architect_api/cpty/
mod.rs

1use crate::{
2    folio::{AccountBalances, AccountPositions, AccountStatistics},
3    orderflow::{Cancel, Order},
4    symbology::{ExecutionInfo, ExecutionVenue, TradableProduct},
5    AccountId, AccountIdOrName, UserId,
6};
7use derive::grpc;
8use schemars::JsonSchema;
9use serde::{Deserialize, Serialize};
10use std::collections::BTreeMap;
11use uuid::Uuid;
12
13pub mod cpty_id;
14
15pub use cpty_id::CptyId;
16
17#[grpc(package = "json.architect")]
18#[grpc(service = "Cpty", name = "cpty", response = "CptyResponse", server_streaming)]
19#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
20#[serde(tag = "t", rename_all = "snake_case")]
21/// <!-- py: tag=t -->
22pub enum CptyRequest {
23    #[schemars(title = "Login|CptyLoginRequest")]
24    Login(CptyLoginRequest),
25    #[schemars(title = "Logout|CptyLogoutRequest")]
26    Logout(CptyLogoutRequest),
27    #[schemars(title = "PlaceOrder|Order")]
28    PlaceOrder(Order),
29    #[schemars(title = "PlaceBatchOrder|BatchOrder")]
30    PlaceBatchOrder { orders: Vec<Order> },
31    #[schemars(title = "CancelOrder")]
32    CancelOrder { cancel: Cancel, original_order: Option<Order> },
33    #[schemars(title = "CancelAllOrders")]
34    CancelAllOrders {
35        cancel_id: Uuid,
36        trader: Option<UserId>,
37        account: Option<AccountId>,
38    },
39    #[schemars(title = "BatchCancelOrders")]
40    BatchCancelOrders { cancels: Vec<Cancel>, original_orders: Vec<Option<Order>> },
41}
42
43#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
44pub struct CptyLoginRequest {
45    pub trader: UserId,
46    pub account: AccountId,
47}
48
49#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
50pub struct CptyLogoutRequest {}
51
52#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
53#[serde(tag = "t", rename_all = "snake_case")]
54/// <!-- py: tag=t -->
55pub enum CptyResponse {
56    #[serde(rename = "xs")]
57    #[schemars(title = "Symbology")]
58    Symbology {
59        execution_info:
60            BTreeMap<TradableProduct, BTreeMap<ExecutionVenue, ExecutionInfo>>,
61    },
62    #[serde(rename = "ro")]
63    #[schemars(title = "ReconcileOrder|Order")]
64    ReconcileOrder(Order),
65    #[serde(rename = "oo")]
66    #[schemars(title = "ReconcileOpenOrders")]
67    ReconcileOpenOrders {
68        orders: Vec<Order>,
69        snapshot_for_account: Option<AccountIdOrName>,
70    },
71    #[serde(rename = "as")]
72    #[schemars(title = "UpdateAccountSummary")]
73    UpdateAccountSummary {
74        account: AccountIdOrName,
75        timestamp: i64,
76        timestamp_ns: u32,
77        #[serde(default)]
78        balances: Option<AccountBalances>,
79        #[serde(default)]
80        positions: Option<AccountPositions>,
81        #[serde(default)]
82        statistics: Option<AccountStatistics>,
83        is_snapshot: bool,
84    },
85}
86
87#[grpc(package = "json.architect")]
88#[grpc(service = "Cpty", name = "cpty_status", response = "CptyStatus")]
89#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
90pub struct CptyStatusRequest {
91    pub kind: String,
92    pub instance: Option<String>,
93}
94
95#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
96pub struct CptyStatus {
97    pub kind: String,
98    pub instance: Option<String>,
99    pub connected: bool,
100    /// Not applicable to cpty if None
101    pub logged_in: Option<bool>,
102    pub stale: bool,
103    pub connections: BTreeMap<String, ConnectionStatus>,
104}
105
106impl CptyStatus {
107    pub fn new(id: CptyId) -> Self {
108        Self {
109            kind: id.kind.to_string(),
110            instance: id.instance.map(|s| s.to_string()),
111            connected: true,
112            logged_in: None,
113            stale: false,
114            connections: BTreeMap::new(),
115        }
116    }
117}
118
119#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
120pub struct ConnectionStatus {
121    pub connected: bool,
122    /// Not applicable to connection if None
123    pub logged_in: Option<bool>,
124    /// UNIX epoch time or -1 for never
125    pub last_heartbeat: i64,
126    /// Stale threshold in seconds, or -1 for never stale
127    pub last_heartbeat_stale_threshold: i64,
128}
129
130#[grpc(package = "json.architect")]
131#[grpc(service = "Cpty", name = "cptys", response = "CptysResponse")]
132#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
133pub struct CptysRequest {}
134
135#[derive(Debug, Clone, Serialize, Deserialize, JsonSchema)]
136pub struct CptysResponse {
137    pub cptys: Vec<CptyStatus>,
138}
architect_api/cpty/mod.rs

architect_api/cpty/
mod.rs
