227    JsonFieldSpec::u64("ts_init", false),
228    JsonFieldSpec::boolean("reconciliation", false),
229    JsonFieldSpec::utf8("venue_order_id", true),
230    JsonFieldSpec::utf8("account_id", true),
231];
232
233const ORDER_UPDATED_FIELDS: &[JsonFieldSpec] = &[
234    JsonFieldSpec::utf8("trader_id", false),
235    JsonFieldSpec::utf8("strategy_id", false),
236    JsonFieldSpec::utf8("instrument_id", false),
237    JsonFieldSpec::utf8("client_order_id", false),
238    JsonFieldSpec::utf8("venue_order_id", true),
239    JsonFieldSpec::utf8("account_id", true),
240    JsonFieldSpec::utf8("quantity", false),
241    JsonFieldSpec::utf8("price", true),
242    JsonFieldSpec::utf8("trigger_price", true),
243    JsonFieldSpec::utf8("protection_price", true),
244    JsonFieldSpec::boolean("is_quote_quantity", false),
245    JsonFieldSpec::utf8("event_id", false),
246    JsonFieldSpec::u64("ts_event", false),
247    JsonFieldSpec::u64("ts_init", false),
248    JsonFieldSpec::boolean("reconciliation", false),
249];
250
251const ORDER_FILLED_FIELDS: &[JsonFieldSpec] = &[
252    JsonFieldSpec::utf8("trader_id", false),
253    JsonFieldSpec::utf8("strategy_id", false),
254    JsonFieldSpec::utf8("instrument_id", false),
255    JsonFieldSpec::utf8("client_order_id", false),
256    JsonFieldSpec::utf8("venue_order_id", false),
257    JsonFieldSpec::utf8("account_id", false),
258    JsonFieldSpec::utf8("trade_id", false),
259    JsonFieldSpec::utf8("order_side", false),
260    JsonFieldSpec::utf8("order_type", false),
261    JsonFieldSpec::utf8("last_qty", false),
262    JsonFieldSpec::utf8("last_px", false),
263    JsonFieldSpec::utf8("currency", false),
264    JsonFieldSpec::utf8("liquidity_side", false),
265    JsonFieldSpec::utf8("event_id", false),
266    JsonFieldSpec::u64("ts_event", false),
267    JsonFieldSpec::u64("ts_init", false),
268    JsonFieldSpec::boolean("reconciliation", false),
269    JsonFieldSpec::utf8("position_id", true),
270    JsonFieldSpec::utf8("commission", true),
271    JsonFieldSpec::utf8_json("info", true),
272];
273
274const ORDER_FILL_VOIDED_FIELDS: &[JsonFieldSpec] = &[
275    JsonFieldSpec::utf8("trader_id", false),
276    JsonFieldSpec::utf8("strategy_id", false),
277    JsonFieldSpec::utf8("instrument_id", false),
278    JsonFieldSpec::utf8("client_order_id", false),
279    JsonFieldSpec::utf8("venue_order_id", false),
280    JsonFieldSpec::utf8("account_id", false),
281    JsonFieldSpec::utf8("correction_id", false),
282    JsonFieldSpec::utf8("trade_id", false),
283    JsonFieldSpec::utf8("voided_qty", false),
284    JsonFieldSpec::utf8("commission_voided", true),
285    JsonFieldSpec::utf8("order_side", false),
286    JsonFieldSpec::utf8("order_type", false),
287    JsonFieldSpec::utf8("last_px", false),
288    JsonFieldSpec::utf8("currency", false),
289    JsonFieldSpec::utf8("liquidity_side", false),
290    JsonFieldSpec::utf8("position_id", true),
291    JsonFieldSpec::utf8("reason", true),
292    JsonFieldSpec::utf8_json("info", true),
293    JsonFieldSpec::utf8("event_id", false),
294    JsonFieldSpec::u64("ts_event", false),
295    JsonFieldSpec::u64("ts_init", false),
296    JsonFieldSpec::boolean("reconciliation", false),
297    JsonFieldSpec::boolean("is_reopened", false),
298    JsonFieldSpec::utf8("causation_id", true),
299];
300
301fn instrument_metadata(type_name: &'static str, instrument_id: &str) -> HashMap<String, String> {
302    let mut metadata = metadata_for_type(type_name);
303    metadata.insert(KEY_INSTRUMENT_ID.to_string(), instrument_id.to_string());
304    metadata
305}
306
307macro_rules! impl_order_event_arrow {
308    ($type:ty, $type_name:expr, $fields:expr) => {
309        impl ArrowSchemaProvider for $type {
310            fn get_schema(metadata: Option<HashMap<String, String>>) -> Schema {
311                schema_for_type($type_name, metadata, $fields)
312            }
313        }
314
315        impl EncodeToRecordBatch for $type {
316            fn encode_batch(
317                metadata: &HashMap<String, String>,
318                data: &[Self],
319            ) -> Result<RecordBatch, ArrowError> {
320                encode_batch($type_name, metadata, data, $fields)
321            }
322
323            fn metadata(&self) -> HashMap<String, String> {
324                instrument_metadata($type_name, &self.instrument_id.to_string())
325            }
326        }
327
328        impl DecodeTypedFromRecordBatch for $type {
329            fn decode_typed_batch(
330                metadata: &HashMap<String, String>,
331                record_batch: RecordBatch,
332            ) -> Result<Vec<Self>, EncodingError> {
333                decode_batch(metadata, &record_batch, $fields, Some($type_name))
334            }
335        }
336    };
337}
338
339impl_order_event_arrow!(
340    OrderInitialized,
341    "OrderInitialized",
342    ORDER_INITIALIZED_FIELDS
343);
344impl_order_event_arrow!(OrderDenied, "OrderDenied", ORDER_DENIED_FIELDS);
345impl_order_event_arrow!(OrderEmulated, "OrderEmulated", ORDER_EMULATED_FIELDS);
346impl_order_event_arrow!(OrderSubmitted, "OrderSubmitted", ORDER_SUBMITTED_FIELDS);
347impl_order_event_arrow!(OrderAccepted, "OrderAccepted", ORDER_ACCEPTED_FIELDS);
348impl_order_event_arrow!(OrderRejected, "OrderRejected", ORDER_REJECTED_FIELDS);
349impl_order_event_arrow!(
350    OrderPendingCancel,
351    "OrderPendingCancel",
352    ORDER_PENDING_CANCEL_FIELDS
353);
354impl_order_event_arrow!(OrderCanceled, "OrderCanceled", ORDER_CANCELED_FIELDS);
355impl_order_event_arrow!(
356    OrderCancelRejected,
357    "OrderCancelRejected",
358    ORDER_CANCEL_REJECTED_FIELDS
359);
360impl_order_event_arrow!(OrderExpired, "OrderExpired", ORDER_EXPIRED_FIELDS);
361impl_order_event_arrow!(OrderTriggered, "OrderTriggered", ORDER_TRIGGERED_FIELDS);
362impl_order_event_arrow!(
363    OrderPendingUpdate,
364    "OrderPendingUpdate",
365    ORDER_PENDING_UPDATE_FIELDS
366);
367impl_order_event_arrow!(OrderReleased, "OrderReleased", ORDER_RELEASED_FIELDS);
368impl_order_event_arrow!(
369    OrderModifyRejected,
370    "OrderModifyRejected",
371    ORDER_MODIFY_REJECTED_FIELDS
372);
373impl_order_event_arrow!(OrderUpdated, "OrderUpdated", ORDER_UPDATED_FIELDS);
374impl_order_event_arrow!(OrderFilled, "OrderFilled", ORDER_FILLED_FIELDS);
375impl_order_event_arrow!(OrderFillVoided, "OrderFillVoided", ORDER_FILL_VOIDED_FIELDS);
376
377#[cfg(test)]
378mod tests {
379    use std::str::FromStr;
380
381    use indexmap::IndexMap;
382    use nautilus_core::UUID4;
383    use nautilus_model::{
384        events::order::{
385            spec::OrderFillVoidedSpec,
386            stubs::{
387                order_accepted, order_cancel_rejected, order_denied_max_submitted_rate,
388                order_emulated, order_expired, order_filled, order_initialized_buy_limit,
389                order_modify_rejected, order_pending_cancel, order_pending_update,
390                order_rejected_insufficient_margin, order_released, order_submitted,
391                order_triggered, order_updated,
392            },
393        },
394        identifiers::PositionId,
395        types::{Money, Quantity},
396    };
397    use rstest::rstest;
398    use rust_decimal::Decimal;
399    use ustr::Ustr;
400
401    use super::*;
402
403    #[rstest]
404    fn test_order_initialized_round_trip(order_initialized_buy_limit: OrderInitialized) {
405        let event = OrderInitialized {
406            limit_offset: Some(Decimal::from_str("0.123456789123456789").unwrap()),
407            trailing_offset: Some(Decimal::from_str("0.987654321987654321").unwrap()),
408            ..order_initialized_buy_limit
409        };
410        let metadata = event.metadata();
411        let batch =
412            OrderInitialized::encode_batch(&metadata, std::slice::from_ref(&event)).unwrap();
413        let decoded =
414            OrderInitialized::decode_typed_batch(batch.schema().metadata(), batch).unwrap();
415
416        assert_eq!(decoded, vec![event]);
417    }
418
419    #[rstest]
420    fn test_order_filled_round_trip(order_filled: OrderFilled) {
421        let event = order_filled;
422        let metadata = event.metadata();
423        let batch = OrderFilled::encode_batch(&metadata, std::slice::from_ref(&event)).unwrap();
424        let decoded = OrderFilled::decode_typed_batch(batch.schema().metadata(), batch).unwrap();
425
426        assert_eq!(decoded, vec![event]);
427    }
428
429    #[rstest]
430    fn test_order_fill_voided_round_trip() {
431        roundtrip(OrderFillVoidedSpec::builder().is_reopened(true).build());
432    }
433
434    #[rstest]
435    fn test_order_fill_voided_populated_optionals_round_trip() {
436        let mut event = OrderFillVoidedSpec::builder()
437            .voided_qty(Quantity::from("0.561000"))
438            .commission_voided(Money::from("12.20000000 USDT"))
439            .position_id(PositionId::from("P-001"))
440            .reason(Ustr::from("VENUE_VOID"))
441            .info(IndexMap::from([(Ustr::from("source"), Ustr::from("test"))]))
442            .is_reopened(true)
443            .build();
444        event.causation_id = Some(UUID4::new());
445
446        roundtrip(event);
447    }
448
449    fn roundtrip<T>(event: T)
450    where
451        T: ArrowSchemaProvider
452            + EncodeToRecordBatch
453            + DecodeTypedFromRecordBatch
454            + Clone
455            + PartialEq
456            + std::fmt::Debug,
457    {
458        let metadata = event.metadata();
459        let batch = T::encode_batch(&metadata, std::slice::from_ref(&event)).unwrap();
460        let decoded = T::decode_typed_batch(batch.schema().metadata(), batch).unwrap();
461        assert_eq!(decoded, vec![event]);
462    }
463
464    #[rstest]
465    fn test_order_denied_round_trip(order_denied_max_submitted_rate: OrderDenied) {
466        roundtrip(order_denied_max_submitted_rate);
467    }
468
469    #[rstest]
470    fn test_order_submitted_round_trip(order_submitted: OrderSubmitted) {
471        roundtrip(order_submitted);
472    }
473
474    #[rstest]
475    fn test_order_accepted_round_trip(order_accepted: OrderAccepted) {
476        roundtrip(order_accepted);
477    }
478
479    #[rstest]
480    fn test_order_rejected_round_trip(order_rejected_insufficient_margin: OrderRejected) {
481        roundtrip(order_rejected_insufficient_margin);
482    }
483
484    #[rstest]
485    fn test_order_canceled_round_trip() {
486        use nautilus_model::events::OrderCanceled;
487        roundtrip(OrderCanceled::default());
488    }
489
490    #[rstest]
491    fn test_order_updated_round_trip(order_updated: OrderUpdated) {
492        roundtrip(order_updated);
493    }
494
495    #[rstest]
496    fn test_order_triggered_round_trip(order_triggered: OrderTriggered) {
497        roundtrip(order_triggered);
498    }
499
500    #[rstest]
501    fn test_order_expired_round_trip(order_expired: OrderExpired) {
502        roundtrip(order_expired);
503    }
504
505    #[rstest]
506    fn test_order_pending_update_round_trip(order_pending_update: OrderPendingUpdate) {
507        roundtrip(order_pending_update);
508    }
509
510    #[rstest]
511    fn test_order_pending_update_none_account_round_trip(order_pending_update: OrderPendingUpdate) {
512        roundtrip(OrderPendingUpdate {
513            account_id: None,
514            ..order_pending_update
515        });
516    }
517
518    #[rstest]
519    fn test_order_pending_cancel_round_trip(order_pending_cancel: OrderPendingCancel) {
520        roundtrip(order_pending_cancel);
521    }
522
523    #[rstest]
524    fn test_order_pending_cancel_none_account_round_trip(order_pending_cancel: OrderPendingCancel) {
525        roundtrip(OrderPendingCancel {
526            account_id: None,
527            ..order_pending_cancel
528        });
529    }
530
531    #[rstest]
532    fn test_order_cancel_rejected_round_trip(order_cancel_rejected: OrderCancelRejected) {
533        roundtrip(order_cancel_rejected);
534    }
535
536    #[rstest]
537    fn test_order_modify_rejected_round_trip(order_modify_rejected: OrderModifyRejected) {
538        roundtrip(order_modify_rejected);
539    }
540
541    #[rstest]
542    fn test_order_emulated_round_trip(order_emulated: OrderEmulated) {
543        roundtrip(order_emulated);
544    }
545
546    #[rstest]
547    fn test_order_released_round_trip(order_released: OrderReleased) {
548        roundtrip(order_released);
549    }
550}
nautilus_serialization/arrow/order_event.rs

nautilus_serialization/arrow/
order_event.rs
