use crate::{model::clt::_01_enter_order::EnterOrderAppendage, prelude::*};
use byteserde::prelude::*;
use byteserde_derive::{ByteDeserializeSlice, ByteSerializeStack, ByteSerializedLenOf};
use serde::{Deserialize, Serialize};
// page 10 from https://nasdaqtrader.com/content/technicalsupport/specifications/TradingProducts/Ouch5.0.pdf
// Firm
// MinQty
// CustomerType
// MaxFloor
// PriceType
// PegOffset
// Discretion
// DiscretionPrice
// DiscretionPegType
// DiscretionPegOffset
// PostOnly
// RandomReserves
// Route
// ExpireTime
// TradeNow
// HandleInst
// BBO Weight Indicator
// 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 OrderAcceptedAppendage {
#[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(BBOWeightIndicator::tag_as_slice()))]
pub bbo_weight_indicator: Option<TagValueElement<BBOWeightIndicator>>,
#[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>>,
}
impl From<&EnterOrderAppendage> for OrderAcceptedAppendage {
#[inline(always)]
fn from(value: &EnterOrderAppendage) -> Self {
OrderAcceptedAppendage {
firm: value.firm,
min_qty: value.min_qty,
customer_type: value.customer_type,
max_floor: value.max_floor,
price_type: value.price_type,
peg_offset: value.peg_offset,
discretion_price: value.discretion_price,
discretion_price_type: value.discretion_price_type,
discretion_peg_offset: value.discretion_peg_offset,
post_only: value.post_only,
random_reserves: value.random_reserves,
route: value.route,
expire_time: value.expire_time,
trade_now: value.trade_now,
handle_inst: value.handle_inst,
bbo_weight_indicator: None,
group_id: value.group_id,
shares_located: value.shares_located,
}
}
}
#[derive(ByteSerializeStack, ByteDeserializeSlice, ByteSerializedLenOf, Serialize, Deserialize, PartialEq, Clone, Debug)]
#[byteserde(endian = "be")]
#[serde(from = "OrderAcceptedJsonDes")]
pub struct OrderAccepted {
#[serde(default, skip_serializing)]
packet_type: PacketTypeOrderAccepted,
pub timestamp: Timestamp, // Venue assigned
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 order_reference_number: OrderReferenceNumber, // Venue assigned
pub capacity: Capacity,
pub int_mkt_sweep_eligibility: IntMktSweepEligibility,
pub cross_type: CrossType,
pub order_state: OrderState, // Venue assigned
pub clt_order_id: CltOrderId,
#[serde(skip)]
#[byteserde(replace( appendages.byte_len() ))]
appendage_length: u16,
#[byteserde(deplete(appendage_length))]
pub appendages: OrderAcceptedAppendage,
}
impl From<(&EnterOrder, OrderReferenceNumber, OrderState)> for OrderAccepted {
#[inline(always)]
fn from(value: (&EnterOrder, OrderReferenceNumber, OrderState)) -> Self {
let (enter_order, order_reference_number, order_state) = value;
Self {
packet_type: PacketTypeOrderAccepted::default(),
timestamp: Timestamp::default(), // Venue assigned
user_ref_number: enter_order.user_ref_number,
side: enter_order.side,
quantity: enter_order.quantity,
symbol: enter_order.symbol,
price: enter_order.price,
time_in_force: enter_order.time_in_force,
display: enter_order.display,
order_reference_number, // Venue assigned
capacity: enter_order.capacity,
int_mkt_sweep_eligibility: enter_order.int_mkt_sweep_eligibility,
cross_type: enter_order.cross_type,
order_state, // Venue assigned
clt_order_id: enter_order.clt_order_id,
appendage_length: enter_order.appendages.byte_len() as u16,
appendages: (&enter_order.appendages).into(),
}
}
}
#[derive(Deserialize)]
struct OrderAcceptedJsonDes {
timestamp: Timestamp, // Venue assigned
user_ref_number: UserRefNumber,
side: Side,
quantity: Quantity,
symbol: Symbol,
price: Price,
time_in_force: TimeInForce,
display: Display,
order_reference_number: OrderReferenceNumber, // Venue assigned
capacity: Capacity,
int_mkt_sweep_eligibility: IntMktSweepEligibility,
cross_type: CrossType,
order_state: OrderState, // Venue assigned
clt_order_id: CltOrderId,
appendages: OrderAcceptedAppendage,
}
impl From<OrderAcceptedJsonDes> for OrderAccepted {
fn from(value: OrderAcceptedJsonDes) -> Self {
Self {
packet_type: PacketTypeOrderAccepted::default(),
timestamp: value.timestamp, // Venue assigned
user_ref_number: value.user_ref_number,
side: value.side,
quantity: value.quantity,
symbol: value.symbol,
price: value.price,
time_in_force: value.time_in_force,
display: value.display,
order_reference_number: value.order_reference_number, // Venue assigned
capacity: value.capacity,
int_mkt_sweep_eligibility: value.int_mkt_sweep_eligibility,
cross_type: value.cross_type,
order_state: value.order_state, // Venue assigned
clt_order_id: value.clt_order_id,
appendage_length: value.appendages.byte_len() as u16,
appendages: value.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 enter_order = EnterOrder::default();
let msg_inp = OrderAccepted::from((&enter_order, OrderReferenceNumber::new(1), OrderState::live()));
let ser: ByteSerializerStack<256> = to_serializer_stack(&msg_inp).unwrap();
info!("ser: {:#x}", ser);
let msg_out: OrderAccepted = 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 enter_order = EnterOrder::default();
let mut msg_inp = OrderAccepted::from((&enter_order, OrderReferenceNumber::new(1), OrderState::live()));
msg_inp.timestamp = Timestamp::new(1);
// info!("msg_inp: {:?}", msg_inp);
let json_out = to_string(&msg_inp).unwrap();
let json_exp = r#"{"timestamp":1,"user_ref_number":1,"side":"BUY","quantity":100,"symbol":"DUMMY","price":1.2345,"time_in_force":"MARKET_HOURS","display":"VISIBLE","order_reference_number":1,"capacity":"AGENCY","int_mkt_sweep_eligibility":"ELIGIBLE","cross_type":"CONTINUOUS_MARKET","order_state":"LIVE","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: OrderAccepted = from_str(&json_out).unwrap();
// info!("msg_out: {:?}", msg_out);
assert_eq!(msg_out, msg_inp);
}
}