stock-trek 0.8.15

Stock Trek time-series analysis
Documentation
use crate::{
    cex::{
        asset_id::AssetId,
        capability::{
            CexCapability, HasRequiredCapabilities, MultiLegCexCapability, combine_capabilities,
        },
        orders::single::SingleOrderGeneric,
    },
    error::result::StockTrekResult,
    resolveable::Resolvable,
    resolved_context::ResolvedContext,
    values::value::{AssetIdValue, NumberValue},
};
use serde::{Deserialize, Serialize};

#[derive(Debug, Clone, Hash, Serialize, Deserialize)]
pub struct OneCancelsOtherOrderGeneric<A, N> {
    pub primary: SingleOrderGeneric<A, N>,
    pub secondary: SingleOrderGeneric<A, N>,
}

pub type OneCancelsOtherOrderRaw = OneCancelsOtherOrderGeneric<AssetIdValue, NumberValue>;
pub type OneCancelsOtherOrder = OneCancelsOtherOrderGeneric<AssetId, f64>;

impl Resolvable<OneCancelsOtherOrder> for OneCancelsOtherOrderRaw {
    fn try_resolve(&self, context: &ResolvedContext) -> StockTrekResult<OneCancelsOtherOrder> {
        Ok(OneCancelsOtherOrder {
            primary: self.primary.try_resolve(context)?,
            secondary: self.secondary.try_resolve(context)?,
        })
    }
}

impl<A, N> HasRequiredCapabilities for OneCancelsOtherOrderGeneric<A, N> {
    fn required_capabilities(&self) -> Vec<CexCapability> {
        let mut required_capabilities = combine_capabilities(&[&self.primary, &self.secondary]);
        required_capabilities.push(CexCapability::MultiLeg(
            MultiLegCexCapability::OneCancelsOther,
        ));
        required_capabilities
    }
}