Implement event OrderUpdated in Rust (#1394)

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

@@ -24,7 +24,7 @@ use crate::{
     events::order::{
         denied::OrderDenied, emulated::OrderEmulated, filled::OrderFilled,
         initialized::OrderInitialized, rejected::OrderRejected, released::OrderReleased,
-        submitted::OrderSubmitted, triggered::OrderTriggered,
+        submitted::OrderSubmitted, triggered::OrderTriggered, updated::OrderUpdated,
     },
     identifiers::{
         account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
@@ -246,3 +246,31 @@ pub fn order_released(
     )
     .unwrap()
 }
+
+#[fixture]
+pub fn order_updated(
+    trader_id: TraderId,
+    strategy_id_ema_cross: StrategyId,
+    instrument_id_btc_usdt: InstrumentId,
+    client_order_id: ClientOrderId,
+    venue_order_id: VenueOrderId,
+    account_id: AccountId,
+    uuid4: UUID4,
+) -> OrderUpdated {
+    OrderUpdated::new(
+        trader_id,
+        strategy_id_ema_cross,
+        instrument_id_btc_usdt,
+        client_order_id,
+        Quantity::from(100),
+        uuid4,
+        0,
+        0,
+        false,
+        Some(venue_order_id),
+        Some(account_id),
+        Some(Price::from("22000")),
+        None,
+    )
+    .unwrap()
+}

nautilus_core/model/src/events/order/updated.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::{
@@ -29,6 +33,10 @@ use crate::{
 #[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 OrderUpdated {
     pub trader_id: TraderId,
     pub strategy_id: StrategyId,
@@ -42,5 +50,84 @@ pub struct OrderUpdated {
     pub event_id: UUID4,
     pub ts_event: UnixNanos,
     pub ts_init: UnixNanos,
-    pub reconciliation: bool,
+    pub reconciliation: u8,
+}
+
+impl OrderUpdated {
+    #[allow(clippy::too_many_arguments)]
+    pub fn new(
+        trader_id: TraderId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        quantity: Quantity,
+        event_id: UUID4,
+        ts_event: UnixNanos,
+        ts_init: UnixNanos,
+        reconciliation: bool,
+        venue_order_id: Option<VenueOrderId>,
+        account_id: Option<AccountId>,
+        price: Option<Price>,
+        trigger_price: Option<Price>,
+    ) -> Result<OrderUpdated> {
+        Ok(OrderUpdated {
+            trader_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            quantity,
+            event_id,
+            ts_event,
+            ts_init,
+            reconciliation: reconciliation as u8,
+            venue_order_id,
+            account_id,
+            price,
+            trigger_price,
+        })
+    }
+}
+
+impl Display for OrderUpdated {
+    fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
+        write!(
+            f,
+            "OrderUpdated(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={},quantity={}, price={}, trigger_price={}, ts_event={})",
+            self.instrument_id,
+            self.client_order_id,
+            self.venue_order_id
+                .map(|venue_order_id| format!("{}", venue_order_id))
+                .unwrap_or_else(|| "None".to_string()),
+            self.account_id
+                .map(|account_id| format!("{}", account_id))
+                .unwrap_or_else(|| "None".to_string()),
+            self.quantity,
+            self.price
+                .map(|price| format!("{}", price))
+                .unwrap_or_else(|| "None".to_string()),
+            self.trigger_price
+                .map(|trigger_price| format!("{}", trigger_price))
+                .unwrap_or_else(|| "None".to_string()),
+            self.ts_event
+        )
+    }
+}
+
+////////////////////////////////////////////////////////////////////////////////
+// Tests
+////////////////////////////////////////////////////////////////////////////////
+#[cfg(test)]
+mod tests {
+    use rstest::rstest;
+
+    use crate::events::order::{stubs::*, updated::OrderUpdated};
+
+    #[rstest]
+    fn test_order_updated_display(order_updated: OrderUpdated) {
+        let display = format!("{}", order_updated);
+        assert_eq!(
+            display,
+            "OrderUpdated(instrument_id=BTCUSDT.COINBASE, client_order_id=O-20200814-102234-001-001-1, venue_order_id=001, account_id=SIM-001,quantity=100, price=22000, trigger_price=None, ts_event=0)"
+        )
+    }
 }

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

@@ -21,3 +21,4 @@ pub mod rejected;
 pub mod released;
 pub mod submitted;
 pub mod triggered;
+pub mod updated;

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

@@ -0,0 +1,165 @@
+// -------------------------------------------------------------------------------------------------
+//  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::updated::OrderUpdated,
+    identifiers::{
+        account_id::AccountId, client_order_id::ClientOrderId, instrument_id::InstrumentId,
+        strategy_id::StrategyId, trader_id::TraderId, venue_order_id::VenueOrderId,
+    },
+    types::{price::Price, quantity::Quantity},
+};
+
+#[pymethods]
+impl OrderUpdated {
+    #[allow(clippy::too_many_arguments)]
+    #[new]
+    fn py_new(
+        trader_id: TraderId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        quantity: Quantity,
+        event_id: UUID4,
+        ts_event: UnixNanos,
+        ts_init: UnixNanos,
+        reconciliation: bool,
+        venue_order_id: Option<VenueOrderId>,
+        account_id: Option<AccountId>,
+        price: Option<Price>,
+        trigger_price: Option<Price>,
+    ) -> PyResult<Self> {
+        Self::new(
+            trader_id,
+            strategy_id,
+            instrument_id,
+            client_order_id,
+            quantity,
+            event_id,
+            ts_event,
+            ts_init,
+            reconciliation,
+            venue_order_id,
+            account_id,
+            price,
+            trigger_price,
+        )
+        .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={}, \
+            venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, event_id={}, ts_event={}, ts_init={})",
+            stringify!(OrderUpdated),
+            self.trader_id,
+            self.strategy_id,
+            self.instrument_id,
+            self.client_order_id,
+            self.venue_order_id
+                .map(|venue_order_id| format!("{}", venue_order_id))
+                .unwrap_or_else(|| "None".to_string()),
+            self.account_id
+                .map(|account_id| format!("{}", account_id))
+                .unwrap_or_else(|| "None".to_string()),
+            self.quantity,
+            self.price
+                .map(|price| format!("{}", price))
+                .unwrap_or_else(|| "None".to_string()),
+            self.trigger_price
+                .map(|trigger_price| format!("{}", trigger_price))
+                .unwrap_or_else(|| "None".to_string()),
+            self.event_id,
+            self.ts_event,
+            self.ts_init
+        )
+    }
+
+    fn __str__(&self) -> String {
+        format!(
+            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, quantity={}, price={}, trigger_price={}, ts_event={})",
+            stringify!(OrderUpdated),
+            self.instrument_id,
+            self.client_order_id,
+            self.venue_order_id
+                .map(|venue_order_id| format!("{}", venue_order_id))
+                .unwrap_or_else(|| "None".to_string()),
+            self.account_id
+                .map(|account_id| format!("{}", account_id))
+                .unwrap_or_else(|| "None".to_string()),
+            self.quantity,
+            self.price
+                .map(|price| format!("{}", price))
+                .unwrap_or_else(|| "None".to_string()),
+            self.trigger_price
+                .map(|trigger_price| format!("{}", trigger_price))
+                .unwrap_or_else(|| "None".to_string()),
+            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("quantity", self.quantity.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())?;
+        dict.set_item("reconciliation", self.reconciliation)?;
+        match self.venue_order_id {
+            Some(venue_order_id) => dict.set_item("venue_order_id", venue_order_id.to_string())?,
+            None => dict.set_item("venue_order_id", py.None())?,
+        }
+        match self.account_id {
+            Some(account_id) => dict.set_item("account_id", account_id.to_string())?,
+            None => dict.set_item("account_id", py.None())?,
+        }
+        match self.price {
+            Some(price) => dict.set_item("price", price.to_string())?,
+            None => dict.set_item("price", py.None())?,
+        }
+        match self.trigger_price {
+            Some(trigger_price) => dict.set_item("trigger_price", trigger_price.to_string())?,
+            None => dict.set_item("trigger_price", py.None())?,
+        }
+        Ok(dict.into())
+    }
+}

nautilus_core/model/src/python/mod.rs

@@ -301,5 +301,6 @@ pub fn model(_: Python<'_>, m: &PyModule) -> PyResult<()> {
     m.add_class::<crate::events::order::submitted::OrderSubmitted>()?;
     m.add_class::<crate::events::order::emulated::OrderEmulated>()?;
     m.add_class::<crate::events::order::released::OrderReleased>()?;
+    m.add_class::<crate::events::order::updated::OrderUpdated>()?;
     Ok(())
 }

nautilus_trader/core/nautilus_pyo3.pyi

@@ -933,6 +933,27 @@ class OrderReleased:
     def from_dict(cls, values: dict[str, str]) -> OrderReleased: ...
     def to_dict(self) -> dict[str, str]: ...
 
+class OrderUpdated:
+    def __init__(
+        self,
+        trader_id: TraderId,
+        strategy_id: StrategyId,
+        instrument_id: InstrumentId,
+        client_order_id: ClientOrderId,
+        quantity: Quantity,
+        event_id: UUID4,
+        ts_event: int,
+        ts_init: int,
+        reconciliation: bool,
+        venue_order_id: VenueOrderId | None = None,
+        account_id: AccountId | None = None,
+        price: Price | None = None,
+        trigger_price: Price | None = None,
+    ) -> None: ...
+    @classmethod
+    def from_dict(cls, values: dict[str, str]) -> OrderUpdated: ...
+    def to_dict(self) -> dict[str, str]: ...
+
 
 ###################################################################################################
 # Infrastructure

nautilus_trader/test_kit/rust/events_pyo3.py

@@ -30,6 +30,7 @@
 from nautilus_trader.core.nautilus_pyo3 import OrderSubmitted
 from nautilus_trader.core.nautilus_pyo3 import OrderTriggered
 from nautilus_trader.core.nautilus_pyo3 import OrderType
+from nautilus_trader.core.nautilus_pyo3 import OrderUpdated
 from nautilus_trader.core.nautilus_pyo3 import PositionId
 from nautilus_trader.core.nautilus_pyo3 import Price
 from nautilus_trader.core.nautilus_pyo3 import Quantity
@@ -183,3 +184,22 @@ def order_released() -> OrderReleased:
             ts_init=0,
             ts_event=0,
         )
+
+    @staticmethod
+    def order_updated() -> OrderUpdated:
+        uuid = "91762096-b188-49ea-8562-8d8a4cc22ff2"
+        return OrderUpdated(
+            trader_id=TestIdProviderPyo3.trader_id(),
+            strategy_id=TestIdProviderPyo3.strategy_id(),
+            instrument_id=TestIdProviderPyo3.ethusdt_binance_id(),
+            client_order_id=TestIdProviderPyo3.client_order_id(),
+            quantity=Quantity.from_str("1.5"),
+            event_id=UUID4(uuid),
+            ts_init=0,
+            ts_event=0,
+            reconciliation=False,
+            venue_order_id=TestIdProviderPyo3.venue_order_id(),
+            account_id=TestIdProviderPyo3.account_id(),
+            price=Price.from_str("1500.0"),
+            trigger_price=None,
+        )