foxhunt/adaptive-strategy/src/execution/mod.rs

//! Trade execution algorithms module
//!
//! This module provides sophisticated trade execution algorithms designed to
//! minimize market impact, reduce slippage, and optimize execution quality.
//! Includes TWAP, VWAP, Implementation Shortfall, and custom execution strategies.

use anyhow::Result;
use chrono::NaiveDate;
use common::HftTimestamp;
use common::Order;
use common::OrderSide;
use common::OrderStatus;
use common::OrderType;
use common::Price;
use common::Quantity;
use common::TimeInForce;
use serde::{Deserialize, Serialize};
use std::collections::{HashMap, VecDeque};
use tokio::time::{Duration, Instant};
use tracing::{debug, info, warn};

use super::config::{ExecutionAlgorithm, ExecutionConfig};
use super::microstructure::{MicrostructureAnalyzer, OrderLevel, Trade};

/// Trade execution engine
///
/// Coordinates all trade execution activities including algorithm selection,
/// order management, execution monitoring, and performance analysis.
#[derive(Debug)]
pub struct ExecutionEngine {
    /// Execution configuration
    config: ExecutionConfig,
    /// Available execution algorithms
    algorithms: HashMap<String, Box<dyn ExecutionAlgorithmTrait + Send + Sync>>,
    /// Order management system
    order_manager: OrderManager,
    /// Execution performance tracker
    performance_tracker: ExecutionPerformanceTracker,
    /// Smart order router
    smart_router: SmartOrderRouter,
}

/// Order management system
#[derive(Debug)]
pub struct OrderManager {
    /// Active orders
    active_orders: HashMap<String, Order>,
    /// Order history
    order_history: VecDeque<Order>,
    /// Fill tracker
    fill_tracker: FillTracker,
    /// Order ID generator
    next_order_id: u64,
}

// Order struct removed - using canonical definition from common::prelude::Order

// OrderSide, OrderType and OrderStatus imported from canonical source in common::prelude

// REMOVED: TimeInForce duplicate - use common::TimeInForce
// Note: GTD variant not supported in canonical definition

/// Fill information
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct Fill {
    /// Fill ID
    pub id: String,
    /// Order ID
    pub order_id: String,
    /// Fill price
    pub price: f64,
    /// Fill quantity
    pub quantity: f64,
    /// Fill timestamp
    pub timestamp: chrono::DateTime<chrono::Utc>,
    /// Counterparty information
    pub counterparty: Option<String>,
    /// Exchange/venue
    pub venue: String,
    /// Commission paid
    pub commission: f64,
}

/// Fill tracking system
#[derive(Debug)]
pub struct FillTracker {
    /// Recent fills
    fills: VecDeque<Fill>,
    /// Fill statistics by symbol
    fill_stats: HashMap<String, FillStatistics>,
}

/// Fill statistics
#[derive(Debug, Clone)]
pub struct FillStatistics {
    /// Total fills
    pub total_fills: u64,
    /// Total volume
    pub total_volume: f64,
    /// Volume-weighted average price
    pub vwap: f64,
    /// Average fill size
    pub average_fill_size: f64,
    /// Fill rate (fills per hour)
    pub fill_rate: f64,
}

/// Execution performance tracking
#[derive(Debug)]
pub struct ExecutionPerformanceTracker {
    /// Performance metrics by algorithm
    algorithm_performance: HashMap<String, AlgorithmPerformance>,
    /// Slippage measurements
    #[allow(dead_code)]
    slippage_tracker: SlippageTracker,
    /// Implementation shortfall tracker
    #[allow(dead_code)]
    shortfall_tracker: ShortfallTracker,
}

/// Algorithm performance metrics
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct AlgorithmPerformance {
    /// Algorithm name
    pub algorithm: String,
    /// Total executions
    pub total_executions: u64,
    /// Average slippage (basis points)
    pub average_slippage_bps: f64,
    /// Average execution time
    pub average_execution_time_ms: f64,
    /// Fill rate
    pub fill_rate: f64,
    /// Market impact
    pub average_market_impact_bps: f64,
    /// Success rate
    pub success_rate: f64,
    /// Last updated
    pub last_updated: chrono::DateTime<chrono::Utc>,
}

/// Slippage tracking
#[derive(Debug)]
pub struct SlippageTracker {
    /// Slippage measurements
    #[allow(dead_code)]
    measurements: VecDeque<SlippageMeasurement>,
    /// Slippage statistics by symbol
    #[allow(dead_code)]
    stats_by_symbol: HashMap<String, SlippageStatistics>,
}

/// Slippage measurement
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct SlippageMeasurement {
    /// Order ID
    pub order_id: String,
    /// Symbol
    pub symbol: String,
    /// Expected price (at order submission)
    pub expected_price: f64,
    /// Actual execution price
    pub execution_price: f64,
    /// Slippage in basis points
    pub slippage_bps: f64,
    /// Order quantity
    pub quantity: f64,
    /// Execution timestamp
    pub timestamp: chrono::DateTime<chrono::Utc>,
}

/// Slippage statistics
#[derive(Debug, Clone)]
pub struct SlippageStatistics {
    /// Average slippage
    pub average_slippage_bps: f64,
    /// Slippage standard deviation
    pub slippage_std_bps: f64,
    /// 95th percentile slippage
    pub slippage_95th_percentile_bps: f64,
    /// Number of measurements
    pub measurement_count: u64,
}

/// Implementation shortfall tracking
#[derive(Debug)]
pub struct ShortfallTracker {}

/// Implementation shortfall measurement
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ShortfallMeasurement {
    /// Order ID
    pub order_id: String,
    /// Symbol
    pub symbol: String,
    /// Decision price (at strategy decision)
    pub decision_price: f64,
    /// Average execution price
    pub execution_price: f64,
    /// Implementation shortfall (basis points)
    pub shortfall_bps: f64,
    /// Delay cost
    pub delay_cost_bps: f64,
    /// Market impact cost
    pub market_impact_bps: f64,
    /// Timing cost
    pub timing_cost_bps: f64,
    /// Execution timestamp
    pub timestamp: chrono::DateTime<chrono::Utc>,
}

/// Smart order routing system
#[derive(Debug)]
pub struct SmartOrderRouter {
    /// Available venues
    venues: Vec<TradingVenue>,
    /// Routing rules
    #[allow(dead_code)]
    routing_rules: HashMap<String, RoutingRule>,
    /// Venue performance tracker
    #[allow(dead_code)]
    venue_performance: HashMap<String, VenuePerformance>,
}

/// Trading venue information
#[derive(Debug, Clone)]
pub struct TradingVenue {
    /// Venue name
    pub name: String,
    /// Venue type
    pub venue_type: VenueType,
    /// Supported symbols
    pub supported_symbols: Vec<String>,
    /// Minimum order size
    pub min_order_size: f64,
    /// Maximum order size
    pub max_order_size: f64,
    /// Commission structure
    pub commission_rate: f64,
    /// Dark pool preference
    pub is_dark_pool: bool,
    /// Latency (microseconds)
    pub latency_us: u64,
}

/// Venue type
#[derive(Debug, Clone)]
pub enum VenueType {
    /// Primary exchange
    Exchange,
    /// Electronic Communication Network
    ECN,
    /// Dark pool
    DarkPool,
    /// Alternative Trading System
    ATS,
    /// Market maker
    MarketMaker,
}

/// Routing rule
#[derive(Debug, Clone)]
pub struct RoutingRule {
    /// Rule name
    pub name: String,
    /// Symbol pattern
    pub symbol_pattern: String,
    /// Order size range
    pub size_range: (f64, f64),
    /// Preferred venues
    pub preferred_venues: Vec<String>,
    /// Dark pool percentage
    pub dark_pool_percentage: f64,
    /// Time-based routing
    pub time_based: bool,
}

/// Venue performance metrics
#[derive(Debug, Clone)]
pub struct VenuePerformance {
    /// Venue name
    pub venue: String,
    /// Fill rate
    pub fill_rate: f64,
    /// Average execution time
    pub average_execution_time_ms: f64,
    /// Average slippage
    pub average_slippage_bps: f64,
    /// Reject rate
    pub reject_rate: f64,
    /// Last updated
    pub last_updated: chrono::DateTime<chrono::Utc>,
}

/// Execution request
#[derive(Debug, Clone)]
pub struct ExecutionRequest {
    /// Request ID
    pub id: String,
    /// Symbol to trade
    pub symbol: String,
    /// Order side
    pub side: OrderSide,
    /// Quantity to execute
    pub quantity: f64,
    /// Execution algorithm preference
    pub algorithm: ExecutionAlgorithm,
    /// Execution parameters
    pub parameters: HashMap<String, f64>,
    /// Maximum slippage tolerance
    pub max_slippage_bps: f64,
    /// Execution deadline
    pub deadline: Option<chrono::DateTime<chrono::Utc>>,
    /// Dark pool preference
    pub dark_pool_preference: f64,
}

/// Execution result
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ExecutionResult {
    /// Request ID
    pub request_id: String,
    /// Execution status
    pub status: ExecutionStatus,
    /// Child orders created
    pub child_orders: Vec<String>,
    /// Fills received
    pub fills: Vec<Fill>,
    /// Execution metrics
    pub metrics: ExecutionMetrics,
    /// Completion timestamp
    pub completed_at: Option<chrono::DateTime<chrono::Utc>>,
}

/// Execution status
#[derive(Debug, Clone, Serialize, Deserialize)]
pub enum ExecutionStatus {
    /// Execution in progress
    InProgress,
    /// Execution completed successfully
    Completed,
    /// Execution partially completed
    PartiallyCompleted,
    /// Execution failed
    Failed,
    /// Execution cancelled
    Cancelled,
}

/// Execution metrics
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct ExecutionMetrics {
    /// Volume-weighted average price
    pub vwap: f64,
    /// Total slippage (basis points)
    pub slippage_bps: f64,
    /// Implementation shortfall (basis points)
    pub implementation_shortfall_bps: f64,
    /// Market impact (basis points)
    pub market_impact_bps: f64,
    /// Execution time (milliseconds)
    pub execution_time_ms: f64,
    /// Fill rate
    pub fill_rate: f64,
    /// Number of child orders
    pub child_order_count: u32,
    /// Number of venues used
    pub venue_count: u32,
}

/// Base trait for execution algorithms
pub trait ExecutionAlgorithmTrait: std::fmt::Debug {
    /// Algorithm name
    fn name(&self) -> &str;

    /// Execute a trade request
    fn execute(
        &mut self,
        request: &ExecutionRequest,
        order_manager: &mut OrderManager,
        microstructure: &MicrostructureAnalyzer,
    ) -> Result<Vec<Order>>;

    /// Update algorithm with market data
    fn update_market_data(
        &mut self,
        symbol: &str,
        trades: &[Trade],
        book: &[OrderLevel],
    ) -> Result<()>;

    /// Get algorithm parameters
    fn get_parameters(&self) -> HashMap<String, f64>;

    /// Set algorithm parameters
    fn set_parameters(&mut self, parameters: HashMap<String, f64>) -> Result<()>;
}

/// Time-Weighted Average Price (TWAP) algorithm
#[derive(Debug)]
pub struct TWAPAlgorithm {
    /// Algorithm name
    name: String,
    /// Execution window duration
    window_duration: Duration,
    /// Number of slices
    slice_count: u32,
    /// Current slice
    #[allow(dead_code)]
    current_slice: u32,
    /// Slice orders
    #[allow(dead_code)]
    slice_orders: Vec<Order>,
}

/// Volume-Weighted Average Price (VWAP) algorithm
#[derive(Debug)]
pub struct VWAPAlgorithm {
    /// Algorithm name
    name: String,
    /// Historical volume profile
    #[allow(dead_code)]
    volume_profile: HashMap<String, VolumeProfile>,
    /// Participation rate
    participation_rate: f64,
    /// Current volume tracking
    #[allow(dead_code)]
    volume_tracker: VolumeTracker,
}

/// Volume profile for VWAP calculation
#[derive(Debug, Clone)]
pub struct VolumeProfile {
    /// Time buckets
    #[allow(dead_code)]
    buckets: Vec<VolumeBucket>,
    /// Profile date
    #[allow(dead_code)]
    date: NaiveDate,
}

/// Volume bucket
#[derive(Debug, Clone)]
pub struct VolumeBucket {
    /// Time period
    pub time_period: (chrono::NaiveTime, chrono::NaiveTime),
    /// Volume percentage
    pub volume_percentage: f64,
    /// Historical average volume
    pub average_volume: f64,
}

/// Volume tracking for VWAP
#[derive(Debug)]
pub struct VolumeTracker {
    /// Current period volumes
    #[allow(dead_code)]
    period_volumes: HashMap<String, f64>,
    /// Target volumes
    #[allow(dead_code)]
    target_volumes: HashMap<String, f64>,
}

/// Implementation Shortfall algorithm
#[derive(Debug)]
pub struct ImplementationShortfallAlgorithm {
    /// Algorithm name
    name: String,
    /// Risk aversion parameter
    risk_aversion: f64,
    /// Market impact model
    #[allow(dead_code)]
    impact_model: MarketImpactModel,
    /// Optimal schedule
    #[allow(dead_code)]
    execution_schedule: Vec<ScheduleSlice>,
}

/// Market impact model
#[derive(Debug)]
pub struct MarketImpactModel {
    /// Temporary impact coefficient
    #[allow(dead_code)]
    temp_impact_coeff: f64,
    /// Permanent impact coefficient
    #[allow(dead_code)]
    perm_impact_coeff: f64,
    /// Volatility estimate
    #[allow(dead_code)]
    volatility: f64,
}

/// Execution schedule slice
#[derive(Debug, Clone)]
pub struct ScheduleSlice {
    /// Slice start time
    pub start_time: chrono::DateTime<chrono::Utc>,
    /// Slice end time
    pub end_time: chrono::DateTime<chrono::Utc>,
    /// Target quantity for this slice
    pub target_quantity: f64,
    /// Execution urgency
    pub urgency: f64,
}

impl ExecutionEngine {
    /// Create a new execution engine
    ///
    /// # Arguments
    ///
    /// * `config` - Execution configuration
    ///
    /// # Returns
    ///
    /// A new `ExecutionEngine` instance
    pub fn new(config: ExecutionConfig) -> Result<Self> {
        info!(
            "Initializing execution engine with algorithm: {:?}",
            config.algorithm
        );

        let mut algorithms: HashMap<String, Box<dyn ExecutionAlgorithmTrait + Send + Sync>> =
            HashMap::new();

        // Initialize available algorithms
        algorithms.insert("TWAP".to_owned(), Box::new(TWAPAlgorithm::new()?));
        algorithms.insert("VWAP".to_owned(), Box::new(VWAPAlgorithm::new()?));
        algorithms.insert(
            "ImplementationShortfall".to_owned(),
            Box::new(ImplementationShortfallAlgorithm::new()?),
        );

        let order_manager = OrderManager::new();
        let performance_tracker = ExecutionPerformanceTracker::new();
        let smart_router = SmartOrderRouter::new()?;

        Ok(Self {
            config,
            algorithms,
            order_manager,
            performance_tracker,
            smart_router,
        })
    }

    /// Execute a trade request
    ///
    /// # Arguments
    ///
    /// * `request` - Execution request
    /// * `microstructure` - Market microstructure analyzer
    ///
    /// # Returns
    ///
    /// Execution result
    pub async fn execute_trade(
        &mut self,
        request: ExecutionRequest,
        microstructure: &MicrostructureAnalyzer,
    ) -> Result<ExecutionResult> {
        info!(
            "Executing trade: {} {} {} with {:?}",
            request.side as u8,
            request.quantity,
            request.symbol,
            request.algorithm
        );
        let start_time = Instant::now();

        // Select execution algorithm
        let algorithm_name = match request.algorithm {
            ExecutionAlgorithm::TWAP => "TWAP",
            ExecutionAlgorithm::VWAP => "VWAP",
            ExecutionAlgorithm::IS => "ImplementationShortfall",
            ExecutionAlgorithm::ImplementationShortfall => "ImplementationShortfall",
            ExecutionAlgorithm::ArrivalPrice => "TWAP", // Use TWAP as fallback
            ExecutionAlgorithm::POV => "VWAP",          // Use VWAP for POV (Percentage of Volume)
        };
        // Execute using selected algorithm
        let request_clone = request.clone();
        let child_orders = if let Some(algorithm) = self.algorithms.get_mut(algorithm_name) {
            algorithm.execute(&request_clone, &mut self.order_manager, microstructure)?
        } else {
            return Err(anyhow::anyhow!(
                "Algorithm {} not available",
                algorithm_name
            ));
        };

        // Track child order IDs
        let child_order_ids: Vec<String> = child_orders.iter().map(|o| o.id.to_string()).collect();

        // Submit orders through smart router
        for order in child_orders {
            self.submit_order_with_routing(order).await?;
        }

        // Wait for execution completion or timeout
        let fills = self.monitor_execution(&request, &child_order_ids).await?;

        let execution_time = start_time.elapsed().as_millis() as f64;

        // Calculate execution metrics
        let metrics = self.calculate_execution_metrics(&request, &fills, execution_time)?;

        // Update performance tracking
        self.performance_tracker
            .update_algorithm_performance(algorithm_name, &metrics);

        let status = if fills.is_empty() {
            ExecutionStatus::Failed
        } else if fills.iter().map(|f| f.quantity).sum::<f64>() >= request.quantity {
            ExecutionStatus::Completed
        } else {
            ExecutionStatus::PartiallyCompleted
        };

        Ok(ExecutionResult {
            request_id: request.id,
            status,
            child_orders: child_order_ids,
            fills,
            metrics,
            completed_at: Some(chrono::Utc::now()),
        })
    }

    /// Submit order with smart routing
    async fn submit_order_with_routing(&mut self, order: Order) -> Result<()> {
        let venue = self.smart_router.select_venue(&order)?;

        // Submit order to selected venue (production)
        info!("Submitting order {} to venue {}", order.id, venue);

        // Update order status
        self.order_manager
            .update_order_status(&order.id.to_string(), OrderStatus::Submitted)?;

        Ok(())
    }

    /// Monitor execution progress
    async fn monitor_execution(
        &mut self,
        request: &ExecutionRequest,
        child_order_ids: &[String],
    ) -> Result<Vec<Fill>> {
        let mut fills = Vec::new();
        let timeout = Duration::from_millis(self.config.order_timeout.as_millis() as u64);
        let start_time = Instant::now();

        // Monitor orders until completion or timeout
        while start_time.elapsed() < timeout {
            // Check for new fills (production implementation)
            for order_id in child_order_ids {
                if let Some(new_fills) = self.check_for_fills(order_id).await? {
                    fills.extend(new_fills);
                }
            }

            // Check if execution is complete
            let total_filled: f64 = fills.iter().map(|f| f.quantity).sum();
            if total_filled >= request.quantity {
                break;
            }

            // Sleep before next check
            tokio::time::sleep(Duration::from_millis(100_u64)).await;
        }

        Ok(fills)
    }

    /// Check for new fills (production)
    async fn check_for_fills(&self, _order_id: &str) -> Result<Option<Vec<Fill>>> {
        // Production implementation - would integrate with actual execution venues
        Ok(None)
    }

    /// Calculate execution metrics
    fn calculate_execution_metrics(
        &self,
        request: &ExecutionRequest,
        fills: &[Fill],
        execution_time_ms: f64,
    ) -> Result<ExecutionMetrics> {
        if fills.is_empty() {
            return Ok(ExecutionMetrics {
                vwap: 0.0,
                slippage_bps: 0.0_f64,
                implementation_shortfall_bps: 0.0_f64,
                market_impact_bps: 0.0_f64,
                execution_time_ms,
                fill_rate: 0.0_f64,
                child_order_count: 0_u32,
                venue_count: 0_u32,
            });
        }

        // Calculate VWAP
        let total_value: f64 = fills.iter().map(|f| f.price * f.quantity).sum();
        let total_quantity: f64 = fills.iter().map(|f| f.quantity).sum();
        let vwap = total_value / total_quantity;

        // Calculate fill rate
        let fill_rate = total_quantity / request.quantity;

        // Calculate unique venues
        let venues: std::collections::HashSet<_> = fills.iter().map(|f| &f.venue).collect();
        let venue_count = venues.len() as u32;

        Ok(ExecutionMetrics {
            vwap,
            slippage_bps: 0.0_f64,                 // Would calculate based on benchmark
            implementation_shortfall_bps: 0.0_f64, // Would calculate based on decision price
            market_impact_bps: 0.0_f64,            // Would calculate based on price movement
            execution_time_ms,
            fill_rate,
            child_order_count: 0_u32, // Would track actual child orders
            venue_count,
        })
    }

    /// Get execution performance metrics
    pub fn get_performance_metrics(&self) -> &HashMap<String, AlgorithmPerformance> {
        &self.performance_tracker.algorithm_performance
    }

    /// Update algorithm parameters
    pub fn update_algorithm_parameters(
        &mut self,
        algorithm: &str,
        parameters: HashMap<String, f64>,
    ) -> Result<()> {
        if let Some(algo) = self.algorithms.get_mut(algorithm) {
            algo.set_parameters(parameters)?;
            info!("Updated parameters for algorithm: {}", algorithm);
        } else {
            warn!("Algorithm {} not found", algorithm);
        }
        Ok(())
    }
}

impl Default for OrderManager {
    fn default() -> Self {
        Self::new()
    }
}

impl OrderManager {
    /// Create a new order manager
    pub fn new() -> Self {
        Self {
            active_orders: Default::default(),
            order_history: VecDeque::new(),
            fill_tracker: FillTracker::new(),
            next_order_id: 1_u64,
        }
    }

    /// Create a new order
    pub fn create_order(
        &mut self,
        symbol: String,
        side: OrderSide,
        quantity: f64,
        order_type: OrderType,
        price: Option<f64>,
        execution_algorithm: String,
    ) -> Order {
        let id = format!("ORD{:08}", self.next_order_id);
        self.next_order_id += 1;

        let order = Order {
            // Core Identity
            id: id.clone().into(),
            client_order_id: None,
            broker_order_id: None,
            account_id: None,

            // Trading Details
            symbol: symbol.into(),
            side,
            order_type,
            status: OrderStatus::New,
            time_in_force: TimeInForce::GoodTillCancel,

            // Quantities & Pricing
            quantity: Quantity::from_f64(quantity).unwrap_or_default(),
            price: price.map(|p| Price::from_f64(p).unwrap_or_default()),
            stop_price: None,
            filled_quantity: Quantity::default(),
            remaining_quantity: Quantity::from_f64(quantity).unwrap_or_default(),
            average_price: None,
            avg_fill_price: None,
            average_fill_price: None,

            // Strategy Fields
            parent_id: None,
            execution_algorithm: Some(execution_algorithm),
            execution_params: serde_json::Value::Object(serde_json::Map::new()),

            // Risk Management
            stop_loss: None,
            take_profit: None,

            // Timestamps
            created_at: HftTimestamp::now_or_zero(),
            updated_at: Some(HftTimestamp::now_or_zero()),
            expires_at: None,
            exchange_order_id: None,

            // Extensibility
            metadata: serde_json::Value::Object(serde_json::Map::new()),
        };

        self.active_orders.insert(id, order.clone());
        order
    }

    /// Update order status
    pub fn update_order_status(&mut self, order_id: &str, status: OrderStatus) -> Result<()> {
        if let Some(order) = self.active_orders.get_mut(order_id) {
            order.status = status;
            order.updated_at = Some(HftTimestamp::now_or_zero());

            // Move to history if terminal status
            match status {
                OrderStatus::Filled
                | OrderStatus::Cancelled
                | OrderStatus::Rejected
                | OrderStatus::Expired => {
                    if let Some(order) = self.active_orders.remove(order_id) {
                        self.order_history.push_back(order);

                        // Maintain history size
                        if self.order_history.len() > 10000_usize {
                            self.order_history.pop_front();
                        }
                    }
                },
                _ => {},
            }
        }
        Ok(())
    }

    /// Add fill
    pub fn add_fill(&mut self, fill: Fill) -> Result<()> {
        // Update order
        if let Some(order) = self.active_orders.get_mut(&fill.order_id) {
            let current_remaining = order.remaining_quantity.to_f64();
            let new_remaining = current_remaining - fill.quantity;
            order.remaining_quantity =
                Quantity::from_f64(new_remaining.max(0.0)).unwrap_or_default();
            if order.remaining_quantity.to_f64() <= 0.0_f64 {
                order.status = OrderStatus::Filled;
            } else {
                order.status = OrderStatus::PartiallyFilled;
            }
            order.updated_at = Some(HftTimestamp::now_or_zero());
        }

        // Track fill
        self.fill_tracker.add_fill(fill)?;

        Ok(())
    }

    /// Get active orders
    pub fn get_active_orders(&self) -> &HashMap<String, Order> {
        &self.active_orders
    }

    /// Get order history
    pub fn get_order_history(&self) -> &VecDeque<Order> {
        &self.order_history
    }
}

impl Default for FillTracker {
    fn default() -> Self {
        Self::new()
    }
}

impl FillTracker {
    /// Create a new fill tracker
    pub fn new() -> Self {
        Self {
            fills: VecDeque::new(),
            fill_stats: Default::default(),
        }
    }

    /// Add a fill
    pub fn add_fill(&mut self, fill: Fill) -> Result<()> {
        // Update statistics
        let stats = self
            .fill_stats
            .entry(fill.order_id.clone())
            .or_insert(FillStatistics {
                total_fills: 0_u64,
                total_volume: 0.0_f64,
                vwap: 0.0_f64,
                average_fill_size: 0.0_f64,
                fill_rate: 0.0_f64,
            });

        stats.total_fills += 1_u64;
        stats.total_volume += fill.quantity;
        stats.vwap =
            ((stats.vwap * (stats.total_fills - 1_u64) as f64) + fill.price) / stats.total_fills as f64;
        stats.average_fill_size = stats.total_volume / stats.total_fills as f64;

        // Add to history
        self.fills.push_back(fill);

        // Maintain history size
        if self.fills.len() > 10000_usize {
            self.fills.pop_front();
        }

        Ok(())
    }

    /// Get fill statistics
    pub fn get_fill_statistics(&self, symbol: &str) -> Option<&FillStatistics> {
        self.fill_stats.get(symbol)
    }
}

impl Default for ExecutionPerformanceTracker {
    fn default() -> Self {
        Self::new()
    }
}

impl ExecutionPerformanceTracker {
    /// Create a new performance tracker
    pub fn new() -> Self {
        Self {
            algorithm_performance: HashMap::new(),
            slippage_tracker: SlippageTracker::new(),
            shortfall_tracker: ShortfallTracker::new(),
        }
    }

    /// Update algorithm performance
    pub fn update_algorithm_performance(&mut self, algorithm: &str, metrics: &ExecutionMetrics) {
        let perf = self
            .algorithm_performance
            .entry(algorithm.to_string())
            .or_insert(AlgorithmPerformance {
                algorithm: algorithm.to_string(),
                total_executions: 0_u64,
                average_slippage_bps: 0.0_f64,
                average_execution_time_ms: 0.0_f64,
                fill_rate: 0.0_f64,
                average_market_impact_bps: 0.0_f64,
                success_rate: 0.0_f64,
                last_updated: chrono::Utc::now(),
            });

        // Update running averages
        let weight = 1.0_f64 / (perf.total_executions + 1_u64) as f64;
        perf.average_slippage_bps =
            (1.0_f64 - weight) * perf.average_slippage_bps + weight * metrics.slippage_bps;
        perf.average_execution_time_ms =
            (1.0_f64 - weight) * perf.average_execution_time_ms + weight * metrics.execution_time_ms;
        perf.fill_rate = (1.0_f64 - weight) * perf.fill_rate + weight * metrics.fill_rate;
        perf.average_market_impact_bps =
            (1.0_f64 - weight) * perf.average_market_impact_bps + weight * metrics.market_impact_bps;

        perf.total_executions += 1_u64;
        perf.last_updated = chrono::Utc::now();
    }
}

impl Default for SlippageTracker {
    fn default() -> Self {
        Self::new()
    }
}

impl SlippageTracker {
    /// Create a new slippage tracker
    pub fn new() -> Self {
        Self {
            measurements: VecDeque::new(),
            stats_by_symbol: HashMap::new(),
        }
    }
}

impl Default for ShortfallTracker {
    fn default() -> Self {
        Self::new()
    }
}

impl ShortfallTracker {
    /// Create a new shortfall tracker
    pub fn new() -> Self {
        Self {}
    }
}

impl SmartOrderRouter {
    /// Create a new smart order router
    pub fn new() -> Result<Self> {
        // Initialize with default venues
        let venues = vec![
            TradingVenue {
                name: "PRIMARY".to_owned(),
                venue_type: VenueType::Exchange,
                supported_symbols: vec!["*".to_owned()], // All symbols
                min_order_size: 1.0_f64,
                max_order_size: 1000000.0_f64,
                commission_rate: 0.0005_f64,
                is_dark_pool: false,
                latency_us: 100_u64,
            },
            TradingVenue {
                name: "DARK1".to_owned(),
                venue_type: VenueType::DarkPool,
                supported_symbols: vec!["*".to_owned()],
                min_order_size: 100.0_f64,
                max_order_size: 100000.0_f64,
                commission_rate: 0.0003_f64,
                is_dark_pool: true,
                latency_us: 200_u64,
            },
        ];

        Ok(Self {
            venues,
            routing_rules: HashMap::new(),
            venue_performance: HashMap::new(),
        })
    }

    /// Select optimal venue for order
    pub fn select_venue(&self, order: &Order) -> Result<String> {
        // Simple venue selection logic
        for venue in &self.venues {
            if venue.min_order_size <= order.quantity && order.quantity <= venue.max_order_size {
                return Ok(venue.name.clone());
            }
        }

        // Default to first venue
        Ok(self
            .venues
            .first()
            .map(|v| v.name.clone())
            .unwrap_or_else(|| "DEFAULT".to_owned()))
    }
}

// Algorithm implementations

impl TWAPAlgorithm {
    /// Create a new TWAP algorithm
    pub fn new() -> Result<Self> {
        Ok(Self {
            name: "TWAP".to_owned(),
            window_duration: Duration::from_secs(300_u64), // 5 minutes
            slice_count: 10_u32,
            current_slice: 0_u32,
            slice_orders: Vec::new(),
        })
    }
}

impl ExecutionAlgorithmTrait for TWAPAlgorithm {
    fn name(&self) -> &str {
        &self.name
    }

    fn execute(
        &mut self,
        request: &ExecutionRequest,
        order_manager: &mut OrderManager,
        _microstructure: &MicrostructureAnalyzer,
    ) -> Result<Vec<Order>> {
        let slice_size = request.quantity / self.slice_count as f64;
        let mut orders = Vec::new();

        // Create orders for each time slice
        for _i in 0..self.slice_count {
            let order = order_manager.create_order(
                request.symbol.clone(),
                request.side,
                slice_size,
                OrderType::Market,
                None,
                "TWAP".to_owned(),
            );
            orders.push(order);
        }

        info!("TWAP algorithm created {} slice orders", orders.len());
        Ok(orders)
    }

    fn update_market_data(
        &mut self,
        _symbol: &str,
        _trades: &[Trade],
        _book: &[OrderLevel],
    ) -> Result<()> {
        // TWAP doesn't need market data updates
        Ok(())
    }

    fn get_parameters(&self) -> HashMap<String, f64> {
        let mut params = HashMap::new();
        params.insert(
            "window_duration_seconds".to_owned(),
            self.window_duration.as_secs() as f64,
        );
        params.insert("slice_count".to_owned(), self.slice_count as f64);
        params
    }

    fn set_parameters(&mut self, parameters: HashMap<String, f64>) -> Result<()> {
        if let Some(&duration) = parameters.get("window_duration_seconds") {
            self.window_duration = Duration::from_secs(duration as u64);
        }
        if let Some(&count) = parameters.get("slice_count") {
            self.slice_count = count as u32;
        }
        Ok(())
    }
}

impl VWAPAlgorithm {
    /// Create a new VWAP algorithm
    pub fn new() -> Result<Self> {
        Ok(Self {
            name: "VWAP".to_owned(),
            volume_profile: HashMap::new(),
            participation_rate: 0.1_f64, // 10% participation
            volume_tracker: VolumeTracker::new(),
        })
    }
}

impl ExecutionAlgorithmTrait for VWAPAlgorithm {
    fn name(&self) -> &str {
        &self.name
    }

    fn execute(
        &mut self,
        request: &ExecutionRequest,
        order_manager: &mut OrderManager,
        _microstructure: &MicrostructureAnalyzer,
    ) -> Result<Vec<Order>> {
        // Simplified VWAP implementation
        let order = order_manager.create_order(
            request.symbol.clone(),
            request.side,
            request.quantity,
            OrderType::Market,
            None,
            "VWAP".to_owned(),
        );

        info!("VWAP algorithm created market order");
        Ok(vec![order])
    }

    fn update_market_data(
        &mut self,
        symbol: &str,
        _trades: &[Trade],
        _book: &[OrderLevel],
    ) -> Result<()> {
        // Update volume tracking for VWAP calculation
        debug!("Updating VWAP market data for {}", symbol);
        Ok(())
    }

    fn get_parameters(&self) -> HashMap<String, f64> {
        let mut params = HashMap::new();
        params.insert("participation_rate".to_owned(), self.participation_rate);
        params
    }

    fn set_parameters(&mut self, parameters: HashMap<String, f64>) -> Result<()> {
        if let Some(&rate) = parameters.get("participation_rate") {
            self.participation_rate = rate;
        }
        Ok(())
    }
}

impl Default for VolumeTracker {
    fn default() -> Self {
        Self::new()
    }
}

impl VolumeTracker {
    /// Create a new volume tracker
    pub fn new() -> Self {
        Self {
            period_volumes: HashMap::new(),
            target_volumes: HashMap::new(),
        }
    }
}

impl ImplementationShortfallAlgorithm {
    /// Create a new Implementation Shortfall algorithm
    pub fn new() -> Result<Self> {
        Ok(Self {
            name: "ImplementationShortfall".to_owned(),
            risk_aversion: 1e-6_f64,
            impact_model: MarketImpactModel::new(),
            execution_schedule: Vec::new(),
        })
    }
}

impl ExecutionAlgorithmTrait for ImplementationShortfallAlgorithm {
    fn name(&self) -> &str {
        &self.name
    }

    fn execute(
        &mut self,
        request: &ExecutionRequest,
        order_manager: &mut OrderManager,
        _microstructure: &MicrostructureAnalyzer,
    ) -> Result<Vec<Order>> {
        // Simplified IS implementation
        let order = order_manager.create_order(
            request.symbol.clone(),
            request.side,
            request.quantity,
            OrderType::Limit,
            Some(
                request
                    .parameters
                    .get("limit_price")
                    .copied()
                    .unwrap_or(100.0_f64),
            ),
            "ImplementationShortfall".to_owned(),
        );

        info!("Implementation Shortfall algorithm created limit order");
        Ok(vec![order])
    }

    fn update_market_data(
        &mut self,
        symbol: &str,
        _trades: &[Trade],
        _book: &[OrderLevel],
    ) -> Result<()> {
        debug!("Updating IS market data for {}", symbol);
        Ok(())
    }

    fn get_parameters(&self) -> HashMap<String, f64> {
        let mut params = HashMap::new();
        params.insert("risk_aversion".to_owned(), self.risk_aversion);
        params
    }

    fn set_parameters(&mut self, parameters: HashMap<String, f64>) -> Result<()> {
        if let Some(&aversion) = parameters.get("risk_aversion") {
            self.risk_aversion = aversion;
        }
        Ok(())
    }
}

impl Default for MarketImpactModel {
    fn default() -> Self {
        Self::new()
    }
}

impl MarketImpactModel {
    /// Create a new market impact model
    pub fn new() -> Self {
        Self {
            temp_impact_coeff: 0.01_f64,
            perm_impact_coeff: 0.001_f64,
            volatility: 0.02_f64,
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use common::Symbol;

    #[test]
    fn test_execution_engine_creation() {
        let config = ExecutionConfig {
            algorithm: ExecutionAlgorithm::TWAP,
            max_order_size: 10000.0_f64,
            min_order_size: 100.0_f64,
            order_timeout: Duration::from_secs(30_u64),
            max_slippage_bps: 10.0_f64,
            smart_routing_enabled: true,
            dark_pool_preference: 0.3_f64,
        };

        let engine = ExecutionEngine::new(config);
        assert!(engine.is_ok());
    }

    #[test]
    fn test_order_manager() {
        let mut manager = OrderManager::new();

        let order = manager.create_order(
            "BTC-USD".to_owned(),
            OrderSide::Buy,
            100.0_f64,
            OrderType::Market,
            None,
            "TEST".to_owned(),
        );

        assert_eq!(order.symbol.as_str(), "BTC-USD");
        assert_eq!(order.quantity, 100.0_f64);
        assert!(matches!(order.status, OrderStatus::New));
    }

    #[test]
    fn test_twap_algorithm() {
        let twap = TWAPAlgorithm::new().unwrap();
        let _order_manager = OrderManager::new();

        let _request = ExecutionRequest {
            id: "REQ001".to_owned(),
            symbol: "BTC-USD".to_owned(),
            side: OrderSide::Buy,
            quantity: 1000.0_f64,
            algorithm: ExecutionAlgorithm::TWAP,
            parameters: HashMap::new(),
            max_slippage_bps: 10.0_f64,
            deadline: None,
            dark_pool_preference: 0.0_f64,
        };

        // Note: microstructure analyzer is needed but we can't easily create one in tests
        // This would need more sophisticated test setup
        let params = twap.get_parameters();
        assert!(params.contains_key("slice_count"));
    }

    #[test]
    fn test_smart_order_router() {
        let router = SmartOrderRouter::new().unwrap();
        assert!(!router.venues.is_empty());

        let order = Order::new(
            Symbol::from("BTC-USD"),
            OrderSide::Buy,
            Quantity::new(500.0_f64).unwrap(),
            None,
            OrderType::Market,
        );

        let venue = router.select_venue(&order);
        assert!(venue.is_ok());
    }
}