apple-quant-algorithmic 0.3.0

mod new_canceled;
mod new_partial_fill;
mod new_working;

use smallvec::SmallVec;
use thiserror::Error;

use crate::{
	backend::{OrderIdError, OrderIdGenerator, OrdersBackend},
	order_manager::{
		AssignRemoteOrderIdError, OrderManager, OrdersCapacitySpec,
		PendingClientActivateError, PendingRemoteProcessedError,
		RemoteCanceledRemoteOrderError, RemotePartialFillError,
		TransitionRemotePendingOrderError,
	},
	instrument::InstrumentSpec, timestamp::TickTimestamp, volume::DirectionalExposure,
};

use super::{DeferredOrderActions, StateGoal};

pub use new_canceled::*;
pub use new_partial_fill::*;
pub use new_working::*;

#[derive(Debug, Error)]
pub(crate) enum ApplyOrderStateUpdateError {
	#[error("{0:?}")]
	AssignRemoteOrderIdError(#[from] AssignRemoteOrderIdError),

	#[error("{0:?}")]
	TransitionRemotePendingOrderError(#[from] TransitionRemotePendingOrderError),

	#[error("{0:?}")]
	RemoteCanceledRemoteOrderError(#[from] RemoteCanceledRemoteOrderError),

	#[error("{0:?}")]
	RemotePartialFillError(#[from] RemotePartialFillError),

	#[error("{0:?}")]
	OrderId(#[from] OrderIdError),

	#[error("{0:?}")]
	PendingRemoteProcessed(#[from] PendingRemoteProcessedError),

	#[error("{0:?}")]
	PendingClientActivate(#[from] PendingClientActivateError),
}

pub(crate) trait ApplyOrderStateUpdate<IS: InstrumentSpec> {
	fn apply<
		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>,
		deferred_order_actions: &mut DeferredOrderActions<IS>,
		state_goal: &mut StateGoal,
	) -> impl Future<Output = Result<(), ApplyOrderStateUpdateError>>
	where
		IS: Send;
}

pub type OrderStateUpdateListInline<IS, const N: usize> = SmallVec<[OrderStateUpdate<IS>; N]>;

#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
pub enum OrderStateUpdate<IS: InstrumentSpec> {
	NewWorkingState(NewWorkingState),
	NewCanceledState(NewCanceledState),
	NewPartialFillState(NewPartialFillState<IS>),
}

impl<IS: InstrumentSpec> ApplyOrderStateUpdate<IS> for OrderStateUpdate<IS> {
	async fn apply<
		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>,
		deferred_order_actions: &mut DeferredOrderActions<IS>,
		state_goal: &mut StateGoal,
	) -> Result<(), ApplyOrderStateUpdateError>
	where
		IS: Send,
	{
		match self {
			Self::NewWorkingState(
				state,
			) => {
				state.apply(
					tick_timestamp,
					order_manager,
					orders_backend,
					order_id_generator,
					directional_exposure,
					deferred_order_actions,
					state_goal,
				).await
			},
			Self::NewCanceledState(
				state,
			) => {
				state.apply(
					tick_timestamp,
					order_manager,
					orders_backend,
					order_id_generator,
					directional_exposure,
					deferred_order_actions,
					state_goal,
				).await
			},
			Self::NewPartialFillState(
				state,
			) => {
				state.apply(
					tick_timestamp,
					order_manager,
					orders_backend,
					order_id_generator,
					directional_exposure,
					deferred_order_actions,
					state_goal,
				).await
			},
		}
	}
}