def test_order_initialized_event_to_from_dict_and_str_repr(self):
# Arrange
uuid = UUID4()
event = OrderInitialized(
trader_id=TraderId("TRADER-001"),
strategy_id=StrategyId("SCALPER-001"),
instrument_id=InstrumentId(Symbol("BTC/USDT"), Venue("BINANCE")),
client_order_id=ClientOrderId("O-2020872378423"),
order_side=OrderSide.BUY,
order_type=OrderType.LIMIT,
quantity=Quantity.from_str("0.561000"),
time_in_force=TimeInForce.DAY,
reduce_only=True,
options={"price": "15200.10"},
order_list_id=OrderListId("1"),
parent_order_id=None,
child_order_ids=[ClientOrderId("O-2020872378424")],
contingency=ContingencyType.OTO,
contingency_ids=[ClientOrderId("O-2020872378424")],
tags="ENTRY",
event_id=uuid,
ts_init=0,
)
# Act, Assert
assert OrderInitialized.from_dict(
OrderInitialized.to_dict(event)) == event
assert (
str(event) ==
f"OrderInitialized(instrument_id=BTC/USDT.BINANCE, client_order_id=O-2020872378423, side=BUY, type=LIMIT, quantity=0.561000, time_in_force=DAY, reduce_only=True, options={{'price': '15200.10'}}, order_list_id=1, parent_order_id=None, child_order_ids=['O-2020872378424'], contingency=OTO, contingency_ids=['O-2020872378424'], tags=ENTRY)" # noqa
)
assert (
repr(event) ==
f"OrderInitialized(trader_id=TRADER-001, strategy_id=SCALPER-001, instrument_id=BTC/USDT.BINANCE, client_order_id=O-2020872378423, side=BUY, type=LIMIT, quantity=0.561000, time_in_force=DAY, reduce_only=True, options={{'price': '15200.10'}}, order_list_id=1, parent_order_id=None, child_order_ids=['O-2020872378424'], contingency=OTO, contingency_ids=['O-2020872378424'], tags=ENTRY, event_id={uuid}, ts_init=0)" # noqa
)
def deserialize_order_initialised(data: Dict) -> OrderInitialized:
for k in ("price", "quantity"):
data[k] = str(data[k])
options_fields = orjson.loads(
NAUTILUS_PARQUET_SCHEMA[OrderInitialized].metadata[b"options_fields"])
data["options"] = orjson.dumps(
{k: data.pop(k, None)
for k in options_fields})
return OrderInitialized.from_dict(data)