foxhunt/crates/trading-data/src/models.rs

//! Trading domain models for the trading-data repository layer
//!
//! This module provides access to the canonical trading domain models from the common crate.
//! Instead of re-exporting types (which was removed per architectural cleanup), this module
//! serves as documentation and testing for the domain models used by the repository layer.
//!
//! # Architecture Decision
//!
//! The trading-data crate follows the clean architecture pattern where:
//! - **Common crate** contains canonical domain model definitions
//! - **Repository layer** (this crate) provides data persistence patterns
//! - **No re-exports** to avoid circular dependencies and maintain clear boundaries
//!
//! # Usage Pattern
//!
//! ```rust,no_run
//! // Import domain models directly from common
//! use common::types::{Order, Position, Execution, OrderSide, OrderStatus};
//! use trading_data::{OrderRepository, PostgresOrderRepository};
//!
//! // Use with repository patterns
//! # async fn example() -> Result<(), Box<dyn std::error::Error>> {
//! # let pool = sqlx::postgres::PgPool::connect("postgresql://...").await?;
//! let repo = PostgresOrderRepository::new(pool);
//! let orders = repo.find_by_status(OrderStatus::Filled).await?;
//! # Ok(())
//! # }
//! ```
//!
//! # Domain Models
//!
//! The following domain models are used by this repository layer:
//!
//! ## Order Management
//! - [`Order`] - Core order entity with lifecycle management
//! - [`OrderSide`] - Buy/Sell enumeration
//! - [`OrderType`] - Market/Limit/Stop order types
//! - [`OrderStatus`] - Order state (Pending, Filled, Cancelled, etc.)
//!
//! ## Position Tracking
//! - [`Position`] - Position entity with P&L calculations
//! - Position-related calculations for risk management
//!
//! ## Execution Data
//! - [`Execution`] - Trade execution records
//! - Commission and fee tracking
//! - Venue and counterparty information
//!
//! All model implementations are maintained in `common::types` for consistency
//! across all services in the trading system.
//!
//! [`Order`]: common::types::Order
//! [`OrderSide`]: common::types::OrderSide
//! [`OrderType`]: common::types::OrderType
//! [`OrderStatus`]: common::types::OrderStatus
//! [`Position`]: common::types::Position
//! [`Execution`]: common::types::Execution

// Removed unused imports - keeping only what's needed
// Removed direct rust_decimal imports - using common::Decimal via prelude
// use rust_decimal_macros::dec;  // Use common::dec! macro instead

// REMOVED: All pub use statements eliminated per cleanup requirements
// Use direct import: common::types::Order

// Order, Position, and Execution are now imported from common::prelude
// All implementations are maintained in the canonical location: common/src/types.rs

// All order-related enums (OrderSide, OrderType, OrderStatus) are imported from common::prelude

// Position is now imported from common::prelude
// All implementations are maintained in the canonical location: common/src/types.rs

// Execution is now imported from common::prelude
// All implementations are maintained in the canonical location: common/src/types.rs

#[cfg(test)]
mod tests {
    use common::{
        Execution, Order, OrderSide, OrderStatus, OrderType, Position, Price, Quantity, Symbol,
    };
    use rust_decimal::Decimal;
    use rust_decimal_macros::dec;
    use uuid::Uuid;

    #[test]
    fn test_order_creation() {
        let order = Order::new(
            Symbol::new("EURUSD".to_string()),
            OrderSide::Buy,
            Quantity::from_decimal(dec!(100000)).unwrap(),
            Some(Price::from_decimal(dec!(1.1000))),
            OrderType::Limit,
        );

        assert_eq!(order.symbol.as_ref(), "EURUSD");
        assert_eq!(order.side, OrderSide::Buy);
        assert!((order.quantity.to_f64() - 100_000.0).abs() < 0.01);
        assert_eq!(order.status, OrderStatus::Created);
        assert!(!order.is_filled());
        assert!(!order.is_partially_filled());
    }

    #[test]
    fn test_position_pnl_calculation() {
        let mut position = Position::new("EURUSD".to_string(), dec!(100000), dec!(1.1000));

        // Test long position with profit
        position.calculate_unrealized_pnl(dec!(1.1100));
        assert_eq!(position.unrealized_pnl, dec!(1000));
        assert!(position.is_long());

        // Test ROI calculation
        let roi = position.roi_percentage();
        assert!(roi > Decimal::ZERO);
    }

    #[test]
    fn test_execution_calculation() {
        let execution = Execution::new(
            Uuid::new_v4(),
            "EURUSD".to_string(),
            dec!(100000),
            dec!(1.1000),
            OrderSide::Buy,
            dec!(5.0),
        );

        assert_eq!(execution.gross_value, dec!(110000)); // 100000 * 1.1000
        assert_eq!(execution.net_value, dec!(110005.0)); // Buy: gross + fees

        let effective_price = execution.effective_price();
        assert!(effective_price > execution.price);
    }

    #[test]
    fn test_order_status_checks() {
        // OrderStatus doesn't have is_terminal/is_active methods directly
        // These would need to be implemented on OrderStatus if needed
        // For now, just test the enum variants exist
        assert_eq!(OrderStatus::Filled, OrderStatus::Filled);
        assert_eq!(OrderStatus::Cancelled, OrderStatus::Cancelled);
        assert_eq!(OrderStatus::Submitted, OrderStatus::Submitted);
    }
}