Scaffold execution messages in Rust

nautilus_core/Cargo.toml

@@ -27,6 +27,7 @@ documentation = "https://docs.nautilustrader.io"
 [workspace.dependencies]
 anyhow = "1.0.82"
 chrono = "0.4.37"
+derive_builder = "0.20.0"
 futures = "0.3.30"
 indexmap = { version = "2.2.6", features = ["serde"] }
 itertools = "0.12.1"

nautilus_core/execution/Cargo.toml

@@ -15,6 +15,7 @@ nautilus-common = { path = "../common" }
 nautilus-core = { path = "../core" }
 nautilus-model = { path = "../model", features = ["stubs"] }
 anyhow = { workspace = true }
+derive_builder = { workspace = true }
 indexmap = { workspace = true }
 log = { workspace = true }
 pyo3 = { workspace = true, optional = true }

nautilus_core/execution/src/lib.rs

@@ -16,3 +16,4 @@
 pub mod client;
 pub mod engine;
 pub mod matching_core;
+pub mod messages;

nautilus_core/execution/src/messages/cancel.rs

@@ -0,0 +1,79 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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::fmt::Display;
+
+use derive_builder::Builder;
+use nautilus_core::{time::UnixNanos, uuid::UUID4};
+use nautilus_model::identifiers::{
+    client_id::ClientId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+    strategy_id::StrategyId, trader_id::TraderId, venue_order_id::VenueOrderId,
+};
+use serde::{Deserialize, Serialize};
+
+#[derive(Clone, PartialEq, Eq, Debug, Default, Serialize, Deserialize, Builder)]
+#[builder(default)]
+#[serde(tag = "type")]
+pub struct CancelOrder {
+    pub trader_id: TraderId,
+    pub client_id: ClientId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub client_order_id: ClientOrderId,
+    pub venue_order_id: VenueOrderId,
+    pub command_id: UUID4,
+    pub ts_init: UnixNanos,
+}
+
+impl CancelOrder {
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        trader_id: TraderId,
+        client_id: ClientId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        venue_order_id: VenueOrderId,
+        command_id: UUID4,
+        ts_init: UnixNanos,
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
+            trader_id,
+            client_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            venue_order_id,
+            command_id,
+            ts_init,
+        })
+    }
+}
+
+impl Display for CancelOrder {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        write!(
+            f,
+            "CancelOrder(instrument_id={}, client_order_id={}, venue_order_id={})",
+            self.instrument_id, self.client_order_id, self.venue_order_id,
+        )
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {}

nautilus_core/execution/src/messages/cancel_all.rs

@@ -0,0 +1,79 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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::fmt::Display;
+
+use derive_builder::Builder;
+use nautilus_core::{time::UnixNanos, uuid::UUID4};
+use nautilus_model::{
+    enums::OrderSide,
+    identifiers::{
+        client_id::ClientId, instrument_id::InstrumentId, strategy_id::StrategyId,
+        trader_id::TraderId,
+    },
+};
+use serde::{Deserialize, Serialize};
+
+#[derive(Clone, PartialEq, Eq, Debug, Default, Serialize, Deserialize, Builder)]
+#[builder(default)]
+#[serde(tag = "type")]
+pub struct CancelAllOrders {
+    pub trader_id: TraderId,
+    pub client_id: ClientId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub order_side: OrderSide,
+    pub command_id: UUID4,
+    pub ts_init: UnixNanos,
+}
+
+impl CancelAllOrders {
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        trader_id: TraderId,
+        client_id: ClientId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        order_side: OrderSide,
+        command_id: UUID4,
+        ts_init: UnixNanos,
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
+            trader_id,
+            client_id,
+            strategy_id,
+            instrument_id,
+            order_side,
+            command_id,
+            ts_init,
+        })
+    }
+}
+
+impl Display for CancelAllOrders {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        write!(
+            f,
+            "CancelAllOrders(instrument_id={}, order_side={})",
+            self.instrument_id, self.order_side,
+        )
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {}

nautilus_core/execution/src/messages/mod.rs

@@ -0,0 +1,21 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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.
+// -------------------------------------------------------------------------------------------------
+
+pub mod cancel;
+pub mod cancel_all;
+pub mod modify;
+pub mod query;
+pub mod submit;
+pub mod submit_list;

nautilus_core/execution/src/messages/modify.rs

@@ -0,0 +1,94 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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::fmt::Display;
+
+use derive_builder::Builder;
+use nautilus_core::{time::UnixNanos, uuid::UUID4};
+use nautilus_model::{
+    identifiers::{
+        client_id::ClientId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        strategy_id::StrategyId, trader_id::TraderId, venue_order_id::VenueOrderId,
+    },
+    types::{price::Price, quantity::Quantity},
+};
+use serde::{Deserialize, Serialize};
+
+#[derive(Clone, PartialEq, Eq, Debug, Default, Serialize, Deserialize, Builder)]
+#[builder(default)]
+#[serde(tag = "type")]
+pub struct ModifyOrder {
+    pub trader_id: TraderId,
+    pub client_id: ClientId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub client_order_id: ClientOrderId,
+    pub venue_order_id: VenueOrderId,
+    pub quantity: Option<Quantity>,
+    pub price: Option<Price>,
+    pub trigger_price: Option<Price>,
+    pub command_id: UUID4,
+    pub ts_init: UnixNanos,
+}
+
+impl ModifyOrder {
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        trader_id: TraderId,
+        client_id: ClientId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        venue_order_id: VenueOrderId,
+        quantity: Option<Quantity>,
+        price: Option<Price>,
+        trigger_price: Option<Price>,
+        command_id: UUID4,
+        ts_init: UnixNanos,
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
+            trader_id,
+            client_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            venue_order_id,
+            quantity,
+            price,
+            trigger_price,
+            command_id,
+            ts_init,
+        })
+    }
+}
+
+impl Display for ModifyOrder {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        write!(
+            f,
+            "ModifyOrder(instrument_id={}, client_order_id={}, venue_order_id={}, quantity={}, price={}, trigger_price={})",
+            self.instrument_id, self.client_order_id, self.venue_order_id,
+            self.quantity.map_or("None".to_string(), |quantity| format!("{quantity}")),
+            self.price.map_or("None".to_string(), |price| format!("{price}")),
+            self.trigger_price.map_or("None".to_string(), |trigger_price| format!("{trigger_price}")),
+        )
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {}

nautilus_core/execution/src/messages/query.rs

@@ -0,0 +1,79 @@
+// -------------------------------------------------------------------------------------------------
+//  Copyright (C) 2015-2024 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::fmt::Display;
+
+use derive_builder::Builder;
+use nautilus_core::{time::UnixNanos, uuid::UUID4};
+use nautilus_model::identifiers::{
+    client_id::ClientId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+    strategy_id::StrategyId, trader_id::TraderId, venue_order_id::VenueOrderId,
+};
+use serde::{Deserialize, Serialize};
+
+#[derive(Clone, PartialEq, Eq, Debug, Default, Serialize, Deserialize, Builder)]
+#[builder(default)]
+#[serde(tag = "type")]
+pub struct QueryOrder {
+    pub trader_id: TraderId,
+    pub client_id: ClientId,
+    pub strategy_id: StrategyId,
+    pub instrument_id: InstrumentId,
+    pub client_order_id: ClientOrderId,
+    pub venue_order_id: VenueOrderId,
+    pub command_id: UUID4,
+    pub ts_init: UnixNanos,
+}
+
+impl QueryOrder {
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        trader_id: TraderId,
+        client_id: ClientId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        venue_order_id: VenueOrderId,
+        command_id: UUID4,
+        ts_init: UnixNanos,
+    ) -> anyhow::Result<Self> {
+        Ok(Self {
+            trader_id,
+            client_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            venue_order_id,
+            command_id,
+            ts_init,
+        })
+    }
+}
+
+impl Display for QueryOrder {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        write!(
+            f,
+            "QueryOrder(instrument_id={}, client_order_id={}, venue_order_id={})",
+            self.instrument_id, self.client_order_id, self.venue_order_id,
+        )
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {}