nautilus_execution/client/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Posei Systems Pty Ltd. All rights reserved.
3//  https://poseitrader.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_common::messages::execution::{
17    BatchCancelOrders, CancelAllOrders, CancelOrder, GenerateFillReports,
18    GenerateOrderStatusReport, GeneratePositionReports, ModifyOrder, QueryOrder, SubmitOrder,
19    SubmitOrderList,
20};
21use nautilus_core::UnixNanos;
22use nautilus_model::{
23    accounts::AccountAny,
24    enums::OmsType,
25    identifiers::{AccountId, ClientId, Venue},
26    reports::{ExecutionMassStatus, FillReport, OrderStatusReport, PositionStatusReport},
27    types::{AccountBalance, MarginBalance},
28};
29
30pub mod base;
31
32pub trait ExecutionClient {
33    fn is_connected(&self) -> bool;
34    fn client_id(&self) -> ClientId;
35    fn account_id(&self) -> AccountId;
36    fn venue(&self) -> Venue;
37    fn oms_type(&self) -> OmsType;
38    fn get_account(&self) -> Option<AccountAny>;
39
40    /// Generates and publishes the account state event.
41    ///
42    /// # Errors
43    ///
44    /// Returns an error if generating the account state fails.
45    fn generate_account_state(
46        &self,
47        balances: Vec<AccountBalance>,
48        margins: Vec<MarginBalance>,
49        reported: bool,
50        ts_event: UnixNanos,
51    ) -> anyhow::Result<()>;
52
53    /// Starts the execution client.
54    ///
55    /// # Errors
56    ///
57    /// Returns an error if the client fails to start.
58    fn start(&mut self) -> anyhow::Result<()>;
59
60    /// Stops the execution client.
61    ///
62    /// # Errors
63    ///
64    /// Returns an error if the client fails to stop.
65    fn stop(&mut self) -> anyhow::Result<()>;
66
67    /// Submits a single order command to the execution venue.
68    ///
69    /// # Errors
70    ///
71    /// Returns an error if submission fails.
72    fn submit_order(&self, cmd: &SubmitOrder) -> anyhow::Result<()>;
73
74    /// Submits a list of orders to the execution venue.
75    ///
76    /// # Errors
77    ///
78    /// Returns an error if submission fails.
79    fn submit_order_list(&self, cmd: &SubmitOrderList) -> anyhow::Result<()>;
80
81    /// Modifies an existing order.
82    ///
83    /// # Errors
84    ///
85    /// Returns an error if modification fails.
86    fn modify_order(&self, cmd: &ModifyOrder) -> anyhow::Result<()>;
87
88    /// Cancels a specific order.
89    ///
90    /// # Errors
91    ///
92    /// Returns an error if cancellation fails.
93    fn cancel_order(&self, cmd: &CancelOrder) -> anyhow::Result<()>;
94
95    /// Cancels all orders.
96    ///
97    /// # Errors
98    ///
99    /// Returns an error if cancellation fails.
100    fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> anyhow::Result<()>;
101
102    /// Cancels a batch of orders.
103    ///
104    /// # Errors
105    ///
106    /// Returns an error if batch cancellation fails.
107    fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> anyhow::Result<()>;
108
109    /// Queries the status of an order.
110    ///
111    /// # Errors
112    ///
113    /// Returns an error if the query fails.
114    fn query_order(&self, cmd: &QueryOrder) -> anyhow::Result<()>;
115}
116
117pub trait LiveExecutionClient: ExecutionClient {
118    /// Establishes a connection for live execution.
119    ///
120    /// # Errors
121    ///
122    /// Returns an error if connection fails.
123    fn connect(&self) -> anyhow::Result<()>;
124
125    /// Disconnects the live execution client.
126    ///
127    /// # Errors
128    ///
129    /// Returns an error if disconnection fails.
130    fn disconnect(&self) -> anyhow::Result<()>;
131
132    /// Generates a single order status report.
133    ///
134    /// # Errors
135    ///
136    /// Returns an error if report generation fails.
137    fn generate_order_status_report(
138        &self,
139        cmd: &GenerateOrderStatusReport,
140    ) -> anyhow::Result<Option<OrderStatusReport>>;
141
142    /// Generates multiple order status reports.
143    ///
144    /// # Errors
145    ///
146    /// Returns an error if report generation fails.
147    fn generate_order_status_reports(
148        &self,
149        cmd: &GenerateOrderStatusReport,
150    ) -> anyhow::Result<Vec<OrderStatusReport>>;
151
152    /// Generates fill reports based on execution results.
153    ///
154    /// # Errors
155    ///
156    /// Returns an error if fill report generation fails.
157    fn generate_fill_reports(&self, report: GenerateFillReports)
158    -> anyhow::Result<Vec<FillReport>>;
159
160    /// Generates position status reports.
161    ///
162    /// # Errors
163    ///
164    /// Returns an error if generation fails.
165    fn generate_position_status_reports(
166        &self,
167        cmd: &GeneratePositionReports,
168    ) -> anyhow::Result<Vec<PositionStatusReport>>;
169
170    /// Generates mass status for executions.
171    ///
172    /// # Errors
173    ///
174    /// Returns an error if status generation fails.
175    fn generate_mass_status(
176        &self,
177        lookback_mins: Option<u64>,
178    ) -> anyhow::Result<Option<ExecutionMassStatus>>;
179}
nautilus_execution/client/mod.rs

nautilus_execution/client/
mod.rs
