nautilus_model/orders/
stop_market.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 std::{
17    fmt::Display,
18    ops::{Deref, DerefMut},
19};
20
21use indexmap::IndexMap;
22use nautilus_core::{UUID4, UnixNanos, correctness::FAILED};
23use rust_decimal::Decimal;
24use serde::{Deserialize, Serialize};
25use ustr::Ustr;
26
27use super::{Order, OrderAny, OrderCore};
28use crate::{
29    enums::{
30        ContingencyType, LiquiditySide, OrderSide, OrderStatus, OrderType, PositionSide,
31        TimeInForce, TrailingOffsetType, TriggerType,
32    },
33    events::{OrderEventAny, OrderInitialized, OrderUpdated},
34    identifiers::{
35        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
36        StrategyId, Symbol, TradeId, TraderId, Venue, VenueOrderId,
37    },
38    orders::{OrderError, check_display_qty, check_time_in_force},
39    types::{Currency, Money, Price, Quantity, quantity::check_positive_quantity},
40};
41
42#[derive(Clone, Debug, Serialize, Deserialize)]
43#[cfg_attr(
44    feature = "python",
45    pyo3::pyclass(module = "posei_trader.core.nautilus_pyo3.model")
46)]
47pub struct StopMarketOrder {
48    pub trigger_price: Price,
49    pub trigger_type: TriggerType,
50    pub expire_time: Option<UnixNanos>,
51    pub display_qty: Option<Quantity>,
52    pub trigger_instrument_id: Option<InstrumentId>,
53    pub is_triggered: bool,
54    pub ts_triggered: Option<UnixNanos>,
55    core: OrderCore,
56}
57
58impl StopMarketOrder {
59    /// Creates a new [`StopMarketOrder`] instance.
60    ///
61    /// # Errors
62    ///
63    /// Returns an error if:
64    /// - The `quantity` is not positive.
65    /// - The `display_qty` (when provided) exceeds `quantity`.
66    /// - The `time_in_force` is `GTD` **and** `expire_time` is `None` or zero.
67    #[allow(clippy::too_many_arguments)]
68    pub fn new_checked(
69        trader_id: TraderId,
70        strategy_id: StrategyId,
71        instrument_id: InstrumentId,
72        client_order_id: ClientOrderId,
73        order_side: OrderSide,
74        quantity: Quantity,
75        trigger_price: Price,
76        trigger_type: TriggerType,
77        time_in_force: TimeInForce,
78        expire_time: Option<UnixNanos>,
79        reduce_only: bool,
80        quote_quantity: bool,
81        display_qty: Option<Quantity>,
82        emulation_trigger: Option<TriggerType>,
83        trigger_instrument_id: Option<InstrumentId>,
84        contingency_type: Option<ContingencyType>,
85        order_list_id: Option<OrderListId>,
86        linked_order_ids: Option<Vec<ClientOrderId>>,
87        parent_order_id: Option<ClientOrderId>,
88        exec_algorithm_id: Option<ExecAlgorithmId>,
89        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
90        exec_spawn_id: Option<ClientOrderId>,
91        tags: Option<Vec<Ustr>>,
92        init_id: UUID4,
93        ts_init: UnixNanos,
94    ) -> anyhow::Result<Self> {
95        check_positive_quantity(quantity, stringify!(quantity))?;
96        check_display_qty(display_qty, quantity)?;
97        check_time_in_force(time_in_force, expire_time)?;
98
99        let init_order = OrderInitialized::new(
100            trader_id,
101            strategy_id,
102            instrument_id,
103            client_order_id,
104            order_side,
105            OrderType::StopMarket,
106            quantity,
107            time_in_force,
108            false,
109            reduce_only,
110            quote_quantity,
111            false,
112            init_id,
113            ts_init,
114            ts_init,
115            None,
116            Some(trigger_price),
117            Some(trigger_type),
118            None,
119            None,
120            None,
121            expire_time,
122            display_qty,
123            emulation_trigger,
124            trigger_instrument_id,
125            contingency_type,
126            order_list_id,
127            linked_order_ids,
128            parent_order_id,
129            exec_algorithm_id,
130            exec_algorithm_params,
131            exec_spawn_id,
132            tags,
133        );
134
135        Ok(Self {
136            core: OrderCore::new(init_order),
137            trigger_price,
138            trigger_type,
139            expire_time,
140            display_qty,
141            trigger_instrument_id,
142            is_triggered: false,
143            ts_triggered: None,
144        })
145    }
146
147    /// Creates a new [`StopMarketOrder`] instance.
148    ///
149    /// # Panics
150    ///
151    /// Panics if any order validation fails (see [`StopMarketOrder::new_checked`]).
152    #[allow(clippy::too_many_arguments)]
153    pub fn new(
154        trader_id: TraderId,
155        strategy_id: StrategyId,
156        instrument_id: InstrumentId,
157        client_order_id: ClientOrderId,
158        order_side: OrderSide,
159        quantity: Quantity,
160        trigger_price: Price,
161        trigger_type: TriggerType,
162        time_in_force: TimeInForce,
163        expire_time: Option<UnixNanos>,
164        reduce_only: bool,
165        quote_quantity: bool,
166        display_qty: Option<Quantity>,
167        emulation_trigger: Option<TriggerType>,
168        trigger_instrument_id: Option<InstrumentId>,
169        contingency_type: Option<ContingencyType>,
170        order_list_id: Option<OrderListId>,
171        linked_order_ids: Option<Vec<ClientOrderId>>,
172        parent_order_id: Option<ClientOrderId>,
173        exec_algorithm_id: Option<ExecAlgorithmId>,
174        exec_algorithm_params: Option<IndexMap<Ustr, Ustr>>,
175        exec_spawn_id: Option<ClientOrderId>,
176        tags: Option<Vec<Ustr>>,
177        init_id: UUID4,
178        ts_init: UnixNanos,
179    ) -> Self {
180        Self::new_checked(
181            trader_id,
182            strategy_id,
183            instrument_id,
184            client_order_id,
185            order_side,
186            quantity,
187            trigger_price,
188            trigger_type,
189            time_in_force,
190            expire_time,
191            reduce_only,
192            quote_quantity,
193            display_qty,
194            emulation_trigger,
195            trigger_instrument_id,
196            contingency_type,
197            order_list_id,
198            linked_order_ids,
199            parent_order_id,
200            exec_algorithm_id,
201            exec_algorithm_params,
202            exec_spawn_id,
203            tags,
204            init_id,
205            ts_init,
206        )
207        .expect(FAILED)
208    }
209}
210
211impl Deref for StopMarketOrder {
212    type Target = OrderCore;
213
214    fn deref(&self) -> &Self::Target {
215        &self.core
216    }
217}
218
219impl DerefMut for StopMarketOrder {
220    fn deref_mut(&mut self) -> &mut Self::Target {
221        &mut self.core
222    }
223}
224
225impl Order for StopMarketOrder {
226    fn into_any(self) -> OrderAny {
227        OrderAny::StopMarket(self)
228    }
229
230    fn status(&self) -> OrderStatus {
231        self.status
232    }
233
234    fn trader_id(&self) -> TraderId {
235        self.trader_id
236    }
237
238    fn strategy_id(&self) -> StrategyId {
239        self.strategy_id
240    }
241
242    fn instrument_id(&self) -> InstrumentId {
243        self.instrument_id
244    }
245
246    fn symbol(&self) -> Symbol {
247        self.instrument_id.symbol
248    }
249
250    fn venue(&self) -> Venue {
251        self.instrument_id.venue
252    }
253
254    fn client_order_id(&self) -> ClientOrderId {
255        self.client_order_id
256    }
257
258    fn venue_order_id(&self) -> Option<VenueOrderId> {
259        self.venue_order_id
260    }
261
262    fn position_id(&self) -> Option<PositionId> {
263        self.position_id
264    }
265
266    fn account_id(&self) -> Option<AccountId> {
267        self.account_id
268    }
269
270    fn last_trade_id(&self) -> Option<TradeId> {
271        self.last_trade_id
272    }
273
274    fn order_side(&self) -> OrderSide {
275        self.side
276    }
277
278    fn order_type(&self) -> OrderType {
279        self.order_type
280    }
281
282    fn quantity(&self) -> Quantity {
283        self.quantity
284    }
285
286    fn time_in_force(&self) -> TimeInForce {
287        self.time_in_force
288    }
289
290    fn expire_time(&self) -> Option<UnixNanos> {
291        self.expire_time
292    }
293
294    fn price(&self) -> Option<Price> {
295        None
296    }
297
298    fn trigger_price(&self) -> Option<Price> {
299        Some(self.trigger_price)
300    }
301
302    fn trigger_type(&self) -> Option<TriggerType> {
303        Some(self.trigger_type)
304    }
305
306    fn liquidity_side(&self) -> Option<LiquiditySide> {
307        self.liquidity_side
308    }
309
310    fn is_post_only(&self) -> bool {
311        false
312    }
313
314    fn is_reduce_only(&self) -> bool {
315        self.is_reduce_only
316    }
317
318    fn is_quote_quantity(&self) -> bool {
319        self.is_quote_quantity
320    }
321
322    fn has_price(&self) -> bool {
323        false
324    }
325
326    fn display_qty(&self) -> Option<Quantity> {
327        self.display_qty
328    }
329
330    fn limit_offset(&self) -> Option<Decimal> {
331        None
332    }
333
334    fn trailing_offset(&self) -> Option<Decimal> {
335        None
336    }
337
338    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
339        None
340    }
341
342    fn emulation_trigger(&self) -> Option<TriggerType> {
343        self.emulation_trigger
344    }
345
346    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
347        self.trigger_instrument_id
348    }
349
350    fn contingency_type(&self) -> Option<ContingencyType> {
351        self.contingency_type
352    }
353
354    fn order_list_id(&self) -> Option<OrderListId> {
355        self.order_list_id
356    }
357
358    fn linked_order_ids(&self) -> Option<&[ClientOrderId]> {
359        self.linked_order_ids.as_deref()
360    }
361
362    fn parent_order_id(&self) -> Option<ClientOrderId> {
363        self.parent_order_id
364    }
365
366    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
367        self.exec_algorithm_id
368    }
369
370    fn exec_algorithm_params(&self) -> Option<&IndexMap<Ustr, Ustr>> {
371        self.exec_algorithm_params.as_ref()
372    }
373
374    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
375        self.exec_spawn_id
376    }
377
378    fn tags(&self) -> Option<&[Ustr]> {
379        self.tags.as_deref()
380    }
381
382    fn filled_qty(&self) -> Quantity {
383        self.filled_qty
384    }
385
386    fn leaves_qty(&self) -> Quantity {
387        self.leaves_qty
388    }
389
390    fn avg_px(&self) -> Option<f64> {
391        self.avg_px
392    }
393
394    fn slippage(&self) -> Option<f64> {
395        self.slippage
396    }
397
398    fn init_id(&self) -> UUID4 {
399        self.init_id
400    }
401
402    fn ts_init(&self) -> UnixNanos {
403        self.ts_init
404    }
405
406    fn ts_submitted(&self) -> Option<UnixNanos> {
407        self.ts_submitted
408    }
409
410    fn ts_accepted(&self) -> Option<UnixNanos> {
411        self.ts_accepted
412    }
413
414    fn ts_closed(&self) -> Option<UnixNanos> {
415        self.ts_closed
416    }
417
418    fn ts_last(&self) -> UnixNanos {
419        self.ts_last
420    }
421
422    fn events(&self) -> Vec<&OrderEventAny> {
423        self.events.iter().collect()
424    }
425
426    fn venue_order_ids(&self) -> Vec<&VenueOrderId> {
427        self.venue_order_ids.iter().collect()
428    }
429
430    fn trade_ids(&self) -> Vec<&TradeId> {
431        self.trade_ids.iter().collect()
432    }
433
434    fn commissions(&self) -> &IndexMap<Currency, Money> {
435        &self.commissions
436    }
437
438    fn apply(&mut self, event: OrderEventAny) -> Result<(), OrderError> {
439        if let OrderEventAny::Updated(ref event) = event {
440            self.update(event);
441        };
442        let is_order_filled = matches!(event, OrderEventAny::Filled(_));
443
444        self.core.apply(event)?;
445
446        if is_order_filled {
447            self.core.set_slippage(self.trigger_price);
448        };
449
450        Ok(())
451    }
452
453    fn update(&mut self, event: &OrderUpdated) {
454        assert!(event.price.is_none(), "{}", OrderError::InvalidOrderEvent);
455
456        if let Some(trigger_price) = event.trigger_price {
457            self.trigger_price = trigger_price;
458        }
459
460        self.quantity = event.quantity;
461        self.leaves_qty = self.quantity - self.filled_qty;
462    }
463
464    fn is_triggered(&self) -> Option<bool> {
465        Some(self.is_triggered)
466    }
467
468    fn set_position_id(&mut self, position_id: Option<PositionId>) {
469        self.position_id = position_id;
470    }
471
472    fn set_quantity(&mut self, quantity: Quantity) {
473        self.quantity = quantity;
474    }
475
476    fn set_leaves_qty(&mut self, leaves_qty: Quantity) {
477        self.leaves_qty = leaves_qty;
478    }
479
480    fn set_emulation_trigger(&mut self, emulation_trigger: Option<TriggerType>) {
481        self.emulation_trigger = emulation_trigger;
482    }
483
484    fn set_is_quote_quantity(&mut self, is_quote_quantity: bool) {
485        self.is_quote_quantity = is_quote_quantity;
486    }
487
488    fn set_liquidity_side(&mut self, liquidity_side: LiquiditySide) {
489        self.liquidity_side = Some(liquidity_side)
490    }
491
492    fn would_reduce_only(&self, side: PositionSide, position_qty: Quantity) -> bool {
493        self.core.would_reduce_only(side, position_qty)
494    }
495
496    fn previous_status(&self) -> Option<OrderStatus> {
497        self.core.previous_status
498    }
499}
500
501impl Display for StopMarketOrder {
502    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
503        write!(
504            f,
505            "StopMarketOrder(\
506            {} {} {} {} {}, \
507            status={}, \
508            client_order_id={}, \
509            venue_order_id={}, \
510            position_id={}, \
511            exec_algorithm_id={}, \
512            exec_spawn_id={}, \
513            tags={:?}\
514            )",
515            self.side,
516            self.quantity.to_formatted_string(),
517            self.instrument_id,
518            self.order_type,
519            self.time_in_force,
520            self.status,
521            self.client_order_id,
522            self.venue_order_id.map_or_else(
523                || "None".to_string(),
524                |venue_order_id| format!("{venue_order_id}")
525            ),
526            self.position_id.map_or_else(
527                || "None".to_string(),
528                |position_id| format!("{position_id}")
529            ),
530            self.exec_algorithm_id
531                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
532            self.exec_spawn_id
533                .map_or_else(|| "None".to_string(), |id| format!("{id}")),
534            self.tags
535        )
536    }
537}
538
539impl From<OrderInitialized> for StopMarketOrder {
540    fn from(event: OrderInitialized) -> Self {
541        Self::new(
542            event.trader_id,
543            event.strategy_id,
544            event.instrument_id,
545            event.client_order_id,
546            event.order_side,
547            event.quantity,
548            event.trigger_price.expect(
549                "Error initializing order: `trigger_price` was `None` for `StopMarketOrder`",
550            ),
551            event.trigger_type.expect(
552                "Error initializing order: `trigger_type` was `None` for `StopMarketOrder`",
553            ),
554            event.time_in_force,
555            event.expire_time,
556            event.reduce_only,
557            event.quote_quantity,
558            event.display_qty,
559            event.emulation_trigger,
560            event.trigger_instrument_id,
561            event.contingency_type,
562            event.order_list_id,
563            event.linked_order_ids,
564            event.parent_order_id,
565            event.exec_algorithm_id,
566            event.exec_algorithm_params,
567            event.exec_spawn_id,
568            event.tags,
569            event.event_id,
570            event.ts_event,
571        )
572    }
573}
574
575////////////////////////////////////////////////////////////////////////////////
576//  Tests
577////////////////////////////////////////////////////////////////////////////////
578#[cfg(test)]
579mod tests {
580    use rstest::rstest;
581
582    use super::*;
583    use crate::{
584        enums::{TimeInForce, TriggerType},
585        events::order::initialized::OrderInitializedBuilder,
586        identifiers::InstrumentId,
587        instruments::{CurrencyPair, stubs::*},
588        orders::{builder::OrderTestBuilder, stubs::TestOrderStubs},
589        types::{Price, Quantity},
590    };
591
592    #[rstest]
593    fn test_initialize(_audusd_sim: CurrencyPair) {
594        let order = OrderTestBuilder::new(OrderType::StopMarket)
595            .instrument_id(_audusd_sim.id)
596            .side(OrderSide::Buy)
597            .trigger_price(Price::from("0.68000"))
598            .trigger_type(TriggerType::LastPrice)
599            .quantity(Quantity::from(1))
600            .build();
601
602        assert_eq!(order.trigger_price(), Some(Price::from("0.68000")));
603        assert_eq!(order.price(), None);
604
605        assert_eq!(order.time_in_force(), TimeInForce::Gtc);
606
607        assert_eq!(order.is_triggered(), Some(false));
608        assert_eq!(order.filled_qty(), Quantity::from(0));
609        assert_eq!(order.leaves_qty(), Quantity::from(1));
610
611        assert_eq!(order.display_qty(), None);
612        assert_eq!(order.trigger_instrument_id(), None);
613        assert_eq!(order.order_list_id(), None);
614    }
615
616    #[rstest]
617    fn test_display(_audusd_sim: CurrencyPair) {
618        let order = OrderTestBuilder::new(OrderType::StopMarket)
619            .instrument_id(_audusd_sim.id)
620            .side(OrderSide::Buy)
621            .trigger_price(Price::from("0.68000"))
622            .trigger_type(TriggerType::LastPrice)
623            .quantity(Quantity::from(1))
624            .build();
625
626        assert_eq!(
627            order.to_string(),
628            "StopMarketOrder(BUY 1 AUD/USD.SIM STOP_MARKET GTC, status=INITIALIZED, client_order_id=O-19700101-000000-001-001-1, venue_order_id=None, position_id=None, exec_algorithm_id=None, exec_spawn_id=None, tags=None)"
629        );
630    }
631
632    #[rstest]
633    #[should_panic(expected = "Condition failed: `display_qty` may not exceed `quantity`")]
634    fn test_display_qty_gt_quantity_err(audusd_sim: CurrencyPair) {
635        OrderTestBuilder::new(OrderType::StopMarket)
636            .instrument_id(audusd_sim.id)
637            .side(OrderSide::Buy)
638            .trigger_price(Price::from("0.68000"))
639            .trigger_type(TriggerType::LastPrice)
640            .quantity(Quantity::from(1))
641            .display_qty(Quantity::from(2))
642            .build();
643    }
644
645    #[rstest]
646    #[should_panic(
647        expected = "Condition failed: invalid `Quantity` for 'quantity' not positive, was 0"
648    )]
649    fn test_quantity_zero_err(audusd_sim: CurrencyPair) {
650        OrderTestBuilder::new(OrderType::StopMarket)
651            .instrument_id(audusd_sim.id)
652            .side(OrderSide::Buy)
653            .trigger_price(Price::from("0.68000"))
654            .trigger_type(TriggerType::LastPrice)
655            .quantity(Quantity::from(0))
656            .build();
657    }
658
659    #[rstest]
660    #[should_panic(expected = "Condition failed: `expire_time` is required for `GTD` order")]
661    fn test_gtd_without_expire_err(audusd_sim: CurrencyPair) {
662        OrderTestBuilder::new(OrderType::StopMarket)
663            .instrument_id(audusd_sim.id)
664            .side(OrderSide::Buy)
665            .trigger_price(Price::from("0.68000"))
666            .trigger_type(TriggerType::LastPrice)
667            .time_in_force(TimeInForce::Gtd)
668            .quantity(Quantity::from(1))
669            .build();
670    }
671
672    #[test]
673    fn test_stop_market_order_update() {
674        // Create and accept a basic stop market order
675        let order = OrderTestBuilder::new(OrderType::StopMarket)
676            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
677            .quantity(Quantity::from(10))
678            .trigger_price(Price::new(100.0, 2))
679            .build();
680
681        let mut accepted_order = TestOrderStubs::make_accepted_order(&order);
682
683        // Update with new values
684        let updated_trigger_price = Price::new(95.0, 2);
685        let updated_quantity = Quantity::from(5);
686
687        let event = OrderUpdated {
688            client_order_id: accepted_order.client_order_id(),
689            strategy_id: accepted_order.strategy_id(),
690            trigger_price: Some(updated_trigger_price),
691            quantity: updated_quantity,
692            ..Default::default()
693        };
694
695        accepted_order.apply(OrderEventAny::Updated(event)).unwrap();
696
697        // Verify updates were applied correctly
698        assert_eq!(accepted_order.quantity(), updated_quantity);
699        assert_eq!(accepted_order.trigger_price(), Some(updated_trigger_price));
700    }
701
702    #[test]
703    fn test_stop_market_order_expire_time() {
704        // Create a stop market order with an expire time
705        let expire_time = UnixNanos::from(1234567890);
706        let order = OrderTestBuilder::new(OrderType::StopMarket)
707            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
708            .quantity(Quantity::from(10))
709            .trigger_price(Price::new(100.0, 2))
710            .expire_time(expire_time)
711            .build();
712
713        // Assert that the expire time is set correctly
714        assert_eq!(order.expire_time(), Some(expire_time));
715    }
716
717    #[test]
718    fn test_stop_market_order_trigger_instrument_id() {
719        // Create a stop market order with a trigger instrument ID
720        let trigger_instrument_id = InstrumentId::from("ETH-USDT.BINANCE");
721        let order = OrderTestBuilder::new(OrderType::StopMarket)
722            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
723            .quantity(Quantity::from(10))
724            .trigger_price(Price::new(100.0, 2))
725            .trigger_instrument_id(trigger_instrument_id.clone())
726            .build();
727
728        // Assert that the trigger instrument ID is set correctly
729        assert_eq!(order.trigger_instrument_id(), Some(trigger_instrument_id));
730    }
731
732    #[test]
733    fn test_stop_market_order_from_order_initialized() {
734        // Create an OrderInitialized event with required fields
735        let order_initialized = OrderInitializedBuilder::default()
736            .order_type(OrderType::StopMarket)
737            .quantity(Quantity::from(10))
738            .trigger_price(Some(Price::new(100.0, 2)))
739            .trigger_type(Some(TriggerType::Default))
740            .build()
741            .unwrap();
742
743        // Convert the OrderInitialized event into a StopMarketOrder
744        let order: StopMarketOrder = order_initialized.clone().into();
745
746        // Assert fields match the OrderInitialized event
747        assert_eq!(order.trader_id(), order_initialized.trader_id);
748        assert_eq!(order.strategy_id(), order_initialized.strategy_id);
749        assert_eq!(order.instrument_id(), order_initialized.instrument_id);
750        assert_eq!(order.client_order_id(), order_initialized.client_order_id);
751        assert_eq!(order.quantity(), order_initialized.quantity);
752        assert_eq!(order.trigger_price(), order_initialized.trigger_price);
753        assert_eq!(order.trigger_type(), order_initialized.trigger_type);
754    }
755
756    #[test]
757    fn test_stop_market_order_is_triggered() {
758        // Create a stop market order
759        let order = OrderTestBuilder::new(OrderType::StopMarket)
760            .instrument_id(InstrumentId::from("BTC-USDT.BINANCE"))
761            .quantity(Quantity::from(10))
762            .trigger_price(Price::new(100.0, 2))
763            .build();
764
765        // Assert that the is_triggered flag is initially false
766        assert_eq!(order.is_triggered(), Some(false));
767    }
768}
nautilus_model/orders/stop_market.rs

nautilus_model/orders/
stop_market.rs
