use crate::{
backend::{OrderIdGenerator, OrdersBackend},
instrument::InstrumentSpec,
order::{
ActiveOrderGoals, ActiveStateGoal, OrderAction, OrderDependency, RemoteOrder,
RemoteOrderTracker, RemoteTimingCondition, TriggerError,
},
order_manager::{OrderManager, OrdersCapacitySpec},
price::BidAskPriceSpread,
timestamp::TickTimestamp,
volume::DirectionalExposure,
};
use super::RemoteOrderAction;
#[derive(Debug, Clone, PartialEq, Eq, Hash)]
pub struct SubmitRemoteOrder<IS: InstrumentSpec> {
pub remote_order_tracker: RemoteOrderTracker<IS>,
pub remote_order: RemoteOrder<IS>,
pub dependencies: Vec<(
RemoteTimingCondition,
RemoteOrderAction<IS>,
)>,
}
impl<IS: InstrumentSpec> SubmitRemoteOrder<IS> {
pub(crate) fn parent_processed(
&mut self,
bid_ask_price_spread: &BidAskPriceSpread<IS>,
) {
self.remote_order
.parent_processed(bid_ask_price_spread);
}
pub(crate) fn into_order_action(self) -> OrderAction<IS> {
self.into()
}
}
impl<IS: InstrumentSpec> OrderDependency<IS> for SubmitRemoteOrder<IS> {
async fn trigger<OB: OrdersBackend<IS>, CS: OrdersCapacitySpec>(
&self,
tick_timestamp: &TickTimestamp,
order_manager: &mut OrderManager<IS, CS>,
orders_backend: &mut OB,
order_id_generator: &mut OrderIdGenerator,
directional_exposure: &mut DirectionalExposure<IS>,
active_order_goals: &mut ActiveOrderGoals<IS>,
active_state_goal: &mut ActiveStateGoal,
) -> Result<(), TriggerError>
where
IS: Send,
{
let Self {
remote_order_tracker,
remote_order,
dependencies,
} = self;
order_manager
.pending_remote_orders
.submit(
directional_exposure,
orders_backend,
tick_timestamp,
remote_order_tracker.clone(),
remote_order.clone(),
dependencies.iter().cloned(),
)
.await?;
Ok(())
}
}