Add pyo3 enum conversion functions

Author: cjdsellers

nautilus_trader/model/functions.pxd

@@ -120,6 +120,7 @@ cpdef str trailing_offset_type_to_str(TrailingOffsetType value)
 cpdef TriggerType trigger_type_from_str(str value)
 cpdef str trigger_type_to_str(TriggerType value)
 
+cpdef order_side_to_pyo3(OrderSide value)
 cpdef order_type_to_pyo3(OrderType value)
 cpdef order_status_to_pyo3(OrderStatus value)
 cpdef time_in_force_to_pyo3(TimeInForce value)

nautilus_trader/model/functions.pyx

@@ -281,6 +281,17 @@ cpdef str trigger_type_to_str(TriggerType value):
     return cstr_to_pystr(trigger_type_to_cstr(value))
 
 
+cpdef order_side_to_pyo3(OrderSide value):
+    if value == OrderSide.BUY:
+        return nautilus_pyo3.OrderSide.BUY
+    if value == OrderSide.SELL:
+        return nautilus_pyo3.OrderSide.SELL
+    if value == OrderSide.NO_ORDER_SIDE:
+        return nautilus_pyo3.OrderSide.NO_ORDER_SIDE
+
+    raise ValueError(f"Unsupported `OrderSide`, was '{order_side_to_str(value)}'")
+
+
 cpdef order_type_to_pyo3(OrderType value):
     if value == OrderType.MARKET:
         return nautilus_pyo3.OrderType.MARKET

nautilus_trader/model/orders/base.pyx

@@ -48,6 +48,7 @@ from nautilus_trader.model.events.order cimport OrderSubmitted
 from nautilus_trader.model.events.order cimport OrderTriggered
 from nautilus_trader.model.events.order cimport OrderUpdated
 from nautilus_trader.model.functions cimport contingency_type_to_str
+from nautilus_trader.model.functions cimport order_side_to_pyo3
 from nautilus_trader.model.functions cimport order_side_to_str
 from nautilus_trader.model.functions cimport order_status_to_pyo3
 from nautilus_trader.model.functions cimport order_type_to_pyo3
@@ -449,7 +450,7 @@ cdef class Order:
             trader_id=nautilus_pyo3.TraderId(self.trader_id.value),
             client_order_id=nautilus_pyo3.ClientOrderId(self.client_order_id.value),
             venue_order_id=nautilus_pyo3.VenueOrderId(self.venue_order_id.value) if self.venue_order_id else None,
-            side=nautilus_pyo3.OrderSide.BUY if self.side == OrderSide.BUY else nautilus_pyo3.OrderSide.SELL,
+            side=order_side_to_pyo3(self.side),
             price=nautilus_pyo3.Price(price.as_f64_c(), price._mem.precision),
             size=nautilus_pyo3.Quantity(self.leaves_qty.as_f64_c(), self.leaves_qty._mem.precision),
             order_type=order_type_to_pyo3(self.order_type),