Add submit order list support for sandbox

RELEASES.md

@@ -11,6 +11,7 @@ Released on TBD (UTC).
 - Added support for Pool liquidity updates for blockchain adapter (#2692), thanks @filipmacek
 - Added fill report reconciliation warning when discrepancy with existing fill (#2706), thanks @faysou
 - Added `bid_levels` and `ask_levels` for `OrderBook.pprint`
+- Added support for order-list submission in the sandbox execution client.
 
 ### Breaking Changes
 - Changed timer `allow_past=False` behavior: now validates the `next_event_time` instead of the `start_time`. This allows timers with past start times as long as their next scheduled event is still in the future

nautilus_trader/adapters/sandbox/execution.py

@@ -187,6 +187,9 @@ async def generate_position_status_reports(
     def submit_order(self, command):
         return self._client.submit_order(command)
 
+    def submit_order_list(self, command):
+        return self._client.submit_order_list(command)
+
     def modify_order(self, command):
         return self._client.modify_order(command)
 

tests/integration_tests/adapters/sandbox/test_execution.py

@@ -18,6 +18,8 @@
 import pytest
 
 from nautilus_trader.backtest.exchange import SimulatedExchange
+from nautilus_trader.common.component import TestClock
+from nautilus_trader.common.factories import OrderFactory
 from nautilus_trader.model.data import QuoteTick
 from nautilus_trader.model.events import OrderAccepted
 from nautilus_trader.model.events import OrderCanceled
@@ -27,8 +29,11 @@
 from nautilus_trader.model.events import OrderSubmitted
 from nautilus_trader.model.events import OrderUpdated
 from nautilus_trader.model.identifiers import ClientOrderId
+from nautilus_trader.model.identifiers import StrategyId
+from nautilus_trader.model.identifiers import TraderId
 from nautilus_trader.model.identifiers import VenueOrderId
 from nautilus_trader.model.objects import Price
+from nautilus_trader.model.orders.list import OrderList
 from nautilus_trader.test_kit.stubs.commands import TestCommandStubs
 from nautilus_trader.test_kit.stubs.execution import TestExecStubs
 
@@ -53,7 +58,6 @@ async def test_connect(exec_client):
     assert exec_client.is_connected
 
 
-@pytest.mark.skip(reason="Sandbox WIP")
 @pytest.mark.asyncio()
 async def test_submit_order_success(exec_client, instrument, strategy, events):
     # Arrange
@@ -66,13 +70,72 @@ async def test_submit_order_success(exec_client, instrument, strategy, events):
 
     # Assert
     print(events)
-    _, submitted, _, accepted, _, filled, _ = events
+    _, submitted, _, accepted, filled, _, _ = events
     assert isinstance(submitted, OrderSubmitted)
     assert isinstance(accepted, OrderAccepted)
     assert isinstance(filled, OrderFilled)
     assert accepted.venue_order_id.value.startswith("SANDBOX-")
 
 
+@pytest.mark.asyncio()
+async def test_submit_orders_list_success(
+    exec_client,
+    instrument,
+    strategy,
+    events,
+):
+    # Arrange
+    exec_client.connect()
+    factory = OrderFactory(
+        trader_id=TraderId("TESTER-000"),
+        strategy_id=StrategyId("S-001"),
+        clock=TestClock(),
+    )
+    first_order = TestExecStubs.limit_order(
+        instrument=instrument,
+        client_order_id=factory.generate_client_order_id(),
+    )
+    second_order = TestExecStubs.limit_order(
+        instrument=instrument,
+        client_order_id=factory.generate_client_order_id(),
+    )
+    order_list = OrderList(
+        order_list_id=factory.generate_order_list_id(),
+        orders=[first_order, second_order],
+    )
+
+    # Act
+    strategy.submit_order_list(order_list=order_list)
+    exec_client.on_data(_make_quote_tick(instrument))
+
+    # Assert
+    print(events)
+    (
+        _,  # first initialized
+        _,  # second initialized
+        first_submitted,
+        second_submitted,
+        _,  # account state
+        first_accepted,
+        _,  # account state
+        second_accepted,
+        first_filled,
+        _,  # account state
+        _,  # position opened
+        second_filled,
+        _,  # account state
+        _,  # position changed
+    ) = events
+    assert isinstance(first_submitted, OrderSubmitted)
+    assert isinstance(second_submitted, OrderSubmitted)
+    assert isinstance(first_accepted, OrderAccepted)
+    assert isinstance(second_accepted, OrderAccepted)
+    assert isinstance(first_filled, OrderFilled)
+    assert isinstance(second_filled, OrderFilled)
+    assert first_accepted.venue_order_id.value.startswith("SANDBOX-")
+    assert second_accepted.venue_order_id.value.startswith("SANDBOX-")
+
+
 @pytest.mark.asyncio()
 async def test_modify_order_success(exec_client, strategy, instrument, events):
     # Arrange