Refine OrderManager and reduce duplication

nautilus_trader/execution/emulator.pyx

@@ -722,7 +722,7 @@ cdef class OrderEmulator(Actor):
         )
 
         if order.exec_algorithm_id is not None:
-            self._manager.send_algo_command(command)
+            self._manager.send_algo_command(command, order.exec_algorithm_id)
         else:
             self._manager.send_exec_command(command)
 
@@ -794,7 +794,7 @@ cdef class OrderEmulator(Actor):
         )
 
         if order.exec_algorithm_id is not None:
-            self._manager.send_algo_command(command)
+            self._manager.send_algo_command(command, order.exec_algorithm_id)
         else:
             self._manager.send_exec_command(command)
 

nautilus_trader/execution/manager.pxd

@@ -34,6 +34,7 @@ from nautilus_trader.model.events.order cimport OrderUpdated
 from nautilus_trader.model.events.position cimport PositionEvent
 from nautilus_trader.model.identifiers cimport ClientId
 from nautilus_trader.model.identifiers cimport ClientOrderId
+from nautilus_trader.model.identifiers cimport ExecAlgorithmId
 from nautilus_trader.model.identifiers cimport InstrumentId
 from nautilus_trader.model.identifiers cimport PositionId
 from nautilus_trader.model.identifiers cimport StrategyId
@@ -84,7 +85,7 @@ cdef class OrderManager:
 # -- EGRESS ---------------------------------------------------------------------------------------
 
     cpdef void send_emulator_command(self, TradingCommand command)
-    cpdef void send_algo_command(self, TradingCommand command)
+    cpdef void send_algo_command(self, TradingCommand command, ExecAlgorithmId exec_algorithm_id)
     cpdef void send_risk_command(self, TradingCommand command)
     cpdef void send_exec_command(self, TradingCommand command)
     cpdef void send_risk_event(self, OrderEvent event)

nautilus_trader/execution/manager.pyx

@@ -77,8 +77,8 @@ cdef class OrderManager:
         The handler to call when submitting orders.
     cancel_order_handler : Callable[[Order], None], optional
         The handler to call when canceling orders.
-    modify_order_handler : Callable[[Order], None], optional
-        The handler to call when modifying orders.
+    modify_order_handler : Callable[[Order, Quantity], None], optional
+        The handler to call when modifying orders (limited to modifying quantity).
     debug : bool, default False
         If debug mode is active (will provide extra debug logging).
 
@@ -258,7 +258,7 @@ cdef class OrderManager:
             self.cache_submit_order_command(submit)
 
             if order.exec_algorithm_id is not None:
-                self.send_algo_command(submit)
+                self.send_algo_command(submit, order.exec_algorithm_id)
             else:
                 self.send_risk_command(submit)
         else:
@@ -561,12 +561,13 @@ cdef class OrderManager:
             self._log.info(f"{CMD}{SENT} {command}.")  # pragma: no cover  (no logging in tests)
         self._msgbus.send(endpoint="OrderEmulator.execute", msg=command)
 
-    cpdef void send_algo_command(self, TradingCommand command):
+    cpdef void send_algo_command(self, TradingCommand command, ExecAlgorithmId exec_algorithm_id):
         Condition.not_none(command, "command")
+        Condition.not_none(exec_algorithm_id, "exec_algorithm_id")
 
         if not self._log.is_bypassed:
             self._log.info(f"{CMD}{SENT} {command}.")  # pragma: no cover  (no logging in tests)
-        self._msgbus.send(endpoint=f"{command.exec_algorithm_id}.execute", msg=command)
+        self._msgbus.send(endpoint=f"{exec_algorithm_id}.execute", msg=command)
 
     cpdef void send_risk_command(self, TradingCommand command):
         Condition.not_none(command, "command")

nautilus_trader/trading/strategy.pxd

@@ -174,10 +174,3 @@ cdef class Strategy(Actor):
     cdef OrderPendingCancel _generate_order_pending_cancel(self, Order order)
     cdef void _deny_order(self, Order order, str reason)
     cdef void _deny_order_list(self, OrderList order_list, str reason)
-
-# -- EGRESS ---------------------------------------------------------------------------------------
-
-    cdef void _send_emulator_command(self, TradingCommand command)
-    cdef void _send_algo_command(self, TradingCommand command, ExecAlgorithmId exec_algorithm_id)
-    cdef void _send_risk_command(self, TradingCommand command)
-    cdef void _send_exec_command(self, TradingCommand command)

nautilus_trader/trading/strategy.pyx

@@ -804,11 +804,11 @@ cdef class Strategy(Actor):
 
         # Route order
         if order.emulation_trigger != TriggerType.NO_TRIGGER:
-            self._send_emulator_command(command)
+            self._manager.send_emulator_command(command)
         elif order.exec_algorithm_id is not None:
-            self._send_algo_command(command, order.exec_algorithm_id)
+            self._manager.send_algo_command(command, order.exec_algorithm_id)
         else:
-            self._send_risk_command(command)
+            self._manager.send_risk_command(command)
 
     cpdef void submit_order_list(
         self,
@@ -901,11 +901,11 @@ cdef class Strategy(Actor):
 
         # Route order
         if command.has_emulated_order:
-            self._send_emulator_command(command)
+            self._manager.send_emulator_command(command)
         elif order_list.first.exec_algorithm_id is not None:
-            self._send_algo_command(command, order_list.first.exec_algorithm_id)
+            self._manager.send_algo_command(command, order_list.first.exec_algorithm_id)
         else:
-            self._send_risk_command(command)
+            self._manager.send_risk_command(command)
 
     cpdef void modify_order(
         self,
@@ -973,9 +973,9 @@ cdef class Strategy(Actor):
             return
 
         if order.is_emulated_c():
-            self._send_emulator_command(command)
+            self._manager.send_emulator_command(command)
         else:
-            self._send_risk_command(command)
+            self._manager.send_risk_command(command)
 
     cpdef void cancel_order(self, Order order, ClientId client_id = None):
         """
@@ -1004,11 +1004,11 @@ cdef class Strategy(Actor):
             return
 
         if order.is_emulated_c() or order.emulation_trigger != TriggerType.NO_TRIGGER:
-            self._send_emulator_command(command)
+            self._manager.send_emulator_command(command)
         elif order.exec_algorithm_id is not None and order.is_active_local_c():
-            self._send_algo_command(command, order.exec_algorithm_id)
+            self._manager.send_algo_command(command, order.exec_algorithm_id)
         else:
-            self._send_exec_command(command)
+            self._manager.send_exec_command(command)
 
         # Cancel any GTD expiry timer
         if self.manage_gtd_expiry:
@@ -1087,7 +1087,7 @@ cdef class Strategy(Actor):
             client_id=client_id,
         )
 
-        self._send_exec_command(command)
+        self._manager.send_exec_command(command)
 
     cpdef void cancel_all_orders(
         self,
@@ -1185,8 +1185,8 @@ cdef class Strategy(Actor):
                 if order.strategy_id == self.id and not order.is_closed_c():
                     self.cancel_order(order)
 
-        self._send_exec_command(command)
-        self._send_emulator_command(command)
+        self._manager.send_exec_command(command)
+        self._manager.send_emulator_command(command)
 
     cpdef void close_position(
         self,
@@ -1317,7 +1317,7 @@ cdef class Strategy(Actor):
             client_id=client_id,
         )
 
-        self._send_exec_command(command)
+        self._manager.send_exec_command(command)
 
     cdef ModifyOrder _create_modify_order(
         self,
@@ -1666,25 +1666,3 @@ cdef class Strategy(Actor):
         for order in order_list.orders:
             if not order.is_closed_c():
                 self._deny_order(order=order, reason=reason)
-
-# -- EGRESS ---------------------------------------------------------------------------------------
-
-    cdef void _send_emulator_command(self, TradingCommand command):
-        if not self.log.is_bypassed:
-            self.log.info(f"{CMD}{SENT} {command}.")
-        self._msgbus.send(endpoint="OrderEmulator.execute", msg=command)
-
-    cdef void _send_algo_command(self, TradingCommand command, ExecAlgorithmId exec_algorithm_id):
-        if not self.log.is_bypassed:
-            self.log.info(f"{CMD}{SENT} {command}.")
-        self._msgbus.send(endpoint=f"{exec_algorithm_id}.execute", msg=command)
-
-    cdef void _send_risk_command(self, TradingCommand command):
-        if not self.log.is_bypassed:
-            self.log.info(f"{CMD}{SENT} {command}.")
-        self._msgbus.send(endpoint="RiskEngine.execute", msg=command)
-
-    cdef void _send_exec_command(self, TradingCommand command):
-        if not self.log.is_bypassed:
-            self.log.info(f"{CMD}{SENT} {command}.")
-        self._msgbus.send(endpoint="ExecEngine.execute", msg=command)