openpit 0.11.0

// Copyright The Pit Project Owners. All rights reserved.
// SPDX-License-Identifier: Apache-2.0
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
//
// Please see https://openpit.dev and the OWNERS file for details.

use smallvec::SmallVec;

use crate::core::account_outcome::AccountOutcomeEntry;
use crate::param::{AccountGroupId, AccountId, Asset, Price};
use crate::pretrade::AccountBlock;
use crate::PnlState;

/// Per-policy result of [`crate::pretrade::PreTradePolicy::perform_pre_trade_check`].
///
/// Carries two independent payloads:
///
/// - `account_adjustments` - per-asset balance/held/incoming outcome entries
///   produced by the policy. The engine attaches the policy's
///   [`crate::pretrade::PolicyGroupId`] when assembling the final
///   [`crate::core::AccountAdjustmentOutcome`] list.
/// - `lock_prices` - prices the policy needs to persist for the order's
///   [`crate::pretrade::PreTradeLock`]. Each price is pushed under the policy's
///   [`crate::pretrade::PolicyGroupId`] in insertion order; the policy never sets the
///   group itself.
#[derive(Clone, Debug, Default)]
pub struct PolicyPreTradeResult {
    pub account_adjustments: SmallVec<[AccountOutcomeEntry; 1]>,
    pub lock_prices: SmallVec<[Price; 1]>,
}

impl PolicyPreTradeResult {
    /// Returns an empty value with no preallocated storage.
    pub fn empty() -> Self {
        Self::default()
    }

    /// Returns a value with the requested preallocated capacities.
    pub fn with_capacity(adjustments: usize, prices: usize) -> Self {
        Self {
            account_adjustments: SmallVec::with_capacity(adjustments),
            lock_prices: SmallVec::with_capacity(prices),
        }
    }
}

/// Per-policy result of [`crate::pretrade::PreTradePolicy::apply_account_adjustment`].
///
/// The engine attaches the producing policy's group tag to
/// `account_adjustments`, commits the accepted batch, then records every
/// `account_blocks` entry for the adjusted account before returning the batch
/// result.
#[derive(Clone, Debug, Default, PartialEq, Eq)]
pub struct PolicyAccountAdjustmentResult {
    /// Per-asset account outcomes produced by the policy.
    pub account_adjustments: Vec<AccountOutcomeEntry>,
    /// Account blocks reported after the policy accepted the adjustment.
    pub account_blocks: Vec<AccountBlock>,
}

/// Account block produced for an account selected by the engine.
///
/// The block remains account-agnostic so it can be reused on paths where the
/// caller already supplies the account. This outcome carries the identity for
/// operations whose affected accounts are discovered by the engine.
#[derive(Clone, Debug, PartialEq, Eq)]
pub struct AccountBlockOutcome {
    /// Account block inserted into engine state.
    pub block: AccountBlock,
    /// Account for which the engine inserted the block.
    pub account_id: AccountId,
}

/// Account-block outcomes for accounts selected by the engine.
#[derive(Clone, Debug, Default, PartialEq, Eq)]
pub struct AccountBlockOutcomes {
    /// Newly inserted blocks paired with their affected accounts.
    pub account_blocks: Vec<AccountBlockOutcome>,
}

/// Per-policy result of a runtime configuration operation.
///
/// A SpotFunds account-P&L force-set exposes its policy-reported breach or halt
/// block even when an existing first-cause block prevents a new insertion. The
/// engine processes every exposed block before returning without replacing an
/// existing cause. The caller supplies the affected account to this operation,
/// so the blocks do not repeat that identity.
#[derive(Clone, Debug, Default, PartialEq, Eq)]
pub struct PolicyConfigurationResult {
    /// Account blocks exposed by the accepted configuration operation.
    pub account_blocks: Vec<AccountBlock>,
}

/// Runtime configuration operation dispatched to a built-in policy.
#[doc(hidden)]
#[derive(Clone, Debug, PartialEq, Eq)]
#[allow(
    clippy::large_enum_variant,
    reason = "Retunes carry four selected barriers without an allocation."
)]
pub enum PolicyRuntimeConfiguration {
    /// Sets the account-scoped SpotFunds realized-PnL state.
    SetSpotFundsAccountPnl {
        /// Account whose state is being corrected.
        account_id: AccountId,
        /// Account-group membership observed for this operation.
        account_group_id: Option<AccountGroupId>,
        /// Effective account currency observed for this operation.
        account_currency: Option<Asset>,
        /// Replacement account PnL state.
        state: PnlState,
    },
    /// Checks only axes whose effective barrier changed during a retune.
    CheckSpotFundsPnlAxes {
        /// Account affected by the barrier change.
        account_id: AccountId,
        /// Account-group membership observed for this transition.
        account_group_id: Option<AccountGroupId>,
        /// Effective account currency observed for this transition.
        account_currency: Option<Asset>,
        /// Selected effective barriers in `SpotFundsPnlBoundsAxis::ALL` order.
        barriers: [Option<crate::pretrade::policies::SpotFundsPnlBoundsBarrier>; 4],
    },
}