apple-quant-algorithmic 0.2.0

use crate::{
	backend::{LocalOrderId, OrderIdGenerator, OrdersBackend},
	instrument::InstrumentSpec,
	order::{ActiveOrderGoals, ActiveStateGoal, OrderDependency, TriggerError},
	order_manager::{OrderManager, OrdersCapacitySpec},
	timestamp::TickTimestamp,
	volume::DirectionalExposure,
};

#[derive(Debug, Clone, PartialEq, Eq, Hash)]
pub struct CancelClientOrder {
	pub local_order_id: LocalOrderId,
}

impl<IS: InstrumentSpec> OrderDependency<IS> for CancelClientOrder {
	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,
	{
		order_manager
			.pending_client_orders
			.remove(
				directional_exposure,
				&self.local_order_id,
			)?;

		Ok(())
	}
}