openpit 0.8.2

// 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.

//! Small constructors for [`Reject`] / [`AccountBlock`] values used by
//! [`SpotFundsPolicy`](super::SpotFundsPolicy).

use crate::param::{Asset, PositionSize};
use crate::pretrade::policy::{field_access_error_account_adjustment_reject, PolicyName};
use crate::pretrade::{AccountBlock, Reject, RejectCode, RejectScope, Rejects};
use crate::PnlHaltReason;

/// Blocks the account when `barrier` is denominated in another currency than
/// the effective account currency it was resolved with.
///
/// Callers must pass the effective currency the barrier was resolved with.
/// `SpotFundsSettings::pnl_barrier_for` already drops group and global
/// barriers whose currency does not match, so a mismatch reaching here can only
/// come from an account-scope barrier, which always controls its account and
/// therefore faults instead of being skipped. No provenance: the mismatch is a
/// static configuration condition, independent of the asserted mutation, so a
/// rollback must not clear it.
pub(super) fn account_pnl_barrier_currency_mismatch_block(
    account_currency: Option<&Asset>,
    barrier: &super::SpotFundsPnlBoundsBarrier,
) -> Option<AccountBlock> {
    let account_currency = account_currency.filter(|currency| *currency != &barrier.currency)?;
    Some(
        super::super::pnl_bounds::pnl_barrier_currency_mismatch_account_block(
            super::SPOT_FUNDS_POLICY_NAME,
            format!(
                "account currency {account_currency}, barrier currency {}",
                barrier.currency,
            ),
        ),
    )
}

pub(super) fn account_pnl_block_for_state(
    account_currency: Option<&Asset>,
    state: crate::PnlState,
    barrier: &super::SpotFundsPnlBoundsBarrier,
    provenance: Option<u64>,
) -> Option<AccountBlock> {
    if let Some(block) = account_pnl_barrier_currency_mismatch_block(account_currency, barrier) {
        return Some(block);
    }
    let block = match state {
        crate::PnlState::Value(absolute) => {
            let sides = super::super::pnl_bounds::breached_sides(
                barrier.lower_bound,
                barrier.upper_bound,
                absolute,
            );
            (!sides.is_empty()).then(|| {
                super::super::pnl_bounds::pnl_breach_account_block(
                    super::SPOT_FUNDS_POLICY_NAME,
                    super::super::pnl_bounds::barrier_breach_details(
                        &sides,
                        barrier.lower_bound,
                        barrier.upper_bound,
                        absolute,
                        "currency",
                        &barrier.currency,
                    ),
                )
            })
        }
        crate::PnlState::Halted(reason) => Some(account_pnl_halted_block(
            super::SPOT_FUNDS_POLICY_NAME,
            reason,
        )),
    };
    block.map(|block| block.with_provenance(provenance))
}

pub(super) fn insufficient_funds_reject(
    policy: &str,
    asset: &Asset,
    available: PositionSize,
    requested: PositionSize,
) -> Reject {
    Reject::new(
        policy,
        RejectScope::Order,
        RejectCode::InsufficientFunds,
        "spot funds insufficient",
        format!("asset {asset}: available {available}, requested {requested}"),
    )
}

pub(super) fn adj_field<P: PolicyName + ?Sized, T>(
    policy: &P,
    name: &str,
    result: Result<T, crate::RequestFieldAccessError>,
) -> Result<T, Rejects> {
    result.map_err(|e| {
        Rejects::from(field_access_error_account_adjustment_reject(
            policy, name, &e,
        ))
    })
}

pub(super) fn order_value_calculation_failed_reject(
    policy: &str,
    details: impl Into<String>,
) -> Reject {
    Reject::new(
        policy,
        RejectScope::Order,
        RejectCode::OrderValueCalculationFailed,
        "order value calculation failed",
        details.into(),
    )
}

pub(super) fn account_pnl_halted_block(policy: &str, reason: PnlHaltReason) -> AccountBlock {
    AccountBlock::new(
        policy,
        RejectCode::PnlKillSwitchTriggered,
        "account pnl calculation halted",
        format!("halt reason {reason:?}"),
    )
}

pub(super) fn arithmetic_overflow_reject(
    policy: &str,
    scope: RejectScope,
    details: impl Into<String>,
) -> Reject {
    Reject::new(
        policy,
        scope,
        RejectCode::ArithmeticOverflow,
        "arithmetic overflow",
        details.into(),
    )
}

pub(super) fn arithmetic_overflow_account_block(
    policy: &str,
    details: impl Into<String>,
) -> AccountBlock {
    AccountBlock::new(
        policy,
        RejectCode::ArithmeticOverflow,
        "arithmetic overflow",
        details.into(),
    )
}

pub(super) fn account_adjustment_bounds_exceeded_reject(
    policy: &str,
    asset: &Asset,
    field: &str,
    actual: PositionSize,
    lower: Option<PositionSize>,
    upper: Option<PositionSize>,
) -> Reject {
    Reject::new(
        policy,
        RejectScope::Account,
        RejectCode::AccountAdjustmentBoundsExceeded,
        "account adjustment bounds exceeded",
        format!(
            "asset {asset}: {field} {actual}, \
             lower {lower:?}, upper {upper:?}"
        ),
    )
}