Improve validations for MarketToLimitOrder #2584
Merged
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Adds
new_checked
(returnsanyhow::Result<Self>
) with full validation.Updates the existing
new
constructor to delegate tonew_checked
, preserving the old panic-on-failure behaviour for backwards-compatibility.Enforces:
quantity > 0
display_qty > 0
anddisplay_qty ≤ quantity
expire_time
is supplied whentime_in_force == GTD
Fills out the
market_to_limit.rs
doc-comment and removes outdated TODOs.Adds a dedicated test-suite (
crates/model/src/orders/market_to_limit.rs
) covering the happy path plus each new validation branch.Rationale
Issue #2529 highlighted that
MarketToLimitOrder
lacked the strict invariants now applied to all order types.Bringing these checks in-line:
Type of change
How has this change been tested?
Added 4 rstest cases mirroring the patterns used in Improve validations for LimitIfTouchedOrder #2533/Improve validations for MarketIfTouchedOrder #2577:
ok
(happy path)quantity_zero
gtd_without_expire
display_qty_gt_quantity
Fixes #2529