Support orders without price or quantity (#103)

This add support for cancelled orders which do not have the price or
quantity field set. Since the order field is still valid for cancelled
orders and price and quantity fields are not designed as optional, we
set the fields to `NaN`.

In addition to that the headers of the CLI tool are fixed.

Author: cwasicki

RELEASE_NOTES.md

@@ -16,4 +16,6 @@
 
 ## Bug Fixes
 
+* Deal correctly with cancelled orders with no price or quantity
+
 <!-- Here goes notable bug fixes that are worth a special mention or explanation -->

src/frequenz/client/electricity_trading/_types.py

@@ -1010,8 +1010,16 @@ def from_pb(cls, order: electricity_trading_pb2.Order) -> Self:
             delivery_period=DeliveryPeriod.from_pb(order.delivery_period),
             type=OrderType.from_pb(order.type),
             side=MarketSide.from_pb(order.side),
-            price=Price.from_pb(order.price),
-            quantity=Power.from_pb(order.quantity),
+            price=(
+                Price.from_pb(order.price)
+                if order.HasField("price")
+                else Price(Decimal("NaN"), Currency.UNSPECIFIED)
+            ),
+            quantity=(
+                Power.from_pb(order.quantity)
+                if order.HasField("quantity")
+                else Power(Decimal("NaN"))
+            ),
             stop_price=(
                 Price.from_pb(order.stop_price)
                 if order.HasField("stop_price")
@@ -1308,8 +1316,11 @@ def from_pb(cls, order_detail: electricity_trading_pb2.OrderDetail) -> Self:
 
         Returns:
             OrderDetail object corresponding to the protobuf message.
+
+        Raises:
+            ValueError: If the order price and quantity are not specified for a non-canceled order.
         """
-        return cls(
+        od = cls(
             order_id=order_detail.order_id,
             order=Order.from_pb(order_detail.order),
             state_detail=StateDetail.from_pb(order_detail.state_detail),
@@ -1321,6 +1332,19 @@ def from_pb(cls, order_detail: electricity_trading_pb2.OrderDetail) -> Self:
             ),
         )
 
+        # Only cancelled orders are allowed to have missing price or quantity
+        missing_price_or_quantity = (
+            od.order.price.amount.is_nan()
+            or od.order.price.currency == Currency.UNSPECIFIED
+            or od.order.quantity.mw.is_nan()
+        )
+        if missing_price_or_quantity and od.state_detail.state != OrderState.CANCELED:
+            raise ValueError(
+                f"Price and quantity must be specified for a non-canceled order (`{od}`)."
+            )
+
+        return od
+
     def to_pb(self) -> electricity_trading_pb2.OrderDetail:
         """Convert an OrderDetail object to protobuf OrderDetail.
 

src/frequenz/client/electricity_trading/cli/etrading.py

@@ -97,7 +97,7 @@ async def list_orders(
     """
     client = Client(server_url=url, auth_key=key)
 
-    # print_header()
+    print_order_header()
 
     delivery_period = None
     # If delivery period is selected, list historical orders also
@@ -200,18 +200,18 @@ async def cancel_order(
 def print_trade_header() -> None:
     """Print trade header in CSV format."""
     header = (
-        "public_trade_id, "
-        "execution_time, "
-        "delivery_period_start, "
-        "delivery_period_duration, "
-        "buy_delivery_area_code, "
-        "sell_delivery_area_code, "
-        "buy_delivery_area_code_type, "
-        "sell_delivery_area_code_type"
-        "quantity_mw, "
-        "price, "
-        "currency, "
-        "state, "
+        "public_trade_id,"
+        "execution_time,"
+        "delivery_period_start,"
+        "delivery_period_duration,"
+        "buy_delivery_area_code,"
+        "sell_delivery_area_code,"
+        "buy_delivery_area_code_type,"
+        "sell_delivery_area_code_type,"
+        "quantity_mw,"
+        "currency,"
+        "price,"
+        "state "
     )
     print(header)
 
@@ -238,20 +238,20 @@ def print_trade(trade: PublicTrade) -> None:
 def print_order_header() -> None:
     """Print order header in CSV format."""
     header = (
-        "order_id, "
-        "create_time, "
-        "modification_time, "
-        "delivery_period_start, "
-        "delivery_period_duration"
-        "delivery_area_code, "
-        "delivery_area_code_type, "
-        "order_type, "
-        "quantity_mw, "
-        "open_quantity_mw, "
-        "side, "
-        "currency, "
-        "price, "
-        "state, "
+        "order_id,"
+        "create_time,"
+        "modification_time,"
+        "delivery_period_start,"
+        "delivery_period_duration,"
+        "delivery_area_code,"
+        "delivery_area_code_type,"
+        "order_type,"
+        "quantity_mw,"
+        "open_quantity_mw,"
+        "side,"
+        "currency,"
+        "price,"
+        "state"
     )
     print(header)
 

tests/test_types.py

@@ -498,6 +498,29 @@ def test_order_detail_from_pb() -> None:
     )
 
 
+def test_order_detail_from_pb_missing_fields() -> None:
+    """Test the client order detail type conversion from protobuf with missing fields."""
+    # Missing price
+    od_pb1 = electricity_trading_pb2.OrderDetail()
+    od_pb1.CopyFrom(ORDER_DETAIL_PB)
+    od_pb1.order.ClearField("price")
+    # Not allowed for active orders
+    with pytest.raises(ValueError):
+        OrderDetail.from_pb(od_pb1)
+    # But allowed for canceled orders
+    od_pb1.state_detail.state = electricity_trading_pb2.OrderState.ORDER_STATE_CANCELED
+    OrderDetail.from_pb(od_pb1)
+
+    # Missing quantity (same logic as above)
+    od_pb2 = electricity_trading_pb2.OrderDetail()
+    od_pb2.CopyFrom(ORDER_DETAIL_PB)
+    od_pb2.order.ClearField("quantity")
+    with pytest.raises(ValueError):
+        OrderDetail.from_pb(od_pb2)
+    od_pb2.state_detail.state = electricity_trading_pb2.OrderState.ORDER_STATE_CANCELED
+    OrderDetail.from_pb(od_pb2)
+
+
 def test_order_detail_no_timezone_error() -> None:
     """Test that an order detail with inputs with no timezone raises a ValueError."""
     with pytest.raises(ValueError):