use crate::prelude::*;
use byteserde::prelude::*;
use byteserde_derive::{ByteDeserializeSlice, ByteSerializeStack, ByteSerializedLenOf};
use serde::{Deserialize, Serialize};
use super::_04_modify_order::ModifiableOrder;
// page 5 from https://nasdaqtrader.com/content/technicalsupport/specifications/TradingProducts/Ouch5.0.pdf
// Firm
// MinQty
// CustomerType
// MaxFloor
// PriceType
// PegOffset
// DiscretionPrice
// DiscretionPriceType
// DiscretionPegOffset
// PostOnly
// RandomReserves
// Route
// ExpireTime
// TradeNow
// HandleInst
// GroupID
// SharesLocated
#[derive(ByteSerializeStack, ByteDeserializeSlice, ByteSerializedLenOf, Serialize, Deserialize, PartialEq, Clone, Copy, Debug, Default)]
#[byteserde(peek(1, 1))] // peek(start, len) -> peek one byte after skipping one
pub struct EnterOrderAppendage {
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(Firm::tag_as_slice()))]
pub firm: Option<TagValueElement<Firm>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(MinQty::tag_as_slice()))]
pub min_qty: Option<TagValueElement<MinQty>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(CustomerType::tag_as_slice()))]
pub customer_type: Option<TagValueElement<CustomerType>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(MaxFloor::tag_as_slice()))]
pub max_floor: Option<TagValueElement<MaxFloor>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(PriceType::tag_as_slice()))]
pub price_type: Option<TagValueElement<PriceType>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(PegOffset::tag_as_slice()))]
pub peg_offset: Option<TagValueElement<PegOffset>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(DiscretionPrice::tag_as_slice()))]
pub discretion_price: Option<TagValueElement<DiscretionPrice>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(DiscretionPriceType::tag_as_slice()))]
pub discretion_price_type: Option<TagValueElement<DiscretionPriceType>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(DiscretionPegOffset::tag_as_slice()))]
pub discretion_peg_offset: Option<TagValueElement<DiscretionPegOffset>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(PostOnly::tag_as_slice()))]
pub post_only: Option<TagValueElement<PostOnly>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(RandomReserves::tag_as_slice()))]
pub random_reserves: Option<TagValueElement<RandomReserves>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(Route::tag_as_slice()))]
pub route: Option<TagValueElement<Route>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(ExpireTime::tag_as_slice()))]
pub expire_time: Option<TagValueElement<ExpireTime>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(TradeNow::tag_as_slice()))]
pub trade_now: Option<TagValueElement<TradeNow>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(HandleInst::tag_as_slice()))]
pub handle_inst: Option<TagValueElement<HandleInst>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(GroupId::tag_as_slice()))]
pub group_id: Option<TagValueElement<GroupId>>,
#[serde(skip_serializing_if = "Option::is_none")]
#[byteserde(eq(SharesLocated::tag_as_slice()))]
pub shares_located: Option<TagValueElement<SharesLocated>>,
}
#[derive(ByteSerializeStack, ByteDeserializeSlice, ByteSerializedLenOf, Serialize, Deserialize, PartialEq, Clone, Debug)]
#[byteserde(endian = "be")]
#[serde(from = "EnterOrderJsonDesShadow")]
pub struct EnterOrder {
#[serde(default, skip_serializing)]
packet_type: PacketTypeEnterOrder,
pub user_ref_number: UserRefNumber,
pub side: Side,
pub quantity: Quantity,
pub symbol: Symbol,
pub price: Price,
pub time_in_force: TimeInForce,
pub display: Display,
pub capacity: Capacity,
pub int_mkt_sweep_eligibility: IntMktSweepEligibility,
pub cross_type: CrossType,
pub clt_order_id: CltOrderId,
#[serde(skip)]
#[byteserde(replace( appendages.byte_len() ))]
appendage_length: u16,
#[byteserde(deplete(appendage_length))]
pub appendages: EnterOrderAppendage,
}
impl EnterOrder {
#[allow(clippy::too_many_arguments)]
#[inline]
pub fn new(
user_ref_number: UserRefNumber,
quantity: Quantity,
symbol: Symbol,
price: Price,
time_in_force: TimeInForce,
display: Display,
capacity: Capacity,
int_mkt_sweep_eligibility: IntMktSweepEligibility,
cross_type: CrossType,
clt_order_id: CltOrderId,
appendages: EnterOrderAppendage,
) -> Self {
Self {
packet_type: PacketTypeEnterOrder::default(),
user_ref_number,
side: Side::buy(),
quantity,
symbol,
price,
time_in_force,
display,
capacity,
int_mkt_sweep_eligibility,
cross_type,
clt_order_id,
appendage_length: appendages.byte_len() as u16,
appendages,
}
}
}
impl Default for EnterOrder {
/// Buy 100 shares of DUMMY at 1.2345
#[inline(always)]
fn default() -> Self {
let appendages = EnterOrderAppendage {
firm: Some(b"????".into()),
min_qty: Some(0.into()),
customer_type: Some(CustomerType::default().into()),
max_floor: Some(0.into()),
price_type: Some(PriceType::default().into()),
peg_offset: Some((-1.1234).into()),
discretion_price: Some(0.into()),
discretion_price_type: Some(DiscretionPriceType::default().into()),
discretion_peg_offset: Some((-1.1234).into()),
post_only: Some(PostOnly::default().into()),
random_reserves: Some(RandomReserves::default().into()),
route: Some(b"????".into()),
expire_time: Some(ExpireTime::default().into()),
trade_now: Some(TradeNow::default().into()),
handle_inst: Some(HandleInst::default().into()),
group_id: Some(GroupId::default().into()),
shares_located: Some(SharesLocated::default().into()),
};
Self {
packet_type: PacketTypeEnterOrder::default(),
user_ref_number: UserRefNumberGenerator::default().next().unwrap(),
side: Side::buy(),
quantity: Quantity::from(100),
symbol: Symbol::from(b"DUMMY".as_slice()),
price: Price::from(1.2345),
time_in_force: TimeInForce::market_hours(),
display: Display::visible(),
capacity: Capacity::agency(),
int_mkt_sweep_eligibility: IntMktSweepEligibility::eligible(),
cross_type: CrossType::continuous_market(),
clt_order_id: CltOrderIdIterator::default().next().unwrap(),
appendage_length: appendages.byte_len() as u16,
appendages,
}
}
}
impl CancelableOrder for EnterOrder {
fn user_ref_number(&self) -> UserRefNumber {
self.user_ref_number
}
fn quantity(&self) -> Quantity {
self.quantity
}
fn cl_ord_id(&self) -> CltOrderId {
self.clt_order_id
}
}
impl ModifiableOrder for EnterOrder {
fn quantity(&self) -> Quantity {
self.quantity
}
fn side(&self) -> Side {
self.side
}
fn user_ref_number(&self) -> UserRefNumber {
self.user_ref_number
}
}
#[derive(Deserialize)]
struct EnterOrderJsonDesShadow {
user_ref_number: UserRefNumber,
side: Side,
quantity: Quantity,
symbol: Symbol,
price: Price,
time_in_force: TimeInForce,
display: Display,
capacity: Capacity,
int_mkt_sweep_eligibility: IntMktSweepEligibility,
cross_type: CrossType,
clt_order_id: CltOrderId,
appendages: EnterOrderAppendage,
}
impl From<EnterOrderJsonDesShadow> for EnterOrder {
fn from(shadow: EnterOrderJsonDesShadow) -> Self {
Self {
packet_type: PacketTypeEnterOrder::default(),
user_ref_number: shadow.user_ref_number,
side: shadow.side,
quantity: shadow.quantity,
symbol: shadow.symbol,
price: shadow.price,
time_in_force: shadow.time_in_force,
display: shadow.display,
capacity: shadow.capacity,
int_mkt_sweep_eligibility: shadow.int_mkt_sweep_eligibility,
cross_type: shadow.cross_type,
clt_order_id: shadow.clt_order_id,
appendage_length: shadow.appendages.byte_len() as u16,
appendages: shadow.appendages,
}
}
}
#[cfg(test)]
mod test {
use super::*;
use links_core::unittest::setup;
use log::info;
use serde_json::{from_str, to_string};
use text_diff::{diff, print_diff};
#[test]
fn test_msg_byteserde() {
setup::log::configure_compact(log::LevelFilter::Info);
let msg_inp = EnterOrder::default();
let ser: ByteSerializerStack<256> = to_serializer_stack(&msg_inp).unwrap();
info!("ser: {:#x}", ser);
let msg_out: EnterOrder = from_serializer_stack(&ser).unwrap();
info!("msg_inp: {:?}", msg_inp);
info!("msg_out: {:?}", msg_out);
assert_eq!(msg_out, msg_inp);
}
#[test]
fn test_msg_serde() {
setup::log::configure_compact(log::LevelFilter::Info);
let msg_inp = EnterOrder::default();
// info!("msg_inp: {:?}", msg_inp);
let json_out = to_string(&msg_inp).unwrap();
let json_exp = r#"{"user_ref_number":1,"side":"BUY","quantity":100,"symbol":"DUMMY","price":1.2345,"time_in_force":"MARKET_HOURS","display":"VISIBLE","capacity":"AGENCY","int_mkt_sweep_eligibility":"ELIGIBLE","cross_type":"CONTINUOUS_MARKET","clt_order_id":"1","appendages":{"firm":"????","min_qty":0,"customer_type":"PORT_DEFAULT","max_floor":0,"price_type":"LIMIT","peg_offset":-1.1234,"discretion_price":0.0,"discretion_price_type":"LIMIT","discretion_peg_offset":-1.1234,"post_only":"NO","random_reserves":0,"route":"????","expire_time":0,"trade_now":"PORT_DEFAULT","handle_inst":"NO_INSTRUCTIONS","group_id":0,"shares_located":"NO"}}"#;
info!("json_out: {}", json_out);
if matches!(diff(&json_out, json_exp, ","), (dist, _) if dist != 0) {
print_diff(&json_out, json_exp, ",");
assert_eq!(json_out, json_exp);
}
let msg_out: EnterOrder = from_str(&json_out).unwrap();
// info!("msg_out: {:?}", msg_out);
assert_eq!(msg_out, msg_inp);
}
}