openpit 0.5.0

Embeddable pre-trade risk SDK
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

// 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://github.com/openpitkit and the OWNERS file for details.

use crate::core::{AccountControl, AccountGroups, AccountGroupsHandle, GroupLookup};
use crate::param::{AccountGroupId, AccountId};
use crate::storage::{self, StorageBuilder};

/// Context of the current pre-trade operation.
///
/// Carries an [`AccountControl`] bound to the order's account so rollback
/// closures can record overflow blocks without repeating the account
/// identifier. The control is `None` when the order carries no recognizable
/// account identifier; in that case rollback closures must not call
/// [`AccountControl::block`].
///
/// Also exposes the order account's
/// [`AccountGroupId`](crate::param::AccountGroupId) through
/// [`account_group`](Self::account_group).
///
/// Operation arguments (order data, mutations) are passed as explicit method
/// arguments and intentionally do not live inside this context.
pub struct PreTradeContext<StorageFactory>
where
    StorageFactory: storage::LockingPolicyFactory + storage::CreateStorageFor<AccountId> + 'static,
{
    /// Per-account control bound to the order's account, or `None` when the
    /// account identifier could not be extracted from the order.
    pub account_control: Option<AccountControl<StorageFactory>>,
    group_lookup: GroupLookup<StorageFactory>,
}

impl<StorageFactory> PreTradeContext<StorageFactory>
where
    StorageFactory: storage::LockingPolicyFactory + storage::CreateStorageFor<AccountId> + 'static,
{
    pub(crate) fn with_groups(
        account_control: Option<AccountControl<StorageFactory>>,
        account_groups: AccountGroupsHandle<StorageFactory>,
        account: Option<AccountId>,
    ) -> Self {
        Self {
            account_control,
            group_lookup: GroupLookup::new(account_groups, account),
        }
    }

    /// Creates a standalone context for testing a [`PreTradePolicy`] outside an
    /// engine.
    ///
    /// The context is backed by an empty, private account-group registry and no
    /// bound account, so [`account_group`](Self::account_group) returns `None`.
    /// Inside the engine the registry is the engine's shared one; this
    /// constructor exists so policy authors can drive a policy's hooks directly
    /// in unit tests.
    ///
    /// [`PreTradePolicy`]: crate::pretrade::PreTradePolicy
    pub fn new(account_control: Option<AccountControl<StorageFactory>>) -> Self
    where
        StorageFactory: Default,
    {
        let builder = StorageBuilder::new(StorageFactory::default());
        let handle = AccountGroupsHandle::from_inner(StorageFactory::new_shared(
            AccountGroups::new(&builder),
        ));
        Self::with_groups(account_control, handle, None)
    }

    /// Returns the group of the order's account, or `None` when the account is
    /// absent or unregistered.
    ///
    /// The lookup is performed once and cached for the lifetime of this context.
    pub fn account_group(&self) -> Option<AccountGroupId> {
        self.group_lookup.group()
    }
}

impl<StorageFactory> crate::marketdata::AccountInfo for PreTradeContext<StorageFactory>
where
    StorageFactory: storage::LockingPolicyFactory + storage::CreateStorageFor<AccountId> + 'static,
{
    /// Delegates to [`PreTradeContext::account_group`]; the order account's
    /// group is the source consulted for group-level quote/TTL resolution.
    fn group(&self) -> Option<AccountGroupId> {
        self.account_group()
    }
}