betex 0.32.0

//! Shared types for order book implementations.

use crate::{
    book::protocol::{
        command::{Persistence, Side},
        reject::RejectReason,
    },
    types::*,
};
use std::collections::VecDeque;

// ============================================================================
// Market State
// ============================================================================

/// Book-local market states (single market per book).
#[derive(
    Debug,
    Clone,
    Copy,
    PartialEq,
    Eq,
    Hash,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
    strum::Display,
    strum::AsRefStr,
)]
#[serde(rename_all = "SCREAMING_SNAKE_CASE")]
#[strum(serialize_all = "SCREAMING_SNAKE_CASE")]
pub enum BookMarketState {
    /// Trading is open.
    Open,
    /// Temporarily halted (not matchable)
    Suspended,
    /// Administratively halted (not matchable; cancellations allowed)
    Halted,
    /// Event finished; close batch may still be draining (not matchable)
    Closed,
    /// Deactivated (not matchable; lifecycle behavior mirrors suspended)
    Deactivated,
}

impl BookMarketState {
    /// Whether matching is allowed in this state.
    pub fn is_matchable(self) -> bool {
        matches!(self, Self::Open)
    }

    /// Whether the market is terminal (reject all commands that mutate trading state).
    pub fn is_terminal(self) -> bool {
        matches!(self, Self::Closed)
    }

    /// Whether the market is administratively halted.
    pub fn is_halted(self) -> bool {
        matches!(self, Self::Halted)
    }

    /// An `InPlayCapable` market may only start in `PreAwaitLive` when created `Open`
    /// or `Suspended`; otherwise this defers to `MarketKind::supports_phase`.
    /// Terminal states are never valid.
    pub fn supports_initial_phase_for(
        self,
        market_kind: MarketKind,
        market_phase: MarketPhase,
    ) -> bool {
        if self.is_terminal() {
            return false;
        }
        if market_kind == MarketKind::InPlayCapable && market_phase == MarketPhase::PreAwaitLive {
            return matches!(self, Self::Open | Self::Suspended | Self::Deactivated);
        }
        market_kind.supports_phase(market_phase)
    }
}

#[track_caller]
pub fn assert_kind_supports_phase(market_kind: MarketKind, market_phase: MarketPhase) {
    assert!(
        market_kind.supports_phase(market_phase),
        "market kind {market_kind:?} does not support phase {market_phase:?}"
    );
}

/// Validates whether an await-live or go-live command may run in the current lifecycle state.
pub fn ensure_phase_command_allowed_state(state: BookMarketState) -> Result<(), RejectReason> {
    match state {
        BookMarketState::Open
        | BookMarketState::Suspended
        | BookMarketState::Halted
        | BookMarketState::Deactivated => Ok(()),
        BookMarketState::Closed => Err(RejectReason::MarketTerminal),
    }
}

/// Rejects order-entry commands when the market is not currently matchable.
pub fn ensure_can_accept_new_orders(state: BookMarketState) -> Result<(), RejectReason> {
    if state.is_matchable() {
        Ok(())
    } else {
        Err(RejectReason::MarketNotOpen)
    }
}

/// Returns `Err(NoChange)` when the book is already in the requested state.
pub fn ensure_state_change(
    current: BookMarketState,
    to: BookMarketState,
) -> Result<(), crate::book::protocol::reject::RejectReason> {
    if current == to {
        return Err(crate::book::protocol::reject::RejectReason::NoChange);
    }
    Ok(())
}

#[cfg(test)]
mod tests {
    use super::{BookMarketState, ensure_phase_command_allowed_state};
    use crate::{
        book::protocol::reject::RejectReason,
        types::{MarketKind, MarketPhase},
    };

    #[test]
    fn phase_command_allows_pre_close_states() {
        for state in [
            BookMarketState::Open,
            BookMarketState::Suspended,
            BookMarketState::Halted,
            BookMarketState::Deactivated,
        ] {
            assert_eq!(ensure_phase_command_allowed_state(state), Ok(()));
        }
    }

    #[test]
    fn phase_command_rejects_terminal_states() {
        assert_eq!(
            ensure_phase_command_allowed_state(BookMarketState::Closed),
            Err(RejectReason::MarketTerminal)
        );
    }

    #[test]
    fn open_or_suspended_in_play_capable_market_may_start_in_pre_await_live() {
        assert!(
            BookMarketState::Suspended
                .supports_initial_phase_for(MarketKind::InPlayCapable, MarketPhase::PreAwaitLive)
        );
        assert!(
            BookMarketState::Deactivated
                .supports_initial_phase_for(MarketKind::InPlayCapable, MarketPhase::PreAwaitLive)
        );
        assert!(
            BookMarketState::Open
                .supports_initial_phase_for(MarketKind::InPlayCapable, MarketPhase::PreAwaitLive)
        );
        assert!(
            !BookMarketState::Closed
                .supports_initial_phase_for(MarketKind::InPlayCapable, MarketPhase::PreAwaitLive)
        );
    }
}

// ============================================================================
// Batch Process
// ============================================================================

#[derive(
    Debug,
    Clone,
    Copy,
    PartialEq,
    Eq,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
)]
#[serde(rename_all = "SCREAMING_SNAKE_CASE")]
pub enum BatchMode {
    FilteredCancel,
    Close,
    SuspendLapse,
    InPlayLapse,
}

#[derive(
    Debug,
    Clone,
    PartialEq,
    Eq,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
)]
pub enum BatchProcessTarget {
    AllLiveOrders,
    LapseOrders,
    Filtered {
        started_at_ms: i64,
        from_created_at_inclusive_ms: Option<i64>,
        to_created_at_inclusive_ms: Option<i64>,
        account_filter: Option<AccountId>,
        runner_filter: Option<RunnerId>,
    },
}

#[derive(
    Debug,
    Clone,
    PartialEq,
    Eq,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
)]
pub enum BatchProcessContext {
    None,
    Close { total_live_orders: u64 },
}

#[derive(
    Debug,
    Clone,
    PartialEq,
    Eq,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
)]
pub struct BatchProcessState {
    pub batch_mode: BatchMode,
    pub batch_max_events: u16,
    pub cursor_after: Option<OrderId>,
    pub processed_total: u64,
    pub chunks_done: u32,
    pub target: BatchProcessTarget,
    pub detail: Option<String>,
    pub context: BatchProcessContext,
}

impl BatchProcessState {
    pub fn close(batch_max_events: u16, total_live_orders: u64) -> Self {
        Self {
            batch_mode: BatchMode::Close,
            batch_max_events,
            cursor_after: None,
            processed_total: 0,
            chunks_done: 0,
            target: BatchProcessTarget::AllLiveOrders,
            detail: None,
            context: BatchProcessContext::Close { total_live_orders },
        }
    }

    #[allow(clippy::too_many_arguments)]
    pub fn cancel(
        batch_max_events: u16,
        started_at_ms: i64,
        from_created_at_inclusive_ms: Option<i64>,
        to_created_at_inclusive_ms: Option<i64>,
        account_filter: Option<AccountId>,
        runner_filter: Option<RunnerId>,
        detail: String,
    ) -> Self {
        Self {
            batch_mode: BatchMode::FilteredCancel,
            batch_max_events,
            cursor_after: None,
            processed_total: 0,
            chunks_done: 0,
            target: BatchProcessTarget::Filtered {
                started_at_ms,
                from_created_at_inclusive_ms,
                to_created_at_inclusive_ms,
                account_filter,
                runner_filter,
            },
            detail: Some(detail),
            context: BatchProcessContext::None,
        }
    }

    pub fn lapse(batch_max_events: u16, batch_mode: BatchMode) -> Self {
        debug_assert!(matches!(
            batch_mode,
            BatchMode::SuspendLapse | BatchMode::InPlayLapse
        ));
        Self {
            batch_mode,
            batch_max_events,
            cursor_after: None,
            processed_total: 0,
            chunks_done: 0,
            target: BatchProcessTarget::LapseOrders,
            detail: None,
            context: BatchProcessContext::None,
        }
    }

    #[inline]
    pub fn is_close(&self) -> bool {
        self.batch_mode == BatchMode::Close
    }

    #[inline]
    pub fn retarget(
        &mut self,
        batch_mode: BatchMode,
        batch_max_events: u16,
        target: BatchProcessTarget,
        detail: Option<String>,
        context: BatchProcessContext,
    ) {
        self.batch_mode = batch_mode;
        self.batch_max_events = batch_max_events;
        self.cursor_after = None;
        self.processed_total = 0;
        self.chunks_done = 0;
        self.target = target;
        self.detail = detail;
        self.context = context;
    }

    pub fn record_chunk(&mut self, cursor_after: Option<OrderId>, processed_count: u64) {
        self.cursor_after = cursor_after;
        self.processed_total = self.processed_total.saturating_add(processed_count);
        self.chunks_done = self.chunks_done.saturating_add(1);
    }
}

// ============================================================================
// Order Types
// ============================================================================

/// Order lifecycle as owned by the book.
#[derive(
    Debug,
    Clone,
    Copy,
    PartialEq,
    Eq,
    Hash,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
    strum::Display,
    strum::AsRefStr,
)]
pub enum BookOrderState {
    ExecutableUnmatched,
    ExecutablePartiallyMatched,
    ExecutionComplete,
    Cancelled,
    Lapsed,
}

/// Signed money for P&L calculations.
#[derive(
    Debug,
    Clone,
    Copy,
    PartialEq,
    Eq,
    PartialOrd,
    Ord,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
)]
pub struct SignedMoney(pub i64);

impl SignedMoney {
    pub fn zero() -> Self {
        Self(0)
    }
}

// ============================================================================
// Book Order
// ============================================================================

/// Canonical order metadata shared across books.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct BookOrderInfo {
    pub order_id: OrderId,
    pub account_id: AccountId,
    pub correlation_id: Option<CorrelationId>,
    pub side: Side,
    pub state: BookOrderState,
    pub created_at: DateTime,
    pub last_updated_at: DateTime,
}

/// Canonical order representation stored by the book.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct BookOrder {
    pub info: BookOrderInfo,
    pub runner_id: RunnerId,
    pub price: OddsX10000,
    pub stake: Money,
    pub matched: Money,
    pub persistence: Persistence,
}

impl BookOrder {
    /// Remaining unmatched stake.
    pub fn remaining(&self) -> Money {
        Money(self.stake.0.saturating_sub(self.matched.0).max(0))
    }
}

// ============================================================================
// Market Depth
// ============================================================================

/// Price and size at a single level.
#[derive(Debug, Clone, Copy, PartialEq, Eq, serde::Serialize, serde::Deserialize)]
pub struct PriceSize {
    pub price: OddsX10000,
    pub size: Money,
}

/// Available prices for a runner.
#[derive(Debug, Clone, Default)]
pub struct RunnerPrices {
    pub runner_id: RunnerId,
    pub available_to_back: Vec<PriceSize>,
    pub available_to_lay: Vec<PriceSize>,
}

/// Price and size for prediction markets (canonical YES-only).
#[derive(
    Debug,
    Clone,
    Copy,
    PartialEq,
    Eq,
    serde::Serialize,
    serde::Deserialize,
    rkyv::Archive,
    rkyv::Serialize,
    rkyv::Deserialize,
)]
pub struct BinaryPriceSize {
    pub price_ticks: u16,
    pub size_shares: u64,
}

/// Depth snapshot for a canonical YES-only prediction market.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct BinaryDepth {
    pub max_price_ticks: u16,
    /// Bid levels (highest `price_ticks` first).
    pub bids: Vec<BinaryPriceSize>,
    /// Ask levels (lowest `price_ticks` first).
    pub asks: Vec<BinaryPriceSize>,
}

// ============================================================================
// Price Level (internal)
// ============================================================================

/// Internal per-price FIFO queue.
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
pub struct PriceLevel {
    pub fifo: VecDeque<OrderId>,
    pub total_remaining: Money,
}

impl PriceLevel {
    pub fn new() -> Self {
        Self {
            fifo: VecDeque::new(),
            total_remaining: Money::zero(),
        }
    }
}

impl Default for PriceLevel {
    fn default() -> Self {
        Self::new()
    }
}