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bullet_exchange_interface/
types.rs

1//! Simple types and enums.
2
3pub use rust_decimal::Decimal;
4
5use crate::string::CustomString;
6use crate::{define_enum, define_simple_enum, define_simple_type};
7
8pub const RESERVED_ORDER_ID: OrderId = OrderId(0); // 0 is reserved for OTC (liquidation) orders
9pub const RESERVED_TRADE_ID: TradeId = TradeId(0); // 0 is reserved for force settlement of positions
10pub const SPOT_MARKET_ID_OFFSET: u16 = 10_000;
11
12define_simple_type!(OrderId(u64));
13impl OrderId {
14    pub fn reserved() -> Self {
15        RESERVED_ORDER_ID
16    }
17
18    pub fn first_non_reserved() -> Self {
19        Self(RESERVED_ORDER_ID.0 + 1)
20    }
21
22    pub fn is_reserved(&self) -> bool {
23        self.0 == RESERVED_ORDER_ID.0
24    }
25}
26
27define_simple_type!(TradeId(u64));
28impl TradeId {
29    pub fn reserved() -> Self {
30        RESERVED_TRADE_ID
31    }
32
33    pub fn first_non_reserved() -> Self {
34        Self(RESERVED_TRADE_ID.0 + 1)
35    }
36
37    pub fn is_reserved(&self) -> bool {
38        self.0 == RESERVED_TRADE_ID.0
39    }
40}
41
42define_simple_type!(TriggerOrderId(u64));
43define_simple_type!(TwapId(u64));
44define_simple_type!(ClientOrderId(u64));
45define_simple_type!(AssetId(u16));
46define_simple_type!(MarketId(u16));
47impl MarketId {
48    pub fn kind(&self) -> MarketKind {
49        match self.0 {
50            id if id < SPOT_MARKET_ID_OFFSET => MarketKind::Perp,
51            _ => MarketKind::Spot,
52        }
53    }
54}
55
56define_simple_enum!(MarketKind{ Perp = 0, Spot = 1 });
57
58define_simple_enum!(Side{ Bid = 0, Ask = 1});
59impl Side {
60    pub fn reverse(&self) -> Self {
61        match self {
62            Side::Bid => Side::Ask,
63            Side::Ask => Side::Bid,
64        }
65    }
66}
67
68define_simple_enum! {
69    #[derive(strum::EnumIter)]
70    FeeTier {
71        Tier0,
72        Tier1,
73        Tier2,
74        Tier3,
75        Tier4,
76        Tier5,
77        Tier6,
78        Tier7,
79        Tier8,
80        Tier9
81    }
82}
83#[allow(clippy::derivable_impls)]
84impl Default for FeeTier {
85    fn default() -> Self {
86        Self::Tier0
87    }
88}
89define_simple_enum!(TriggerPriceCondition{Mark = 0, Oracle = 1, LastTrade = 2});
90define_simple_enum!(
91    #[derive(strum::EnumIter)]
92    TriggerDirection{ GreaterThanOrEqual = 0, LessThanOrEqual = 1}
93);
94define_simple_enum!(OrderType {
95    Limit = 0,
96    PostOnly = 1,
97    FillOrKill = 2,
98    ImmediateOrCancel = 3,
99    PostOnlySlide = 4, // TODO: Delete this
100    PostOnlyFront = 5  // TODO: Delete this
101});
102define_simple_enum!(SpotCollateralTransferDirection {
103    MarginToSpot = 0,
104    SpotToMargin = 1
105});
106define_simple_enum!(AdminType {
107    Protocol,
108    Funding,
109    Pricing,
110    FeeTier,
111    Credits,
112    Referrals
113});
114
115define_simple_type!(
116    #[cfg_attr(feature = "schema", derive(sov_universal_wallet::UniversalWallet))]
117    TokenId(CustomString)
118        + Debug
119);
120impl std::str::FromStr for TokenId {
121    type Err = ();
122    fn from_str(v: &str) -> Result<Self, Self::Err> {
123        Ok(Self(CustomString::from(v)))
124    }
125}
126
127define_simple_enum!(TradingMode{ Iso = 0, Cross = 1 });
128
129define_simple_enum!(BorrowType {
130    /// Internal borrows from trading operations (PnL, margin, etc.)
131    Internal = 0,
132    /// Unrealized loss borrow (synthetic)
133    UnrealizedLoss = 1,
134    /// User-initiated borrows with actual fund withdrawal
135    External = 2,
136});
137
138define_simple_enum!(RepayType {
139    /// Borrow repayment from PnL processing
140    PnlProcessing,
141    /// Borrow repayment from unrealized loss borrow rebalancing
142    Rebalance,
143    /// Borrow repayment from balance updates in the form of a deposit
144    BalanceUpdate,
145});
146
147define_simple_enum!(MarketTradingStatus {
148    /// It can be actively traded.
149    Active = 0,
150    /// It cannot be traded, but can be pruned or force settled.
151    /// Can go from Halted to Active, if the only action taken is pruning.
152    Halted = 1,
153    /// If force settling has started, the market enters Cleaning state.
154    /// Nothing else can be done here.
155    Cleaning = 2,
156    /// Once the market is cleaned, it can become active again or it can be safely deleted.
157    Cleaned = 3,
158});
159
160define_enum!(
161    enum TakeFromInsuranceFundReason {
162        LiquidateBorrowLendLiability,
163        LiquidateIsoPerpPosition(MarketId),
164    }
165);