Reorganize domain model and execution messages

Author: cjdsellers

Cargo.lock

@@ -15,10 +15,10 @@
 
 use chrono::{DateTime, Utc};
 use nautilus_core::{UnixNanos, time::get_atomic_clock_realtime};
-use nautilus_execution::reports::{fill::FillReport, order::OrderStatusReport};
 use nautilus_model::{
     enums::{LiquiditySide, OrderSide, OrderStatus, OrderType, TimeInForce, TriggerType},
     identifiers::{AccountId, ClientOrderId, InstrumentId, Symbol, TradeId, VenueOrderId},
+    reports::{FillReport, OrderStatusReport},
     types::{Currency, Money, Price, Quantity},
 };
 use ustr::Ustr;

crates/adapters/coinbase_intx/src/fix/parse.rs

@@ -30,14 +30,12 @@ use chrono::{DateTime, Utc};
 use nautilus_core::{
     UnixNanos, consts::NAUTILUS_USER_AGENT, env::get_env_var, time::get_atomic_clock_realtime,
 };
-use nautilus_execution::reports::{
-    fill::FillReport, order::OrderStatusReport, position::PositionStatusReport,
-};
 use nautilus_model::{
     enums::{OrderSide, OrderType, TimeInForce},
     events::AccountState,
     identifiers::{AccountId, ClientOrderId, Symbol, VenueOrderId},
     instruments::{Instrument, InstrumentAny},
+    reports::{FillReport, OrderStatusReport, PositionStatusReport},
     types::{Price, Quantity},
 };
 use nautilus_network::{http::HttpClient, ratelimiter::quota::Quota};

crates/adapters/coinbase_intx/src/http/client.rs

@@ -14,16 +14,14 @@
 // -------------------------------------------------------------------------------------------------
 
 use nautilus_core::{UUID4, nanos::UnixNanos};
-use nautilus_execution::reports::{
-    fill::FillReport, order::OrderStatusReport, position::PositionStatusReport,
-};
 use nautilus_model::{
     enums::{
         AccountType, LiquiditySide, OrderSide, OrderStatus, OrderType, TimeInForce, TriggerType,
     },
     events::AccountState,
     identifiers::{AccountId, ClientOrderId, Symbol, TradeId, VenueOrderId},
     instruments::{CryptoPerpetual, CurrencyPair, any::InstrumentAny},
+    reports::{FillReport, OrderStatusReport, PositionStatusReport},
     types::{AccountBalance, Currency, Money, Price, Quantity},
 };
 use rust_decimal::Decimal;

crates/adapters/coinbase_intx/src/http/parse.rs

@@ -26,15 +26,14 @@ use std::{
     rc::Rc,
 };
 
-use nautilus_common::{cache::Cache, clock::Clock};
+use nautilus_common::{cache::Cache, clock::Clock, messages::execution::TradingCommand};
 use nautilus_core::{
     UnixNanos,
     correctness::{FAILED, check_equal},
 };
 use nautilus_execution::{
     client::ExecutionClient,
     matching_engine::{config::OrderMatchingEngineConfig, engine::OrderMatchingEngine},
-    messages::TradingCommand,
     models::{fee::FeeModelAny, fill::FillModel, latency::LatencyModel},
 };
 use nautilus_model::{
@@ -779,19 +778,17 @@ mod tests {
     use nautilus_common::{
         cache::Cache,
         clock::TestClock,
+        messages::execution::{SubmitOrder, TradingCommand},
         msgbus::{
             self,
             stubs::{get_message_saving_handler, get_saved_messages},
         },
     };
     use nautilus_core::{AtomicTime, UUID4, UnixNanos};
-    use nautilus_execution::{
-        messages::{SubmitOrder, TradingCommand},
-        models::{
-            fee::{FeeModelAny, MakerTakerFeeModel},
-            fill::FillModel,
-            latency::LatencyModel,
-        },
+    use nautilus_execution::models::{
+        fee::{FeeModelAny, MakerTakerFeeModel},
+        fill::FillModel,
+        latency::LatencyModel,
     };
     use nautilus_model::{
         accounts::{AccountAny, MarginAccount},

crates/backtest/src/exchange.rs

@@ -21,15 +21,16 @@
 
 use std::{cell::RefCell, fmt::Debug, rc::Rc};
 
-use nautilus_common::{cache::Cache, clock::Clock};
-use nautilus_core::UnixNanos;
-use nautilus_execution::{
-    client::{ExecutionClient, base::BaseExecutionClient},
-    messages::{
+use nautilus_common::{
+    cache::Cache,
+    clock::Clock,
+    messages::execution::{
         BatchCancelOrders, CancelAllOrders, CancelOrder, ModifyOrder, QueryOrder, SubmitOrder,
         SubmitOrderList, TradingCommand,
     },
 };
+use nautilus_core::UnixNanos;
+use nautilus_execution::client::{ExecutionClient, base::BaseExecutionClient};
 use nautilus_model::{
     accounts::AccountAny,
     enums::OmsType,

crates/backtest/src/execution_client.rs

@@ -54,6 +54,7 @@ async-trait = { workspace = true }
 async-stream = { workspace = true }
 bytes = { workspace = true }
 chrono = { workspace = true }
+derive_builder = { workspace = true }
 futures = { workspace = true }
 indexmap = { workspace = true }
 log = { workspace = true }

crates/common/Cargo.toml

@@ -13,18 +13,15 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-use std::{cell::RefCell, fmt::Display, rc::Rc};
+use std::fmt::Display;
 
 use derive_builder::Builder;
 use nautilus_core::{UUID4, UnixNanos};
-use nautilus_model::{
-    identifiers::{ClientId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId},
-    orders::OrderAny,
+use nautilus_model::identifiers::{
+    ClientId, ClientOrderId, InstrumentId, StrategyId, TraderId, VenueOrderId,
 };
 use serde::{Deserialize, Serialize};
 
-use crate::order_emulator::emulator::OrderEmulator;
-
 #[derive(Clone, PartialEq, Eq, Debug, Default, Serialize, Deserialize, Builder)]
 #[builder(default)]
 #[serde(tag = "type")]
@@ -79,25 +76,6 @@ impl Display for CancelOrder {
     }
 }
 
-pub trait CancelOrderHandler {
-    fn handle_cancel_order(&self, order: &OrderAny);
-}
-
-#[derive(Debug)]
-pub enum CancelOrderHandlerAny {
-    OrderEmulator(Rc<RefCell<OrderEmulator>>),
-}
-
-impl CancelOrderHandler for CancelOrderHandlerAny {
-    fn handle_cancel_order(&self, order: &OrderAny) {
-        match self {
-            Self::OrderEmulator(order_emulator) => {
-                order_emulator.borrow_mut().cancel_order(order);
-            }
-        }
-    }
-}
-
 ////////////////////////////////////////////////////////////////////////////////
 // Tests
 ////////////////////////////////////////////////////////////////////////////////