nautilus_model/python/orders/
limit_if_touched.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 indexmap::IndexMap;
17use nautilus_core::{
18    UUID4,
19    python::{to_pyruntime_err, to_pyvalue_err},
20};
21use pyo3::prelude::*;
22use rust_decimal::Decimal;
23use ustr::Ustr;
24
25use crate::{
26    enums::{
27        ContingencyType, OrderSide, OrderStatus, OrderType, PositionSide, TimeInForce, TriggerType,
28    },
29    events::order::initialized::OrderInitialized,
30    identifiers::{
31        ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, StrategyId, TraderId,
32    },
33    orders::{LimitIfTouchedOrder, Order, OrderCore, str_indexmap_to_ustr},
34    python::events::order::{order_event_to_pyobject, pyobject_to_order_event},
35    types::{Price, Quantity},
36};
37
38#[pymethods]
39impl LimitIfTouchedOrder {
40    #[new]
41    #[allow(clippy::too_many_arguments)]
42    #[pyo3(signature = (trader_id, strategy_id, instrument_id, client_order_id, order_side, quantity, price, trigger_price, trigger_type, time_in_force, post_only, reduce_only, quote_quantity, init_id, ts_init, expire_time=None, display_qty=None, emulation_trigger=None, trigger_instrument_id=None, contingency_type=None, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None))]
43    fn py_new(
44        trader_id: TraderId,
45        strategy_id: StrategyId,
46        instrument_id: InstrumentId,
47        client_order_id: ClientOrderId,
48        order_side: OrderSide,
49        quantity: Quantity,
50        price: Price,
51        trigger_price: Price,
52        trigger_type: TriggerType,
53        time_in_force: TimeInForce,
54        post_only: bool,
55        reduce_only: bool,
56        quote_quantity: bool,
57        init_id: UUID4,
58        ts_init: u64,
59        expire_time: Option<u64>,
60        display_qty: Option<Quantity>,
61        emulation_trigger: Option<TriggerType>,
62        trigger_instrument_id: Option<InstrumentId>,
63        contingency_type: Option<ContingencyType>,
64        order_list_id: Option<OrderListId>,
65        linked_order_ids: Option<Vec<ClientOrderId>>,
66        parent_order_id: Option<ClientOrderId>,
67        exec_algorithm_id: Option<ExecAlgorithmId>,
68        exec_algorithm_params: Option<IndexMap<String, String>>,
69        exec_spawn_id: Option<ClientOrderId>,
70        tags: Option<Vec<String>>,
71    ) -> PyResult<Self> {
72        Self::new_checked(
73            trader_id,
74            strategy_id,
75            instrument_id,
76            client_order_id,
77            order_side,
78            quantity,
79            price,
80            trigger_price,
81            trigger_type,
82            time_in_force,
83            expire_time.map(std::convert::Into::into),
84            post_only,
85            reduce_only,
86            quote_quantity,
87            display_qty,
88            emulation_trigger,
89            trigger_instrument_id,
90            contingency_type,
91            order_list_id,
92            linked_order_ids,
93            parent_order_id,
94            exec_algorithm_id,
95            exec_algorithm_params.map(str_indexmap_to_ustr),
96            exec_spawn_id,
97            tags.map(|vec| vec.into_iter().map(|s| Ustr::from(s.as_str())).collect()),
98            init_id,
99            ts_init.into(),
100        )
101        .map_err(to_pyvalue_err)
102    }
103
104    #[staticmethod]
105    #[pyo3(name = "create")]
106    fn py_create(init: OrderInitialized) -> PyResult<Self> {
107        Ok(LimitIfTouchedOrder::from(init))
108    }
109
110    #[staticmethod]
111    #[pyo3(name = "opposite_side")]
112    fn py_opposite_side(side: OrderSide) -> OrderSide {
113        OrderCore::opposite_side(side)
114    }
115
116    #[staticmethod]
117    #[pyo3(name = "closing_side")]
118    fn py_closing_side(side: PositionSide) -> OrderSide {
119        OrderCore::closing_side(side)
120    }
121
122    #[getter]
123    #[pyo3(name = "status")]
124    fn py_status(&self) -> OrderStatus {
125        self.status
126    }
127
128    #[getter]
129    #[pyo3(name = "order_type")]
130    fn py_order_type(&self) -> OrderType {
131        self.order_type
132    }
133
134    #[getter]
135    #[pyo3(name = "events")]
136    fn py_events(&self, py: Python<'_>) -> PyResult<Vec<PyObject>> {
137        self.events()
138            .into_iter()
139            .map(|event| order_event_to_pyobject(py, event.clone()))
140            .collect()
141    }
142
143    #[pyo3(name = "would_reduce_only")]
144    fn py_would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
145        self.would_reduce_only(side, position_qty)
146    }
147
148    #[pyo3(name = "signed_decimal_qty")]
149    fn py_signed_decimal_qty(&self) -> Decimal {
150        self.signed_decimal_qty()
151    }
152
153    #[pyo3(name = "apply")]
154    fn py_apply(&mut self, event: PyObject, py: Python<'_>) -> PyResult<()> {
155        let event_any = pyobject_to_order_event(py, event).unwrap();
156        self.apply(event_any).map(|_| ()).map_err(to_pyruntime_err)
157    }
158}
nautilus_model/python/orders/limit_if_touched.rs

nautilus_model/python/orders/
limit_if_touched.rs
