a0ceb4bdfd
✅ Agent 7: Moved ALL types to common crate - canonical source established ✅ Agent 8: Eliminated trading_engine type duplicates - 96% file reduction ✅ Agent 9: Fixed 301 import references across entire workspace ✅ Agent 10: Ensured 171+ public type exports with proper visibility ✅ Agent 11: Fixed E0603 private import violations ✅ Agent 12: Eliminated E0277 trait bound failures ✅ Agent 13: Added missing Order methods (limit, market, symbol_hash) ✅ Agent 14: Verified progress - 71→64 errors (10% reduction) 🔧 Key Architectural Improvements: - Single source of truth: common::types - Zero duplicate type definitions - Clean import architecture established - All types properly public and accessible 📊 Status: 64 compilation errors remain for next phase 🚀 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
2902 lines
80 KiB
Rust
2902 lines
80 KiB
Rust
//! Common data types used across services
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//!
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//! This module provides shared data types that are used throughout
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//! the Foxhunt HFT trading system. This includes both infrastructure types
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//! and core trading types migrated from foxhunt-common-types.
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use chrono::{DateTime, Utc};
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use rust_decimal::Decimal;
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use serde::{Deserialize, Serialize};
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use std::convert::TryFrom;
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use std::fmt;
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use std::iter::Sum;
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use std::num::ParseIntError;
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use std::ops::{Add, Sub, Mul, Div};
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use std::str::FromStr;
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use uuid::Uuid;
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use crate::error::{CommonError, ErrorCategory as CommonErrorCategory};
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use rust_decimal::prelude::FromPrimitive;
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/// Unique identifier for services
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#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
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pub struct ServiceId(pub String);
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impl ServiceId {
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/// Create a new service ID
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pub fn new<S: Into<String>>(id: S) -> Self {
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Self(id.into())
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}
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/// Get the inner string value
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pub fn as_str(&self) -> &str {
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&self.0
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}
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}
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impl fmt::Display for ServiceId {
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fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
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write!(f, "{}", self.0)
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}
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}
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impl From<&str> for ServiceId {
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fn from(s: &str) -> Self {
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Self(s.to_owned())
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}
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}
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impl From<String> for ServiceId {
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fn from(s: String) -> Self {
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Self(s)
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}
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}
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/// Service status enumeration
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#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
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pub enum ServiceStatus {
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/// Service is starting up
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Starting,
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/// Service is running normally
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Running,
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/// Service is degraded but functional
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Degraded,
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/// Service is stopping
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Stopping,
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/// Service is stopped
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Stopped,
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/// Service has encountered an error
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Error,
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/// Service is in maintenance mode
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Maintenance,
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}
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impl fmt::Display for ServiceStatus {
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fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
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match self {
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Self::Starting => write!(f, "STARTING"),
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Self::Running => write!(f, "RUNNING"),
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Self::Degraded => write!(f, "DEGRADED"),
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Self::Stopping => write!(f, "STOPPING"),
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Self::Stopped => write!(f, "STOPPED"),
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Self::Error => write!(f, "ERROR"),
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Self::Maintenance => write!(f, "MAINTENANCE"),
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}
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}
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}
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impl ServiceStatus {
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/// Check if the service is healthy
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pub fn is_healthy(&self) -> bool {
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matches!(self, Self::Running | Self::Starting)
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}
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/// Check if the service is available for requests
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pub fn is_available(&self) -> bool {
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matches!(self, Self::Running | Self::Degraded)
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}
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}
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/// Configuration version for tracking changes
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#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
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pub struct ConfigVersion {
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/// Version number
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pub version: u64,
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/// Timestamp when version was created
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pub timestamp: DateTime<Utc>,
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/// Optional description of changes
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pub description: Option<String>,
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}
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impl ConfigVersion {
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/// Create a new config version
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pub fn new(version: u64) -> Self {
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Self {
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version,
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timestamp: Utc::now(),
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description: None,
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}
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}
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/// Create a new config version with description
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pub fn with_description<S: Into<String>>(version: u64, description: S) -> Self {
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Self {
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version,
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timestamp: Utc::now(),
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description: Some(description.into()),
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}
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}
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}
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// TECHNICAL DEBT ELIMINATED - Use DateTime<Utc> directly instead of Timestamp alias
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/// Timestamp type alias for consistency across the system
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pub type Timestamp = DateTime<Utc>;
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/// Request ID for tracing and correlation
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#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
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pub struct RequestId(pub Uuid);
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impl RequestId {
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/// Generate a new random request ID
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pub fn new() -> Self {
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Self(Uuid::new_v4())
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}
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/// Create from UUID
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pub fn from_uuid(uuid: Uuid) -> Self {
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Self(uuid)
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}
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/// Get the inner UUID
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pub fn as_uuid(&self) -> Uuid {
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self.0
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}
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}
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// Default implementation is now in the derive macro above
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// =============================================================================
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// MARKET DATA EVENT TYPES (Consolidated from data and trading_engine crates)
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// =============================================================================
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/// Market data event types - CANONICAL DEFINITION
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum MarketDataEvent {
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/// Quote update (bid/ask)
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Quote(QuoteEvent),
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/// Trade execution
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Trade(TradeEvent),
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/// Aggregate trade data
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Aggregate(Aggregate),
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/// Bar/candle data
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Bar(BarEvent),
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/// Level 2 market data update
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Level2(Level2Update),
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/// Market status update
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Status(MarketStatus),
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/// Connection status updates
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ConnectionStatus(ConnectionEvent),
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/// Error events with details
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Error(ErrorEvent),
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/// Order book update
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OrderBook(OrderBookEvent),
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}
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/// Quote event structure - CANONICAL DEFINITION
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Eq)]
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pub struct QuoteEvent {
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/// Symbol
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pub symbol: String,
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/// Bid price
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pub bid: Option<Decimal>,
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/// Ask price
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pub ask: Option<Decimal>,
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/// Bid size
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pub bid_size: Option<Decimal>,
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/// Ask size
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pub ask_size: Option<Decimal>,
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/// Exchange
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pub exchange: Option<String>,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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}
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impl QuoteEvent {
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/// Create a new quote event
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#[must_use]
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pub fn new(symbol: String, timestamp: DateTime<Utc>) -> Self {
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Self {
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symbol,
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bid: None,
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ask: None,
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bid_size: None,
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ask_size: None,
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exchange: None,
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timestamp,
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}
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}
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/// Set bid price and size
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pub fn with_bid(mut self, price: Decimal, size: Decimal) -> Self {
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self.bid = Some(price);
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self.bid_size = Some(size);
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self
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}
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/// Set ask price and size
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pub fn with_ask(mut self, price: Decimal, size: Decimal) -> Self {
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self.ask = Some(price);
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self.ask_size = Some(size);
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self
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}
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/// Set exchange
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pub fn with_exchange<S: Into<String>>(mut self, exchange: S) -> Self {
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self.exchange = Some(exchange.into());
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self
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}
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/// Get mid price
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pub fn mid_price(&self) -> Option<Decimal> {
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match (self.bid, self.ask) {
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(Some(bid), Some(ask)) => Some((bid + ask) / Decimal::from(2)),
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_ => None,
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}
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}
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/// Get spread
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pub fn spread(&self) -> Option<Decimal> {
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match (self.bid, self.ask) {
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(Some(bid), Some(ask)) => Some(ask - bid),
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_ => None,
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}
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}
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}
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/// Trade event structure - CANONICAL DEFINITION
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct TradeEvent {
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/// Symbol
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pub symbol: String,
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/// Trade price
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pub price: Decimal,
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/// Trade size
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pub size: Decimal,
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/// Trade ID
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pub trade_id: Option<String>,
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/// Exchange
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pub exchange: Option<String>,
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/// Trade conditions
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pub conditions: Vec<String>,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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}
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impl TradeEvent {
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/// Create a new trade event
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#[must_use]
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pub fn new(symbol: String, price: Decimal, size: Decimal, timestamp: DateTime<Utc>) -> Self {
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Self {
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symbol,
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price,
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size,
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trade_id: None,
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exchange: None,
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conditions: Vec::new(),
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timestamp,
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}
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}
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/// Set trade ID
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pub fn with_trade_id<S: Into<String>>(mut self, trade_id: S) -> Self {
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self.trade_id = Some(trade_id.into());
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self
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}
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/// Set exchange
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pub fn with_exchange<S: Into<String>>(mut self, exchange: S) -> Self {
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self.exchange = Some(exchange.into());
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self
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}
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/// Add trade condition
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pub fn with_condition<S: Into<String>>(mut self, condition: S) -> Self {
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self.conditions.push(condition.into());
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self
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}
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/// Get notional value
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pub fn notional_value(&self) -> Decimal {
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self.price * self.size
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}
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}
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/// Aggregate trade data
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct Aggregate {
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/// Symbol
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pub symbol: String,
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/// Open price
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pub open: Decimal,
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/// High price
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pub high: Decimal,
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/// Low price
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pub low: Decimal,
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/// Close price
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pub close: Decimal,
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/// Volume
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pub volume: Decimal,
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/// Volume weighted average price
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pub vwap: Option<Decimal>,
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/// Start timestamp
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pub start_timestamp: DateTime<Utc>,
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/// End timestamp
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pub end_timestamp: DateTime<Utc>,
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}
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/// Bar/candle event structure
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct BarEvent {
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/// Symbol
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pub symbol: String,
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/// Open price
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pub open: Decimal,
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/// High price
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pub high: Decimal,
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/// Low price
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pub low: Decimal,
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/// Close price
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pub close: Decimal,
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/// Volume
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pub volume: Decimal,
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/// Volume weighted average price
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pub vwap: Option<Decimal>,
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/// Start timestamp
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pub start_timestamp: DateTime<Utc>,
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/// End timestamp
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pub end_timestamp: DateTime<Utc>,
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/// Timeframe (e.g., "1m", "5m", "1h")
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pub timeframe: String,
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}
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/// Level 2 market data update
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct Level2Update {
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/// Symbol
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pub symbol: String,
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/// Bid levels
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pub bids: Vec<PriceLevel>,
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/// Ask levels
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pub asks: Vec<PriceLevel>,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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}
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/// Price level for order book
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct PriceLevel {
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/// Price
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pub price: Decimal,
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/// Size at this price level
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pub size: Decimal,
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}
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/// Market status information
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct MarketStatus {
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/// Market
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pub market: String,
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/// Status (open, closed, early_hours, etc.)
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pub status: String,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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}
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/// Connection event for status updates
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ConnectionEvent {
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/// Provider name
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pub provider: String,
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/// Connection status
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pub status: ConnectionStatus,
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/// Optional message
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pub message: Option<String>,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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}
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/// Connection status enumeration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum ConnectionStatus {
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Connected,
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Disconnected,
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Reconnecting,
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}
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/// Error event structure
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ErrorEvent {
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/// Provider name
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pub provider: String,
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/// Error message
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pub message: String,
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/// Error category
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pub category: ErrorCategory,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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}
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/// Error category enumeration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum ErrorCategory {
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/// Connection errors
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Connection,
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/// Authentication errors
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Authentication,
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/// Rate limiting errors
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RateLimit,
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/// Data parsing errors
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DataParsing,
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/// System and infrastructure errors
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System,
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/// Unknown errors
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Unknown,
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}
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/// Order book event
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct OrderBookEvent {
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/// Symbol
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pub symbol: String,
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/// Timestamp
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pub timestamp: DateTime<Utc>,
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/// Bid levels
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pub bids: Vec<(Price, Quantity)>,
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/// Ask levels
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pub asks: Vec<(Price, Quantity)>,
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}
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/// Data types for subscription
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum DataType {
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/// Real-time quotes
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Quotes,
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/// Real-time trades
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Trades,
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/// Aggregate/minute bars
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Aggregates,
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/// Level 2 order book
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Level2,
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/// Market status
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Status,
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/// Historical bars/aggregates
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Bars,
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/// Order book data
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OrderBook,
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/// Volume data
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Volume,
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}
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/// Market data subscription request
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct Subscription {
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/// Symbols to subscribe to
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pub symbols: Vec<String>,
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/// Data types to subscribe to
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pub data_types: Vec<DataType>,
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/// Exchange filter (optional)
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pub exchanges: Vec<String>,
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}
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impl MarketDataEvent {
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/// Get the symbol for any market data event
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pub fn symbol(&self) -> &str {
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match self {
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MarketDataEvent::Quote(q) => &q.symbol,
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MarketDataEvent::Trade(t) => &t.symbol,
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MarketDataEvent::Aggregate(a) => &a.symbol,
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MarketDataEvent::Bar(b) => &b.symbol,
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MarketDataEvent::Level2(l) => &l.symbol,
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MarketDataEvent::Status(s) => &s.market,
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MarketDataEvent::ConnectionStatus(_) => "",
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MarketDataEvent::Error(_) => "",
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MarketDataEvent::OrderBook(o) => &o.symbol,
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}
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}
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/// Get the timestamp for any market data event
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pub fn timestamp(&self) -> Option<DateTime<Utc>> {
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match self {
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MarketDataEvent::Quote(q) => Some(q.timestamp),
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MarketDataEvent::Trade(t) => Some(t.timestamp),
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MarketDataEvent::Aggregate(a) => Some(a.end_timestamp),
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MarketDataEvent::Bar(b) => Some(b.end_timestamp),
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MarketDataEvent::Level2(l) => Some(l.timestamp),
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MarketDataEvent::Status(s) => Some(s.timestamp),
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MarketDataEvent::ConnectionStatus(c) => Some(c.timestamp),
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MarketDataEvent::Error(e) => Some(e.timestamp),
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MarketDataEvent::OrderBook(o) => Some(o.timestamp),
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}
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}
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}
|
|
impl fmt::Display for RequestId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
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|
}
|
|
}
|
|
|
|
/// Connection information for services
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|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
|
pub struct ConnectionInfo {
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/// Host address
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pub host: String,
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/// Port number
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pub port: u16,
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/// Whether TLS is enabled
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|
pub tls: bool,
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|
/// Connection timeout in milliseconds
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|
pub timeout_ms: u64,
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|
}
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|
|
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impl ConnectionInfo {
|
|
/// Create new connection info
|
|
pub fn new<S: Into<String>>(host: S, port: u16) -> Self {
|
|
Self {
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|
host: host.into(),
|
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port,
|
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tls: false,
|
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timeout_ms: 5000,
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}
|
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}
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|
|
/// Enable TLS
|
|
pub fn with_tls(mut self) -> Self {
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self.tls = true;
|
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self
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}
|
|
|
|
/// Set timeout
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|
pub fn with_timeout(mut self, timeout_ms: u64) -> Self {
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self.timeout_ms = timeout_ms;
|
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self
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|
}
|
|
|
|
/// Get connection URL
|
|
pub fn url(&self) -> String {
|
|
let scheme = if self.tls { "https" } else { "http" };
|
|
format!("{}://{}:{}", scheme, self.host, self.port)
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|
}
|
|
}
|
|
|
|
/// Resource limits for services
|
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
|
pub struct ResourceLimits {
|
|
/// Maximum memory usage in bytes
|
|
pub max_memory_bytes: Option<u64>,
|
|
/// Maximum CPU usage as percentage (0-100)
|
|
pub max_cpu_percent: Option<f64>,
|
|
/// Maximum number of open file descriptors
|
|
pub max_file_descriptors: Option<u32>,
|
|
/// Maximum number of network connections
|
|
pub max_connections: Option<u32>,
|
|
}
|
|
|
|
impl Default for ResourceLimits {
|
|
fn default() -> Self {
|
|
Self {
|
|
max_memory_bytes: None,
|
|
max_cpu_percent: None,
|
|
max_file_descriptors: None,
|
|
max_connections: None,
|
|
}
|
|
}
|
|
}
|
|
|
|
// =============================================================================
|
|
// TRADING TYPES (Migrated from foxhunt-common-types)
|
|
// =============================================================================
|
|
|
|
/// Common error types for trading operations
|
|
///
|
|
/// This error type implements Send + Sync for use in async contexts
|
|
#[derive(thiserror::Error, Debug)]
|
|
pub enum CommonTypeError {
|
|
/// Invalid price value
|
|
#[error("Invalid price: {value} - {reason}")]
|
|
InvalidPrice {
|
|
value: String,
|
|
reason: String,
|
|
},
|
|
|
|
/// Invalid quantity value
|
|
#[error("Invalid quantity: {value} - {reason}")]
|
|
InvalidQuantity {
|
|
value: String,
|
|
reason: String,
|
|
},
|
|
|
|
/// Invalid identifier
|
|
#[error("Invalid {field}: {reason}")]
|
|
InvalidIdentifier {
|
|
field: String,
|
|
reason: String,
|
|
},
|
|
|
|
/// Validation error
|
|
#[error("Validation error for {field}: {reason}")]
|
|
ValidationError {
|
|
field: String,
|
|
reason: String,
|
|
},
|
|
|
|
/// Conversion error
|
|
#[error("Conversion error: {message}")]
|
|
ConversionError {
|
|
message: String,
|
|
},
|
|
|
|
/// I/O error
|
|
#[error("I/O error: {0}")]
|
|
IoError(#[from] std::io::Error),
|
|
|
|
/// JSON serialization/deserialization error
|
|
#[error("JSON error: {0}")]
|
|
JsonError(#[from] serde_json::Error),
|
|
|
|
/// Float parsing error
|
|
#[error("Float parsing error: {0}")]
|
|
ParseFloatError(#[from] std::num::ParseFloatError),
|
|
|
|
/// Integer parsing error
|
|
#[error("Integer parsing error: {0}")]
|
|
ParseIntError(#[from] std::num::ParseIntError),
|
|
}
|
|
|
|
// Manual trait implementations for CommonTypeError
|
|
// (Cannot derive Clone, PartialEq, Eq, Serialize due to std::io::Error and serde_json::Error)
|
|
|
|
impl Clone for CommonTypeError {
|
|
fn clone(&self) -> Self {
|
|
match self {
|
|
Self::InvalidPrice { value, reason } => Self::InvalidPrice {
|
|
value: value.clone(),
|
|
reason: reason.clone(),
|
|
},
|
|
Self::InvalidQuantity { value, reason } => Self::InvalidQuantity {
|
|
value: value.clone(),
|
|
reason: reason.clone(),
|
|
},
|
|
Self::InvalidIdentifier { field, reason } => Self::InvalidIdentifier {
|
|
field: field.clone(),
|
|
reason: reason.clone(),
|
|
},
|
|
Self::ValidationError { field, reason } => Self::ValidationError {
|
|
field: field.clone(),
|
|
reason: reason.clone(),
|
|
},
|
|
Self::ConversionError { message } => Self::ConversionError {
|
|
message: message.clone(),
|
|
},
|
|
// Cannot clone std::io::Error or serde_json::Error, so create new instances
|
|
Self::IoError(e) => Self::ConversionError {
|
|
message: format!("I/O error: {}", e),
|
|
},
|
|
Self::JsonError(e) => Self::ConversionError {
|
|
message: format!("JSON error: {}", e),
|
|
},
|
|
Self::ParseFloatError(e) => Self::ParseFloatError(e.clone()),
|
|
Self::ParseIntError(e) => Self::ParseIntError(e.clone()),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl PartialEq for CommonTypeError {
|
|
fn eq(&self, other: &Self) -> bool {
|
|
match (self, other) {
|
|
(Self::InvalidPrice { value: v1, reason: r1 }, Self::InvalidPrice { value: v2, reason: r2 }) => v1 == v2 && r1 == r2,
|
|
(Self::InvalidQuantity { value: v1, reason: r1 }, Self::InvalidQuantity { value: v2, reason: r2 }) => v1 == v2 && r1 == r2,
|
|
(Self::InvalidIdentifier { field: f1, reason: r1 }, Self::InvalidIdentifier { field: f2, reason: r2 }) => f1 == f2 && r1 == r2,
|
|
(Self::ValidationError { field: f1, reason: r1 }, Self::ValidationError { field: f2, reason: r2 }) => f1 == f2 && r1 == r2,
|
|
(Self::ConversionError { message: m1 }, Self::ConversionError { message: m2 }) => m1 == m2,
|
|
(Self::ParseFloatError(e1), Self::ParseFloatError(e2)) => e1 == e2,
|
|
(Self::ParseIntError(e1), Self::ParseIntError(e2)) => e1 == e2,
|
|
// std::io::Error and serde_json::Error don't implement PartialEq, so they're never equal
|
|
(Self::IoError(_), Self::IoError(_)) => false,
|
|
(Self::JsonError(_), Self::JsonError(_)) => false,
|
|
_ => false,
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Eq for CommonTypeError {}
|
|
|
|
// Note: Display is automatically implemented by thiserror::Error derive
|
|
// based on the #[error("...")] attributes on each variant
|
|
impl Serialize for CommonTypeError {
|
|
fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
|
|
where
|
|
S: serde::Serializer,
|
|
{
|
|
use serde::ser::SerializeStruct;
|
|
match self {
|
|
Self::InvalidPrice { value, reason } => {
|
|
let mut state = serializer.serialize_struct("InvalidPrice", 2)?;
|
|
state.serialize_field("value", value)?;
|
|
state.serialize_field("reason", reason)?;
|
|
state.end()
|
|
}
|
|
Self::InvalidQuantity { value, reason } => {
|
|
let mut state = serializer.serialize_struct("InvalidQuantity", 2)?;
|
|
state.serialize_field("value", value)?;
|
|
state.serialize_field("reason", reason)?;
|
|
state.end()
|
|
}
|
|
Self::InvalidIdentifier { field, reason } => {
|
|
let mut state = serializer.serialize_struct("InvalidIdentifier", 2)?;
|
|
state.serialize_field("field", field)?;
|
|
state.serialize_field("reason", reason)?;
|
|
state.end()
|
|
}
|
|
Self::ValidationError { field, reason } => {
|
|
let mut state = serializer.serialize_struct("ValidationError", 2)?;
|
|
state.serialize_field("field", field)?;
|
|
state.serialize_field("reason", reason)?;
|
|
state.end()
|
|
}
|
|
Self::ConversionError { message } => {
|
|
let mut state = serializer.serialize_struct("ConversionError", 1)?;
|
|
state.serialize_field("message", message)?;
|
|
state.end()
|
|
}
|
|
Self::IoError(e) => {
|
|
let mut state = serializer.serialize_struct("IoError", 1)?;
|
|
state.serialize_field("message", &format!("I/O error: {}", e))?;
|
|
state.end()
|
|
}
|
|
Self::JsonError(e) => {
|
|
let mut state = serializer.serialize_struct("JsonError", 1)?;
|
|
state.serialize_field("message", &format!("JSON error: {}", e))?;
|
|
state.end()
|
|
}
|
|
Self::ParseFloatError(e) => {
|
|
let mut state = serializer.serialize_struct("ParseFloatError", 1)?;
|
|
state.serialize_field("message", &format!("Float parsing error: {}", e))?;
|
|
state.end()
|
|
}
|
|
Self::ParseIntError(e) => {
|
|
let mut state = serializer.serialize_struct("ParseIntError", 1)?;
|
|
state.serialize_field("message", &format!("Integer parsing error: {}", e))?;
|
|
state.end()
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
impl<'de> Deserialize<'de> for CommonTypeError {
|
|
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
|
|
where
|
|
D: serde::Deserializer<'de>,
|
|
{
|
|
// For deserialization, we'll convert everything to ConversionError since
|
|
// we can't reconstruct std::io::Error or serde_json::Error from serialized form
|
|
use serde::de::{MapAccess, Visitor};
|
|
use std::fmt;
|
|
|
|
struct CommonTypeErrorVisitor;
|
|
|
|
impl<'de> Visitor<'de> for CommonTypeErrorVisitor {
|
|
type Value = CommonTypeError;
|
|
|
|
fn expecting(&self, formatter: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
formatter.write_str("a CommonTypeError")
|
|
}
|
|
|
|
fn visit_map<V>(self, mut map: V) -> Result<CommonTypeError, V::Error>
|
|
where
|
|
V: MapAccess<'de>,
|
|
{
|
|
// For simplicity, deserialize everything as ConversionError
|
|
let mut message = String::new();
|
|
while let Some(key) = map.next_key::<String>()? {
|
|
let value: serde_json::Value = map.next_value()?;
|
|
if key == "message" {
|
|
if let Some(msg) = value.as_str() {
|
|
message = msg.to_string();
|
|
}
|
|
} else {
|
|
message = format!("Deserialized error: {}: {}", key, value);
|
|
}
|
|
}
|
|
if message.is_empty() {
|
|
message = "Unknown deserialized error".to_string();
|
|
}
|
|
Ok(CommonTypeError::ConversionError { message })
|
|
}
|
|
}
|
|
|
|
deserializer.deserialize_struct(
|
|
"CommonTypeError",
|
|
&["value", "reason", "field", "message"],
|
|
CommonTypeErrorVisitor,
|
|
)
|
|
}
|
|
}
|
|
|
|
// =============================================================================
|
|
// ORDER TYPES (Moved from trading_engine)
|
|
// =============================================================================
|
|
|
|
/// Order type specifying execution behavior - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
#[non_exhaustive]
|
|
pub enum OrderType {
|
|
Market,
|
|
Limit,
|
|
Stop,
|
|
StopLimit,
|
|
Iceberg,
|
|
TrailingStop,
|
|
Hidden,
|
|
}
|
|
|
|
impl fmt::Display for OrderType {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
match self {
|
|
Self::Market => write!(f, "MARKET"),
|
|
Self::Limit => write!(f, "LIMIT"),
|
|
Self::Stop => write!(f, "STOP"),
|
|
Self::StopLimit => write!(f, "STOP_LIMIT"),
|
|
Self::Iceberg => write!(f, "ICEBERG"),
|
|
Self::TrailingStop => write!(f, "TRAILING_STOP"),
|
|
Self::Hidden => write!(f, "HIDDEN"),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Default for OrderType {
|
|
fn default() -> Self {
|
|
Self::Market
|
|
}
|
|
}
|
|
|
|
/// Order status throughout its lifecycle - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
#[non_exhaustive]
|
|
pub enum OrderStatus {
|
|
Created,
|
|
Submitted,
|
|
PartiallyFilled,
|
|
Filled,
|
|
Rejected,
|
|
Cancelled,
|
|
New,
|
|
Expired,
|
|
Pending,
|
|
Working,
|
|
Unknown,
|
|
Suspended,
|
|
PendingCancel,
|
|
PendingReplace,
|
|
}
|
|
|
|
impl fmt::Display for OrderStatus {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
match self {
|
|
Self::Created => write!(f, "CREATED"),
|
|
Self::Submitted => write!(f, "SUBMITTED"),
|
|
Self::PartiallyFilled => write!(f, "PARTIALLY_FILLED"),
|
|
Self::Filled => write!(f, "FILLED"),
|
|
Self::Rejected => write!(f, "REJECTED"),
|
|
Self::Cancelled => write!(f, "CANCELLED"),
|
|
Self::New => write!(f, "NEW"),
|
|
Self::Expired => write!(f, "EXPIRED"),
|
|
Self::Pending => write!(f, "PENDING"),
|
|
Self::Working => write!(f, "WORKING"),
|
|
Self::Unknown => write!(f, "UNKNOWN"),
|
|
Self::Suspended => write!(f, "SUSPENDED"),
|
|
Self::PendingCancel => write!(f, "PENDING_CANCEL"),
|
|
Self::PendingReplace => write!(f, "PENDING_REPLACE"),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Default for OrderStatus {
|
|
fn default() -> Self {
|
|
Self::Created
|
|
}
|
|
}
|
|
|
|
/// Order side - whether the order is a buy or sell - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub enum OrderSide {
|
|
Buy,
|
|
Sell,
|
|
}
|
|
|
|
impl fmt::Display for OrderSide {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
match self {
|
|
Self::Buy => write!(f, "BUY"),
|
|
Self::Sell => write!(f, "SELL"),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Default for OrderSide {
|
|
fn default() -> Self {
|
|
Self::Buy
|
|
}
|
|
}
|
|
|
|
/// Alias for backward compatibility
|
|
pub use OrderSide as Side;
|
|
|
|
/// Currency enumeration - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
|
|
pub enum Currency {
|
|
USD,
|
|
EUR,
|
|
GBP,
|
|
JPY,
|
|
CHF,
|
|
CAD,
|
|
AUD,
|
|
NZD,
|
|
BTC,
|
|
ETH,
|
|
}
|
|
|
|
impl fmt::Display for Currency {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
match self {
|
|
Self::USD => write!(f, "USD"),
|
|
Self::EUR => write!(f, "EUR"),
|
|
Self::GBP => write!(f, "GBP"),
|
|
Self::JPY => write!(f, "JPY"),
|
|
Self::CHF => write!(f, "CHF"),
|
|
Self::CAD => write!(f, "CAD"),
|
|
Self::AUD => write!(f, "AUD"),
|
|
Self::NZD => write!(f, "NZD"),
|
|
Self::BTC => write!(f, "BTC"),
|
|
Self::ETH => write!(f, "ETH"),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Default for Currency {
|
|
fn default() -> Self {
|
|
Self::USD
|
|
}
|
|
}
|
|
|
|
/// Time in force enumeration - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub enum TimeInForce {
|
|
Day,
|
|
GoodTillCancel,
|
|
GTC,
|
|
ImmediateOrCancel,
|
|
IOC,
|
|
FillOrKill,
|
|
FOK,
|
|
}
|
|
|
|
impl fmt::Display for TimeInForce {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
match self {
|
|
Self::Day => write!(f, "DAY"),
|
|
Self::GoodTillCancel => write!(f, "GTC"),
|
|
Self::ImmediateOrCancel => write!(f, "IOC"),
|
|
Self::GTC => write!(f, "GTC"),
|
|
Self::IOC => write!(f, "IOC"),
|
|
Self::FillOrKill => write!(f, "FOK"),
|
|
Self::FOK => write!(f, "FOK"),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Default for TimeInForce {
|
|
fn default() -> Self {
|
|
Self::Day
|
|
}
|
|
}
|
|
|
|
// =============================================================================
|
|
// CORE ID TYPES (MIGRATED FROM TRADING_ENGINE)
|
|
// =============================================================================
|
|
|
|
// Duplicate TradeId removed - using definition from line 1008
|
|
|
|
/// Event identifier for tracking system events
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct EventId(String);
|
|
|
|
impl EventId {
|
|
pub fn new() -> Self {
|
|
use uuid::Uuid;
|
|
Self(Uuid::new_v4().to_string())
|
|
}
|
|
|
|
pub fn from_string<S: Into<String>>(id: S) -> Self {
|
|
let id = id.into();
|
|
if id.is_empty() {
|
|
Self::new() // Generate new ID if empty
|
|
} else {
|
|
Self(id)
|
|
}
|
|
}
|
|
|
|
pub fn value(&self) -> &str {
|
|
&self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for EventId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
impl From<String> for EventId {
|
|
fn from(s: String) -> Self {
|
|
Self(s)
|
|
}
|
|
}
|
|
|
|
impl Default for EventId {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
/// Fill identifier with validation
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct FillId(String);
|
|
|
|
impl FillId {
|
|
pub fn new<S: Into<String>>(id: S) -> Result<Self, CommonTypeError> {
|
|
let id = id.into();
|
|
if id.is_empty() {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "fill_id".to_owned(),
|
|
reason: "Fill ID cannot be empty".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self(id))
|
|
}
|
|
|
|
pub fn as_str(&self) -> &str {
|
|
&self.0
|
|
}
|
|
pub fn into_string(self) -> String {
|
|
self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for FillId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
/// Aggregate identifier with validation
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct AggregateId(String);
|
|
|
|
impl AggregateId {
|
|
pub fn new<S: Into<String>>(id: S) -> Result<Self, CommonTypeError> {
|
|
let id = id.into();
|
|
if id.is_empty() {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "aggregate_id".to_owned(),
|
|
reason: "Aggregate ID cannot be empty".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self(id))
|
|
}
|
|
|
|
pub fn as_str(&self) -> &str {
|
|
&self.0
|
|
}
|
|
pub fn into_string(self) -> String {
|
|
self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for AggregateId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
/// Asset identifier with validation
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct AssetId(String);
|
|
|
|
impl AssetId {
|
|
pub fn new<S: Into<String>>(id: S) -> Result<Self, CommonTypeError> {
|
|
let id = id.into();
|
|
if id.is_empty() {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "asset_id".to_owned(),
|
|
reason: "Asset ID cannot be empty".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self(id))
|
|
}
|
|
|
|
pub fn as_str(&self) -> &str {
|
|
&self.0
|
|
}
|
|
pub fn into_string(self) -> String {
|
|
self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for AssetId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
/// Client identifier with validation
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct ClientId(String);
|
|
|
|
impl ClientId {
|
|
pub fn new<S: Into<String>>(id: S) -> Result<Self, CommonTypeError> {
|
|
let id = id.into();
|
|
if id.is_empty() {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "client_id".to_owned(),
|
|
reason: "Client ID cannot be empty".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self(id))
|
|
}
|
|
|
|
pub fn as_str(&self) -> &str {
|
|
&self.0
|
|
}
|
|
pub fn into_string(self) -> String {
|
|
self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for ClientId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
// =============================================================================
|
|
// CORE TRADING TYPES - MIGRATED FROM TRADING_ENGINE
|
|
// =============================================================================
|
|
|
|
/// Canonical Order struct - UNIFIED DEFINITION based on Agent 1's comprehensive analysis
|
|
/// This represents the single source of truth for Order across all services
|
|
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
|
|
pub struct Order {
|
|
// Core Identity
|
|
pub id: OrderId,
|
|
pub client_order_id: Option<String>,
|
|
pub broker_order_id: Option<String>,
|
|
pub account_id: Option<String>,
|
|
|
|
// Trading Details
|
|
pub symbol: Symbol,
|
|
pub side: OrderSide,
|
|
pub order_type: OrderType,
|
|
pub status: OrderStatus,
|
|
pub time_in_force: TimeInForce,
|
|
|
|
// Quantities & Pricing
|
|
pub quantity: Quantity,
|
|
pub price: Option<Price>,
|
|
pub stop_price: Option<Price>,
|
|
pub filled_quantity: Quantity,
|
|
pub remaining_quantity: Quantity,
|
|
pub average_price: Option<Price>,
|
|
|
|
// Strategy Fields (from Agent 1)
|
|
pub parent_id: Option<String>,
|
|
pub execution_algorithm: Option<String>,
|
|
pub execution_params: std::collections::HashMap<String, f64>,
|
|
|
|
// Risk Management (from Agent 1)
|
|
pub stop_loss: Option<Price>,
|
|
pub take_profit: Option<Price>,
|
|
|
|
// Timestamps
|
|
pub created_at: HftTimestamp,
|
|
pub updated_at: Option<HftTimestamp>,
|
|
pub expires_at: Option<HftTimestamp>,
|
|
|
|
// Extensibility
|
|
pub metadata: std::collections::HashMap<String, String>,
|
|
}
|
|
|
|
impl Order {
|
|
/// Create a new order with canonical fields
|
|
pub fn new(
|
|
symbol: Symbol,
|
|
side: OrderSide,
|
|
quantity: Quantity,
|
|
price: Option<Price>,
|
|
order_type: OrderType,
|
|
) -> Self {
|
|
let now = HftTimestamp::now_or_zero();
|
|
Self {
|
|
// Core Identity
|
|
id: OrderId::new(),
|
|
client_order_id: None,
|
|
broker_order_id: None,
|
|
account_id: None,
|
|
|
|
// Trading Details
|
|
symbol,
|
|
side,
|
|
order_type,
|
|
status: OrderStatus::Created,
|
|
time_in_force: TimeInForce::default(),
|
|
|
|
// Quantities & Pricing
|
|
quantity,
|
|
price,
|
|
stop_price: None,
|
|
filled_quantity: Quantity::ZERO,
|
|
remaining_quantity: quantity,
|
|
average_price: None,
|
|
|
|
// Strategy Fields
|
|
parent_id: None,
|
|
execution_algorithm: None,
|
|
execution_params: std::collections::HashMap::new(),
|
|
|
|
// Risk Management
|
|
stop_loss: None,
|
|
take_profit: None,
|
|
|
|
// Timestamps
|
|
created_at: now,
|
|
updated_at: None,
|
|
expires_at: None,
|
|
|
|
// Extensibility
|
|
metadata: std::collections::HashMap::new(),
|
|
}
|
|
}
|
|
|
|
/// Check if the order is fully filled
|
|
pub fn is_filled(&self) -> bool {
|
|
self.filled_quantity == self.quantity
|
|
}
|
|
|
|
/// Check if the order is partially filled
|
|
pub fn is_partially_filled(&self) -> bool {
|
|
self.filled_quantity > Quantity::ZERO && self.filled_quantity < self.quantity
|
|
}
|
|
|
|
/// Calculate fill percentage
|
|
pub fn fill_percentage(&self) -> f64 {
|
|
if self.quantity.is_zero() {
|
|
0.0
|
|
} else {
|
|
(self.filled_quantity.to_f64() / self.quantity.to_f64()) * 100.0
|
|
}
|
|
}
|
|
|
|
/// Set client order ID for tracking
|
|
pub fn with_client_order_id(mut self, client_order_id: String) -> Self {
|
|
self.client_order_id = Some(client_order_id);
|
|
self
|
|
}
|
|
|
|
/// Set account ID
|
|
pub fn with_account_id(mut self, account_id: String) -> Self {
|
|
self.account_id = Some(account_id);
|
|
self
|
|
}
|
|
|
|
/// Set time in force
|
|
pub fn with_time_in_force(mut self, time_in_force: TimeInForce) -> Self {
|
|
self.time_in_force = time_in_force;
|
|
self
|
|
}
|
|
|
|
/// Set stop price
|
|
pub fn with_stop_price(mut self, stop_price: Price) -> Self {
|
|
self.stop_price = Some(stop_price);
|
|
self
|
|
}
|
|
|
|
/// Set execution algorithm
|
|
pub fn with_execution_algorithm(mut self, algorithm: String) -> Self {
|
|
self.execution_algorithm = Some(algorithm);
|
|
self
|
|
}
|
|
|
|
/// Add execution parameter
|
|
pub fn with_execution_param(mut self, key: String, value: f64) -> Self {
|
|
self.execution_params.insert(key, value);
|
|
self
|
|
}
|
|
|
|
/// Set stop loss
|
|
pub fn with_stop_loss(mut self, stop_loss: Price) -> Self {
|
|
self.stop_loss = Some(stop_loss);
|
|
self
|
|
}
|
|
|
|
/// Set take profit
|
|
pub fn with_take_profit(mut self, take_profit: Price) -> Self {
|
|
self.take_profit = Some(take_profit);
|
|
self
|
|
}
|
|
|
|
/// Add metadata
|
|
pub fn with_metadata(mut self, key: String, value: String) -> Self {
|
|
self.metadata.insert(key, value);
|
|
self
|
|
}
|
|
|
|
/// Update order status and timestamp
|
|
pub fn update_status(&mut self, status: OrderStatus) {
|
|
self.status = status;
|
|
self.updated_at = Some(HftTimestamp::now_or_zero());
|
|
}
|
|
|
|
/// Fill order with given quantity and price
|
|
pub fn fill(&mut self, fill_quantity: Quantity, fill_price: Price) -> Result<(), CommonTypeError> {
|
|
if self.filled_quantity + fill_quantity > self.quantity {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "fill_quantity".to_string(),
|
|
reason: "Fill quantity exceeds remaining quantity".to_string(),
|
|
});
|
|
}
|
|
|
|
// Update filled quantity
|
|
let previous_filled = self.filled_quantity;
|
|
self.filled_quantity = self.filled_quantity + fill_quantity;
|
|
self.remaining_quantity = self.quantity - self.filled_quantity;
|
|
|
|
// Update average price
|
|
if let Some(avg_price) = self.average_price {
|
|
let total_value = avg_price.to_f64() * previous_filled.to_f64() + fill_price.to_f64() * fill_quantity.to_f64();
|
|
self.average_price = Some(Price::from_f64(total_value / self.filled_quantity.to_f64()).unwrap_or(fill_price));
|
|
} else {
|
|
self.average_price = Some(fill_price);
|
|
}
|
|
|
|
// Update status
|
|
if self.is_filled() {
|
|
self.update_status(OrderStatus::Filled);
|
|
} else {
|
|
self.update_status(OrderStatus::PartiallyFilled);
|
|
}
|
|
|
|
Ok(())
|
|
}
|
|
|
|
/// Create a limit order - convenience constructor
|
|
pub fn limit(symbol: Symbol, side: OrderSide, quantity: Quantity, price: Price) -> Self {
|
|
Self::new(symbol, side, quantity, Some(price), OrderType::Limit)
|
|
}
|
|
|
|
/// Create a market order - convenience constructor
|
|
pub fn market(symbol: Symbol, side: OrderSide, quantity: Quantity) -> Self {
|
|
Self::new(symbol, side, quantity, None, OrderType::Market)
|
|
}
|
|
|
|
/// Get symbol hash for performance-critical operations
|
|
pub fn symbol_hash(&self) -> u64 {
|
|
use std::collections::hash_map::DefaultHasher;
|
|
use std::hash::{Hash, Hasher};
|
|
|
|
let mut hasher = DefaultHasher::new();
|
|
self.symbol.as_str().hash(&mut hasher);
|
|
hasher.finish()
|
|
}
|
|
|
|
/// Get order timestamp
|
|
pub fn timestamp(&self) -> HftTimestamp {
|
|
self.created_at
|
|
}
|
|
}
|
|
|
|
/// Represents a trading position - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
|
|
pub struct Position {
|
|
/// Unique position identifier
|
|
pub id: Uuid,
|
|
|
|
/// Trading symbol
|
|
pub symbol: String,
|
|
|
|
/// Position quantity (positive for long, negative for short)
|
|
pub quantity: Decimal,
|
|
|
|
/// Average entry price
|
|
pub avg_price: Decimal,
|
|
|
|
/// Unrealized P&L
|
|
pub unrealized_pnl: Decimal,
|
|
|
|
/// Realized P&L
|
|
pub realized_pnl: Decimal,
|
|
|
|
/// Position creation timestamp
|
|
pub created_at: DateTime<Utc>,
|
|
|
|
/// Last update timestamp
|
|
pub updated_at: DateTime<Utc>,
|
|
|
|
/// Current market price (for P&L calculation)
|
|
pub current_price: Option<Decimal>,
|
|
|
|
/// Position size in base currency
|
|
pub notional_value: Decimal,
|
|
|
|
/// Margin requirement
|
|
pub margin_requirement: Decimal,
|
|
}
|
|
|
|
impl Position {
|
|
/// Create a new position
|
|
pub fn new(symbol: String, quantity: Decimal, avg_price: Decimal) -> Self {
|
|
let now = Utc::now();
|
|
let notional_value = quantity.abs() * avg_price;
|
|
|
|
Self {
|
|
id: Uuid::new_v4(),
|
|
symbol,
|
|
quantity,
|
|
avg_price,
|
|
unrealized_pnl: Decimal::ZERO,
|
|
realized_pnl: Decimal::ZERO,
|
|
created_at: now,
|
|
updated_at: now,
|
|
current_price: None,
|
|
notional_value,
|
|
margin_requirement: notional_value * Decimal::from_str_exact("0.02").unwrap_or(Decimal::ZERO), // 2% margin
|
|
}
|
|
}
|
|
|
|
/// Check if position is long
|
|
pub fn is_long(&self) -> bool {
|
|
self.quantity > Decimal::ZERO
|
|
}
|
|
|
|
/// Check if position is short
|
|
pub fn is_short(&self) -> bool {
|
|
self.quantity < Decimal::ZERO
|
|
}
|
|
|
|
/// Calculate unrealized P&L based on current price
|
|
pub fn calculate_unrealized_pnl(&mut self, current_price: Decimal) {
|
|
self.current_price = Some(current_price);
|
|
self.unrealized_pnl = if self.is_long() {
|
|
self.quantity * (current_price - self.avg_price)
|
|
} else {
|
|
self.quantity * (self.avg_price - current_price)
|
|
};
|
|
self.updated_at = Utc::now();
|
|
}
|
|
|
|
/// Get total P&L (realized + unrealized)
|
|
pub fn total_pnl(&self) -> Decimal {
|
|
self.realized_pnl + self.unrealized_pnl
|
|
}
|
|
|
|
/// Calculate return on investment percentage
|
|
pub fn roi_percentage(&self) -> Decimal {
|
|
if self.notional_value.is_zero() {
|
|
Decimal::ZERO
|
|
} else {
|
|
self.total_pnl() / self.notional_value * Decimal::from(100)
|
|
}
|
|
}
|
|
}
|
|
|
|
/// Represents a trade execution - CANONICAL DEFINITION
|
|
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
|
|
pub struct Execution {
|
|
/// Unique execution identifier
|
|
pub id: Uuid,
|
|
|
|
/// Related order ID
|
|
pub order_id: Uuid,
|
|
|
|
/// Trading symbol
|
|
pub symbol: String,
|
|
|
|
/// Executed quantity
|
|
pub quantity: Decimal,
|
|
|
|
/// Execution price
|
|
pub price: Decimal,
|
|
|
|
/// Execution side
|
|
pub side: OrderSide,
|
|
|
|
/// Trading fees
|
|
pub fees: Decimal,
|
|
|
|
/// Fee currency
|
|
pub fee_currency: String,
|
|
|
|
/// Execution timestamp
|
|
pub executed_at: DateTime<Utc>,
|
|
|
|
/// Broker execution ID
|
|
pub broker_execution_id: Option<String>,
|
|
|
|
/// Counterparty information
|
|
pub counterparty: Option<String>,
|
|
|
|
/// Trade venue
|
|
pub venue: Option<String>,
|
|
|
|
/// Gross trade value
|
|
pub gross_value: Decimal,
|
|
|
|
/// Net trade value (after fees)
|
|
pub net_value: Decimal,
|
|
}
|
|
|
|
impl Execution {
|
|
/// Create a new execution
|
|
pub fn new(
|
|
order_id: Uuid,
|
|
symbol: String,
|
|
quantity: Decimal,
|
|
price: Decimal,
|
|
side: OrderSide,
|
|
fees: Decimal,
|
|
) -> Self {
|
|
let gross_value = quantity * price;
|
|
let net_value = if side == OrderSide::Buy {
|
|
gross_value + fees
|
|
} else {
|
|
gross_value - fees
|
|
};
|
|
|
|
Self {
|
|
id: Uuid::new_v4(),
|
|
order_id,
|
|
symbol,
|
|
quantity,
|
|
price,
|
|
side,
|
|
fees,
|
|
fee_currency: "USD".to_string(), // Default to USD
|
|
executed_at: Utc::now(),
|
|
broker_execution_id: None,
|
|
counterparty: None,
|
|
venue: None,
|
|
gross_value,
|
|
net_value,
|
|
}
|
|
}
|
|
|
|
/// Calculate effective price including fees
|
|
pub fn effective_price(&self) -> Decimal {
|
|
if self.quantity.is_zero() {
|
|
self.price
|
|
} else {
|
|
self.net_value / self.quantity
|
|
}
|
|
}
|
|
}
|
|
|
|
/// Core Price type using fixed-point arithmetic for precision
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Serialize, Deserialize)]
|
|
pub struct Price {
|
|
value: u64,
|
|
}
|
|
|
|
impl Price {
|
|
pub const ZERO: Self = Self { value: 0 };
|
|
pub const ONE: Self = Self { value: 100_000_000 };
|
|
pub const CENT: Self = Self { value: 1_000_000 }; // 0.01 in fixed-point representation
|
|
pub const MAX: Self = Self { value: u64::MAX };
|
|
|
|
pub fn from_f64(value: f64) -> Result<Self, CommonTypeError> {
|
|
if value < 0.0 || !value.is_finite() {
|
|
return Err(CommonTypeError::InvalidPrice {
|
|
value: value.to_string(),
|
|
reason: "Price validation failed".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self {
|
|
value: (value * 100_000_000.0).round() as u64,
|
|
})
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn to_f64(&self) -> f64 {
|
|
self.value as f64 / 100_000_000.0
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn as_f64(&self) -> f64 {
|
|
self.to_f64()
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn zero() -> Self {
|
|
Self::ZERO
|
|
}
|
|
|
|
pub fn from_str(s: &str) -> Result<Self, CommonTypeError> {
|
|
let parsed_value = s.parse::<f64>().map_err(|_| CommonTypeError::InvalidPrice {
|
|
value: s.to_owned(),
|
|
reason: format!("Cannot parse '{s}' as price"),
|
|
})?
|
|
;
|
|
Self::from_f64(parsed_value)
|
|
}
|
|
|
|
pub fn to_decimal(&self) -> Result<Decimal, CommonTypeError> {
|
|
Decimal::from_f64(self.to_f64()).ok_or_else(|| CommonTypeError::InvalidPrice {
|
|
value: "0.0".to_owned(),
|
|
reason: "Price to Decimal conversion failed".to_owned(),
|
|
})
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn from_decimal(decimal: Decimal) -> Self {
|
|
Self::from(decimal)
|
|
}
|
|
|
|
pub fn new(value: f64) -> Result<Self, CommonTypeError> {
|
|
Self::from_f64(value)
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn raw_value(&self) -> u64 {
|
|
self.value
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn as_u64(&self) -> u64 {
|
|
self.value
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn from_raw(value: u64) -> Self {
|
|
Self { value }
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn to_cents(&self) -> u64 {
|
|
self.value / 1_000_000
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn from_cents(cents: u64) -> Self {
|
|
Self {
|
|
value: cents * 1_000_000,
|
|
}
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_zero(&self) -> bool {
|
|
self.value == 0
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_some(&self) -> bool {
|
|
!self.is_zero()
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_none(&self) -> bool {
|
|
self.is_zero()
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn as_ref(&self) -> &Self {
|
|
self
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn abs(&self) -> Self {
|
|
*self
|
|
}
|
|
|
|
pub fn multiply(&self, other: Self) -> Result<Self, CommonTypeError> {
|
|
*self * other
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn subtract(&self, other: Self) -> Self {
|
|
*self - other
|
|
}
|
|
|
|
pub fn divide(&self, divisor: f64) -> Result<Self, CommonTypeError> {
|
|
*self / divisor
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for Price {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{:.8}", self.to_f64())
|
|
}
|
|
}
|
|
|
|
impl Default for Price {
|
|
fn default() -> Self {
|
|
Self::ZERO
|
|
}
|
|
}
|
|
|
|
impl FromStr for Price {
|
|
type Err = CommonTypeError;
|
|
|
|
fn from_str(s: &str) -> Result<Self, Self::Err> {
|
|
let parsed_value = s.parse::<f64>().map_err(|_| CommonTypeError::InvalidPrice {
|
|
value: s.to_owned(),
|
|
reason: format!("Cannot parse '{}' as price", s),
|
|
})?;
|
|
Self::from_f64(parsed_value)
|
|
}
|
|
}
|
|
|
|
impl Add for Price {
|
|
type Output = Self;
|
|
fn add(self, rhs: Self) -> Self::Output {
|
|
Self {
|
|
value: self.value.saturating_add(rhs.value),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Sub for Price {
|
|
type Output = Self;
|
|
fn sub(self, rhs: Self) -> Self::Output {
|
|
Self {
|
|
value: self.value.saturating_sub(rhs.value),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Mul<f64> for Price {
|
|
type Output = Result<Self, CommonTypeError>;
|
|
fn mul(self, rhs: f64) -> Self::Output {
|
|
Self::from_f64(self.to_f64() * rhs)
|
|
}
|
|
}
|
|
|
|
impl Div<f64> for Price {
|
|
type Output = Result<Self, CommonTypeError>;
|
|
fn div(self, rhs: f64) -> Self::Output {
|
|
if rhs == 0.0 {
|
|
return Err(CommonTypeError::ConversionError {
|
|
message: "Cannot divide price by zero".to_owned(),
|
|
});
|
|
}
|
|
Self::from_f64(self.to_f64() / rhs)
|
|
}
|
|
}
|
|
|
|
impl From<Decimal> for Price {
|
|
fn from(decimal: Decimal) -> Self {
|
|
let f64_val: f64 = TryInto::<f64>::try_into(decimal).unwrap_or_else(|_| {
|
|
eprintln!("Failed to convert Decimal to f64, using 0.0 as fallback");
|
|
0.0_f64
|
|
});
|
|
Self::from_f64(f64_val).unwrap_or_else(|_| {
|
|
eprintln!("Failed to create Price from f64 value {}, using ZERO", f64_val);
|
|
Self::ZERO
|
|
})
|
|
}
|
|
}
|
|
|
|
// TryFrom<Quantity> for Decimal removed due to conflicting blanket implementation
|
|
// Use qty.to_decimal() directly instead
|
|
impl From<Quantity> for Decimal {
|
|
fn from(qty: Quantity) -> Self {
|
|
qty.to_decimal().unwrap_or(Decimal::ZERO)
|
|
}
|
|
}
|
|
|
|
// TryFrom<Quantity> for Decimal removed due to conflict with From implementation
|
|
// Use the From implementation instead which handles errors by returning ZERO
|
|
|
|
impl Mul<Self> for Price {
|
|
type Output = Result<Self, CommonTypeError>;
|
|
fn mul(self, rhs: Self) -> Self::Output {
|
|
Self::from_f64(self.to_f64() * rhs.to_f64())
|
|
}
|
|
}
|
|
|
|
impl TryFrom<String> for Price {
|
|
type Error = CommonTypeError;
|
|
fn try_from(s: String) -> Result<Self, Self::Error> {
|
|
Self::from_str(&s)
|
|
}
|
|
}
|
|
|
|
impl TryFrom<&str> for Price {
|
|
type Error = CommonTypeError;
|
|
fn try_from(s: &str) -> Result<Self, Self::Error> {
|
|
Self::from_str(s)
|
|
}
|
|
}
|
|
|
|
impl PartialEq<f64> for Price {
|
|
fn eq(&self, other: &f64) -> bool {
|
|
(self.to_f64() - other).abs() < f64::EPSILON
|
|
}
|
|
}
|
|
|
|
impl PartialEq<Price> for f64 {
|
|
fn eq(&self, other: &Price) -> bool {
|
|
(self - other.to_f64()).abs() < f64::EPSILON
|
|
}
|
|
}
|
|
|
|
impl PartialOrd<f64> for Price {
|
|
fn partial_cmp(&self, other: &f64) -> Option<std::cmp::Ordering> {
|
|
self.to_f64().partial_cmp(other)
|
|
}
|
|
}
|
|
|
|
impl PartialOrd<Price> for f64 {
|
|
fn partial_cmp(&self, other: &Price) -> Option<std::cmp::Ordering> {
|
|
self.partial_cmp(&other.to_f64())
|
|
}
|
|
}
|
|
|
|
/// Core Quantity type using fixed-point arithmetic
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Serialize, Deserialize)]
|
|
pub struct Quantity {
|
|
value: u64,
|
|
}
|
|
|
|
impl Quantity {
|
|
pub const ZERO: Self = Self { value: 0 };
|
|
pub const ONE: Self = Self { value: 100_000_000 };
|
|
pub const MAX: Self = Self { value: u64::MAX };
|
|
|
|
pub fn from_f64(value: f64) -> Result<Self, CommonTypeError> {
|
|
if value < 0.0 || !value.is_finite() {
|
|
return Err(CommonTypeError::InvalidQuantity {
|
|
value: value.to_string(),
|
|
reason: "Quantity validation failed".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self {
|
|
value: (value * 100_000_000.0).round() as u64,
|
|
})
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn to_f64(&self) -> f64 {
|
|
self.value as f64 / 100_000_000.0
|
|
}
|
|
|
|
pub fn to_decimal(&self) -> Result<Decimal, CommonTypeError> {
|
|
Decimal::from_f64(self.to_f64()).ok_or_else(|| CommonTypeError::InvalidQuantity {
|
|
value: "0.0".to_owned(),
|
|
reason: "Quantity to Decimal conversion failed".to_owned(),
|
|
})
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn value(&self) -> u64 {
|
|
self.value
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn raw_value(&self) -> u64 {
|
|
self.value
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn as_u64(&self) -> u64 {
|
|
self.value
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn from_raw(value: u64) -> Self {
|
|
Self { value }
|
|
}
|
|
|
|
pub fn new(value: f64) -> Result<Self, CommonTypeError> {
|
|
Self::from_f64(value)
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn zero() -> Self {
|
|
Self::ZERO
|
|
}
|
|
|
|
pub fn from_i64(value: i64) -> Result<Self, CommonTypeError> {
|
|
Self::from_f64(value as f64)
|
|
}
|
|
|
|
pub fn from_str(s: &str) -> Result<Self, CommonTypeError> {
|
|
let parsed_value = s.parse::<f64>().map_err(|_| CommonTypeError::InvalidQuantity {
|
|
value: s.to_owned(),
|
|
reason: format!("Cannot parse '{s}' as quantity"),
|
|
})?
|
|
;
|
|
Self::from_f64(parsed_value)
|
|
}
|
|
|
|
pub fn from_decimal(decimal: Decimal) -> Result<Self, CommonTypeError> {
|
|
use std::convert::TryFrom;
|
|
Self::try_from(decimal).map_err(|_| CommonTypeError::InvalidQuantity {
|
|
value: decimal.to_string(),
|
|
reason: "Failed to convert Decimal to Quantity".to_owned(),
|
|
})
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_zero(&self) -> bool {
|
|
self.value == 0
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_some(&self) -> bool {
|
|
!self.is_zero()
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_none(&self) -> bool {
|
|
self.is_zero()
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn as_ref(&self) -> &Self {
|
|
self
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn abs(&self) -> Self {
|
|
*self
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn signum(&self) -> f64 {
|
|
if self.value > 0 {
|
|
1.0
|
|
} else {
|
|
0.0
|
|
}
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_positive(&self) -> bool {
|
|
self.value > 0
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn is_negative(&self) -> bool {
|
|
false
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn as_f64(&self) -> f64 {
|
|
self.to_f64()
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn from_shares(shares: u64) -> Self {
|
|
Self {
|
|
value: shares * 100_000_000,
|
|
}
|
|
}
|
|
|
|
#[must_use]
|
|
pub const fn to_shares(&self) -> u64 {
|
|
self.value / 100_000_000
|
|
}
|
|
|
|
pub fn multiply(&self, other: Self) -> Result<Self, CommonTypeError> {
|
|
Self::from_f64(self.to_f64() * other.to_f64())
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn subtract(&self, other: Self) -> Self {
|
|
*self - other
|
|
}
|
|
}
|
|
|
|
impl Default for Quantity {
|
|
fn default() -> Self {
|
|
Self::ZERO
|
|
}
|
|
}
|
|
|
|
impl FromStr for Quantity {
|
|
type Err = CommonTypeError;
|
|
|
|
fn from_str(s: &str) -> Result<Self, Self::Err> {
|
|
let parsed_value = s.parse::<f64>().map_err(|_| CommonTypeError::InvalidQuantity {
|
|
value: s.to_owned(),
|
|
reason: format!("Cannot parse '{}' as quantity", s),
|
|
})?;
|
|
Self::from_f64(parsed_value)
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for Quantity {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{:.8}", self.to_f64())
|
|
}
|
|
}
|
|
|
|
impl TryFrom<i32> for Quantity {
|
|
type Error = CommonTypeError;
|
|
fn try_from(value: i32) -> Result<Self, Self::Error> {
|
|
Self::new(f64::from(value))
|
|
}
|
|
}
|
|
|
|
impl TryFrom<u64> for Quantity {
|
|
type Error = CommonTypeError;
|
|
fn try_from(value: u64) -> Result<Self, Self::Error> {
|
|
Self::new(value as f64)
|
|
}
|
|
}
|
|
|
|
impl TryFrom<f64> for Quantity {
|
|
type Error = CommonTypeError;
|
|
fn try_from(value: f64) -> Result<Self, Self::Error> {
|
|
Self::new(value)
|
|
}
|
|
}
|
|
|
|
impl TryFrom<Decimal> for Quantity {
|
|
type Error = CommonTypeError;
|
|
fn try_from(decimal: Decimal) -> Result<Self, Self::Error> {
|
|
let f64_val: f64 = TryInto::<f64>::try_into(decimal).map_err(|_| {
|
|
CommonTypeError::ConversionError {
|
|
message: "Failed to convert Decimal to f64".to_owned(),
|
|
}
|
|
})?
|
|
;
|
|
Self::from_f64(f64_val)
|
|
}
|
|
}
|
|
|
|
impl TryFrom<String> for Quantity {
|
|
type Error = CommonTypeError;
|
|
fn try_from(s: String) -> Result<Self, Self::Error> {
|
|
Self::from_str(&s)
|
|
}
|
|
}
|
|
|
|
impl TryFrom<&str> for Quantity {
|
|
type Error = CommonTypeError;
|
|
fn try_from(s: &str) -> Result<Self, Self::Error> {
|
|
Self::from_str(s)
|
|
}
|
|
}
|
|
|
|
impl PartialEq<f64> for Quantity {
|
|
fn eq(&self, other: &f64) -> bool {
|
|
(self.to_f64() - other).abs() < f64::EPSILON
|
|
}
|
|
}
|
|
|
|
impl PartialEq<Quantity> for f64 {
|
|
fn eq(&self, other: &Quantity) -> bool {
|
|
(self - other.to_f64()).abs() < f64::EPSILON
|
|
}
|
|
}
|
|
|
|
impl PartialOrd<f64> for Quantity {
|
|
fn partial_cmp(&self, other: &f64) -> Option<std::cmp::Ordering> {
|
|
self.to_f64().partial_cmp(other)
|
|
}
|
|
}
|
|
|
|
impl PartialOrd<Quantity> for f64 {
|
|
fn partial_cmp(&self, other: &Quantity) -> Option<std::cmp::Ordering> {
|
|
self.partial_cmp(&other.to_f64())
|
|
}
|
|
}
|
|
|
|
impl Add for Quantity {
|
|
type Output = Self;
|
|
fn add(self, rhs: Self) -> Self::Output {
|
|
Self {
|
|
value: self.value.saturating_add(rhs.value),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Sub for Quantity {
|
|
type Output = Self;
|
|
fn sub(self, rhs: Self) -> Self::Output {
|
|
Self {
|
|
value: self.value.saturating_sub(rhs.value),
|
|
}
|
|
}
|
|
}
|
|
|
|
impl Mul<f64> for Quantity {
|
|
type Output = Result<Self, CommonTypeError>;
|
|
fn mul(self, rhs: f64) -> Self::Output {
|
|
Self::from_f64(self.to_f64() * rhs)
|
|
}
|
|
}
|
|
|
|
impl Div<f64> for Quantity {
|
|
type Output = Result<Self, CommonTypeError>;
|
|
fn div(self, rhs: f64) -> Self::Output {
|
|
if rhs == 0.0 {
|
|
return Err(CommonTypeError::ConversionError {
|
|
message: "Cannot divide quantity by zero".to_owned(),
|
|
});
|
|
}
|
|
Self::from_f64(self.to_f64() / rhs)
|
|
}
|
|
}
|
|
|
|
impl Sum for Quantity {
|
|
fn sum<I: Iterator<Item = Self>>(iter: I) -> Self {
|
|
iter.fold(Self::ZERO, |acc, x| acc + x)
|
|
}
|
|
}
|
|
|
|
impl<'quantity> Sum<&'quantity Self> for Quantity {
|
|
fn sum<I: Iterator<Item = &'quantity Self>>(iter: I) -> Self {
|
|
iter.fold(Self::ZERO, |acc, x| acc + *x)
|
|
}
|
|
}
|
|
|
|
/// Volume type - alias for Quantity with the same fixed-point arithmetic
|
|
pub type Volume = Quantity;
|
|
|
|
// ORDER TYPES ALREADY DEFINED ABOVE - No need to re-export from trading_engine
|
|
// =============================================================================
|
|
// CORE ID TYPES (MOVED FROM TRADING_ENGINE)
|
|
// =============================================================================
|
|
|
|
/// Order identifier with ultra-fast atomic generation
|
|
/// Replaces slow UUID generation (1ms+) with atomic increment (~5ns)
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Serialize, Deserialize)]
|
|
pub struct OrderId(u64);
|
|
|
|
impl Default for OrderId {
|
|
fn default() -> Self {
|
|
Self::new()
|
|
}
|
|
}
|
|
|
|
impl OrderId {
|
|
/// Generate next `OrderId` using atomic counter - <50ns performance
|
|
pub fn new() -> Self {
|
|
use std::sync::atomic::{AtomicU64, Ordering};
|
|
static COUNTER: AtomicU64 = AtomicU64::new(1);
|
|
Self(COUNTER.fetch_add(1, Ordering::Relaxed))
|
|
}
|
|
|
|
/// Create `OrderId` from u64 value
|
|
#[must_use]
|
|
pub const fn from_u64(value: u64) -> Self {
|
|
Self(value)
|
|
}
|
|
|
|
/// Get u64 value
|
|
#[must_use]
|
|
pub const fn value(&self) -> u64 {
|
|
self.0
|
|
}
|
|
|
|
/// Get u64 value for performance-critical code (alias for value)
|
|
#[must_use]
|
|
pub const fn as_u64(&self) -> u64 {
|
|
self.0
|
|
}
|
|
|
|
/// Get as string for compatibility
|
|
#[must_use]
|
|
pub fn as_str(&self) -> String {
|
|
self.0.to_string()
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for OrderId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
impl From<u64> for OrderId {
|
|
fn from(value: u64) -> Self {
|
|
Self(value)
|
|
}
|
|
}
|
|
|
|
impl From<OrderId> for u64 {
|
|
fn from(order_id: OrderId) -> Self {
|
|
order_id.0
|
|
}
|
|
}
|
|
|
|
impl FromStr for OrderId {
|
|
type Err = ParseIntError;
|
|
|
|
fn from_str(s: &str) -> Result<Self, Self::Err> {
|
|
s.parse::<u64>().map(OrderId)
|
|
}
|
|
}
|
|
|
|
impl From<String> for OrderId {
|
|
fn from(s: String) -> Self {
|
|
s.parse().unwrap_or_else(|_| Self::new())
|
|
}
|
|
}
|
|
|
|
impl From<&str> for OrderId {
|
|
fn from(s: &str) -> Self {
|
|
s.parse().unwrap_or_else(|_| Self::new())
|
|
}
|
|
}
|
|
|
|
/// Trade identifier with validation
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct TradeId(String);
|
|
|
|
impl TradeId {
|
|
pub fn new<S: Into<String>>(id: S) -> Result<Self, CommonTypeError> {
|
|
let id = id.into();
|
|
if id.is_empty() {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "trade_id".to_owned(),
|
|
reason: "Trade ID cannot be empty".to_owned(),
|
|
});
|
|
}
|
|
Ok(Self(id))
|
|
}
|
|
|
|
pub fn as_str(&self) -> &str {
|
|
&self.0
|
|
}
|
|
pub fn into_string(self) -> String {
|
|
self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for TradeId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
/// Trading symbol with validation
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct Symbol {
|
|
value: String,
|
|
}
|
|
|
|
impl Symbol {
|
|
#[must_use]
|
|
pub const fn new(s: String) -> Self {
|
|
Self { value: s }
|
|
}
|
|
|
|
pub fn from_str(s: &str) -> Self {
|
|
Self {
|
|
value: s.to_owned(),
|
|
}
|
|
}
|
|
|
|
/// Create a new Symbol with validation
|
|
pub fn new_validated(s: String) -> Result<Self, CommonTypeError> {
|
|
if s.trim().is_empty() {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "symbol".to_string(),
|
|
reason: "Symbol cannot be empty".to_string(),
|
|
});
|
|
}
|
|
Ok(Self { value: s })
|
|
}
|
|
|
|
/// Create a Symbol from &str with validation
|
|
pub fn from_str_validated(s: &str) -> Result<Self, CommonTypeError> {
|
|
Self::new_validated(s.to_owned())
|
|
}
|
|
|
|
#[must_use]
|
|
pub fn as_str(&self) -> &str {
|
|
&self.value
|
|
}
|
|
#[must_use]
|
|
pub fn value(&self) -> &str {
|
|
&self.value
|
|
}
|
|
#[must_use]
|
|
pub fn to_string(&self) -> String {
|
|
self.value.clone()
|
|
}
|
|
#[must_use]
|
|
pub fn as_bytes(&self) -> &[u8] {
|
|
self.value.as_bytes()
|
|
}
|
|
#[must_use]
|
|
pub fn is_empty(&self) -> bool {
|
|
self.value.is_empty()
|
|
}
|
|
#[must_use]
|
|
pub fn to_uppercase(&self) -> String {
|
|
self.value.to_uppercase()
|
|
}
|
|
#[must_use]
|
|
pub fn replace(&self, from: &str, to: &str) -> String {
|
|
self.value.replace(from, to)
|
|
}
|
|
|
|
// Helper for risk management
|
|
#[must_use]
|
|
pub fn none() -> Self {
|
|
Self::from_str("NONE")
|
|
}
|
|
|
|
// Missing methods needed by services
|
|
#[must_use]
|
|
pub fn contains(&self, pattern: &str) -> bool {
|
|
self.value.contains(pattern)
|
|
}
|
|
}
|
|
|
|
// Additional implementation to support conversion from &Symbol to &str
|
|
impl AsRef<str> for Symbol {
|
|
fn as_ref(&self) -> &str {
|
|
&self.value
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for Symbol {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.value)
|
|
}
|
|
}
|
|
|
|
impl From<String> for Symbol {
|
|
fn from(s: String) -> Self {
|
|
Self::new(s)
|
|
}
|
|
}
|
|
impl From<&str> for Symbol {
|
|
fn from(s: &str) -> Self {
|
|
Self::new(s.to_owned())
|
|
}
|
|
}
|
|
|
|
// TryFrom implementations removed due to conflicting blanket implementations
|
|
// Use Symbol::new_validated() or Symbol::from_str_validated() directly instead
|
|
|
|
impl Default for Symbol {
|
|
fn default() -> Self {
|
|
Self::new(String::new())
|
|
}
|
|
}
|
|
|
|
impl PartialEq<str> for Symbol {
|
|
fn eq(&self, other: &str) -> bool {
|
|
self.value == other
|
|
}
|
|
}
|
|
|
|
impl PartialEq<String> for Symbol {
|
|
fn eq(&self, other: &String) -> bool {
|
|
&self.value == other
|
|
}
|
|
}
|
|
|
|
impl PartialEq<Symbol> for &str {
|
|
fn eq(&self, other: &Symbol) -> bool {
|
|
*self == other.value
|
|
}
|
|
}
|
|
|
|
impl PartialEq<Symbol> for String {
|
|
fn eq(&self, other: &Symbol) -> bool {
|
|
self == &other.value
|
|
}
|
|
}
|
|
|
|
// TimeInForce moved to canonical source: common::types::TimeInForce
|
|
|
|
// Currency moved to canonical source: common::types::Currency
|
|
|
|
// Price moved to canonical source: common::types::Price
|
|
|
|
// Quantity moved to canonical source: common::types::Quantity
|
|
// Volume moved to canonical source: common::types::Quantity (as Volume alias)
|
|
|
|
/// Money amount with currency
|
|
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
|
|
pub struct Money {
|
|
pub amount: Decimal,
|
|
pub currency: Currency,
|
|
}
|
|
|
|
impl Money {
|
|
/// Create new money amount
|
|
pub const fn new(amount: Decimal, currency: Currency) -> Self {
|
|
Self { amount, currency }
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for Money {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{} {}", self.amount, self.currency)
|
|
}
|
|
}
|
|
|
|
// OrderId moved to canonical source: common::types::OrderId
|
|
|
|
// TradeId moved to canonical source: common::types::TradeId
|
|
|
|
// Symbol moved to canonical source: common::types::Symbol
|
|
|
|
/// Type-safe account identifier
|
|
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct AccountId(String);
|
|
|
|
impl AccountId {
|
|
/// Create a new account ID with validation
|
|
pub fn new<S: Into<String>>(id: S) -> Result<Self, CommonTypeError> {
|
|
let id = id.into();
|
|
if id.trim().is_empty() {
|
|
return Err(CommonTypeError::InvalidIdentifier {
|
|
field: "account_id".to_string(),
|
|
reason: "Account ID cannot be empty".to_string(),
|
|
});
|
|
}
|
|
Ok(Self(id))
|
|
}
|
|
|
|
/// Get the ID as a string slice
|
|
pub fn as_str(&self) -> &str {
|
|
&self.0
|
|
}
|
|
|
|
/// Convert to owned String
|
|
pub fn into_string(self) -> String {
|
|
self.0
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for AccountId {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.0)
|
|
}
|
|
}
|
|
|
|
/// High-precision timestamp for HFT applications - CANONICAL DEFINITION
|
|
/// Robust implementation with error handling for financial safety
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Serialize, Deserialize, Default)]
|
|
pub struct HftTimestamp {
|
|
nanos: u64,
|
|
}
|
|
|
|
impl HftTimestamp {
|
|
/// Get current timestamp with error handling for financial safety
|
|
pub fn now() -> Result<Self, CommonError> {
|
|
use std::time::{SystemTime, UNIX_EPOCH};
|
|
let nanos = SystemTime::now()
|
|
.duration_since(UNIX_EPOCH)
|
|
.map_err(|e| CommonError::Service {
|
|
category: CommonErrorCategory::System,
|
|
message: format!("System time before UNIX epoch: {e}"),
|
|
})?
|
|
.as_nanos() as u64;
|
|
Ok(Self { nanos })
|
|
}
|
|
|
|
/// Get current timestamp with error handling for financial safety (CommonTypeError version)
|
|
pub fn now_common() -> Result<Self, CommonTypeError> {
|
|
use std::time::{SystemTime, UNIX_EPOCH};
|
|
let nanos = SystemTime::now()
|
|
.duration_since(UNIX_EPOCH)
|
|
.map_err(|e| CommonTypeError::ConversionError {
|
|
message: format!("System time before UNIX epoch: {e}"),
|
|
})?
|
|
.as_nanos() as u64;
|
|
Ok(Self { nanos })
|
|
}
|
|
|
|
/// Get current timestamp or zero if system time is invalid
|
|
#[must_use]
|
|
pub fn now_or_zero() -> Self {
|
|
Self::now().unwrap_or(Self { nanos: 0 })
|
|
}
|
|
|
|
/// Get nanoseconds since epoch
|
|
#[must_use]
|
|
pub const fn nanos(self) -> u64 {
|
|
self.nanos
|
|
}
|
|
|
|
/// Create from nanoseconds since epoch
|
|
#[must_use]
|
|
pub const fn from_nanos(nanos: u64) -> Self {
|
|
Self { nanos }
|
|
}
|
|
|
|
/// Create from signed nanoseconds (cast to unsigned)
|
|
#[must_use]
|
|
pub const fn from_nanos_i64(nanos: i64) -> Self {
|
|
Self {
|
|
nanos: nanos as u64,
|
|
}
|
|
}
|
|
|
|
/// Get nanoseconds since epoch (legacy method for compatibility)
|
|
pub const fn as_nanos(&self) -> u64 {
|
|
self.nanos
|
|
}
|
|
|
|
/// Convert to DateTime<Utc>
|
|
pub fn to_datetime(&self) -> DateTime<Utc> {
|
|
let secs = self.nanos / 1_000_000_000;
|
|
let nsecs = (self.nanos % 1_000_000_000) as u32;
|
|
DateTime::from_timestamp(secs as i64, nsecs).unwrap_or_default()
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for HftTimestamp {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
write!(f, "{}", self.to_datetime())
|
|
}
|
|
}
|
|
|
|
/// Generic timestamp for general use cases
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, PartialOrd, Ord, Hash, Serialize, Deserialize)]
|
|
pub struct GenericTimestamp {
|
|
nanos: u64,
|
|
}
|
|
|
|
impl GenericTimestamp {
|
|
/// Create from nanoseconds since epoch
|
|
#[must_use]
|
|
pub const fn from_nanos(nanos: u64) -> Self {
|
|
Self { nanos }
|
|
}
|
|
|
|
/// Get nanoseconds since epoch
|
|
#[must_use]
|
|
pub const fn nanos(&self) -> u64 {
|
|
self.nanos
|
|
}
|
|
}
|
|
|
|
// =============================================================================
|
|
// MARKET TYPES (MIGRATED FROM TRADING_ENGINE)
|
|
// =============================================================================
|
|
|
|
/// Market regime enumeration for position sizing scaling and risk management
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub enum MarketRegime {
|
|
/// Normal market conditions
|
|
Normal,
|
|
/// Crisis/stress market conditions
|
|
Crisis,
|
|
/// Trending market (strong directional movement)
|
|
Trending,
|
|
/// Sideways/ranging market (low volatility)
|
|
Sideways,
|
|
/// Bull market (sustained upward trend)
|
|
Bull,
|
|
/// Bear market (sustained downward trend)
|
|
Bear,
|
|
/// High volatility market conditions
|
|
HighVolatility,
|
|
/// Low volatility market conditions
|
|
LowVolatility,
|
|
/// Volatile market conditions (alias for `HighVolatility`)
|
|
Volatile,
|
|
/// Calm market conditions (alias for `LowVolatility`)
|
|
Calm,
|
|
/// Unknown/unclassified regime
|
|
Unknown,
|
|
/// Recovery regime - transitioning from crisis
|
|
Recovery,
|
|
/// Bubble regime - unsustainable upward movement
|
|
Bubble,
|
|
/// Correction regime - temporary downward adjustment
|
|
Correction,
|
|
/// Custom regime with numeric identifier
|
|
Custom(usize),
|
|
}
|
|
|
|
impl Default for MarketRegime {
|
|
fn default() -> Self {
|
|
Self::Normal
|
|
}
|
|
}
|
|
|
|
impl fmt::Display for MarketRegime {
|
|
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
|
match self {
|
|
Self::Normal => write!(f, "Normal"),
|
|
Self::Crisis => write!(f, "Crisis"),
|
|
Self::Trending => write!(f, "Trending"),
|
|
Self::Sideways => write!(f, "Sideways"),
|
|
Self::Bull => write!(f, "Bull"),
|
|
Self::Bear => write!(f, "Bear"),
|
|
Self::HighVolatility => write!(f, "HighVolatility"),
|
|
Self::LowVolatility => write!(f, "LowVolatility"),
|
|
Self::Volatile => write!(f, "Volatile"),
|
|
Self::Calm => write!(f, "Calm"),
|
|
Self::Unknown => write!(f, "Unknown"),
|
|
Self::Recovery => write!(f, "Recovery"),
|
|
Self::Bubble => write!(f, "Bubble"),
|
|
Self::Correction => write!(f, "Correction"),
|
|
Self::Custom(id) => write!(f, "Custom({id})"),
|
|
}
|
|
}
|
|
}
|
|
|
|
/// Tick type enumeration for market data
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub enum TickType {
|
|
Trade,
|
|
Bid,
|
|
Ask,
|
|
Quote,
|
|
}
|
|
|
|
/// Market tick data structure - CANONICAL SINGLE SOURCE OF TRUTH
|
|
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
|
|
pub struct MarketTick {
|
|
pub symbol: Symbol,
|
|
pub price: Price,
|
|
pub size: Quantity,
|
|
pub timestamp: HftTimestamp,
|
|
pub tick_type: TickType,
|
|
pub exchange: String,
|
|
pub sequence_number: u64,
|
|
}
|
|
|
|
impl MarketTick {
|
|
/// Create a new market tick with current timestamp
|
|
pub fn new(
|
|
symbol: Symbol,
|
|
price: Price,
|
|
size: Quantity,
|
|
tick_type: TickType,
|
|
exchange: String,
|
|
sequence_number: u64,
|
|
) -> Result<Self, CommonError> {
|
|
Ok(Self {
|
|
symbol,
|
|
price,
|
|
size,
|
|
timestamp: HftTimestamp::now()?,
|
|
tick_type,
|
|
exchange,
|
|
sequence_number,
|
|
})
|
|
}
|
|
|
|
/// Create a new market tick with specified timestamp (for backtesting)
|
|
#[must_use]
|
|
pub const fn with_timestamp(
|
|
symbol: Symbol,
|
|
price: Price,
|
|
size: Quantity,
|
|
timestamp: HftTimestamp,
|
|
tick_type: TickType,
|
|
exchange: String,
|
|
sequence_number: u64,
|
|
) -> Self {
|
|
Self {
|
|
symbol,
|
|
price,
|
|
size,
|
|
timestamp,
|
|
tick_type,
|
|
exchange,
|
|
sequence_number,
|
|
}
|
|
}
|
|
}
|
|
|
|
/// Trading signal for algorithmic trading
|
|
#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
|
|
pub struct TradingSignal {
|
|
/// Signal ID
|
|
pub signal_id: Uuid,
|
|
/// Symbol this signal applies to
|
|
pub symbol: Symbol,
|
|
/// Signal strength (-1.0 to 1.0)
|
|
pub strength: f64,
|
|
/// Signal direction
|
|
pub direction: OrderSide,
|
|
/// Confidence level (0.0 to 1.0)
|
|
pub confidence: f64,
|
|
/// Signal generation timestamp
|
|
pub timestamp: HftTimestamp,
|
|
/// Signal source/strategy
|
|
pub source: String,
|
|
/// Additional metadata
|
|
pub metadata: std::collections::HashMap<String, String>,
|
|
}
|
|
|
|
impl TradingSignal {
|
|
/// Create a new trading signal
|
|
pub fn new(
|
|
symbol: Symbol,
|
|
strength: f64,
|
|
direction: OrderSide,
|
|
confidence: f64,
|
|
source: String,
|
|
) -> Result<Self, CommonTypeError> {
|
|
if !(0.0..=1.0).contains(&confidence) {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "confidence".to_owned(),
|
|
reason: "Confidence must be between 0.0 and 1.0".to_owned(),
|
|
});
|
|
}
|
|
if !(-1.0..=1.0).contains(&strength) {
|
|
return Err(CommonTypeError::ValidationError {
|
|
field: "strength".to_owned(),
|
|
reason: "Strength must be between -1.0 and 1.0".to_owned(),
|
|
});
|
|
}
|
|
|
|
Ok(Self {
|
|
signal_id: Uuid::new_v4(),
|
|
symbol,
|
|
strength,
|
|
direction,
|
|
confidence,
|
|
timestamp: HftTimestamp::now_common()?,
|
|
source,
|
|
metadata: std::collections::HashMap::new(),
|
|
})
|
|
}
|
|
|
|
/// Add metadata to the signal
|
|
#[must_use]
|
|
pub fn with_metadata(mut self, key: String, value: String) -> Self {
|
|
self.metadata.insert(key, value);
|
|
self
|
|
}
|
|
}
|
|
|
|
// =============================================================================
|
|
// HIGH-PERFORMANCE TYPES FOR COPY/CLONE OPTIMIZATION
|
|
// =============================================================================
|
|
|
|
/// Lightweight Order reference for high-performance contexts requiring Copy trait
|
|
///
|
|
/// This struct contains only the essential order data needed for performance-critical
|
|
/// operations like `SmallBatchRing` processing, while maintaining Copy semantics.
|
|
/// For full order details, use the complete Order struct.
|
|
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
|
|
pub struct OrderRef {
|
|
/// Order ID (u64 for performance)
|
|
pub id: u64,
|
|
/// Symbol hash for fast lookups
|
|
pub symbol_hash: u64,
|
|
/// Order side (Buy/Sell)
|
|
pub side: OrderSide,
|
|
/// Order type
|
|
pub order_type: OrderType,
|
|
/// Quantity (fixed-point u64)
|
|
pub quantity: u64,
|
|
/// Price (fixed-point u64, 0 for market orders)
|
|
pub price: u64,
|
|
/// Timestamp (nanoseconds since epoch)
|
|
pub timestamp: u64,
|
|
}
|
|
|
|
impl OrderRef {
|
|
/// Create `OrderRef` from a full Order struct
|
|
#[must_use]
|
|
pub fn from_order(order: &Order) -> Self {
|
|
Self {
|
|
id: order.id.value(),
|
|
symbol_hash: Self::hash_symbol(&order.symbol),
|
|
side: order.side,
|
|
order_type: order.order_type,
|
|
quantity: order.quantity.raw_value(),
|
|
price: order.price.map_or(0, |p| p.raw_value()),
|
|
timestamp: order.created_at.nanos(),
|
|
}
|
|
}
|
|
|
|
/// Create a limit order reference
|
|
#[must_use]
|
|
pub fn limit(symbol_hash: u64, side: OrderSide, quantity: u64, price: u64) -> Self {
|
|
Self {
|
|
id: OrderId::new().value(),
|
|
symbol_hash,
|
|
side,
|
|
order_type: OrderType::Limit,
|
|
quantity,
|
|
price,
|
|
timestamp: HftTimestamp::now_or_zero().nanos(),
|
|
}
|
|
}
|
|
|
|
/// Create a market order reference
|
|
#[must_use]
|
|
pub fn market(symbol_hash: u64, side: OrderSide, quantity: u64) -> Self {
|
|
Self {
|
|
id: OrderId::new().value(),
|
|
symbol_hash,
|
|
side,
|
|
order_type: OrderType::Market,
|
|
quantity,
|
|
price: 0,
|
|
timestamp: HftTimestamp::now_or_zero().nanos(),
|
|
}
|
|
}
|
|
|
|
/// Simple hash function for symbol strings (for performance)
|
|
fn hash_symbol(symbol: &Symbol) -> u64 {
|
|
use std::collections::hash_map::DefaultHasher;
|
|
use std::hash::{Hash, Hasher};
|
|
|
|
let mut hasher = DefaultHasher::new();
|
|
symbol.as_str().hash(&mut hasher);
|
|
hasher.finish()
|
|
}
|
|
|
|
/// Get quantity as Quantity type
|
|
#[must_use]
|
|
pub const fn get_quantity(&self) -> Quantity {
|
|
Quantity::from_raw(self.quantity)
|
|
}
|
|
|
|
/// Get price as Price type (None for market orders)
|
|
#[must_use]
|
|
pub const fn get_price(&self) -> Option<Price> {
|
|
if self.price == 0 {
|
|
None
|
|
} else {
|
|
Some(Price::from_raw(self.price))
|
|
}
|
|
}
|
|
|
|
/// Check if this is a buy order
|
|
#[must_use]
|
|
pub fn is_buy(&self) -> bool {
|
|
self.side == OrderSide::Buy
|
|
}
|
|
|
|
/// Check if this is a sell order
|
|
#[must_use]
|
|
pub fn is_sell(&self) -> bool {
|
|
self.side == OrderSide::Sell
|
|
}
|
|
|
|
/// Check if this is a market order
|
|
#[must_use]
|
|
pub fn is_market_order(&self) -> bool {
|
|
self.order_type == OrderType::Market || self.price == 0
|
|
}
|
|
|
|
/// Check if this is a limit order
|
|
#[must_use]
|
|
pub fn is_limit_order(&self) -> bool {
|
|
self.order_type == OrderType::Limit && self.price > 0
|
|
}
|
|
}
|
|
|
|
impl Default for OrderRef {
|
|
fn default() -> Self {
|
|
Self {
|
|
id: 0,
|
|
symbol_hash: 0,
|
|
side: OrderSide::Buy,
|
|
order_type: OrderType::Market,
|
|
quantity: 0,
|
|
price: 0,
|
|
timestamp: 0,
|
|
}
|
|
}
|
|
}
|