Implement event OrderSubmitted in Rust (#1383)

nautilus_core/model/src/events/order/stubs.rs

@@ -23,7 +23,7 @@ use crate::{
     enums::{ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TriggerType},
     events::order::{
         denied::OrderDenied, filled::OrderFilled, initialized::OrderInitialized,
-        rejected::OrderRejected, triggered::OrderTriggered,
+        rejected::OrderRejected, submitted::OrderSubmitted, triggered::OrderTriggered,
     },
     identifiers::{
         account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
@@ -39,8 +39,8 @@ pub fn order_filled(
     strategy_id_ema_cross: StrategyId,
     instrument_id_btc_usdt: InstrumentId,
     client_order_id: ClientOrderId,
+    uuid4: UUID4,
 ) -> OrderFilled {
-    let event_id = UUID4::new();
     OrderFilled::new(
         trader_id,
         strategy_id_ema_cross,
@@ -55,7 +55,7 @@ pub fn order_filled(
         Price::from_str("22000").unwrap(),
         Currency::from_str("USDT").unwrap(),
         LiquiditySide::Taker,
-        event_id,
+        uuid4,
         0,
         0,
         false,
@@ -71,15 +71,15 @@ pub fn order_denied_max_submitted_rate(
     strategy_id_ema_cross: StrategyId,
     instrument_id_btc_usdt: InstrumentId,
     client_order_id: ClientOrderId,
+    uuid4: UUID4,
 ) -> OrderDenied {
-    let event_id = UUID4::new();
     OrderDenied::new(
         trader_id,
         strategy_id_ema_cross,
         instrument_id_btc_usdt,
         client_order_id,
         Ustr::from("Exceeded MAX_ORDER_SUBMIT_RATE"),
-        event_id,
+        uuid4,
         0,
         0,
     )
@@ -93,16 +93,16 @@ pub fn order_rejected_insufficient_margin(
     strategy_id_ema_cross: StrategyId,
     instrument_id_btc_usdt: InstrumentId,
     client_order_id: ClientOrderId,
+    uuid4: UUID4,
 ) -> OrderRejected {
-    let event_id = UUID4::new();
     OrderRejected::new(
         trader_id,
         strategy_id_ema_cross,
         instrument_id_btc_usdt,
         client_order_id,
         account_id,
         Ustr::from("INSUFFICIENT_MARGIN"),
-        event_id,
+        uuid4,
         0,
         0,
         false,
@@ -116,8 +116,8 @@ pub fn order_initialized_buy_limit(
     strategy_id_ema_cross: StrategyId,
     instrument_id_btc_usdt: InstrumentId,
     client_order_id: ClientOrderId,
+    uuid4: UUID4,
 ) -> OrderInitialized {
-    let event_id = UUID4::new();
     let order_list_id = OrderListId::new("1").unwrap();
     let linked_order_ids = vec![ClientOrderId::new("O-2020872378424").unwrap()];
     OrderInitialized::new(
@@ -133,7 +133,7 @@ pub fn order_initialized_buy_limit(
         true,
         false,
         false,
-        event_id,
+        uuid4,
         0,
         0,
         Some(Price::from_str("22000").unwrap()),
@@ -158,6 +158,28 @@ pub fn order_initialized_buy_limit(
     .unwrap()
 }
 
+#[fixture]
+pub fn order_submitted(
+    trader_id: TraderId,
+    strategy_id_ema_cross: StrategyId,
+    instrument_id_btc_usdt: InstrumentId,
+    client_order_id: ClientOrderId,
+    account_id: AccountId,
+    uuid4: UUID4,
+) -> OrderSubmitted {
+    OrderSubmitted::new(
+        trader_id,
+        strategy_id_ema_cross,
+        instrument_id_btc_usdt,
+        client_order_id,
+        account_id,
+        uuid4,
+        0,
+        0,
+    )
+    .unwrap()
+}
+
 #[fixture]
 pub fn order_triggered(
     trader_id: TraderId,
@@ -166,14 +188,14 @@ pub fn order_triggered(
     client_order_id: ClientOrderId,
     venue_order_id: VenueOrderId,
     account_id: AccountId,
+    uuid4: UUID4,
 ) -> OrderTriggered {
-    let event_id = UUID4::new();
     OrderTriggered::new(
         trader_id,
         strategy_id_ema_cross,
         instrument_id_btc_usdt,
         client_order_id,
-        event_id,
+        uuid4,
         0,
         0,
         false,

nautilus_core/model/src/events/order/submitted.rs

@@ -13,8 +13,12 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+use std::fmt::{Display, Formatter};
+
+use anyhow::Result;
 use derive_builder::{self, Builder};
 use nautilus_core::{time::UnixNanos, uuid::UUID4};
+use pyo3::prelude::*;
 use serde::{Deserialize, Serialize};
 
 use crate::identifiers::{
@@ -26,6 +30,10 @@ use crate::identifiers::{
 #[derive(Clone, PartialEq, Eq, Debug, Default, Serialize, Deserialize, Builder)]
 #[builder(default)]
 #[serde(tag = "type")]
+#[cfg_attr(
+    feature = "python",
+    pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
+)]
 pub struct OrderSubmitted {
     pub trader_id: TraderId,
     pub strategy_id: StrategyId,
@@ -36,3 +44,59 @@ pub struct OrderSubmitted {
     pub ts_event: UnixNanos,
     pub ts_init: UnixNanos,
 }
+
+impl OrderSubmitted {
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        trader_id: TraderId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        account_id: AccountId,
+        event_id: UUID4,
+        ts_event: UnixNanos,
+        ts_init: UnixNanos,
+    ) -> Result<OrderSubmitted> {
+        Ok(OrderSubmitted {
+            trader_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            account_id,
+            event_id,
+            ts_event,
+            ts_init,
+        })
+    }
+}
+
+impl Display for OrderSubmitted {
+    fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
+        write!(
+            f,
+            "OrderSubmitted(instrument_id={}, client_order_id={}, account_id={}, ts_event={})",
+            self.instrument_id, self.client_order_id, self.account_id, self.ts_event
+        )
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+
+#[cfg(test)]
+mod tests {
+    use rstest::rstest;
+
+    use super::*;
+    use crate::events::order::stubs::*;
+
+    #[rstest]
+    fn test_order_rejected_display(order_submitted: OrderSubmitted) {
+        let display = format!("{}", order_submitted);
+        assert_eq!(
+            display,
+            "OrderSubmitted(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, account_id=SIM-001, ts_event=0)"
+        );
+    }
+}

nautilus_core/model/src/identifiers/stubs.rs

@@ -13,6 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+use nautilus_core::uuid::UUID4;
 use rstest::fixture;
 
 use crate::identifiers::{
@@ -142,3 +143,9 @@ pub fn venue_sim() -> Venue {
 pub fn venue_order_id() -> VenueOrderId {
     VenueOrderId::from("001")
 }
+
+// ---- UUID ----
+#[fixture]
+pub fn uuid4() -> UUID4 {
+    UUID4::from("16578139-a945-4b65-b46c-bc131a15d8e7")
+}

nautilus_core/model/src/python/events/order/mod.rs

@@ -17,4 +17,5 @@ pub mod denied;
 pub mod filled;
 pub mod initialized;
 pub mod rejected;
+pub mod submitted;
 pub mod triggered;

nautilus_core/model/src/python/events/order/submitted.rs

@@ -0,0 +1,112 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2023 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 nautilus_core::{
+    python::{serialization::from_dict_pyo3, to_pyvalue_err},
+    time::UnixNanos,
+    uuid::UUID4,
+};
+use pyo3::{basic::CompareOp, prelude::*, types::PyDict};
+use rust_decimal::prelude::ToPrimitive;
+
+use crate::{
+    events::order::submitted::OrderSubmitted,
+    identifiers::{
+        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        strategy_id::StrategyId, trader_id::TraderId,
+    },
+};
+
+#[pymethods]
+impl OrderSubmitted {
+    #[allow(clippy::too_many_arguments)]
+    #[new]
+    fn py_new(
+        trader_id: TraderId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        account_id: AccountId,
+        event_id: UUID4,
+        ts_event: UnixNanos,
+        ts_init: UnixNanos,
+    ) -> PyResult<Self> {
+        Self::new(
+            trader_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            account_id,
+            event_id,
+            ts_event,
+            ts_init,
+        )
+        .map_err(to_pyvalue_err)
+    }
+
+    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
+        match op {
+            CompareOp::Eq => self.eq(other).into_py(py),
+            CompareOp::Ne => self.ne(other).into_py(py),
+            _ => py.NotImplemented(),
+        }
+    }
+
+    fn __repr__(&self) -> String {
+        format!(
+            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, account_id={}, event_id={}, ts_event={}, ts_init={})",
+            stringify!(OrderSubmitted),
+            self.trader_id,
+            self.strategy_id,
+            self.instrument_id,
+            self.client_order_id,
+            self.account_id,
+            self.event_id,
+            self.ts_event,
+            self.ts_init
+        )
+    }
+
+    fn __str__(&self) -> String {
+        format!(
+            "{}(instrument_id={}, client_order_id={}, account_id={}, ts_event={})",
+            stringify!(OrderSubmitted),
+            self.instrument_id,
+            self.client_order_id,
+            self.account_id,
+            self.ts_event,
+        )
+    }
+
+    #[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<PyObject> {
+        let dict = PyDict::new(py);
+        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("account_id", self.account_id.to_string())?;
+        dict.set_item("event_id", self.event_id.to_string())?;
+        dict.set_item("ts_event", self.ts_event.to_u64())?;
+        dict.set_item("ts_init", self.ts_init.to_u64())?;
+        Ok(dict.into())
+    }
+}

nautilus_core/model/src/python/mod.rs

@@ -298,5 +298,6 @@ pub fn model(_: Python<'_>, m: &PyModule) -> PyResult<()> {
     m.add_class::<crate::events::order::initialized::OrderInitialized>()?;
     m.add_class::<crate::events::order::rejected::OrderRejected>()?;
     m.add_class::<crate::events::order::triggered::OrderTriggered>()?;
+    m.add_class::<crate::events::order::submitted::OrderSubmitted>()?;
     Ok(())
 }

nautilus_trader/core/nautilus_pyo3.pyi

@@ -753,6 +753,22 @@ class OrderInitialized:
     def from_dict(cls, values: dict[str, str]) -> OrderInitialized: ...
     def to_dict(self) -> dict[str, str]: ...
 
+class OrderSubmitted:
+    def __init__(
+        self,
+        trader_id: TraderId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        account_id: AccountId,
+        event_id: UUID4,
+        ts_event: int,
+        ts_init: int,
+    ) -> None: ...
+    @classmethod
+    def from_dict(cls, values: dict[str, str]) -> OrderSubmitted: ...
+    def to_dict(self) -> dict[str, str]: ...
+
 
 ###################################################################################################
 # Infrastructure