Refine order status report logging

Author: cjdsellers

nautilus_trader/adapters/binance/execution.py

@@ -40,6 +40,7 @@
 from nautilus_trader.common.component import LiveClock
 from nautilus_trader.common.component import MessageBus
 from nautilus_trader.common.enums import LogColor
+from nautilus_trader.common.enums import LogLevel
 from nautilus_trader.common.providers import InstrumentProvider
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.core.datetime import nanos_to_millis
@@ -490,10 +491,14 @@ async def generate_order_status_reports(
             self._log.debug(f"Received {reports}")
             reports.append(report)
 
-        if command.log_received:
-            len_reports = len(reports)
-            plural = "" if len_reports == 1 else "s"
-            self._log.info(f"Received {len(reports)} OrderStatusReport{plural}")
+        len_reports = len(reports)
+        plural = "" if len_reports == 1 else "s"
+        receipt_log = f"Received {len(reports)} OrderStatusReport{plural}"
+
+        if command.log_receipt_level == LogLevel.INFO:
+            self._log.info(receipt_log)
+        else:
+            self._log.debug(receipt_log)
 
         return reports
 

nautilus_trader/adapters/bybit/execution.py

@@ -46,6 +46,7 @@
 from nautilus_trader.adapters.bybit.schemas.ws import BybitWsMessageGeneral
 from nautilus_trader.adapters.bybit.websocket.client import BybitWebSocketClient
 from nautilus_trader.common.enums import LogColor
+from nautilus_trader.common.enums import LogLevel
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.core.datetime import millis_to_nanos
 from nautilus_trader.core.uuid import UUID4
@@ -346,10 +347,14 @@ async def generate_order_status_reports(
         except BybitError as e:
             self._log.error(f"Failed to generate OrderStatusReports: {e}")
 
-        if command.log_received:
-            len_reports = len(reports)
-            plural = "" if len_reports == 1 else "s"
-            self._log.info(f"Received {len(reports)} OrderStatusReport{plural}")
+        len_reports = len(reports)
+        plural = "" if len_reports == 1 else "s"
+        receipt_log = f"Received {len(reports)} OrderStatusReport{plural}"
+
+        if command.log_receipt_level == LogLevel.INFO:
+            self._log.info(receipt_log)
+        else:
+            self._log.debug(receipt_log)
 
         return reports
 

nautilus_trader/adapters/dydx/execution.py

@@ -65,6 +65,7 @@
 from nautilus_trader.common.component import Logger
 from nautilus_trader.common.component import MessageBus
 from nautilus_trader.common.enums import LogColor
+from nautilus_trader.common.enums import LogLevel
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.core.datetime import dt_to_unix_nanos
 from nautilus_trader.core.datetime import nanos_to_secs
@@ -579,10 +580,14 @@ async def generate_order_status_reports(
         else:
             self._log.error("Failed to generate OrderStatusReports")
 
-        if command.log_received:
-            len_reports = len(reports)
-            plural = "" if len_reports == 1 else "s"
-            self._log.info(f"Received {len(reports)} OrderStatusReport{plural}")
+        len_reports = len(reports)
+        plural = "" if len_reports == 1 else "s"
+        receipt_log = f"Received {len(reports)} OrderStatusReport{plural}"
+
+        if command.log_receipt_level == LogLevel.INFO:
+            self._log.info(receipt_log)
+        else:
+            self._log.debug(receipt_log)
 
         return reports
 

nautilus_trader/adapters/okx/execution.py

@@ -56,6 +56,7 @@
 from nautilus_trader.common.component import LiveClock
 from nautilus_trader.common.component import MessageBus
 from nautilus_trader.common.enums import LogColor
+from nautilus_trader.common.enums import LogLevel
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.core.datetime import millis_to_nanos
 from nautilus_trader.core.datetime import unix_nanos_to_dt
@@ -499,10 +500,14 @@ async def generate_order_status_reports(  # noqa: C901
                 filter(lambda r: unix_nanos_to_dt(r.ts_accepted) <= command.end, reports),
             )
 
-        if command.log_received:
-            len_reports = len(reports)
-            plural = "" if len_reports == 1 else "s"
-            self._log.info(f"Received {len(reports)} OrderStatusReport{plural}")
+        len_reports = len(reports)
+        plural = "" if len_reports == 1 else "s"
+        receipt_log = f"Received {len(reports)} OrderStatusReport{plural}"
+
+        if command.log_receipt_level == LogLevel.INFO:
+            self._log.info(receipt_log)
+        else:
+            self._log.debug(receipt_log)
 
         return reports
 

nautilus_trader/adapters/polymarket/execution.py

@@ -57,6 +57,7 @@
 from nautilus_trader.common.component import LiveClock
 from nautilus_trader.common.component import MessageBus
 from nautilus_trader.common.enums import LogColor
+from nautilus_trader.common.enums import LogLevel
 from nautilus_trader.core.datetime import millis_to_nanos
 from nautilus_trader.core.datetime import nanos_to_secs
 from nautilus_trader.core.stats import basis_points_as_percentage
@@ -475,10 +476,14 @@ async def generate_order_status_reports(  # noqa: C901
                 self._log.warning(f"Generated from fill report: {report}")
                 reports.append(report)
 
-        if command.log_received:
-            len_reports = len(reports)
-            plural = "" if len_reports == 1 else "s"
-            self._log.info(f"Received {len(reports)} OrderStatusReport{plural}")
+        len_reports = len(reports)
+        plural = "" if len_reports == 1 else "s"
+        receipt_log = f"Received {len(reports)} OrderStatusReport{plural}"
+
+        if command.log_receipt_level == LogLevel.INFO:
+            self._log.info(receipt_log)
+        else:
+            self._log.debug(receipt_log)
 
         return reports
 

nautilus_trader/execution/messages.pxd

@@ -16,6 +16,7 @@
 from cpython.datetime cimport datetime
 
 from nautilus_trader.core.message cimport Command
+from nautilus_trader.core.rust.common cimport LogLevel
 from nautilus_trader.core.rust.model cimport OrderSide
 from nautilus_trader.model.identifiers cimport ClientId
 from nautilus_trader.model.identifiers cimport ClientOrderId
@@ -52,8 +53,8 @@ cdef class GenerateOrderStatusReport(TradingReportCommand):
 cdef class GenerateOrderStatusReports(TradingReportCommand):
     cdef readonly bint open_only
     """If the request is only for open orders.\n\n:returns: `bool`"""
-    cdef readonly bint log_received
-    """Whether the client should log receipt of the reports.\n\n:returns: `bool`"""
+    cdef readonly LogLevel log_receipt_level
+    """The log level for logging received reports.\n\n:returns: `LogLevel`"""
 
 
 cdef class GenerateFillReports(TradingReportCommand):

nautilus_trader/execution/messages.pyx

@@ -19,6 +19,7 @@ from cpython.datetime cimport datetime
 from libc.stdint cimport uint64_t
 
 from nautilus_trader.core.correctness cimport Condition
+from nautilus_trader.core.rust.common cimport LogLevel
 from nautilus_trader.core.rust.model cimport TriggerType
 from nautilus_trader.core.uuid cimport UUID4
 from nautilus_trader.model.events.order cimport OrderInitialized
@@ -139,8 +140,8 @@ cdef class GenerateOrderStatusReports(TradingReportCommand):
         UNIX timestamp (nanoseconds) when the object was initialized.
     params : dict[str, object], optional
         Additional parameters for the command.
-    log_received : bool, default True
-        Whether the client should log receipt of the reports.
+    log_receipt_level : LogLevel, default 'INFO'
+        The log level for logging received reports. Must be either `LogLevel.DEBUG` or `LogLevel.INFO`.
     """
 
     def __init__(
@@ -152,7 +153,7 @@ cdef class GenerateOrderStatusReports(TradingReportCommand):
         UUID4 command_id not None,
         uint64_t ts_init,
         dict[str, object] params: dict | None = None,
-        bint log_received = True,
+        LogLevel log_receipt_level = LogLevel.INFO,
     ) -> None:
         super().__init__(
             instrument_id,
@@ -164,7 +165,7 @@ cdef class GenerateOrderStatusReports(TradingReportCommand):
         )
 
         self.open_only = open_only
-        self.log_received = log_received
+        self.log_receipt_level = log_receipt_level
 
 
 cdef class GenerateFillReports(TradingReportCommand):

nautilus_trader/live/execution_engine.py

@@ -26,6 +26,7 @@
 from nautilus_trader.common.component import LiveClock
 from nautilus_trader.common.component import MessageBus
 from nautilus_trader.common.enums import LogColor
+from nautilus_trader.common.enums import LogLevel
 from nautilus_trader.config import LiveExecEngineConfig
 from nautilus_trader.core.correctness import PyCondition
 from nautilus_trader.core.datetime import dt_to_unix_nanos
@@ -535,7 +536,7 @@ async def _check_open_orders(self) -> None:
                         open_only=self.open_check_open_only,
                         command_id=UUID4(),
                         ts_init=self._clock.timestamp_ns(),
-                        log_received=False,
+                        log_receipt_level=LogLevel.DEBUG,
                     ),
                 )
                 for c in clients