use crate::{orderflow::*, symbology::market::NormalizedMarketInfo};
use derive::FromValue;
use netidx_derive::Pack;
use rust_decimal::Decimal;
use serde_derive::{Deserialize, Serialize};
use std::ops::{Deref, DerefMut};
#[derive(Debug, Clone, Serialize, Deserialize, Pack)]
pub struct B2C2MarketInfo {
pub tick_size: Decimal,
pub step_size: Decimal,
pub is_delisted: bool,
}
impl NormalizedMarketInfo for B2C2MarketInfo {
fn tick_size(&self) -> Decimal {
self.tick_size
}
fn step_size(&self) -> Decimal {
self.step_size
}
fn is_delisted(&self) -> bool {
self.is_delisted
}
}
impl std::fmt::Display for B2C2MarketInfo {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "{}", serde_json::to_string_pretty(self).unwrap())?;
Ok(())
}
}
#[derive(Debug, Clone, Pack, FromValue, Serialize, Deserialize)]
pub enum B2C2Message {
Order(B2C2Order),
Reject(Reject),
Fill(B2C2Fill),
Out(Out),
ExchangeExternalFills(Vec<B2C2Fill>),
}
impl TryInto<B2C2Message> for &OrderflowMessage {
type Error = ();
fn try_into(self) -> Result<B2C2Message, ()> {
match self {
OrderflowMessage::Order(o) => Ok(B2C2Message::Order(B2C2Order { order: *o })),
OrderflowMessage::Cancel(_) => Err(()),
OrderflowMessage::Reject(r) => Ok(B2C2Message::Reject(r.clone())),
OrderflowMessage::Ack(_) => Err(()),
OrderflowMessage::Fill(f) => Ok(B2C2Message::Fill(B2C2Fill { fill: *f })),
OrderflowMessage::Out(o) => Ok(B2C2Message::Out(*o)),
}
}
}
impl TryInto<OrderflowMessage> for &B2C2Message {
type Error = ();
fn try_into(self) -> Result<OrderflowMessage, ()> {
match self {
B2C2Message::Order(o) => Ok(OrderflowMessage::Order(**o)),
B2C2Message::Reject(r) => Ok(OrderflowMessage::Reject(r.clone())),
B2C2Message::Fill(f) => Ok(OrderflowMessage::Fill(**f)),
B2C2Message::Out(o) => Ok(OrderflowMessage::Out(*o)),
B2C2Message::ExchangeExternalFills(..) => Err(()),
}
}
}
#[derive(Debug, Clone, Copy, Pack, Serialize, Deserialize)]
pub struct B2C2Order {
#[serde(flatten)]
pub order: Order,
}
impl From<Order> for B2C2Order {
fn from(order: Order) -> Self {
Self { order }
}
}
impl Deref for B2C2Order {
type Target = Order;
fn deref(&self) -> &Self::Target {
&self.order
}
}
impl DerefMut for B2C2Order {
fn deref_mut(&mut self) -> &mut Self::Target {
&mut self.order
}
}
#[derive(Debug, Clone, Pack, Serialize, Deserialize)]
pub struct B2C2Fill {
#[serde(flatten)]
pub fill: Result<Fill, AberrantFill>,
}
impl Deref for B2C2Fill {
type Target = Result<Fill, AberrantFill>;
fn deref(&self) -> &Self::Target {
&self.fill
}
}